Consistency of Penalized Convex Regression
نویسندگان
چکیده
منابع مشابه
Consistency of Multidimensional Convex Regression
Convex regression is concerned with computing the best fit of a convex function to a data set of n observations in which the independent variable is (possibly) multi–dimensional. Such regression problems arise in operations research, economics, and other disciplines in which imposing a convexity constraint on the regression function is natural. This paper studies a least squares estimator that ...
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ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2020
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v10n1p69