| Publication | Date of Publication | Type |
|---|
Consistency of Random Forest Type Algorithms under a Probabilistic Impurity Decrease Condition
(available as arXiv preprint) | N/A | Paper |
Functional Lasso kernel smoothing for additive regression with interaction effects
Journal of Multivariate Analysis | 2026-07-27 | Paper |
Identification and estimation of interaction effects in nonparametric additive regression
Biometrika | 2026-04-29 | Paper |
Local limit theorems and strong approximations for Robbins-Monro procedures
Statistics | 2026-03-09 | Paper |
Smooth backfitting for additive hazard rates
Scandinavian Journal of Statistics | 2025-11-17 | Paper |
Pure interaction effects unseen by Random Forests
Computational Statistics and Data Analysis | 2025-11-10 | Paper |
Super-efficient estimation of future conditional hazards based on time-homogeneous high-quality marker information
Biometrika | 2025-10-15 | Paper |
Testing For Global Covariate Effects in Dynamic Interaction Event Networks
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Efficient functional Lasso kernel smoothing for high-dimensional additive regression
The Annals of Statistics | 2024-10-18 | Paper |
Local linear smoothing in additive models as data projection
Foundations of Modern Statistics | 2024-03-22 | Paper |
Hilbertian additive regression with parametric help
Journal of Nonparametric Statistics | 2023-09-19 | Paper |
Nonparametric estimation of locally stationary Hawkes processes
Bernoulli | 2023-06-02 | Paper |
Nonparametric estimation of locally stationary Hawkes processes
Bernoulli | 2023-06-02 | Paper |
Variable selection, monotone likelihood ratio and group sparsity
The Annals of Statistics | 2023-05-10 | Paper |
| Local Limit Theorems and Strong Approximations for Robbins-Monro Procedures | 2023-04-20 | Paper |
Smooth Backfitting of Proportional Hazards With Multiplicative Components
Journal of the American Statistical Association | 2023-03-14 | Paper |
| Smooth Backfitting for Additive Hazard Rates | 2023-02-19 | Paper |
Uncoupled Isotonic Regression with Discrete Errors
Advances in Contemporary Statistics and Econometrics | 2023-01-24 | Paper |
Locally polynomial Hilbertian additive regression
Bernoulli | 2022-05-16 | Paper |
Missing link survival analysis with applications to available pandemic data
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Backfitting tests in generalized structured models
Biometrika | 2022-02-15 | Paper |
Statistical inference in sparse high-dimensional additive models
The Annals of Statistics | 2021-09-28 | Paper |
Calendar effect and in-sample forecasting
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Ill-posed estimation in high-dimensional models with instrumental variables
Journal of Econometrics | 2021-02-09 | Paper |
A general semiparametric approach to inference with marker-dependent hazard rate models
Journal of Econometrics | 2021-02-04 | Paper |
A nested copula duration model for competing risks with multiple spells
Computational Statistics and Data Analysis | 2020-06-16 | Paper |
Time-dependent Poisson reduced rank models for political text data analysis
Computational Statistics and Data Analysis | 2019-11-22 | Paper |
Nonparametric inference for continuous-time event counting and link-based dynamic network models
Electronic Journal of Statistics | 2019-09-13 | Paper |
Nonparametric inference for continuous-time event counting and link-based dynamic network models
Electronic Journal of Statistics | 2019-09-13 | Paper |
A nonparametric approach to identify age, time, and cohort effects
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
In-sample forecasting with local linear survival densities
Biometrika | 2019-06-24 | Paper |
Double one-sided cross-validation of local linear hazards
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
A comparison of in-sample forecasting methods
Computational Statistics and Data Analysis | 2019-05-24 | Paper |
Expansion for moments of regression quantiles with applications to nonparametric testing
Bernoulli | 2019-04-30 | Paper |
Expansion for moments of regression quantiles with applications to nonparametric testing
Bernoulli | 2019-04-30 | Paper |
Generated covariates in nonparametric estimation: a short review
Recent Developments in Modeling and Applications in Statistics | 2019-01-09 | Paper |
Generalized partially linear regression with misclassified data and an application to labour market transitions
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Nonparametric estimation in case of endogenous selection
Journal of Econometrics | 2018-07-17 | Paper |
| Structured nonparametric curve estimation | 2018-03-08 | Paper |
Semiparametric estimation with generated covariates
Econometric Theory | 2017-04-28 | Paper |
Asymptotics for parametric GARCH-in-mean models
Journal of Econometrics | 2016-09-06 | Paper |
Generalised structured models
Biometrika | 2016-06-27 | Paper |
Nonparametric transformation to white noise
Journal of Econometrics | 2016-06-03 | Paper |
Local linear smoothing for sparse high dimensional varying coefficient models
Electronic Journal of Statistics | 2016-05-03 | Paper |
Specification and structural break tests for additive models with applications to realized variance data
Journal of Econometrics | 2015-07-27 | Paper |
Time series modelling with semiparametric factor dynamics
Journal of the American Statistical Association | 2015-06-22 | Paper |
In-sample forecasting applied to reserving and mesothelioma mortality
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Discussion on: ``Bootstrap methods for dependent data: a review''
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Further theoretical and practical insight to the do-validated bandwidth selector
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
Journal of Econometrics | 2014-08-07 | Paper |
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
Journal of Econometrics | 2014-08-07 | Paper |
Nonparametric estimation of noisy integral equations of the second kind
