A penalized method for multivariate concave least squares with application to productivity analysis
نویسندگان
چکیده
منابع مشابه
A penalized method for multivariate concave least squares with application to productivity analysis
We propose a penalized method for the least squares estimator of a multivariate concave regression function. This estimator is formulated as a quadratic programming (QP) problem with O(n) constraints, where n is the number of observations. Computing such an estimator is a very timeconsuming task, and the computational burden rises dramatically as the number of observations increases. By introdu...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2017
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2016.08.026