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Exact risk improvement of bandwidth selectors for kernel density estimation with directional data
New bandwidth selectors for kernel density estimation with directional data are presented in this work. These selectors are based on …
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Exploring wind direction and SO$_2$ concentration by circular-linear density estimation
The study of environmental problems usually requires the description of variables with different nature and the assessment of relations …
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Kernel density estimation for directional-linear data
A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel …
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Maximum likelihood estimation for conditional distribution single-index models under censoring
A new likelihood approach is proposed for the problem of semiparametric estimation of a conditional distribution or density under …
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Monitoring correlation change in a sequence of random variables
We propose a monitoring procedure to test for the constancy of the correlation coefficient of a sequence of random variables. The idea …
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One-step R-estimation in linear models with stable errors
Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under $\alpha$-stable error …
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Optimal R-estimation of a spherical location
In this paper, we provide R-estimators of the location of a rotationally symmetric distribution on the unit sphere of $\mathbb{R}^{k}$. …
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Ramanujan theta functions and birth and death processes
This paper discusses birth and death processes that are related to the celebrated Ramanujan’s theta functions. The pertinent transient …
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Asymptotic theory for the test on multivariate normality by Cox and Small
We derive the limit distribution of the statistic of Cox and Small (1978) for testing multivariate normality when the underlying …
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Comments on: Some recent theory for autoregressive count time series
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