Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
形状约束核加权最小二乘：智利制造业生产函数估计
In this article, we examine a novel way of imposing shape constraints on a local polynomial kernel estimator. The proposed approach is referred to as shape constrained kernel-weighted least squares (SCKLS). We prove uniform consistency of the SCKLS estimator with monotonicity and convexity/concavity constraints and establish its convergence rate. In addition, we propose a test to validate whether shape constraints are correctly specified. The competitiveness of SCKLS is…