Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman - Department of Economics, University of California-Riverside - 2014
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...
