We propose two test statistics for use in inverse regression problems "Y"="K""&thgr;"+"ϵ", where "K" is a given linear operator which cannot be continuously inverted. Thus, only noisy, indirect observations "Y" for the function "&thgr;" are available. Both test statistics have a counterpart in classical...

This paper presents a quadratic one-step bootstrap method for binary response data. Rather than resampling from the original sample, the proposed method resamples summands appearing in the quadratic approximation of the estimates. It enjoys the same computational simplicity as its linear...

Estimating all parameters in a multiparameter response model as smooth functions of an explanatory variable is very similar to estimating the different components of an additive model for the response mean. It is shown that, in a general estimating framework, local polynomial backfitting...