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math.ST2020
Multivariate boundary regression models
Leonie Selk, Charles Tillier, Orlando Marigliano
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general Hölder class and estimate it via a nonpar…
math.ST2019
Estimating change points in nonparametric time series regression models
Maria Mohr, Leonie Selk
In this paper we consider a regression model that allows for time series covariates as well as heteroscedasticity with a regression function that is modelled nonparametrically. We…
math.ST2018
Semi-parametric transformation boundary regression models
Natalie Neumeyer, Leonie Selk, Charles Tillier
In the context of nonparametric regression models with one-sided errors, we consider parametric transformations of the response variable in order to obtain independence between the…