This is the code for Constrained Weighted Bootstrap with y-space objective function written by Daisuke Yagi (d.yagi@tamu.edu).

Constrained Weighted Bootstrap is developed by Hall & Huang (2001) and Du et al. (2013).

ExperimentSettings.m file is the summary of the setting of Monte Carlo Simulation. You can run this file after you set every parameters for the experiments. If you want to use the real data, then you can use LLKwSCtest.m directly, which is the main code for the whole estimation process. Other files are called from LLKwSCtest.m during the process of bandwidth selection and estimation.

Function to compute the CONVEX Regression of the response y on the data matrix x with weight p

Function NEEDS the PACKAGE cvx (see http://cvxr.com/cvx/) to be installed in the computer

Du, P., Parmeter, C.F., Racine, J.S. (2013). Nonparametric kernel regression with multiple predictors and multiple shape constraints. Statistica Sinica 23(3): 1347–1371.

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