Stationary bootstrap technique is applied for kernel-type estimators of densities and their derivatives of stationary ψ-weakly dependent processes. The ψ-weak dependence, introduced by Doukhan & Louhichi [Doukhan, P., Louhichi, S., 1999. A new weak dependence condition and applications to...

The aim of this paper is to presents the results of simulation studies of size and power of the kernel linearity test, which belongs to a class of nonparametric tests. Simulation survey was carried out for linear and nonlinear models estimated by Ordinary Least Squares Method and Maximum...

We study methods for constructing confidence intervals, and confidence bands, for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that...

This paper proposes a semiparametric estimator for single- and multiple index models.It provides an extension of the average derivative estimator to the multiple index model setting.The estimator uses the average of the outer product of derivatives and is shown to be root-N consistent and...