Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...

This is a preview. Log in through your library . Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or ...

We show that quasi-maximum likelihood (QML) estimators for conditional dispersion models can be severely affected by a small number of outliers such as market crashes and rallies, and we propose new ...