The determination of toxicokinetic parameters is an essential component in the risk assessment of potential harmful chemicals. It is a key step to analyse the processes involved in the formation of DNA adducts which are connected with the development of chemical-induced cancer. A general problem...

In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...

Stock returns are often modeled as having infinite second or fourth moments with consequences for test statistics which have not yet been fully explored. Conclusions on the existence of moments are usually drawn from a generalized Pareto or simple Pareto tail index estimate. In a recent study...

Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques, to irregularlyspaced data, to regularly-spaced data sets of arbitrary size, to heteroscedastic and correlated data, and to data some of which may...

We propose a new information theoretically based optimization criterion for the estimation of mixture density models and compare it with other methods based on maximum likelihood and maximum a posterio estimation. For the optimization, we employ an evolutionary algorithm which estimates both...

Sliced Inverse Regression (SIR) is a promising technique for the purpose of dimension reduction. Several properties of this relatively new method have been examined already, but little attention has been paid to robustness aspects. We show that SIR is very sensitive towards outliers in the data....

In this note several aspects of specification tests in nonparametric models driven by an absolutely regular process are discussed, which were recently proprosed in the literature. In particular we give a more detailed asymptotic analysis of tests based on kernel methods under fixed alternatives...

This paper shows that the properties of nonlinear transformations of a fractionally integrated process depend strongly on whether the initial series is stationary or not. Transforming a stationary Gaussian I(d) process with d 0 leads to a long-memory process with the same or a smaller...