With the aim to mitigate the possibleproblem of negativity in the estimation of the conditionaldensity function, we introduce a so-called re-weightedNadaraya-Watson (RNW) estimator. The proposed RNWestimator is constructed by a slight modificationof the well-known Nadaraya-Watson...

Item response theory is one of the modern test theories with applications in educational and psychological testing. Recent developments made it possible to characterize some desired properties in terms of a collection of manifest ones, so that hypothesis tests on these traits can, in principle,...

With the aim to mitigate the possibleproblem of negativity in the estimation of the conditionaldensity function, we introduce a so-called re-weightedNadaraya-Watson (RNW) estimator. The proposed RNWestimator is constructed by a slight modificationof the well-known Nadaraya-Watson...

With the aim to mitigate the possible problem of negativity in the estimation of the conditional density function, we introduce a so-called re-weighted Nadaraya-Watson (RNW) estimator. The proposed RNW estimator is constructed by a slight modification of the well-known Nadaraya-Watson smoother....

Item response theory is one of the modern test theories with applications in educational and psychological testing. Recent developments made it possible to characterize some desired properties in terms of a collection of manifest ones, so that hypothesis tests on these traits can, in principle,...

Item response theory is one of the modern test theories with applications in educational and psychological testing. Recent developments made it possible to characterize some desired properties in terms of a collection of manifest ones, so that hypothesis tests on these traits can, in principle,...

A natural way to obtain conditional density estimates for time series processes is to adopt a kernel-based (nonparametric) conditional density estimation (KCDE) method. To this end, the data generating process is commonly assumed to be Markovian of finite order. Markov processes, however, have...

The interest in density forecasts (as opposed to solely modeling the conditional mean) arises from the possibility of dynamics in higher moments of a time series as well as, in some applications, the interest in forecasting the probability of future events. By combining the idea of Markov...