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Despite their popularity as proxies of expected returns, the implied cost of capital's (ICC) measurement error properties are relatively unknown. Through an in-depth analysis of a popular implementati...
Motivated by fluorescence lifetime measurements this paper considers the problem of nonparametric density estimation in the pile-up model. Adaptive nonparametric estimators are proposed for the pile-u...
Role of Regression Estimator Involving Measurement Errors
Lack-of-fit testing of a regression model with Berkson measurement error has not been discussed in the literature to date. To fill this void, we propose a class of tests based on minimized integrate...

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