Even if the data are distributed normally, nonparametric methods are often almost as powerful as parametric methods. Most nonparametric methods are based on taking the ranks of a variable and ...

Four new nonparametric estimators of static CoVaR are proposed. They are shown to be consistent and asymptotically normal under random sampling. Their performance is compared in simulation studies.

Shulamith T. Gross, Tze Leung Lai, Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data, Journal of the American Statistical Association, Vol. 91, No. 435 (Sep.

Lilun Du, Changliang Zou, Zhaojum Wang, NONPARAMETRIC REGRESSION FUNCTION ESTIMATION FOR ERRORS-IN-VARIABLES MODELS WITH VALIDATION DATA, Statistica Sinica, Vol. 21, No. 3 (July 2011), pp. 1093-1113 ...

This paper designs a Bayesian nonparametric covariance estimator by integrating the pooling method, vector moving average adjustment and synchronization with data augmentation. The proposed covariance ...

The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about the competitiveness of factor markets and the form of the ...