We consider the common nonlinear regression model where the variance as well as the mean is a parametric function of the explanatory variables. The c-optimal design problem is investigated in the case when the parameters of both the mean and the variance function are of interest. A geometric...

In this paper a new method for monotone estimation of discount curves is proposed. The main idea of this approach is a simple modification of the commonly used (unconstrained) McCulloch Spline. We construct an integrated density estimate from the predicted values of the discount curve. It can be...