Nonparametric estimation of a smooth density with shape restrictions

2012 ◽  
Vol 22 (2) ◽  
Author(s):  
Mary C Meyer
Keyword(s):  
Nonparametric Estimation ◽  
Shape Restrictions ◽  
Smooth Density

scholarly journals Nonparametric estimation and inference under shape restrictions

2017 ◽  
Vol 201 (1) ◽  
pp. 108-126 ◽  
Author(s):  
Joel L. Horowitz ◽  
Sokbae Lee
Keyword(s):  
Nonparametric Estimation ◽  
Shape Restrictions

scholarly journals Mutually Consistent Revealed Preference Demand Predictions

2020 ◽  
Vol 12 (1) ◽  
pp. 42-74 ◽  
Author(s):  
Abi Adams
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
Nonparametric Estimation ◽  
Revealed Preference ◽  
Mixed Integer ◽  
Shape Restrictions ◽  
The Uk ◽  
Computational Resources ◽  
Rational Demand

Revealed preference restrictions are increasingly used to predict demand behavior at new budgets of interest and as shape restrictions in nonparametric estimation exercises. However, the restrictions imposed are not sufficient for rationality when predictions are made at multiple budgets. I highlight the non-convexities in the set of predictions that arise when making multiple predictions. I develop a mixed integer programming characterization of the problem that can be used to impose rationality on multiple predictions. The approach is applied to the UK Family Expenditure Survey to recover rational demand predictions with substantially reduced computational resources compared to known alternatives. (JEL C61, D11, D12)

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