Journal of the Korean Statistical Society | 2014-08-01 | Paper |
Rejoinder: Nonparametric estimation of noisy integral equations of the second kind
Journal of the Korean Statistical Society | 2014-08-01 | Paper |
Statistical convergence of Markov experiments to diffusion limits
Bernoulli | 2014-05-05 | Paper |
Statistical convergence of Markov experiments to diffusion limits
Bernoulli | 2014-05-05 | Paper |
Comment
Journal of the American Statistical Association | 2014-04-01 | Paper |
Bandwidth selection for kernel regression with correlated errors
Statistics | 2014-03-14 | Paper |
Discussion of ``Nonparametric (smoothed) likelihood and integral equations'', by Piet Groeneboom
Journal of Statistical Planning and Inference | 2014-01-23 | Paper |
Confidence regions for level sets
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Surrogate data -- a qualitative and quantitative analysis
Understanding Complex Systems | 2013-09-25 | Paper |
Non-parametric models in binary choice fixed effects panel data
Econometrics Journal | 2013-04-17 | Paper |
Semi-parametric regression: efficiency gains from modeling the nonparametric part
Bernoulli | 2012-09-19 | Paper |
Semi-parametric regression: efficiency gains from modeling the nonparametric part
Bernoulli | 2012-09-19 | Paper |
Nonparametric regression with nonparametrically generated covariates
The Annals of Statistics | 2012-08-29 | Paper |
Nonparametric regression with nonparametrically generated covariates
The Annals of Statistics | 2012-08-29 | Paper |
Projection-type estimation for varying coefficient regression models
Bernoulli | 2012-03-29 | Paper |
Generalized linear time series regression
Biometrika | 2011-12-28 | Paper |
Do-Validation for Kernel Density Estimation
Journal of the American Statistical Association | 2011-10-28 | Paper |
Nonparametric regression with filtered data
Bernoulli | 2011-09-02 | Paper |
Oracle-efficient nonparametric estimation of an additive model with an unknown link function
Econometric Theory | 2011-07-26 | Paper |
Backfitting and smooth backfitting for additive quantile models
The Annals of Statistics | 2010-11-15 | Paper |
Analyzing the random coefficient model nonparametrically
Econometric Theory | 2010-07-23 | Paper |
Identification and estimation of local average derivatives in non-separable models without monotonicity
Econometrics Journal | 2010-06-08 | Paper |
Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
Empirical risk minimization in inverse problems
The Annals of Statistics | 2010-02-19 | Paper |
Nonparametric Modeling in Financial Time Series
Handbook of Financial Time Series | 2009-11-27 | Paper |
EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2009-09-25 | Paper |
Additive isotone regression
Institute of Mathematical Statistics Lecture Notes - Monograph Series | 2009-08-03 | Paper |
Nonparametric additive regression for repeatedly measured data
Biometrika | 2009-06-17 | Paper |
Some theoretical properties of phase-randomized multivariate surrogates
Statistics | 2009-06-15 | Paper |
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
Econometric Theory | 2009-06-11 | Paper |
| Empirical risk minimization in inverse problems: Extended technical version | 2009-04-20 | Paper |
A General Approach to the Predictability Issue in Survival Analysis with Applications
Biometrika | 2009-02-26 | Paper |
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-12-01 | Paper |
Smooth backfitting in generalized additive models
The Annals of Statistics | 2008-03-12 | Paper |
Smooth backfitting in generalized additive models
The Annals of Statistics | 2008-03-12 | Paper |
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
The Annals of Statistics | 2008-02-26 | Paper |
Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
The Annals of Statistics | 2008-02-26 | Paper |
Identification of Marginal Effects in Nonseparable Models Without Monotonicity
Econometrica | 2008-02-15 | Paper |
Correlation and Marginal Longitudinal Kernel Nonparametric Regression
Proceedings of the Second Seattle Symposium in Biostatistics | 2007-09-28 | Paper |
A simple smooth backfitting method for additive models
The Annals of Statistics | 2007-03-12 | Paper |
Optimal estimation in additive regression models
Bernoulli | 2006-11-06 | Paper |
Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
Econometrica | 2006-10-24 | Paper |
Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
Bernoulli | 2006-07-26 | Paper |
Bandwidth selection for smooth backfitting in additive models
The Annals of Statistics | 2005-10-18 | Paper |
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
Econometric Theory | 2005-10-18 | Paper |
Nonparametric estimation of an additive model with a link function
The Annals of Statistics | 2005-09-12 | Paper |
Properties of the nonparametric autoregressive bootstrap
Journal of Time Series Analysis | 2005-05-20 | Paper |
Local approximations of Markov random walks by diffusions.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
Journal of the American Statistical Association | 2004-06-10 | Paper |
A general projection framework for constrained smoothing.
Statistical Science | 2004-05-27 | Paper |
Edgeworth type expansions for Euler schemes for stochastic differential equations.
Monte Carlo Methods and Applications | 2004-01-11 | Paper |
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
Econometric Theory | 2003-05-18 | Paper |
Bootstrap of kernel smoothing in nonlinear time series
Bernoulli | 2003-03-09 | Paper |
| scientific article; zbMATH DE number 1865400 (Why is no real title available?) | 2003-02-06 | Paper |
A bootstrap test for single index models
Statistics | 2002-11-06 | Paper |
Local limit theorems for transition densities of Markov chains converging to diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2002-10-23 | Paper |
Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
Journal of the American Statistical Association | 2002-07-30 | Paper |
| On Estimation of Monotone and Concave Frontier Functions | 2002-07-30 | Paper |
