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Histogram-valued variables are a particular kind of variables studied in Symbolic Data Analysis where to each entity under analysis corresponds a distribution that may be represented by a histogram or...
In this note, we consider the problem of existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [10] to the present case. In the course of th...
Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameteri...
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unk...
An omnibus test of fit for Cox's proportional hazards regression model is proposed for continuous data. The vrocedure is extended to a random censorship model. Density estimation methods are used.
A process based on stratification to check the proportional hazards assumption in a general Cox's regression model is considered. The stratification is based on a nonrandom choice of strata for ind...
Test for differences between M-estimates of non-linear regression model
A new tool for the identiSicritian of wgrmsian made1 is pro@ and its promes a r&~ & %AdT lre Irey impomce of the new tool is &at it is abk to solve still not very weU-known problem ofditremity es, ...
In a nonparametric regession model with random design, where the regression function m is given by rn (x). = E (Y I X = x), estimation of the location 0 (mode) and size m(B) of a unique maximum of ...
We describe and investigate new tests for testing the validity of a semiparametric random-design linear regression model. The tests were introduced in Inglot and Ledwina (2006a, b). We repeat here ...
The traditional variable selection methods for survival data depend on iteration procedures, and control of this process assumes tuning parameters that are problematic and time consuming, especially i...
In the present paper, we consider the problem of estimating a ratio ρ = E(Y) / E(X) in a regression model Y = α + βX + U. We obtain the higher order approximation of the probability distribution of th...
In this paper we consider a linear regression model when error terms obey a multivariate t distribution, and examine the effects of departure from normality of error terms on the exact distributions o...
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrate...

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