This paper is concerned with the estimation and inference of nonparametric and semiparametric additive models in the presence of discrete variables and dependent observations. Among the different estimation procedures, the method introduced by Linton and Nielsen, based in marginal integration,...

In this paper we construct a statistic to test a specific form of the conditional density function. The main point of this work is to consider a functional explanatory variable, and the statistic is constructed following recent advances in nonparametric functional data analysis. The asymptotic...

This paper discusses the problem of testing misspecifications in semiparametric regression models for a large family of econometric models under rather general conditions on not further specified semiparametric estimators. We focus on mainly three issues that typically arise in econometrics....

This paper is on regression models when the explanatory variable is a function. The question is to look for which among the pn discretized values of the function must be incorporated in the model. The aim of the paper is to show how the continuous structure of the data allows to develop new...

This paper investigates a semi-parametric model for functional data, based on partial linear ideas. A methodology is developped for testing the linear component of such a functional partial linear model. The behavior of the test is studied through some finite simulated samples before being...

We investigate nonparametric curve estimation (including density, distribution, hazard, conditional density, and regression functions estimation) by kernel methods when the observed data satisfy a strong mixing condition. In a first attempt we show asymptotic equivalence of average square...

Four nonparametric estimates of the mode of a density function are investigated. Two mode estimates are defined from a global (resp. from a local) kernel density estimate, while the other two are defined from a global (resp. from a local) kernel estimate of the first derivative of the density...