Orthogonality conditions for convex regression
Fuente:
arXiv
Saved in:
| Main Authors: | Dai, Sheng, Kuosmanen, Timo, Zhou, Xun |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Overfitting Reduction in Convex Regression
by: Liao, Zhiqiang, et al.
Published: (2024)
by: Liao, Zhiqiang, et al.
Published: (2024)
Non-crossing convex quantile regression
by: Dai, Sheng, et al.
Published: (2022)
by: Dai, Sheng, et al.
Published: (2022)
Axiomatic modeling of fixed proportion technologies
by: Zhou, Xun, et al.
Published: (2024)
by: Zhou, Xun, et al.
Published: (2024)
Improved inference for nonparametric regression and regression-discontinuity designs
by: Cavaliere, Giuseppe, et al.
Published: (2025)
by: Cavaliere, Giuseppe, et al.
Published: (2025)
Parameters on the boundary in predictive regression
by: Cavaliere, Giuseppe, et al.
Published: (2024)
by: Cavaliere, Giuseppe, et al.
Published: (2024)
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by: Bonhomme, Stéphane, et al.
Published: (2024)
by: Bonhomme, Stéphane, et al.
Published: (2024)
Nonparametric regression with dependent censoring or competing risks
by: Shih, Jia-Han, et al.
Published: (2026)
by: Shih, Jia-Han, et al.
Published: (2026)
A simple but powerful tail index regression
by: Nicolau, João, et al.
Published: (2024)
by: Nicolau, João, et al.
Published: (2024)
Regressions under Adverse Conditions
by: Dimitriadis, Timo, et al.
Published: (2023)
by: Dimitriadis, Timo, et al.
Published: (2023)
An alternative bootstrap procedure for factor-augmented regression models
by: Jiang, Peiyun, et al.
Published: (2025)
by: Jiang, Peiyun, et al.
Published: (2025)
Inference on many jumps in nonparametric panel regression models
by: Chen, Likai, et al.
Published: (2023)
by: Chen, Likai, et al.
Published: (2023)
Potential weights and implicit causal designs in linear regression
by: Chen, Jiafeng
Published: (2024)
by: Chen, Jiafeng
Published: (2024)
Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
by: Chen, Jiafeng, et al.
Published: (2025)
by: Chen, Jiafeng, et al.
Published: (2025)
Forward Regression via Gram-Schmidt Orthogonalization for Ultra-High Dimensional Linear Models
by: Chen, Jialuo, et al.
Published: (2025)
by: Chen, Jialuo, et al.
Published: (2025)
Functional instrumental variable regression with an application to estimating the impact of immigration on native wages
by: Seong, Dakyung, et al.
Published: (2021)
by: Seong, Dakyung, et al.
Published: (2021)
Structured Lasso for convex nonparametric least squares: An application to Swedish electricity distribution networks
by: Liao, Zhiqiang, et al.
Published: (2024)
by: Liao, Zhiqiang, et al.
Published: (2024)
Partial frontiers are not quantiles
by: Dai, Sheng, et al.
Published: (2022)
by: Dai, Sheng, et al.
Published: (2022)
A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
by: Londschien, Malte
Published: (2025)
by: Londschien, Malte
Published: (2025)
Practically significant differences between conditional distribution functions
by: Dette, Holger, et al.
Published: (2025)
by: Dette, Holger, et al.
Published: (2025)
Estimation for conditional moment models based on martingale difference divergence
by: Song, Kunyang, et al.
Published: (2024)
by: Song, Kunyang, et al.
Published: (2024)
Seemingly unrelated Bayesian additive regression trees for cost-effectiveness analyses in healthcare
by: Esser, Jonas, et al.
Published: (2024)
by: Esser, Jonas, et al.
Published: (2024)
Partial identification via conditional linear programs: estimation and policy learning
by: Ben-Michael, Eli
Published: (2025)
by: Ben-Michael, Eli
Published: (2025)
IV regression with distribution-valued outcomes
by: Van Dijcke, David, et al.
Published: (2026)
by: Van Dijcke, David, et al.
Published: (2026)
Augmented balancing weights as linear regression
by: Bruns-Smith, David, et al.
Published: (2023)
by: Bruns-Smith, David, et al.
Published: (2023)
Randomization Inference with Sample Attrition
by: Li, Xinran, et al.
Published: (2025)
by: Li, Xinran, et al.
Published: (2025)
Systemic Risk Surveillance
by: Dimitriadis, Timo, et al.
Published: (2026)
by: Dimitriadis, Timo, et al.
Published: (2026)
Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)
by: Ishihara, Takuya, et al.
Published: (2025)
Unifying regression-based and design-based causal inference in time-series experiments
by: Lin, Zhexiao, et al.
Published: (2025)
by: Lin, Zhexiao, et al.
Published: (2025)
Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
by: Zhao, Jinglong, et al.
Published: (2022)
by: Zhao, Jinglong, et al.
Published: (2022)
Network regression and supervised centrality estimation
by: Cai, Junhui, et al.
Published: (2021)
by: Cai, Junhui, et al.
Published: (2021)
On the estimation of leverage effect and volatility of volatility in the presence of jumps
by: Liu, Qiang, et al.
Published: (2025)
by: Liu, Qiang, et al.
Published: (2025)
One-step smoothing splines instrumental regression
by: Beyhum, Jad, et al.
Published: (2023)
by: Beyhum, Jad, et al.
Published: (2023)
Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty
by: Liu, Kaizhao, et al.
Published: (2024)
by: Liu, Kaizhao, et al.
Published: (2024)
Piece-wise linear isotonic regression
by: Kuosmanen, Timo, et al.
Published: (2026)
by: Kuosmanen, Timo, et al.
Published: (2026)
Dynamic CoVaR Modeling and Estimation
by: Dimitriadis, Timo, et al.
Published: (2022)
by: Dimitriadis, Timo, et al.
Published: (2022)
Statistical Inference for Score Decompositions
by: Dimitriadis, Timo, et al.
Published: (2026)
by: Dimitriadis, Timo, et al.
Published: (2026)
Regression Modeling of the Count Relational Data with Exchangeable Dependencies
by: Du, Wenqin, et al.
Published: (2025)
by: Du, Wenqin, et al.
Published: (2025)
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
by: Yu, Cheng, et al.
Published: (2025)
by: Yu, Cheng, et al.
Published: (2025)
Detecting Sparse Cointegration
by: Gonzalo, Jesus, et al.
Published: (2025)
by: Gonzalo, Jesus, et al.
Published: (2025)
Minnesota BART
by: Lima, Pedro A., et al.
Published: (2025)
by: Lima, Pedro A., et al.
Published: (2025)
Similar Items
-
Overfitting Reduction in Convex Regression
by: Liao, Zhiqiang, et al.
Published: (2024) -
Non-crossing convex quantile regression
by: Dai, Sheng, et al.
Published: (2022) -
Axiomatic modeling of fixed proportion technologies
by: Zhou, Xun, et al.
Published: (2024) -
Improved inference for nonparametric regression and regression-discontinuity designs
by: Cavaliere, Giuseppe, et al.
Published: (2025) -
Parameters on the boundary in predictive regression
by: Cavaliere, Giuseppe, et al.
Published: (2024)