We consider a problem of estimation of parametric components in a partial linear model. Suppose that a finite set E of linear estimators is given. Our goal is to mimic the estimator in E that has the smallest risk. Using a second order expansion of the risk of linear estimators we propose a...

We consider a problem of estimation of parametric component in a partial linear model. Suppose that a finite set E of linear estimators is given. Our goal is to mimic the estimator in E that has the smallest risk. Using a second order expansion of the risk of linear estimators we propose a...

The problem of estimation of the finite dimensional parameter in a partial linear model is considered. We derive upper and lower bounds for the second minimax order risk and show that the second order minimax estimator is a penalized maximum likelihood estimator. It is well known that the...

Several empirical studies reported that pricing kernels exhibit a common pattern across different markets. The main interest in pricing kernels lies in validating the presence of the peaks and their variability in location among curves. Motivated by this observation we investigate the problem of...

E-learning plays an important role in education as it supports online teaching via computer networks and provides educational services by utilising information technologies. This paper presents a case study describing the development of an Arabic language e-learning course in statistics. Under...

Decision making usually involves uncertainty and risk. Understanding which parts of the human brain are activated during decisions under risk and which neural processes underly (risky) investment decisions are important goals in neuroeconomics. Here, we analyze functional magnetic resonance...

Expectile regression, as a general M smoother, is used to capture the tail behaviour of a distribution. Let (X <Subscript>1</Subscript>,Y <Subscript>1</Subscript>),…,(X <Subscript> n </Subscript>,Y <Subscript> n </Subscript>) be i.i.d. rvs. Denote by v(x) the unknown τ-expectile regression curve of Y conditional on X, and by v <Subscript> n </Subscript>(x) its kernel smoothing estimator. In this paper, we...</subscript></subscript></subscript></subscript></subscript>

The behaviour of market agents has been extensively covered in the literature. Risk averse behaviour, described by Von Neumann and Morgenstern (Theory of games and economic behavior. Princeton University Press, Princeton, <CitationRef CitationID="CR16">1944</CitationRef>) via a concave utility function, is considered to be a cornerstone...</citationref>