One of the features inherent in nested Archimedean copulas, also called hierarchical Archimedean copulas, is their rooted tree structure. A nonparametric, rank-based method to estimate this structure is presented. The idea is to represent the target structure as a set of trivariate structures,...

This paper develops methods of inference for nonparametric and semiparametric parameters defined by conditional moment inequalities and/or equalities. The parameters need not be identified. Confidence sets and tests are introduced. The correct uniform asymptotic size of these procedures is...

The problem of curve registration appears in many different areas of applications ranging from neuroscience to road traffic modeling. In the present work, we propose a nonparametric testing framework in which we develop a generalized likelihood ratio test to perform curve registration. We first...

This paper is concerned with estimation and testing in data sets consisting of a small number (about 20–30) of curves observed at unevenly distributed spatial locations. Such data structures may be referred to as spatially indexed functional data. Motivated by an important space physics...

Assessing classifiers using the partial area under the ROC curve (PAUC) (or its equivalent, “separability”, that is a function of the chosen threshold of the decision variable) is considered. The population properties of the “separability” as a function only of the trained classifier and...