We present a new approach to handle dependencies within the general framework of case-control designs, illustrating our approach by a particular application from the field of genetic epidemiology. The method is derived for parent-offspring trios, which will later be relaxed to more general...

Uniform confidence bands for densities f via nonparametric kernel estimates were first constructed by Bickel and Rosenblatt [Ann. Statist. 1, 1071.1095]. In this paper this is extended to confidence bands in the deconvolution problem g = f for an ordinary smooth error density . Under certain...

Statistical tests are introduced for checking whether an image function f(x, y) defined on the unit disc D = {(x, y) : x2 + y2 . 1} is invariant under certain symmetry transformations of D, given that discrete and noisy data are observed. We consider invariance under reflections or under...

In this paper we study statistical inference for certain inverse problems. We go beyond mere estimation purposes and review and develop the construction of confidence intervals and confidence bands in some inverse problems, including deconvolution and the backward heat equation. Further, we...

We construct uniform confidence bands for the regression function in inverse, homoscedastic regression models with convolution-type operators. Here, the convolution is between two non-periodic functions on the whole real line rather than between two period functions on a compact interval, since...

This paper considers identification and estimation of ceteris paribus effects of con- tinuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...

The triangular model is a very popular way to capture endogeneity. In this model, an outcome is determined by an endogenous regressor, which in turn is caused by an instrument in a first stage. In this paper, we study the triangular model with random coefficients and exogenous regressors in both...

This paper considers identification and estimation of ceteris paribus effects of continuous regressors in nonseparable panel models with time homogeneity. The effects of interest are derivatives of the average and quantile structural functions of the model. We find that these derivatives are...

Predictions are issued on the basis of certain information. If the forecasting mechanisms are correctly specified, a larger amount of available information should lead to better forecasts. For point forecasts, we show how the effect of increasing the information set can be quantified by using...