Bechtel, with Southwest Research Institute, Amoco Oil R&D, and the M. W. Kellogg Co. as subcontractors, initiated a study on November 1, 1993, for the US Department of Energy`s (DOE`s) Pittsburgh Energy Technology Center (PETC) to determine the most cost effective and suitable combination of...

We introduce mixtures of binomial distributions derived by assuming that the probability parameter p varies according to some law. We use the transformation p = exp([minus]t) and consider various appropriate densities for the transformed variables. In the process, the Laplace transform becomes...

The Data Envelopment Analysis (DEA) efficiency score obtained for an individual firm is a point estimate without any confidence interval around it. In recent years, researchers have resorted to bootstrapping in order to generate empirical distributions of efficiency scores. This procedure...

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the...

In vielen Anwendungen ist es notwendig, die stochastische Schwankungen der maximalen Abweichungen der nichtparametrischen Schätzer von Quantil zu wissen, zB um die verschiedene parametrische Modelle zu überprüfen. Einheitliche Konfidenzbänder sind daher für nichtparametrische Quantil...

Let (X1, Y1), . . ., (Xn, Yn) be i.i.d. rvs and let l(x) be the unknown p-quantile regression curve of Y on X. A quantile-smoother ln(x) is a localised, nonlinear estimator of l(x). The strong uniform consistency rate is established under general conditions. In many applications it is necessary...

Pricing kernels implicit in option prices play a key role in assessing the risk aversion over equity returns. We deal with nonparametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk-neutral density estimator and the subjective density estimator. The...

As item response theory (IRT) has developed and is widely applied, investigating the fit of a parametric model becomes an important part of the measurement process when implementing IRT. The usefulness and successes of IRT applications rely heavily on the extent to which the model reflects the...

This paper demonstrates that crude estimators can correctly identify statistically significant technical patterns in major index data. The introduction of intra-day prices significantly improves a crude estimators’ ability to identify technical barriers. Double tops are associated with...

Classical multivariate principal component analysis has been extended to functional data and termed functional principal componentanalysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal of this paper to develop two methods that do. In the ?rst...