Birke, Melanie (contributor); Dette, Holger (contributor) - 2005
A new nonparametric estimate of a convex regression function is proposed and its stochastic properties are studied. The … method starts with an unconstrained estimate of the derivative of the regression function, which is firstly isotonized and … equivalent to the initial unconstrained estimate if the regression function is in fact convex. If convexity is not present the …