We consider two semiparametric models for the weight function in a bias sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...

Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...

This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...

In zahlreichen großen Datensätzen von wissenschaftlichem Interesse sind einige Variablen, wie z. B. die Lohnhöhe, top-coded oder rechtszensiert. Zur Analyse von Löhnen auf der Grundlage der IAB-Beschäftigtenstichprobe muss zunächst das Problem der, an der Beitragsbemessungsgrenze der...

East German wages have been below the West German wage level since unification. Moreover, the East-West wage gap implied by the contractual wages specified in collective wage agreements is drifting ever further apart from the wage gap in terms of effective wages. This paper looks at the role of...

While productivity growth in electricity generation is associated with multiple positive effects from an economic and environmental perspective, measuring it is challenging. This paper proposes a framework to estimate and decompose productivity growth for a sector characterized by multiple...