The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
The least squares linear regression estimator is well-known to be highly sensitive to unusual observations in the data, and as a result many more robust estimators have been propo...
Methods for imputation of missing data in the so-called least-squares approximation approach, a non-parametric computationally efficient multidimensional technique, are experiment...
Computational methods, which can be implemented using standard Cox regression software, are given for fitting “exact” pseudolikehood estimates and robust and asymptotic varia...
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...