Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
type: Item
instance of: scholarly article
title: Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
zbMATH Open document ID: 1441.62870
author: Thomas S. Shively
author: Paul Damien
author: Stephen G. Walker
published in: Journal of Econometrics
publication date: 2016-08-10T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6610687
zbMATH Keywords: fixed-knot splines
zbMATH Keywords: free-knot splines
zbMATH Keywords: log-concave likelihood functions
zbMATH Keywords: MCMC sampling algorithm
zbMATH Keywords: small sample properties
MaRDI profile type: Publication
full work available at URL: j.jeconom.2010.12.001
OpenAlex ID: W2094538114
cites work: The Nonparametric Identification of Treatment Effects in Duration Models
cites work: Bayesian Analysis of Binary and Polychotomous Response Data
cites work: Nonparametric option pricing under shape restrictions
cites work: Semiparametric binary regression models under shape constraints with an application to Indian schooling data
cites work: The Müntz-Szatz demand system. An application of a globally well behaved series expansion
cites work: Consumer preferences and demand systems
cites work: Nonparametric estimation of American options' exercise boundaries and call prices
cites work: American options with stochastic dividends and volatility: a nonparametric investigation
cites work: Q5654899
cites work: Bayesian thinking, modeling and computation.
cites work: Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
cites work: Automatic Bayesian Curve Fitting
cites work: Q4096718
cites work: Bayesian Semiparametric Isotonic Regression for Count Data
cites work: On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form
cites work: Imposing curvature restrictions on flexible functional forms
cites work: Q5480569
cites work: Sampling-Based Approaches to Calculating Marginal Densities
cites work: Adaptive Rejection Sampling for Gibbs Sampling
cites work: Some limit theorems for empirical processes (with discussion)
cites work: Estimation of a convex function: Characterizations and asymptotic theory.
cites work: Estimating a smooth monotone regression function
cites work: Inference on Regressions with Interval Data on a Regressor or Outcome
cites work: Bayesian Isotonic Regression and Trend Analysis
cites work: Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
cites work: Convergence of stochastic processes
cites work: A Bayesian Approach to Non-Parametric Monotone Function Estimation
cites work: Nonparametric regression using Bayesian variable selection
cites work: Additive Nonparametric Regression With Autocorrelated Errors
cites work: Markov chains for exploring posterior distributions. (With discussion)
cites work: New approaches to Bayesian consistency
cites work: On Bayesian consistency
cites work: Detecting the Presence of Mixing with Multiscale Maximum Likelihood
cites work: Isotonic, convex and related splines
cites work: Nonparametric state price density estimation using constrained least squares and the bootstrap
DOI: 10.1016/J.JECONOM.2010.12.001
description: scientific article; zbMATH DE number 6610687