Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Index models"
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Generalised additive and index models with shape constraints
(WileyJournal of the Royal Statistical Society: Series B (Statistical Methodology), 20151026)We study generalized additive models, with shape restrictions (e.g. monotonicity, convexity and concavity) imposed on each component of the additive prediction function. We show that this framework facilitates a nonparametric ...