This article proposes a time-varying nonparametric estimator and a time-varying semiparametric estimator of the correlation matrix. We discuss representation, estimation based on kernel smoothing and inference. An extensive Monte Carlo simulation study is performed to compare the semiparametric...

Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...

Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...

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The problem of the nonparametric local linear estimation of the conditional density of a scalar response variable given a random variable taking values in a semi-metric space is considered. Some theoretical and practical asymptotic properties of this estimator are established. The usefulness of...

This paper uses a sample of 36 countries for the time period 1990–2011 in order to examine the relationship between countries׳ electricity consumption from renewable sources and Gross Domestic Product (GDP) levels. Several nonparametric techniques are applied to investigate the effect of...

We consider nonparametric estimation of conditional medians for time series data. The time series data are generated from two mutually independent linear processes. The linear processes may show long-range dependence.The estimator of the conditional medians is based on minimizing the locally...