| Publication | Date of Publication | Type |
|---|
The Penalized Analytic Center Estimator
Econometric Reviews | 2022-06-07 | Paper |
| A continuous-time iteratively reweighted least squares algorithm for \(L_\infty\) estimation | 2020-05-13 | Paper |
On the second order behaviour of the bootstrap of \(L_1\) regression estimators
Journal of the Iranian Statistical Society JIRSS | 2016-11-28 | Paper |
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
Journal of Statistical Planning and Inference | 2013-01-25 | Paper |
Bootstrapping sample quantiles in non-regular cases
Statistics & Probability Letters | 2012-09-02 | Paper |
A Note on Unit Root Tests with Infinite Variance Noise
Econometric Reviews | 2009-10-21 | Paper |
Asymptotics of the regression quantile basic solution under misspecification.
Applications of Mathematics | 2009-08-17 | Paper |
Asymptotics of the regression quantile basic solution under misspecification.
Applications of Mathematics | 2009-08-17 | Paper |
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
Econometric Theory | 2009-06-11 | Paper |
| scientific article; zbMATH DE number 5200011 (Why is no real title available?) | 2007-10-11 | Paper |
Asymptotic Theory for M-Estimators of Boundaries
Contributions to Statistics | 2007-09-28 | Paper |
Sparsity and Smoothness Via the Fused Lasso
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-05-06 | Paper |
Limiting distributions of linear programming estimators
Extremes | 2002-11-21 | Paper |
Asymptotics for Lasso-type estimators.
The Annals of Statistics | 2002-11-14 | Paper |
| scientific article; zbMATH DE number 1124635 (Why is no real title available?) | 2000-05-08 | Paper |
Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
The Canadian Journal of Statistics | 2000-03-21 | Paper |
| scientific article; zbMATH DE number 1391242 (Why is no real title available?) | 2000-01-20 | Paper |
Limiting distributions for \(L_1\) regression estimators under general conditions
The Annals of Statistics | 1999-11-09 | Paper |
The Covariance Inflation Criterion for Adaptive Model Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-11-09 | Paper |
A "Delta Method" Approach to Bahadur-Kiefer Theorems
Scandinavian Journal of Statistics | 1999-08-10 | Paper |
M-estimation for autoregression with infinite variance
Stochastic Processes and their Applications | 1992-06-28 | Paper |
On the empirical measure of the Fourier coefficients with infinite variance data
Statistics & Probability Letters | 1992-06-27 | Paper |
On the bootstrap of the sample mean in the infinite variance case
The Annals of Statistics | 1989-01-01 | Paper |
Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
The Canadian Journal of Statistics | 1989-01-01 | Paper |
Consistency of Araike's information criterion for infinite variance autoregressive processes
The Annals of Statistics | 1989-01-01 | Paper |
A note on the asymptotic covariance matrix of the Yule-Walker estimator
Statistics & Probability Letters | 1989-01-01 | Paper |
RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
Journal of Time Series Analysis | 1987-01-01 | Paper |
