-
1
-
-
0347354948
-
Nonparametric option pricing under shape restrictions
-
Y. At-Sahalia, and J. Duarte Nonparametric option pricing under shape restrictions Journal of Econometrics 116 2003 9 47
-
(2003)
Journal of Econometrics
, vol.116
, pp. 9-47
-
-
At-Sahalia, Y.1
Duarte, J.2
-
3
-
-
34547317836
-
Estimating a convex function in nonparametric regression
-
M. Birke, and H. Dette Estimating a convex function in nonparametric regression Scandinavian Journal of Statistics 34 2007 384 404
-
(2007)
Scandinavian Journal of Statistics
, vol.34
, pp. 384-404
-
-
Birke, M.1
Dette, H.2
-
4
-
-
70450093216
-
A note on B-splines for semiparametric elicitation
-
B. Bornkamp, and K. Ickstadt A note on B-splines for semiparametric elicitation The American Statistician 63 2009 373 377
-
(2009)
The American Statistician
, vol.63
, pp. 373-377
-
-
Bornkamp, B.1
Ickstadt, K.2
-
5
-
-
0001262212
-
Maximum likelihood estimates of monotone parameters
-
H.D. Brunk Maximum likelihood estimates of monotone parameters The Annals of Mathematical Statistics 26 4 1955 607 616
-
(1955)
The Annals of Mathematical Statistics
, vol.26
, Issue.4
, pp. 607-616
-
-
Brunk, H.D.1
-
6
-
-
0000396870
-
Shape preserving representations and optimality of the Bernstein basis
-
J.M. Carnicer, and J.M. Pena Shape preserving representations and optimality of the Bernstein basis Advances in Computational Mathematics 1 1993 173 196
-
(1993)
Advances in Computational Mathematics
, vol.1
, pp. 173-196
-
-
Carnicer, J.M.1
Pena, J.M.2
-
7
-
-
27244459727
-
Semi-nonparametric estimation with Bernstein polynomials
-
P.M. Chak, N. Madras, and B. Smith Semi-nonparametric estimation with Bernstein polynomials Economics Letters 89 2005 153 156
-
(2005)
Economics Letters
, vol.89
, pp. 153-156
-
-
Chak, P.M.1
Madras, N.2
Smith, B.3
-
9
-
-
74949097697
-
Shape restricted regression with random Bernstein polynomials
-
I.S. Chang, L.C. Chien, C.A. Hsiung, C.C. Wen, and Y.J. Wu Shape restricted regression with random Bernstein polynomials Lecture Notes-Monograph Series 54 2007 187 202
-
(2007)
Lecture Notes-Monograph Series
, vol.54
, pp. 187-202
-
-
Chang, I.S.1
Chien, L.C.2
Hsiung, C.A.3
Wen, C.C.4
Wu, Y.J.5
-
10
-
-
79952713078
-
A variable selection approach to monotonic regression with Bernstein polynomials
-
S.M. Curtis, and S.K. Ghosh A variable selection approach to monotonic regression with Bernstein polynomials Journal of Applied Statistics 38 2011 961 976
-
(2011)
Journal of Applied Statistics
, vol.38
, pp. 961-976
-
-
Curtis, S.M.1
Ghosh, S.K.2
-
11
-
-
33846090365
-
A simple nonparametric estimator of a strictly monotone regression function
-
H. Dette, N. Neumeyer, and K.F. Pilz A simple nonparametric estimator of a strictly monotone regression function Bernoulli 12 3 2006 469 490
-
(2006)
Bernoulli
, vol.12
, Issue.3
, pp. 469-490
-
-
Dette, H.1
Neumeyer, N.2
Pilz, K.F.3
-
12
-
-
0019147354
-
An algorithm for cubic spline fitting with convexity constraints
-
P. Dierckx An algorithm for cubic spline fitting with convexity constraints Computing 24 1980 349 371
-
(1980)
Computing
, vol.24
, pp. 349-371
-
-
Dierckx, P.1
-
14
-
-
0009361227
-
A mixed prinmal-dual bases algorithm for regression under inequality constraints: Application to concave regression
-
