We consider density pointwise estimation and look for best attainable asymptotic rates of convergence. The problem is adaptive, which means that the regularity parameter, Ø, describing the class of densities, varies in a set B. We shall consider, successively, two classes of densities, issued...

Many economic and econometric applications require the integration of functions lacking a closed form antiderivative, which is therefore a task that can only be solved by numerical methods. We propose a new family of probability densities that can be used as substitutes and have the property of...

Many economic and econometric applications require the integration of functions lacking a closed form antiderivative, which is therefore a task that can only be solved by numerical methods. We propose a new family of probability densities that can be used as substitutes and have the property of...

We consider density pointwise estimation and look for best attainable asymptotic rates of convergence. The problem is adaptive, which means that the regularity parameter, Ø, describing the class of densities, varies in a set B. We shall consider, successively, two classes of densities, issued...

For the problems of nonparametric estimation of nonincreasing and symmetric unimodal density functions with bounded supports we determine the projections of estimates onto the convex families of possible parent densities with respect to the weighted integrated squared error. We also describe the...

We introduce simple nonparametric density estimators that generalize the classical histogram and frequency polygon. The new estimators are expressed as linear combination of density functions that are piecewise polynomials, where the coefficients are optimally chosen in order to minimize the...

During the last fifteen years the competitive conditions under which Spanish banking firms operate have become much tighter. Deregulation has affected both banks and savings banks, allowing them to expand geographically and to choose a less regulation-conditioned output mix.This paper analyzes...

Many economic and econometric applications require the integration of functions lacking a closed form antiderivative, which is therefore a task that can only be solved by numerical methods. We propose a new family of probability densities that can be used as substitutes and have the property of...

Many economic and econometric applications require the integration of functions lacking a closed form antiderivative, which is therefore a task that can only be solved by numerical methods. We propose a new family of probability densities that can be used as substitutes and have the property of...

An asymptotic theory is developed for nonlinear regression with integrated processes. The models allow for nonlinear effects from unit root time series and therefore deal with the case of parametric nonlinear cointegration. The theory covers integrable, asymptotically homogeneous and explosive...