This article uses Data Envelopment Analysis (DEA) in order to determine the performance levels of 16 departments of a public owned university. Particularly, the constant returns to scale (CRS) and variable returns to scale (VRS) models have been applied alongside with bootstrap techniques in...

Consider the regression problem with a response variable Y and with a d-dimensional feature vector X. For the regression function m(x)=E{Y|X=x}, this paper investigates methods for estimating the density of the residual Y−m(X) from independent and identically distributed data. For...

This paper considers the maximum deviation of the error density estimator in linear regression with right censored data. Based on the Kaplan–Meier estimator of the residual distribution, we define the kernel-smoothed estimator of an error density function. The limit distributions for the...

This paper reports findings from a study of changes in Maori income levels and income dispersion between 1997 and 2003. Data from Statistics New Zealand's Income Survey are used to describe and evaluate the main changes in the Maori income distribution in this period, which was marked by...

This study applies the nonparametric estimation procedure to the diffusion process modeling the dynamics of short-term interest rates. This approach allows us to operate in continuous time, estimating the continuous-time model, despite the use of discrete data. Three methods are proposed. We...