The paper investigates the structure of the self-consistent estimators (SCE) and the nonparametric maximum likelihood estimator (NPMLE) for doubly censored data. An explicit sufficient and necessary ...

This paper establishes uniform consistency results for nonparametric kernel density and regression estimators when time series regressors concerned are nonstationary null recurrent Markov chains.

A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...

We use influence functions as a basic tool to study unconditional nonparametric and parametric expected shortfall (ES) estimators with regard to returns data influence, standard errors and coherence.

Can MLwiN produce robust standard errors? Sandwich estimators for standard errors are often useful, eg when model based estimators are very complex and difficult to compute and robust alternatives are ...

Developing accurate, thorough and defendable cost estimates on a consistent basis is an arduous and – sometimes – imposing undertaking. Every project estimate can take on a life of its own, with ...