Estimation of threshold parameters in (generalized) threshold regression models is typically performed by maximizing the corresponding profile likelihood function. Also, certain Bayesian techniques based on non-informative priors are developed and widely used. This article draws attention to...

There are two popular smoothing parameter selection methods for spline smoothing. First, criteria that approximate the average mean squared error of the estimator (e.g. generalized cross validation) are widely used. Alternatively, the maximum likelihood paradigm can be employed under the...

In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...

In this paper we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (i) as a standard (fixed effect) nonparametric model, (ii) using the mixed model framework with the spline coefficients as random effects...

This article proposes a simple and fast approach to build simultaneous confi dence bands and perform specification tests for smooth curves in additive models. The method allows for handling of spatially heterogeneous functions and its derivatives as well as heteroscedasticity in the data. It is...

In this paper we describe some general methods for constructing goodness of fit tests in nonparametric regression models. Our main concern is the development of statisticial methodology for the assessment (validation) of specific parametric models M as they arise in various fields of...