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Exact and asymptotically optimal bandwidths for kernel estimation of density functionals
Given a density $f$ we pose the problem of estimating the density functional $\psi_r=\int f^{(r)}f$ for a non-negative even $r$ making …
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Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform
We propose a class of goodness-of-fit tests for the gamma distribution that utilizes the empirical Laplace transform. The consistency …
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Nonparametric regression for consecutive survival data
In statistical applications to medical data one often encounters situations when one is interested in sequentially observed periods of …
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Rank tests for elliptical graphical modeling
As a reaction to the restrictive Gaussian assumptions that are usually part of graphical models, Vogel and Fried [17] recently …
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Asymptotics for general multivariate kernel density derivative estimators
We investigate kernel estimators of multivariate density derivative functions using general (or unconstrained) bandwidth matrix …
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Gaussian kernels for density estimation with compositional data
Common simplifications of the bandwidth matrix cannot be applied to existing kernels for density estimation with compositional data. In …
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Rank-based testing in linear models with stable errors
Linear models with stable error densities are considered, and their local asymptotic normality with respect to the regression parameter …
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Unconstrained pilot selectors for smoothed cross-validation
Two of the most useful multivariate bandwidth selection techniques are the plug-in and cross-validation methods. The smoothed version …
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A note on the universal consistency of the kernel distribution function estimator
The problem of universal consistency of data driven bandwidth selectors for the kernel distribution estimator is analyzed. We provide a …
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Measures of influence in the functional linear model with scalar response
This paper studies how to identify influential observations in the functional linear model in which the predictor is functional and the …
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