In this paper, recurrence relations for conditional moment generating functions and conditional moments of order statistics and record values based on random samples drawn from members of a class of doubly truncated distributions Ád are obtained.
We give recurrence relations for single and product moments of k-th lower record values from the inverse Pareto, inverse generalized Pareto and inverse Burr distributions. We present also characterization conditions for these distributions.
This paper presents a practical and simple fully nonparametric multivariate smoothing procedure that adapts to the underlying smoothness of the true regression function. Our estimator is easily computed by successive application of existing base smoothers (without the need of selecting an optimal smoothing parameter), such as thin-plate spline or kernel smoothers. The resulting smoother has better out of sample predictive capabilities than the underlying base smoother, or competing structurally...
The objective of this paper is to introduce some recursive methods that can be used for estimating an value. These methods can be used more generally for the estimation of the -quantile of an unknown distribution provided we have 0-1 observations at our disposal. Standard methods based on the Robbins-Monro procedure are introduced together with different approaches of Wu or Mukerjee. Several examples are also mentioned in order to demonstrate the usefulness of the methods presented.
We give a review on the properties and applications of M-estimators with redescending score function. For regression analysis, some of these redescending M-estimators can attain the maximum breakdown point which is possible in this setup. Moreover, some of them are the solutions of the problem of maximizing the efficiency under bounded influence function when the regression coefficient and the scale parameter are estimated simultaneously. Hence redescending M-estimators satisfy several outlier robustness...