Shape restricted nonparametric regression with Bernstein polynomials
نویسندگان
چکیده
منابع مشابه
Shape Restricted Nonparametric Regression Based on Multivariate Bernstein Polynomials
There has been increasing interest in estimating a multivariate regression function subject to shape restrictions, such as nonnegativity, isotonicity, convexity and concavity. The estimation of such shape-restricted regression curves is more challenging for multivariate predictors, especially for functions with compact support. Most of the currently available statistical estimation methods for ...
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Shape restricted regressions, including isotonic regression and concave regression as special cases, are studied using priors on Bernstein polynomials and Markov chain Monte Carlo methods. These priors have large supports, select only smooth functions, can easily incorporate geometric information into the prior, and can be generated without computational difficulty. Algorithms generating priors...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2012
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.02.018