This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of our proposed estimators and forecasts are established. Monte Carlo simulation is conducted to...

The equity premium, return on equity minus return on risk-free asset, is expected to be positive. We consider imposing such positivity constraint in local historical average (LHA) in nonparametric kernel regression framework. It is also extended to the semiparametric single index model when...

This paper considers nonparametric and semiparametric regression models subject to monotonicity constraint. We use bagging as an alternative approach to Hall and Huang (2001). Asymptotic properties of our proposed estimators and forecasts are established. Monte Carlo simulation is conducted to...

Analysts of survey data are often interested in modelling the population process, or superpopulation, that gave rise to a `target' set of survey variables. An important tool for this is maximum likelihood estimation. A survey is said to provide limited information for such inference if data used...

A nonsmooth multiobjective optimization problem involving generalized (F, α, ρ, d)-type I function is considered. Karush–Kuhn–Tucker type necessary and sufficient optimality conditions are obtained for a feasible point to be an efficient or properly efficient solution. Duality results are...

A nonsmooth multiobjective optimization problem involving generalized (F, α, ρ, d)-type I function is considered. Karush–Kuhn–Tucker type necessary and sufficient optimality conditions are obtained for a feasible point to be an efficient or properly efficient solution. Duality results are...

In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set. We first rewrite the double obstacle complementarity problem...

In many biological and other scientific applications, predictors are often naturally grouped. For example, in biological applications, assayed genes or proteins are grouped by biological roles or biological pathways. When studying the dependence of survival outcome on these grouped predictors,...