Before revision:  We derive finite-sample optimal estimators and confidence intervals (CIs) under the assumption of normal errors when the conditional mean of the outcome variable is constrained only by nonparametric smoothness and/or shape restrictions .
After revision:  Given nonparametric smoothness and/or shape restrictions on the conditional mean of the outcome variable, we derive estimators and confidence intervals (CIs) under the assumption of normal errors when the conditional mean of the outcome variable is constrained only by nonparametric smoothness and/or shape restrictions .