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Consistency of Multidimensional Convex Regression
nonparametric regression multidimensional convex functions asymptotic properties consistency
2015/7/6
Convex regression is concerned with computing the best fit of a convex function to a data set of n observations in which the independent variable is (possibly) multidimensional. Such regression ...
Global risk bounds and adaptation in univariate convex regression
Global risk bounds adaptation univariate convex regression
2013/6/13
We consider the problem of nonparametric estimation of a convex regression function $\phi_0$. We study global risk bounds and adaptation properties of the least squares estimator (LSE) of $\phi_0$. Un...
Multivariate convex regression with adaptive partitioning
Nonparametric regression shape constraint convex regression treed linear model
2011/6/17
We propose a new, nonparametric method for multivariate regression subject to convexity or
concavity constraints on the response function. Convexity constraints are common in economics,
statistics, ...