Empirical likelihood is a technique for forming hypothesis tests and conndence sets based on nonparametric likelihood ratios. Many properties of parametric likelihood ratio functions have nonparametric parallels. The main one is that there is a nonparametric version of Wilks's famous result wherein an asymptotic chisquare distribution holds for the log likelihood ratio. The nonparametric versio...

Recently Chen and Fan (2003a) introduced a new class of semiparametric copula-based multivariate dynamic (SCOMDY) models. A SCOMDY model specifies the conditional mean and the conditional variance of a multivariate time series parametrically (such as VAR, GARCH), but specifies the multivariate distribution of the standardized innovation semiparametrically as a parametric copula evaluated at non...

We provide a limit theory for a general class of kernel smoothed U-statistics that may be used for specification testing in time series regression with nonstationary data. The test framework allows for linear and nonlin-ear models with endogenous regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test depends on the self-intersection local ...

Present study is about using of nonparametric models for GDP (Gross Domestic Product) per capita prediction in Turkey. It has been considered two alternative situations due to seasonal effects. In the first case, it is discussed a semi-parametric model where parametric component is dummy variable for the seasonality. In the second case, it is considered the seasonal component to be a smooth fun...

BACKGROUND We introduce a new criterion, the percentile inclusion probability, for comparing methods for calculating reference intervals. The criterion is compared with a previously published measure of reliability suggested by Linnet (Linnet K. Clin Chem 1987;33:381-6), the ratio of the width of the confidence interval for the percentile to that of the reference interval. METHODS Data were s...

This study aims to investigate the trend of water-level changes in lakes (Lake Tuz and Lake Bey?ehir) sinkholes (Timra? K?zören) Konya Closed Basin located Turkey. Water-level these were investigated along with meteorological parameters (precipitation, temperature, evaporation) groundwater trends that indicate climate region. Several statistical tests can be used determine significance hydrolog...