Lewis and Mordecki have computed the Wiener–Hopf factorization of a Lévy process whose restriction of the Lévy measure on ]0,+∞[ has a rational Laplace transform. This allowed them to compute the distribution of (Xt,inf0≤s≤tXs). For the same class of Lévy processes, we compute the...

We propose a test for shape constraints which can be expressed by transformations of the coordinates of multivariate regression functions. The method is motivated by the constraint of symmetry with respect to some unknown hyperplane but can easily be generalized to other shape constraints of...

We study a Tikhonov Regularized (TiR) estimator of a functional parameter identified by conditional moment restrictions in a linear model with both exogenous and endogenous regressors. The nonparametric instrumental variable estimator is based on a minimum distance principle with penalization by...

This paper concerns a new statistical approach to instrumental variables (IV) method for nonparametric structural models with additive errors. A general identifying condition of the model is proposed, based on richness of the space generated by marginal discretizations of joint density...

In correspondence analysis, rows and columns of a data matrix are depicted as points in low-dimensional space. The row and column profiles are approximated by minimizing the so-called weighted chi squared distance between the original profiles and their approximations, see or example, Greenacre...

In correspondence analysis, rows and columns of a data matrix are depicted as points in low-dimensional space. The row and column profiles are approximated by minimizing the so-called weighted chi squared distance between the original profiles and their approximations, see or example, Greenacre...