Smooth goodness of fit tests were introduced by Neyman (1937). They can be regarded as a compromise between globally consistency ("omnibus") tests of fit and procedures having high tests like, e.g., skewness and kurtosis measures in the context of testing for normality, have special diagnostic...

1. On the Application of AIC to Bivariate Density Estimation, Nonparametric Regression and Discrimination -- 2. On the Interface Between Cluster Analysis, Principal Component Analysis, and Multidimensional Scaling -- 3. An Expert Model Selection Approach to Determine the “Best” Pattern...

The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta coefficient. Assuming that both the holding portfolio and the benchmark...