We propose a new combined semiparametric estimator, which incorporates the parametric and nonparametric estimators of the conditional variance in a multiplicative way. We derive the asymptotic bias, ...
It has been shown in this paper that the conditional variance of $X_{r+1\colon n}^{p}$ given $X_{r\colon n}=x$, is independent of x if and only if the distribution is ...
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