In this paper we consider a class of nonparametric estimators of a distribution function F, with compact support, based on the theory of IFSs. The estimator of F is tought as the fixed point of a contractive operator T defined in terms of a vector of parameters p and a family of affine maps W...

A previous paper by Arnold, Bardhan, Cooper and Kumbhakar (1996) introduced a very simple method to estimate a production frontier by proceeding in two stages as follows: Data Envelopment Analysis (DEA) is used in the first stage to identify efficient and inefficient decision-making units...

Let (X, Y) be an d--valued regression pair, whereXhas a density andYis bounded. Ifni.i.d. samples are drawn from this distribution, the Nadaraya-Watson kernel regression estimate in dwith Hilbert kernelK(x)=1/||x||dis shown to converge weakly for all such regression pairs. We also show that...

Asymptotic normality is established for the sample covariances and correlations of complex-valued multivariate time series with mixed spectra. Expressions for the asymptotic covariances are given that extend the classical results of Bartlett.

This paper provides evidence regarding gains to agricultural market liberalization in China. We empirically identify the different effects that incentive reforms and gradual market liberalization have on China's agricultural economy during its transition period. We find that average gains within...

This paper presents a class of utility functions (class A_\infty) that contains all of the utility functions commonly used for mathematical modeling: the class consisting of those utility functions whose derivatives alternate in sign. A simple representation via mixtures of exponential utilities...