Nonparametric function estimation subject to monotonicity, convexity and other shape constraints - Shively, Thomas S.; Walker, Stephen G.; Damien, Paul (Journal of econometrics, 2011)
Keywords: Algorithms; Applications; Bayesian analysis; Bayesian method; Econometrics; Estimating techniques; Estimation; Exact sciences and technology; Fixed-knot splines; Fixed-knot splines Free-knot splines Log-concave likelihood functions MCMC sampling algorithm Small sample properties; Free-knot splines; Insurance, economics, finance; Log-concave likelihood functions; Mathematics; MCMC sampling algorithm; Model testing; Monte Carlo simulation; Nonparametric inference; Numerical analysis; Numerical analysis. Scientific computation; Numerical approximation; Parametric inference; Probability and statistics; Regression analysis; Sampling; Sciences and techniques of general use; Significance tests; Simulation; Small sample properties; Statistical models; Statistics; Studies; MCMC sampling algorithm; C11—Bayesian analysis; Small sample properties; Fixed-knot splines; Log-concave likelihood functions; C14—Semiparametric and nonparametric methods; Free-knot splines; Shape function; methods; Non parametric method; Non parametric estimation; Spline approximation; Numerical approximation; Markov chain; C14-Semiparametric and nonparametric; C11-Bayesian analysis; Smooth function; Log likelihood; Constraint theory; Regression spline; Convexity; Sampling; Likelihood function; Bayes estimation; Monte Carlo method; Gauss method; Statistical estimation; Constrained estimation; Semiparametric method; Algorithm; Concave function; Statistical method; Function estimation; Numerical analysis; Simulation; Econometrics