We explore different approaches for performing hypothesis tests on the shape of a mean function by developing general methodologies both, for the often assumed, i.i.d. error struc...
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
Background: Currently real time PCR is the most precise method by which to measure gene expression. The method generates a large amount of raw numerical data and processing may no...
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
The maximum rank correlation (MRC) estimator was originally studied by Han [1987. Nonparametric analysis of a generalized regression model. J. Econometrics 35, 303–316] and Sher...