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A Monte Carlo Filtering Approach for Estimating the Term Structure of Interest Rates

Takahashi, Akihiko; Sato, Seisho - In: Annals of the Institute of Statistical Mathematics 53 (2001) 1, pp. 50-62

Persistent link: https://www.econbiz.de/10005395709

Upper bounds for the L <Subscript>1</Subscript>-risk of the minimum L <Subscript>1</Subscript>-distance regression estimator

Gajek, L.; Kaluszka, M. - In: Annals of the Institute of Statistical Mathematics 44 (1992) 4, pp. 737-744

Persistent link: https://www.econbiz.de/10005616496

Dependence and the dimensionality reduction principle

Yatracos, Yannis - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 265-277

Persistent link: https://www.econbiz.de/10005395675

Minimum distance regression-type estimates with rates under weak dependence

Roussas, George; Yatracos, Yannis - In: Annals of the Institute of Statistical Mathematics 48 (1996) 2, pp. 267-281

Persistent link: https://www.econbiz.de/10005395705

A general transformation class of semiparametric cure rate frailty models

Diao, Guoqing; Yin, Guosheng - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 959-989

We consider a class of cure rate frailty models for multivariate failure time data with a survival fraction. This class is formulated through a transformation on the unknown population survival function. It incorporates random effects to account for the underlying correlation, and includes the...

Persistent link: https://www.econbiz.de/10010848631

Testing for a constant coefficient of variation in nonparametric regression by empirical processes

Dette, Holger; Marchlewski, Mareen; Wagener, Jens - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 1045-1070

In the common nonparametric regression model, we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the standardized (by a local linear estimate of the scale function) observations with their...

Persistent link: https://www.econbiz.de/10010848637

A simple test for the parametric form of the variance function in nonparametric regression

Dette, Holger; Hetzler, Benjamin - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 861-886

Persistent link: https://www.econbiz.de/10008467098

Goodness of fit test for ergodic diffusion processes

Negri, Ilia; Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics 61 (2009) 4, pp. 919-928

Persistent link: https://www.econbiz.de/10008467101

Local empirical processes near boundaries of convex bodies

Khmaladze, Estate; Weil, Wolfgang - In: Annals of the Institute of Statistical Mathematics 60 (2008) 4, pp. 813-842

Persistent link: https://www.econbiz.de/10005169308

Testing the tail index in autoregressive models

Jurečková, Jana; Koul, Hira; Picek, Jan - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 579-598

Persistent link: https://www.econbiz.de/10005029250