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Smoothing Splines and Shape Restrictions

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Author Info
E. Mammen

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9469.00147
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Article provided by Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

Volume (Year): 26 (1999)
Issue (Month): 2 ()
Pages: 239-252
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Handle: RePEc:bla:scjsta:v:26:y:1999:i:2:p:239-252

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  1. E. MAMMEN & S. v. d. GEER, . "Penalized quasi-likelihood estimation in partial linear models," Sonderforschungsbereich 373 1996-6, Humboldt Universitaet Berlin.
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Yacine Ait-Sahalia & Jefferson Duarte, 2002. "Nonparametric Option Pricing under Shape Restrictions," NBER Working Papers 8944, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K., 2008. "Imposing Monotonicity Nonparametrically in First-Price Auctions," MPRA Paper 8769, University Library of Munich, Germany. [Downloadable!]
  3. Matthias R. Fengler, 2005. "Arbitrage-Free Smoothing of the Implied Volatility Surface," SFB 649 Discussion Papers SFB649DP2005-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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