Proofs for the consistency of the kernel density estimator have historically developed. Four important milestones are the pointwise consistency, the almost sure uniform convergence, the rate of convergence on a bounded interval and the rate of convergence on R. The underlying concepts of total...

In nonparametric curve estimation the decision about the type of smoothing parameter is critical for the practical performance. The nearest neighbor bandwidth as introduced by Gefeller and Dette 1992 for censored data in survival analysis is specified by one parameter, namely the number of...

We model credit rating histories as continuous-time discrete-state Markov processes. Infrequent monitoring of the debtors' solvency will result in erroneous observations of the rating transition times, and consequently in biased parameter estimates. We develop a score test against such...

In this paper we describe the special role of moment theory for the construction of optimal designs in statistical regression models. A careful introduction in the problem of designing experiments for certain polynomial regression models is given, and it is demonstrated that the maximization of...