Corpus ID: 237940316

pyStoNED: A Python Package for Convex Regression and Frontier Estimation

  title={pyStoNED: A Python Package for Convex Regression and Frontier Estimation},
  author={Sheng Dai and Yunzhe Fang and Chia-Yen Lee and Timo Kuosmanen},
Shape-constrained nonparametric regression is a growing area in econometrics, statistics, operations research, machine learning and related fields. In the field of productivity and efficiency analysis, recent developments in the multivariate convex regression and related techniques such as convex quantile regression and convex expectile regression have bridged the long-standing gap between the conventional deterministic-nonparametric and stochastic-parametric methods. Unfortunately, the heavy… Expand

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