We take a fresh look at Theil's BLUS residuals and ask why they have gone out of fashion.All our simulation experiments indicate that tests based on BLUS residuals have higher power than those based on the more popular recursive residuals, even in those cases (structural breaks) where intuition...

Investigation of the characteristics and estimation of quantities of hidden and hard-to-access population are of interest to scientists. Such populations are difficult to target because of their elusive nature or other prohibitive characteristics. So crafting designs of a representative sample...

In this dissertation, several new statistical procedures in nonparametric and semiparametric models are proposed. The concerns of the research are efficiency, robustness and sparsity.In Chapter 3, we propose complete composite quantile regression (CQR) procedures for estimating both the...

Nonparametric function estimation via local polynomial regression has been widely studied in the literature, especially in the past two decades. In practice, we confront two challenges. Firstly, the local least squares estimator may not be the best choice when errors are heavily tailed....

Nonparametric regression models have been used to explorefeatures of data. Various estimation procedures have been proposedfor estimating nonparametric regression models in the literature.The existing procedures may enjoy some statistically optimalproperties, but it is difficult to use the...

Motivated by an empirical analysis of a data set collected in the field of ecology, we proposed nonlinear varying-coefficient models, a new class of varying-coefficient models. We further propose an estimation procedure for the nonlinear varying-coefficient models by using local linear...

An explanation of the Dunning-Kruger effect is provided which does not require any psychological explanation, because it is derived as a statistical artefact. This is achieved by specifying a simple statistical model which explicitly takes the (random) boundary constraints into account. This...