Nonparametric Statistics: 2nd ISNPS, Cádiz, June 2014 PDF
Preview Nonparametric Statistics: 2nd ISNPS, Cádiz, June 2014
Springer Proceedings in Mathematics & Statistics Ricardo Cao Wenceslao González Manteiga Juan Romo Editors Nonparametric Statistics 2nd ISNPS, Cádiz, June 2014 Springer Proceedings in Mathematics & Statistics Volume 175 Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today. More information about this series at http://www.springer.com/series/10533 á Ricardo Cao Wenceslao Gonz lez Manteiga (cid:129) Juan Romo Editors Nonparametric Statistics á 2nd ISNPS, C diz, June 2014 123 Editors Ricardo Cao JuanRomo Department ofMathematics, Department ofStatistics CITIC andITMATI Carlos III University of Madrid University of ACoruña Getafe ACoruña Spain Spain Wenceslao González Manteiga Faculty of Mathematics University of SantiagodeCompostela SantiagodeCompostela Spain ISSN 2194-1009 ISSN 2194-1017 (electronic) SpringerProceedings in Mathematics& Statistics ISBN978-3-319-41581-9 ISBN978-3-319-41582-6 (eBook) DOI 10.1007/978-3-319-41582-6 LibraryofCongressControlNumber:2016942534 Mathematics Subject Classification (2010): 62G05, 62G07, 62G08, 62G09, 62G10, 62G15, 62G20, 62G30,62G32,62G35,62G99 ©SpringerInternationalPublishingSwitzerland2016 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpart of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission orinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilar methodologynowknownorhereafterdeveloped. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfrom therelevantprotectivelawsandregulationsandthereforefreeforgeneraluse. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authorsortheeditorsgiveawarranty,expressorimplied,withrespecttothematerialcontainedhereinor foranyerrorsoromissionsthatmayhavebeenmade. Printedonacid-freepaper ThisSpringerimprintispublishedbySpringerNature TheregisteredcompanyisSpringerInternationalPublishingAGSwitzerland Preface This book provides a selection of papers developed from talks presented at the Second Conference of the International Society for Nonparametric Statistics (ISNPS),heldinCádiz(Spain)duringJune12–16,2014.Thepapers cover awide spectrum of subjects within nonparametric and semiparametric statistics, including theory,methodology,applicationsandcomputationalaspects.Someofthetopicsin this volume include nonparametric curve estimation, regression smoothing, dependent and time series data, varying coefficient models, symmetry testing, robust estimation, additive models, statistical process control, reliability, general- ized linear models and nonparametric filtering. ISNPSwasfoundedin2010“tofostertheresearchandpracticeofnonparametric statistics, and to promote the dissemination of new developments in the field via conferences, booksandjournal publications.”ISNPS hasadistinguished Advisory CommitteethatincludesR.Beran,P.Bickel,R.Carroll,D.Cook,P.Hall,R.Johnson, B.Lindsay,E.Parzen,P.Robinson,M.Rosenblatt,G.Roussas,T.SubbaRao,and G.Wahba;anExecutiveCommitteecomprisingM.Akritas,A.Delaigle,S.Lahiriand D. Politis and a Council that includes P. Bertail, G. Claeskens, R. Cao, M. Hallin, H. Koul, J.-P. Kreiss, T. Lee, R. Liu, W. González Manteiga, G. Michailidis, V.Panaretos,S.Paparoditis,J.Racine,J.RomoandQ.Yao. Thesecondconferenceincludedover300talks(keynote,specialinvited,invited and contributed) with presenters coming from all over the world. After the success ofthefirstandsecondconferences,thethirdconferencehasrecentlytakenplacein Avignon, France,during June11–16, 2016, with more than 350 participants. More informationontheISNPSandtheconferencescanbefoundathttp://www.isnpstat.org/ . Ricardo Cao Wenceslao González-Manteiga Juan Romo Co-Editors of the book and Co-Chairs of the Second ISNPS Conference v Contents A Numerical Study of the Power Function of a New Symmetry Test .... ..... .... .... .... .... .... ..... .... 1 D. Bagkavos, P.N. Patil and A.T.A. Wood Nonparametric Test on Process Capability... .... .... .... ..... .... 11 Stefano Bonnini Testing for Breaks in Regression Models with Dependent Data ... .... 19 J. Hidalgo and V. Dalla Change Detection in INARCH Time Series of Counts.. .... ..... .... 47 Šárka Hudecová, Marie Hušková and Simos Meintanis Varying Coefficient Models Revisited: An Econometric View ..... .... 59 Giacomo Benini, Stefan Sperlich and Raoul Theler Kalman Filtering and Forecasting Algorithms with Use of Nonparametric Functional Estimators .... .... .... .... ..... .... 