In this paper, we study a partially linear varying-coefficient errors-invariables (EV) model under additional restricted condition. Both of the parametric and nonparametric components are measured with additive errors. The restricted estimators of parametric and nonparametric components are established based on modified profile least-squares method and local correction method, and their asympto...

This paper provides preference foundations for parametric weighting functions under rank-dependent utility. This is achieved by decomposing the independence axiom of expected utility into separate meaningful properties. These conditions allow us to characterize rank-dependent utility with power and exponential weighting functions. Moreover, by allowing probabilistic risk attitudes to vary withi...

In this paper we study an extension of the Gram–Charlier (GC) density in Jondeau and Rockinger (2001) which consists a Gallant Nychka (1987) transformation to ensure positivity without parameter restrictions. We derive its parametric properties such as unimodality, cumulative distribution, higher-order moments, truncated closed-form expressions for expected shortfall (ES) lower partial moments....

A variety of nonparametric and parametric methods have been used to estimate the mean cumulative function (MCF) for the recurrence data collected from the counting process. When the recurrence histories of some units are available in disconnected observation windows with gaps in between, Zuo, Meeker, and Wu (2008) showed that both the nonparametric and parametric methods can be extended to esti...

We address the existence and properties of one-dimensional solitons maintained by localized parametric gain in focusing and defocusing lossy nonlinear media. Localized parametric gain supports both fundamental and multipole solitons. We found that the family of fundamental solitons is partly stable in focusing nonlinear medium, and completely stable in defocusing medium, while all higher-order ...