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Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting
Nonlinearity Nonparametric regression Semiparametric regression Local mono- tonicity Bagging
2016/1/25
This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of...
Dynamic Financial Constraints: Distinguishing Mechanism Design
financial constraints mechanism design structural estimation and testing
2014/9/9
We formulate and solve a range of dynamic models of constrained credit/insurance that allow for moral
hazard and limited commitment. We compare them to full insurance and exogenously incomplete finan...
Multiscale Methods for Shape Constraints in Deconvolution
Brownian motion convexity differential inequalities ill-posed problems mode detection monotonicity multiscale statistics
2011/8/29
Abstract: We derive multiscale statistics for deconvolution in order to detect qualitative features of the unknown density. An important example covered within this framework is to test for local mono...