For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 ? 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method...

In this note we examine the relevance of Sheppards correction for variances and (both the original and a valid weak form of) the so-called quantization noise model to understanding the effects of integer-rounding on continuous random variables. We further consider whether there is any real...

The goals of this paper are twofold: we describe common features in data sets from motor vehicle insurance companies and we investigate a general strategy which exploits the knowledge of such features. The results of the strategy are a basis to develop insurance tariffs. The strategy is applied...

We consider the design problem for the estimation of several scalar measures suggested in the epidemiological literature for comparing the success rate in two samples. The designs considered so far in the literature are local in the sense that they depend on the unknown probabilities of success...

In a recent paper Lee and Na (2001) introduced a test for a parametric form of the distribution of the innovations in autoregressive models, which is based on the integrated squared error of the nonparametric density estimate from the residuals and a smoothed version of the parametric fit of the...

We consider hierarchical Bayes analyses of an experiment conducted to enable calibration of a set of mass-produced resistance temperature devices (RTDs). These were placed in batches into a liquid bath with a precise NIST-approved thermometer, and resistances and temperatures were recorded...

Standard median filters preserve abrupt shifts (edges) and remove impulsive noise (outliers) from a constant signal but they deteriorate in trend periods. FIR median hybrid (FMH) filters are more flexible and also preserve shifts, but they are much more vulnerable to outliers. Application of...

Design reliability at the beginning of a product development program is typically low and development costs can account for a large proportion of total product cost. We consider how to conduct development programs (series of tests and redesigns) for one-shot systems (which are destroyed at first...

We consider the finite sample power of various tests against serial correlation in the disturbances of a linear regression when these disturbances follow a stationary long memory process. It emerges that the power depends on the form of the regressor matrix and that, for the Durbin-Watson test...

For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test statistic the difference between the two empirical distribution functions of estimated residuals and their counterparts with opposite signs. The weak convergence of the...