NOTE: The following is a description of the paper and not the actual abstract. In local polynomial smoothing it is often necessary to compute several auxiliary quantities. Examples include degrees of freedom measures, cross-validation functions, variance estimates, and exact measures of error....

Let (X,Y) be a pair of random variables with supp(X) \subseteq [0,1]?I and EY?2 \infinity. Let m* be the best approximation of the regression function of (X,Y) by sums of functions of at most d variables (formula). Estimation of m* from i.i.d. data is considered. For the estimation interaction...

We consider several variants of a likelihood-ratio process for quantile regression designed to test composite hypotheses about the combined influence of several covariates over an entire range of conditional quantile functions. A closely related process is proposed as a goodness-of-fit criterion...

We discuss how prior regression on seasonal dummies leads to singularities in periodogram regression procedures for the detection of long memory. We suggest a modified procedure. We illustrate the problems using monthly inflation data from Hassler and Wolters (1995)

Cover -- Half-title -- Series-title -- Title -- Copyright -- Dedication -- Contents -- List of Figures -- List of Tables -- Preface -- CHAPTER 1 Introduction -- 1.1 Poisson Distribution -- 1.1.1 Poisson as the "Law of Rare Events" -- 1.1.2 Poisson Process -- 1.1.3 Waiting Time Distributions --...

The least-absolute-deviations (LAD) estimator for a median- regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective...