[图书][B] Applied nonparametric econometrics

DJ Henderson, CF Parmeter - 2015 - books.google.com
The majority of empirical research in economics ignores the potential benefits of
nonparametric methods, while the majority of advances in nonparametric theory ignores the …

Maximum likelihood estimation of a multi-dimensional log-concave density

M Cule, R Samworth, M Stewart - Journal of the Royal Statistical …, 2010 - academic.oup.com
Summary Let X 1,…, X n be independent and identically distributed random vectors with a
(Lebesgue) density f. We first prove that, with probability 1, there is a unique log-concave …

Nonparametric kernel regression with multiple predictors and multiple shape constraints

P Du, CF Parmeter, JS Racine - Statistica Sinica, 2013 - JSTOR
Nonparametric smoothing under shape constraints has recently received much well-
deserved attention. Powerful methods have been proposed for imposing a single shape …

Unimodal density estimation using Bernstein polynomials

BC Turnbull, SK Ghosh - Computational Statistics & Data Analysis, 2014 - Elsevier
The estimation of probability density functions is one of the fundamental aspects of any
statistical inference. Many data analyses are based on an assumed family of parametric …

Smoothed log-concave maximum likelihood estimation with applications

Y Chen, RJ Samworth - Statistica Sinica, 2013 - JSTOR
We study the smoothed log-concave maximum likelihood estimator of a probability
distribution on ℝd. This is a fully automatic nonparametric density estimator, obtained as a …

Imposing economic constraints in nonparametric regression: survey, implementation, and extension

DJ Henderson, CF Parmeter - Nonparametric econometric methods, 2009 - emerald.com
Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are
all important assumptions or consequences of assumptions of economic functionals to be …

Semiparametric estimation under shape constraints

X Wu, R Sickles - Econometrics and statistics, 2018 - Elsevier
Substantial structure and restrictions, such as monotonicity and curvature constraints,
necessary to give economic interpretation to empirical findings are often furnished by …

Unimodal regression using Bernstein–Schoenberg splines and penalties

C Köllmann, B Bornkamp, K Ickstadt - Biometrics, 2014 - Wiley Online Library
Research in the field of nonparametric shape constrained regression has been intensive.
However, only few publications explicitly deal with unimodality although there is need for …

Making a non-parametric density estimator more attractive, and more accurate, by data perturbation

H Doosti, P Hall - Journal of the Royal Statistical Society Series …, 2016 - academic.oup.com
Motivated by both the shortcomings of high order density estimators, and the increasingly
large data sets in many areas of modern science, we introduce new high order, non …

Unimodal kernel density estimation by data sharpening

P Hall, KH Kang - Statistica Sinica, 2005 - JSTOR
We discuss a robust data sharpening method for rendering a standard kernel estimator, with
a given bandwidth, unimodal. It has theoretical and numerical properties of the type that one …