D.A.S. Fraser, and H. Massam A mixed prinmal-dual bases algorithm for regression under inequality constraints: application to concave regression Scandinavian Journal of Statistics 16 1989 65 74
-
(1989)
Scandinavian Journal of Statistics
, vol.16
, pp. 65-74
-
-
Fraser, D.A.S.1
Massam, H.2
-
15
-
-
0021477545
-
The monotone smoothing of scatterplots
-
J. Friedman, and R. Tibshirani The monotone smoothing of scatterplots Technometrics 26 3 1984 243 250
-
(1984)
Technometrics
, vol.26
, Issue.3
, pp. 243-250
-
-
Friedman, J.1
Tibshirani, R.2
-
16
-
-
0000903299
-
Imposing curvature restrictions on flexible functional forms
-
A.R. Gallant, and G.H. Golub Imposing curvature restrictions on flexible functional forms Journal of Econometrics 38 1984 295 321
-
(1984)
Journal of Econometrics
, vol.38
, pp. 295-321
-
-
Gallant, A.R.1
Golub, G.H.2
-
17
-
-
0344616088
-
Dual and primal-dual methods for solving strictly convex quadratic programs
-
J.P. Hennart, Lecture Notes in Mathematics Springer-Verlag Berlin
-
D. Goldfarb, and A. Idnani Dual and primal-dual methods for solving strictly convex quadratic programs J.P. Hennart, Numerical Analysis Lecture Notes in Mathematics No. 909 1982 Springer-Verlag Berlin 226 239
-
(1982)
Numerical Analysis
, vol.909
, pp. 226-239
-
-
Goldfarb, D.1
Idnani, A.2
-
18
-
-
0020826623
-
A numerically stable dual method for solving strictly convex quadratic programs
-
D. Goldfarb, and A. Idnani A numerically stable dual method for solving strictly convex quadratic programs Mathematical Programming 27 1983 1 33
-
(1983)
Mathematical Programming
, vol.27
, pp. 1-33
-
-
Goldfarb, D.1
Idnani, A.2
-
21
-
-
0035528158
-
Estimation of convex functions: Characterizations and asymptotic theory
-
P. Groeneboom, G. Jongbloed, and J.A. Wellner Estimation of convex functions: characterizations and asymptotic theory The Annual of Statistics 26 2001 1653 1698
-
(2001)
The Annual of Statistics
, vol.26
, pp. 1653-1698
-
-
Groeneboom, P.1
Jongbloed, G.2
Wellner, J.A.3
-
23
-
-
0035539846
-
Nonparametric kernel regression subject to monotonicity constraints
-
P. Hall, and L.-S. Huang Nonparametric kernel regression subject to monotonicity constraints Annals of Statistics 29 3 2001 624 647
-
(2001)
Annals of Statistics
, vol.29
, Issue.3
, pp. 624-647
-
-
Hall, P.1
Huang, L.-S.2
-
24
-
-
0023860607
-
A successive projection method
-
S.P. Han A successive projection method Mathematical Programming 40 1 1988 1 14
-
(1988)
Mathematical Programming
, vol.40
, Issue.1
, pp. 1-14
-
-
Han, S.P.1
-
25
-
-
80855165867
-
-
Revised: January 10, 2010. Retrieved from
-
B.E. Hansen Econometrics 2010 Revised: January 10, 2010. Retrieved from http://www.ssc.wisc.edu/~bhansen/econometrics/
-
(2010)
Econometrics
-
-
Hansen, B.E.1
-
27
-
-
0010965971
-
The Bernstein polynomials for discontinuous functions
-
F. Herzog, and J.D. Hill The Bernstein polynomials for discontinuous functions American Journal of Mathematics 68 1946 109 124
-
(1946)
American Journal of Mathematics
, vol.68
, pp. 109-124
-
-
Herzog, F.1
Hill, J.D.2
-
29
-
-
0025677551
-
Monotone smoothing with application to dose-response curves and the assessment of synergism
-
C. Kelly, and J. Rice Monotone smoothing with application to dose-response curves and the assessment of synergism Biometrics 46 1990 1071 1085
-
(1990)
Biometrics
