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Since the introduction by Koenker and Bassett, quantile regression has become increasingly important in many applications. However, many non-parametric conditional quantile estimates yield crossing quantile curves (calculated for various "p"  is an element of  (0, 1)). We propose a new...
Persistent link: https://www.econbiz.de/10005294591
Since the pioneering work of Koenker and Bassett, median-restricted models have attracted considerable interest. Attention in these models, so far, has focused on least absolute deviation (auto-)regression quantile estimation and the corresponding sign tests. These methods use a pseudolikelihood...
Persistent link: https://www.econbiz.de/10005203044
In the common non-parametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes that are obtained from the standardized non-parametric residuals under the null...
Persistent link: https://www.econbiz.de/10005203015
Persistent link: https://www.econbiz.de/10009210406
We propose a general bootstrap procedure to approximate the null distribution of non-parametric frequency domain tests about the spectral density matrix of a multivariate time series. Under a set of easy-to-verify conditions, we establish asymptotic validity of the bootstrap procedure proposed....
Persistent link: https://www.econbiz.de/10004982369
Estimation and experimental design in a non-linear regression model that is used in microbiology are studied. The Monod model is defined implicitly by a differential equation and has numerous applications in microbial growth kinetics, water research, pharmacokinetics and plant physiology. It is...
Persistent link: https://www.econbiz.de/10005193964
type="main" xml:id="rssb12030-abs-0001" <title type="main">Summary</title> <p>Dose finding studies often compare several doses of a new compound with a marketed standard treatment as an active control. In the past, however, research has focused mostly on experimental designs for placebo controlled dose finding studies. To...</p>
Persistent link: https://www.econbiz.de/10011036412