This article presents a framework for individual and joint tests of significance employing nonparametric estimation procedures. The proposed test is based on nonparametric estimates of partial derivatives, is robust to functional misspecification for general classes of models, and employs nested...

R, an open-source programming environment for data analysis and graphics, has in only a decade grown to become a de-facto standard for statistical analysis against which many popular commercial programs may be measured. The use of R for the teaching of econometric methods is appealing. It...

<MONO>gnuplot</MONO>, under active development since 1986, is an interactive plotting utility for UNIX, IBM OS|2, MS Windows, DOS, Apple Macintosh, VMS, Atari and many other platforms. It is free and open source, though it is not licensed under the GPL, nor is it GNU software. <MONO>gnuplot</MONO> supports a number of...</mono></mono>

Cross-validation is a method used to estimate the expected prediction error of a model. Such estimates may be of interest in themselves, but their use for model selection is more common. Unfortunately, cross-validation is viewed as being computationally expensive in many situations. In this...

In this paper we consider the problem of estimating an unknown joint distribution which is defined over mixed discrete and continuous variables. A nonparametric kernel approach is proposed with smoothing parameters obtained from the cross-validated minimization of the estimator's integrated...