This paper compares the finite sample performance of three non-parametric threshold estimators via the Monte Carlo method. Our results indicate that the finite sample performance of the three estimators is not robust to the position of the threshold level along the distribution of the threshold...

This paper compares the finite sample performance of three non-parametric threshold estimators via the Monte Carlo method. Our results indicate that the finite sample performance of the three estimators is not robust to the position of the threshold level along the distribution of the threshold...

Among nonparametric smoothers, there is a well-known correspondence between kernel and Fourier series methods, pivoted by the Fourier transform of the kernel. This suggests a similar relationship between kernel and spline estimators. A known special case is the result of Silverman (1984) on the...

Abstract The main focus of this article is on the study of properties and characterizations of dynamic survival extropy and its scaled version. Its relation with other well-known measures is also discussed. A simple nonparametric estimator and a nonparametric estimator based on the kernel are...

In this paper, we propose three new predictive models: the multi-step nonparametric predictive regression model and the multi-step additive predictive regression model, in which the predictive variables are locally stationary time series; and the multi-step time-varying coefficient predictive...

In this paper, we propose three new predictive models: the multi-step nonparametric predictive regression model and the multi-step additive predictive regression model, in which the predictive variables are locally stationary time series; and the multi-step time-varying coefficient predictive...