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Titlebook: Contemporary Developments in Statistical Theory; A Festschrift for Hi Soumendra Lahiri,Anton Schick,T.N. Sriram Conference proceedings 2014

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,On Equality in Distribution of Ratios , and ,,t condition, allowing for possible dependence between ., under which the ratios of the components . to their sum are equal in distribution. Our finding is easily extended to random vectors of higher (.) dimensions to show that . of a finite sequence . is sufficient to guarantee the desired result. A
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Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions,ional moments of unknown form and multivariate regressors. The proposed test statistics are continuous functionals of a Khmaladze-Rossenblatt.s transform of a function-parametric residual marked process. Thus, our results extend those of Koul and Stute (1999) and Khmaladze and Koul (2004) to the mul
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Fiducial Theory for Free-Knot Splines,ator. We show that splines of degree four and higher satisfy those conditions and conduct a simulation study to evaluate quality of the fiducial estimates compared to the competing Bayesian solution. The fiducial confidence intervals achieve the desired confidence level while tending to be shorter t
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Averaged Regression Quantiles,mptotically equivalent to the α-quantile of the location model. This relation remains true under the local heteroscedasticity of the model errors. As such, the averaged regression quantile provides various scale statistics, used for studentization and standardization in linear model, and an estimate
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