Nonparametric state price density estimation using constrained least squares and the bootstrap

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Option-Implied Risk-Neutral Distributions and Risk Aversion (2004, unknown): “…Kelly (1996) Max +/– Maximum entropy with uniform and lognormal priors Campa, Chang, and Reider (1998) Cur +/– Cubic splines fitted to implied volatilities Härdle and Yatchew (2002) Ker – Nonparametric least squares through option prices Hartvig, Jensen, and Pedersen (1999) Cur +/– Piecewise…”
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (2009, background): “As such, Yatchew and Härdle (2006) proposed a nonparametric solution based on constrained least squares and a bootstrap procedure.”
Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints (2012, background): “Yatchew and Härdle (2006) employ a residual-based test to check for monotonicity and convexity simultaneously in a regression setting but their result is for univariate functions and requires that the constraints be strictly satisfied.”