Shively, Thomas S.; Walker, Stephen G.; Damien, Paul - In: Journal of Econometrics 161 (2011) 2, pp. 166-181
This paper uses free-knot and fixed-knot regression splines in a Bayesian context to develop methods for the nonparametric estimation of functions subject to shape constraints in models with log-concave likelihood functions. The shape constraints we consider include monotonicity, convexity and...