We study under what conditions bound consistency (BC) and arc consistency (AC), two forms of propagation used in constraint solvers, are equivalent to each other. We show that they prune exactly the same values when the propagated constraint is connected row convex / closed under median and its complement is row convex. This characterization is exact for binary constraints. Since row convexity ...

This paper introduces the rectangle algebra as the power set of the set of the pairs of atomic relations which can hold between two rational intervals. It goes on proving that the question of the consistency of a rectangle network which constraints are preconvex is decidable by means of the path-consistency method in time polynomial in the length of the network.

Local polynomial regression is a useful non-parametric regression tool to explore fine data structures and has been widely used in practice. We propose a new non-parametric regression technique called local composite quantile regression smoothing to improve local polynomial regression further. Sampling properties of the estimation procedure proposed are studied. We derive the asymptotic bias, v...

Masry (1996b) provides estimation bias and variance expression for a general local polynomial kernel estimator in a general multivariate regression framework. Under smoother conditions on the unknown regression and by including more refined approximation terms than that in Masry (1996b), we extend the result of Masry (1996b) to obtain explicit leading bias terms for the whole vector of the loca...

‎In this article‎, ‎we develop two nonparametric smoothing estimators for parameter of a time-variant parametric model‎. ‎This parameter can be from any parametric family or from any parametric or semi-parametric regression model‎. ‎Estimation is based on a two-step procedure‎, ‎in which we first get the raw estimate of the parameter at a set of disjoint time...

In order to reduce the …nite sample bias and improve the rate of convergence, local polynomial estimators have been introduced into the econometric literature to estimate the regression discontinuity model. In this paper, we show that, when the degree of smoothness is known, the local polynomial estimator achieves the optimal rate of convergence within the Hölder smoothness class. However, when...