Various large sample estimation techniques in a nonlinear regression model are presented. These estimators are based around preliminary tests of significance, and the James–Stein rule. The properties of these estimators are studied when estimating regression coefficients in the multiple...

Economic theory often provides us with qualitative information on the properties of the functions in a model but rarely indicates their explicit functional form. Among these properties one can find monotonicity, concavity and supermodularity, which involve restricting the sign of the...

In this paper the problem of restricted linear estimation for regression in stochastic processes is analyzed from different viewpoints, using RKHS methods. Of special interest is a relationship with an extended regression problem. Applications of the results to finite dimensional situations are...