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On a robust and efficient maximum depth estimator
The best breakdown point robustness is one of the most outstanding features of the univariate median. For this robustness property, the median,...
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Prognose der fahrzeugspezifischen Brückenbenutzung auf Basis eines multivariaten Frühindikatorenmodells gezeigt am Beispiel der Øresund- und Storebæltbrücke
Given the intensity of using a certain bridge by different means of transportation, the intensity of using some other bridge by the corresponding...
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An alternating iterative method and its application in statistical inference
This paper studies non-convex programming problems. It is known that, in statistical inference, many constrained estimation problems may be expressed...
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Testing serial correlation in semiparametric varying-coefficient partially linear EV models
This paper studies estimation and serial correlation test of a semiparametric varying-coefficient partially linear EV model of the form Y = X ...
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Different kinds of sufficiency in the general Gauss-Markov model
Sufficiency is one of the fundamental notions in mathematical statistics. In connection with the general linear Gauss-Markov model GM ( y,Xβ, σ ...
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On spline approximation of sliced inverse regression
The dimension reduction is helpful and often necessary in exploring the nonparametric regression structure. In this area, Sliced inverse regression...
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Multivariate regression model with constraints
The aim of the paper is to present explicit formulae for parameter estimators and confidence regions in multivariate regression model with different...
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A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics
We show that the geometry of the Heath–Jarrow–Morton interest rates market dynamics can be non-parametrically calibrated by the observation of a...
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New method to estimate scaling exponents of power-law degree distribution and hierarchical clustering function for complex networks
A new method and corresponding numerical procedure are introduced to estimate scaling exponents of power-law degree distribution and hierarchical...
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Confidence Intervals of Variance Functions in Generalized Linear Model
In this paper we introduce an appealing nonparametric method for estimating variance and conditional variance functions in generalized linear models...
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Noncommutative Trigonometry
A unified account of a noncommutative operator trigonometry originated in 1966 by this author and its further developments and applications to date...
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Uncertainty Evaluation in Multivariate Analysis – A Test Case Study
We have used different multivariate analysis methods to estimate quantities in the fields of food control and atmospheric remote sensing. In order to...
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Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA
This paper presents an overview of the existing literature on the nonparametric local polynomial (LPR) estimator of the regression function and its...
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Perturbation Properties of Depth Regions
Let F, G be probability distributions defined on ℝ p . We examine the behaviour of halfspace depth and halfspace...
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L1-Depth, Depth Relative to a Model, and Robust Regression
We consider the recently introduced L 1-depth, and describe methodologies based on it in regression and outlier detection. Two...
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Exploring Transition Data through Quantile Regression Methods: An Application to U.S. Unemployment Duration
Quantile regression constitutes a natural and flexible framework for the analysis of duration data in general and unemployment duration in...
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Fourier series method for measurement of multivariate volatilities
We present a methodology based on Fourier series analysis to compute time series volatility when the data are observations of a semimartingale. The...
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A modified Weiszfeld algorithm for the Fermat-Weber location problem
This paper gives a new, simple, monotonically convergent, algorithm for the Fermat-Weber location problem, with extensions covering more general cost...