, vol.46
, pp. 1071-1085
-
-
Kelly, C.1
Rice, J.2
-
30
-
-
0003707239
-
-
Second ed. Chelsea Publishing Company New York
-
Z.Z. Lorentz Bernstein Polynomials Second ed. 1986 Chelsea Publishing Company New York
-
(1986)
Bernstein Polynomials
-
-
Lorentz, Z.Z.1
-
31
-
-
0000899362
-
Nonparametric regression under qualitative smoothness assumptions
-
E. Mammen Nonparametric regression under qualitative smoothness assumptions The Annual of Statistics 19 1991 741 795
-
(1991)
The Annual of Statistics
, vol.19
, pp. 741-795
-
-
Mammen, E.1
-
32
-
-
0012630251
-
A general projection framework for constrained smoothing
-
E. Mammen, J.S. Marron, B.A. Turlach, and M.P. Wand A general projection framework for constrained smoothing Statistical Science 16 3 2001 232 248
-
(2001)
Statistical Science
, vol.16
, Issue.3
, pp. 232-248
-
-
Mammen, E.1
Marron, J.S.2
Turlach, B.A.3
Wand, M.P.4
-
33
-
-
77955903197
-
Inference using shape-restricted regression splines
-
M.C. Meyer Inference using shape-restricted regression splines Annals of Applied Statistics 2 3 2008 1013 1033
-
(2008)
Annals of Applied Statistics
, vol.2
, Issue.3
, pp. 1013-1033
-
-
Meyer, M.C.1
-
34
-
-
0036266808
-
Bayesian analysis under ordered functions of parameters
-
J. Molitor, and D. Sun Bayesian analysis under ordered functions of parameters Environmental and Ecological Statistics 9 2 2002 179 193
-
(2002)
Environmental and Ecological Statistics
, vol.9
, Issue.2
, pp. 179-193
-
-
Molitor, J.1
Sun, D.2
-
35
-
-
0000290116
-
Monotone nonparametric regression
-
H. Mukerjee Monotone nonparametric regression The Annals of Statistics 16 2 1988 741 750
-
(1988)
The Annals of Statistics
, vol.16
, Issue.2
, pp. 741-750
-
-
Mukerjee, H.1
-
38
-
-
84972507631
-
Monotone regression splines in action
-
J.O. Ramsay Monotone regression splines in action Statistical Science 3 4 1988 425 461
-
(1988)
Statistical Science
, vol.3
, Issue.4
, pp. 425-461
-
-
Ramsay, J.O.1
-
39
-
-
0002989469
-
Asymptotic properties of nonparametric curve estimates
-
U. Stadtmuller Asymptotic properties of nonparametric curve estimates Periodica Methematrica Hungarica 17 2 1986 83 108
-
(1986)
Periodica Methematrica Hungarica
, vol.17
, Issue.2
, pp. 83-108
-
-
Stadtmuller, U.1
-
40
-
-
21344458988
-
Incorporating monotonicity and concavity conditions in flexible function forms
-
D. Terrell Incorporating monotonicity and concavity conditions in flexible function forms Journal of Applied Econometrics 11 1996 179 194
-
(1996)
Journal of Applied Econometrics
, vol.11
, pp. 179-194
-
-
Terrell, D.1
-
42
-
-
0000148392
-
Inequality-constrained multivariate smoothing splines with application to the estimation of posterior probabilities
-
M. Villalobos, and G. Wahba Inequality-constrained multivariate smoothing splines with application to the estimation of posterior probabilities Journal of the American Statistical Association 82 397 1987 239 248
-
(1987)
Journal of the American Statistical Association
, vol.82
, Issue.397
, pp. 239-248
-
-
Villalobos, M.1
Wahba, G.2
-
44
-
-
33645412343
-
Some algorithms for concave and isotonic regression
-
C.F. Wu Some algorithms for concave and isotonic regression Studies in the Management Sciences 19 1982 105 116
-
(1982)
Studies in the Management Sciences
, vol.19
, pp. 105-116
-
-
Wu, C.F.1
|