activity
20122023
most citedPartial frontiers are not quantiles

17 citations · 49 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ME2023

Stochastic Nonparametric Estimation of the Density-Flow Curve

Iaroslav Kriuchkov, Timo Kuosmanen

Recent advances in operations research and machine learning have revived interest in solving complex real-world, large-size traffic control problems. With the increasing availabili…

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…

stat.CO2021★ 6 cited

pyStoNED: A Python Package for Convex Regression and Frontier Estimation

Sheng Dai, Yu-Hsueh Fang, Chia-Yen Lee +1

Shape-constrained nonparametric regression is a growing area in econometrics, statistics, operations research, machine learning and related fields. In the field of productivity and…

stat.AP2016★ 6 cited

Shape constrained kernel-weighted least squares: Application to production function estimation for Chilean manufacturing industries

Daisuke Yagi, Yining Chen, Andrew L. Johnson +1

In this paper we examine a novel way of imposing shape constraints on a local polynomial kernel estimator. The proposed approach is referred to as Shape Constrained Kernel-weighted…

stat.CO2012★ 10 cited

A Multi-objective Exploratory Procedure for Regression Model Selection

Ankur Sinha, Pekka Malo, Timo Kuosmanen

Variable selection is recognized as one of the most critical steps in statistical modeling. The problems encountered in engineering and social sciences are commonly characterized b…