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Modern systems of official statistics require the timely estimation of area-specific densities of sub-populations. Ideally estimates should be based on precise geo-coded information, which is not available due to confidentiality constraints. One approach for ensuring confidentiality is by...
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We reconsider Taupin's (2001) Integrated Nonlinear Regression (INLR) estimator for a nonlinear regression with a mismeasured covariate. We find that if we restrict the distribution of the measurement error to the class of range-restricted distributions, then weak smoothness assumptions suffice...
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We derive an expansion for the (expected) difference between the continuously monitored supremum and evenly monitored discrete maximum over a finite time horizon of a jump diffusion process with i.i.d. normal jump sizes. The monitoring error is of the form $a_0/N^{1/2}$ $ a_1/N^{3/2}$ $ \cdots$...
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