(High dimensional) time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science. In this article, we separate the modeling of high dimensional time series to time propagation of low dimensional time series and high dimensional time invariant...

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 reanalyze functional magnetic resonance...

In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals. It is known that the approximation error...

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 reanalyze functional magnetic resonance...

In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions, where resampling is done from a suitably estimated empirical distribution function (edf) for residuals. It is known that the approximation error for the confidence band by the...

This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, <italic>Econometric Theory</italic> 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a problem of testing a particular type of mean restriction in independent data. We extend...