of a credit score and the estimation of the probability of default. One of the standard approaches is logistic … technique is based on the theory generalized partial linear models. We illustrate the advantages of this approach using a …

need for devices such as second derivative estimation and multiple bandwidths of different order. We derive a similar … estimator in the context of local (multivariate) estimation based on estimating functions. As expected, this lower order bias is …

East-West migration in Germany peaked at the beginning of the 90s although the average wage gap between Eastern and … Western Germany continues to average about 25%. We analyze the propensity to migrate using microdata from the German … compatible with classical Marshallian theory of migration and motivates the semiparametric analysis. We estimate a Generalized …

nonparametric modeling of the influence of the continuous covariables. The paper reviews different estimation procedures based on …

The paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing …. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. Regression smoothing … polynomial fitting which includes the Nadaraya-Watson estimator. Some theory on the asymptotic behavior and bandwidth selection …