17 citations · 38 across the 10 of their papers we have counts for
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stat.ME2022
Convex Support Vector Regression
Zhiqiang Liao, Sheng Dai, Timo Kuosmanen
Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However…
stat.ME2022★ 17 cited
Partial frontiers are not quantiles
Sheng Dai, Timo Kuosmanen, Xun Zhou
Quantile regression and partial frontier are two distinct approaches to nonparametric quantile frontier estimation. In this article, we demonstrate that partial frontiers are not q…
stat.ME2022★ 10 cited
Non-crossing convex quantile regression
Sheng Dai, Timo Kuosmanen, Xun Zhou
Quantile crossing is a common phenomenon in shape constrained nonparametric quantile regression. A recent study by Wang et al. (2014) has proposed to address this problem by imposi…