When analyzing a two-way contingency table, a preliminary question is often whether the categorical variables under study, say R and S, are independent or not. Suppose now that for each individual in the table, a continuous variable X is also known. It is then worth analyzing the table...

In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...

In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...

The nonparametric estimation of first and second infinitesimal moments describe by using the reweighted Nadaraya-Watson of scalar diffusion model. We used the symmetric kernels instead of standard kernel smoothing. We prove that the proposed estimators are consistence and asymptotically follow...

A simple and effective method of assessing the reliability of a piece of software is to plot the cumulative number of failures observed during testing, N(x), against time x. Since no software is ever completely free of errors, be it careless minor oversights or the results of serious design...

We analyze the dynamics of the implied volatility surface of KOSPI 200 futures options from random matrix theory. To extract the informative data, we use random matrix criteria. Implied volatility data have a colossal eigenvalue, and the order of eigenvalues in a noisy regime is distinguishably...