Deciding whether a time series that appears nonstationary is in fact fractionally integrated or subject to structural change is a diffcult task. However, various tests have recently been introduced for distinguishing long memory from level shifts and nonlinearity. In this paper, three testing...

Product offerings in many consumer packaged goods (CPG) categories come in a variety of complex branding structures built around some discernable branding hierarchy. We develop a nonparametric statistical method in the context of a market response model to estimate the residual equity of each...

We introduce a kernel-based estimator of the density function and regression function for data that have been grouped into family totals. We allow for a common intra-family component but require that observations from different families be in dependent. We establish consistency and asymptotic...