\documentclass[11pt]{article} \setlength{\oddsidemargin}{0.0truein} \setlength{\evensidemargin}{0.0truein} \setlength{\textwidth}{6.5truein} \setlength{\topmargin}{0.0truein} \setlength{\textheight}{9.0truein} \setlength{\headsep}{0.0truein} \setlength{\headheight}{0.0truein} \setlength{\topskip}{10.0pt} \usepackage{url} \begin{document} \begin{center} \textbf{\textsc{STANFORD UNIVERSITY}}\\[5pt] \textbf{\textsc{DEPARTMENT OF STATISTICS}}\\[5pt] \Large{\textbf\textsc{{DEPARTMENTAL SEMINAR}}} \end{center} \begin{center} 4:15 p.m., Tuesday, July 12, 2005\\ Sequoia Hall Room 200\\ (Cookies at 3:45 in 1st Floor Lounge) \end{center} \begin{center} \textsl{Johan Lim} \\ Texas A\&M University? \\ \end{center} \begin{center} \textbf{ESTIMATION OF SHAPE-RESTRICTED FUNCTIONS: SHAPE MODIFICATION VIA CONSTRAINED UNIFORM APPROXIMATION} \end{center} In this talk, we describe an estimator for shape-restricted functions that consists of: (i) nonparametric function estimation without taking into account the shape constraint and (ii) shape modification of the nonparametric estimate by solving a related constrained uniform approximation problem. We consider the three shape constraints--monotonicity, convexity/concavity, and monotone convexity/concavity which occur commonly in practical applications. The main motivation behind the two-stage estimator is that, for these constraints, it is relatively inexpensive to modify the shape of the first-stage nonparametric estimate via constrained uniform approximation so that the shape-modified one always has a uniform approximation error smaller than or equal to that of the first-stage one. As a result, the shape-modified estimate converges uniformly to the true function at least as fast as the first-stage. However, the performance is shown to be asymptotically dominated by the first-stage nonparametric estimate. This is joint work with S.J. Kim at EE, Stanford Univ. \end{document}