Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods.

Course TopicsThis short course will provide an overview of non-parametric statistical techniques. The course will first describe what non-parametric statistics are, when they should be used, and their ...

We develop a nonparametric regression technique to fit a functional relationship between natural flow and natural salt. The main advantages of the nonparametric technique are: (1) No prior assumptions ...

This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, Econometric Theory 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a ...

We propose a new bias-corrected spline-kernel estimator and a smooth simultaneous confidence band (SCB) as a global inference tool for the conditional variance function in a nonparametric regression ...

Through simulations and a real data example, we demonstrate that HSS is capable of detecting heteroscedasticity in a wide range of settings, including in cases where existing global tests lack power.