75 Gennady Koshkin and Valery Smagin Regularization of Positive Signal Nonparametric Filtering in Multiplicative Observation Model.... .... .... .... .... ..... .... 85 Alexander V. Dobrovidov Nonparametric Estimation of Heavy-Tailed Density by the Discrepancy Method .. ..... .... .... .... .... .... ..... .... 103 Natalia Markovich Robust Estimation in AFT Models and a Covariate Adjusted Mann–Whitney Statistic for Comparing Two Sojourn Times ..... .... 117 Sutirtha Chakraborty and Somnath Datta Claim Reserving Using Distance-Based Generalized Linear Models. .... .... .... ..... .... .... .... .... .... ..... .... 135 Eva Boj and Teresa Costa vii viii Contents Discrimination, Binomials and Glass Ceiling Effects ... .... ..... .... 149 María Paz Espinosa, Eva Ferreira and Winfried Stute Extrinsic Means and Antimeans ... .... .... .... .... .... ..... .... 161 Vic Patrangenaru, K. David Yao and Ruite Guo Partial Distance Correlation.. ..... .... .... .... .... .... ..... .... 179 Gábor J. Székely and Maria L. Rizzo Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting .. .... .... ..... .... 191 Anestis Antoniadis, Xavier Brossat, Yannig Goude, Jean-Michel Poggi and Vincent Thouvenot Nonparametric Method for Estimating the Distribution of Time to Failure of Engineering Materials.. .... .... .... ..... .... 211 Antonio Meneses, Salvador Naya, Ignacio López-de-Ullibarri and Javier Tarrío-Saavedra Contributors AnestisAntoniadis UniversityCapeTown,CapeTown,SouthAfrica;University Joseph Fourier, Grenoble, France D. Bagkavos Accenture, Athens, Greece Giacomo Benini Geneva School for Economics and Management, Université de Genéve, Geneva, Switzerland Eva Boj Facultat d’Economia i Empresa, Universitat de Barcelona, Barcelona, Spain Stefano Bonnini Department of Economics and Management, University of Ferrara, Ferrara, Italy Xavier Brossat EDF R&D, Clamart, France SutirthaChakraborty NationalInstituteofBiomedicalGenomics,Kalyani,India Teresa Costa Facultat d’Economia i Empresa, Universitat de Barcelona, Barcelona, Spain V. Dalla National and Kapodistrian University of Athens, Athens, Greece Somnath Datta University of Florida, Gainesville, FL, USA Alexander V. Dobrovidov V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia María Paz Espinosa Departamento de Fundamentos del Análisis Económico II, BRiDGE, BETS, University of the Basque Country, Bilbao, Spain EvaFerreira DepartamentodeEconomíaAplicadaIII&BETS,Universityofthe Basque Country, Bilbao, Spain Yannig Goude EDF R&D, Clamart, France; University Paris-Sud, Orsay, France Ruite Guo Department of Statistics, Florida State University, Tallahassee, USA ix x Contributors J. Hidalgo London School of Economics, London, UK Šárka Hudecová Department of Probability and Mathematical Statistics, Charles University of Prague, Prague 8, Czech Republic Marie Hušková Department of Probability and Mathematical Statistics, Charles University of Prague, Prague 8, Czech Republic Gennady Koshkin National Research Tomsk State University, Tomsk, Russia Ignacio López-de-Ullibarri Universidade da Coruña. Escola Universitaria Politécnica, Ferrol, Spain Natalia Markovich V.A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia Simos Meintanis Department of Economics, National and Kapodistrian University of Athens, Athens, Greece; Unit for Business Mathematics and Informatics, North-West University, Potchefstroom, South Africa Antonio Meneses Universidad Nacional de Chimborazo, Riobamba, Ecuador Salvador Naya Universidade da Coruña. Escola Politécnica Superior, Ferrol, Spain P.N.Patil DepartmentofMathematicsandStatistics,MississippiStateUniversity, Mississippi, USA VicPatrangenaru DepartmentofStatistics,FloridaStateUniversity,Tallahassee, USA Jean-Michel Poggi University Paris-Sud, Orsay, France; University Paris Descartes, Paris, France Maria L. Rizzo Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH, USA Valery Smagin National Research Tomsk State University, Tomsk, Russia Stefan Sperlich Geneva School for Economics and Management, Université de Genéve, Geneva, Switzerland Winfried Stute Mathematical Institute, University of Giessen, Giessen, Germany Gábor J. Székely National Science Foundation, Arlington, VA, USA Javier Tarrío-Saavedra Universidade da Coruña. Escola Politécnica Superior, Ferrol, Spain Raoul Theler Geneva School for Economics and Management, Université de Genéve, Geneva, Switzerland Vincent Thouvenot Thales Communication & Security, Gennevilliers, France; University Paris-Sud, Orsay, France
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