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We introduce a consistent estimator for the homology (an algebraic structure representing connected components and cycles) of level sets of both density and regression functions. Our method is based ...

Since its proposal as an alternative risk measure to value-at-risk (VaR), expected shortfall (ES) has attracted a great deal of attention in financial risk management, primarily owing to its coherent ...

Some studies of the bootstrap have assessed the effect of smoothing the estimated distribution that is resampled, a process usually known as the smoothed bootstrap. Generally, the smoothed ...

A kernel density curve may follow the shape of the distribution more closely. To construct a normal kernel density curve, one parameter is required: the bandwidth .The value of determines the degree ...