Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

Polynomial regression under shape constraints

Abstract : Calculating regression under shape constraints is a problem addressed by statisticians since long. This paper shows how to calculate a polynomial regression of any degree and of any number of variables under shape constraints, which include bounds, monotony, concavity constraints. Theoretical explanations are first introduced for monotony constraints and then applied to ad hoc examples to show the behavior of the proposed algorithm. Two real industrial cases are then detailed and worked out.
Complete list of metadata

Cited literature [16 references]  Display  Hide  Download

https://hal.inria.fr/hal-01073514
Contributor : Francois Wahl Connect in order to contact the contributor
Submitted on : Wednesday, March 4, 2015 - 10:23:44 PM
Last modification on : Monday, June 28, 2021 - 2:26:07 PM
Long-term archiving on: : Friday, June 5, 2015 - 11:31:19 AM

File

WAHLFrancois150304.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01073514, version 2

Citation

Francois Wahl, T Espinasse. Polynomial regression under shape constraints. 2014. ⟨hal-01073514v2⟩

Share

Metrics

Record views

365

Files downloads

2584