Tag: Monotone Function
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Monotone Multi-Layer Perceptron
This note is for monotonic Multi-Layer Perceptron Neural network, and the references are from the R package
monmlp
. - Test of Monotonicity by Calibrating for Linear Functions
- Test of Monotonicity and Convexity by Splines
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Test of Monotonicity by U-processes
This note is for Ghosal, S., Sen, A., & van der Vaart, A. W. (2000). Testing Monotonicity of Regression. The Annals of Statistics, 28(4), 1054–1082.
- Monotonicity in Asset Returns
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Test of Monotonicity
This note is for Chetverikov, D. (2019). TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS. Econometric Theory, 35(4), 729–776.
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Multidimensional Monotone Bayesian Additive Regression Trees
This note is for Chipman, H. A., George, E. I., McCulloch, R. E., & Shively, T. S. (2021). mBART: Multidimensional Monotone BART. ArXiv:1612.01619 [Stat].
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Monetone B-spline Smoothing
This note is based on He, X., & Shi, P. (1998). Monotone B-Spline Smoothing. Journal of the American Statistical Association, 93(442), 643–650., and the reproduced simulations are based on the updated algorithm, Ng, P., & Maechler, M. (2007). A fast and efficient implementation of qualitatively constrained quantile smoothing splines. Statistical Modelling, 7(4), 315–328.