| Publication | Date of Publication | Type |
|---|
A General Framework for Circular Local Likelihood Regression
Journal of the American Statistical Association | 2024-12-10 | Paper |
Median and quantile conditional copulas
Dependence Modeling | 2024-11-20 | Paper |
Nonparametric estimation of densities on the hypersphere using a parametric guide
Scandinavian Journal of Statistics | 2024-09-19 | Paper |
Variable selection using P-splines
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Parametric dependence between random vectors via copula-based divergence measures
Journal of Multivariate Analysis | 2024-09-02 | Paper |
Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas
Bernoulli | 2024-08-20 | Paper |
Flexible joint modeling of mean and dispersion for the directional tuning of neuronal spike counts
Biometrics | 2024-08-19 | Paper |
Two-piece distribution based semi-parametric quantile regression for right censored data
Statistical Papers | 2024-07-30 | Paper |
Hierarchical variable clustering via copula-based divergence measures between random vectors
International Journal of Approximate Reasoning | 2024-04-18 | Paper |
Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’
International Statistical Review | 2023-12-12 | Paper |
On Quantile‐based Asymmetric Family of Distributions: Properties and Inference
International Statistical Review | 2023-11-10 | Paper |
Penalized wavelet nonparametric univariate logistic regression for irregular spaced data
Statistics | 2023-10-31 | Paper |
Flexible two-piece distributions for right censored survival data
Lifetime Data Analysis | 2023-06-20 | Paper |
Extremile Regression
Journal of the American Statistical Association | 2023-03-09 | Paper |
Partially Linear Expectile Regression Using Local Polynomial Fitting
Advances in Contemporary Statistics and Econometrics | 2023-01-24 | Paper |
Flexible asymmetric multivariate distributions based on two-piece univariate distributions
Annals of the Institute of Statistical Mathematics | 2023-01-19 | Paper |
A new distance based measure of asymmetry
Journal of Multivariate Analysis | 2022-12-06 | Paper |
Penalized wavelet estimation and robust denoising for irregular spaced data
Computational Statistics | 2022-11-15 | Paper |
Choice of smoothing parameter in multivariate copula-based tail coefficients
Journal of Statistical Planning and Inference | 2022-07-20 | Paper |
Preadjusted Non-Parametric Estimation of a Conditional Distribution Function
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Parametric copula adjusted for non- and semiparametric regression
The Annals of Statistics | 2022-04-25 | Paper |
Local polynomial expectile regression
Annals of the Institute of Statistical Mathematics | 2022-04-04 | Paper |
On a family of two-piece circular distributions
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Nonlinear mixed effects modeling and warping for functional data using B-splines
Electronic Journal of Statistics | 2022-02-09 | Paper |
Wavelet-based robust estimation and variable selection in nonparametric additive models
Statistics and Computing | 2022-01-14 | Paper |
Penalised robust estimators for sparse and high-dimensional linear models
Statistical Methods and Applications | 2021-11-18 | Paper |
Omnibus test for covariate effects in conditional copula models
Journal of Multivariate Analysis | 2021-10-28 | Paper |
Study of partial and average conditional Kendall's tau
Dependence Modeling | 2021-10-22 | Paper |
Semiparametric quantile regression using family of quantile-based asymmetric densities
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Local polynomial expectile regression
Annals of the Institute of Statistical Mathematics | 2021-05-05 | Paper |
On the specification of multivariate association measures and their behaviour with increasing dimension
Journal of Multivariate Analysis | 2021-01-26 | Paper |
Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks
Bernoulli | 2020-10-07 | Paper |
Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data
Journal of Applied Statistics | 2020-09-30 | Paper |
Quantile estimation in a generalized asymmetric distributional setting
| 2020-05-13 | Paper |
Testing the heteroscedastic error structure in quantile varying coefficient models
The Canadian Journal of Statistics | 2020-04-24 | Paper |
Extremiles: A New Perspective on Asymmetric Least Squares
Journal of the American Statistical Association | 2019-11-12 | Paper |
Robust estimation and variable selection in heteroscedastic linear regression
Statistics | 2019-05-15 | Paper |
Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
Statistical Papers | 2019-01-03 | Paper |
Optimal expected-shortfall portfolio selection with copula-induced dependence
Applied Mathematical Finance | 2018-12-03 | Paper |
Robust nonnegative garrote variable selection in linear regression
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Quantile regression in heteroscedastic varying coefficient models
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
On a general definition of depth for functional data
Statistical Science | 2018-03-13 | Paper |
Shape testing in varying coefficient models
Test | 2018-02-01 | Paper |
Consistency and robustness properties of the S-nonnegative garrote estimator
Statistics | 2018-01-12 | Paper |
Law of large numbers for discretely observed random functions
Journal of the Korean Statistical Society | 2017-11-01 | Paper |
Score tests for covariate effects in conditional copulas
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Nonparametric testing for no covariate effects in conditional copulas
Statistics | 2017-07-20 | Paper |
Shape testing in quantile varying coefficient models with heteroscedastic error
Journal of Nonparametric Statistics | 2017-06-16 | Paper |
Copula directed acyclic graphs
Statistics and Computing | 2017-03-23 | Paper |
Integrated depth for functional data: statistical properties and consistency
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
On smoothness of Tukey depth contours
Statistics | 2017-01-04 | Paper |
Joint estimation and variable selection for mean and dispersion in proper dispersion models
Electronic Journal of Statistics | 2016-09-07 | Paper |
Robustness and inference in nonparametric partial frontier modeling
Journal of Econometrics | 2016-08-10 | Paper |
Nonparametric simultaneous testing for structural breaks
Journal of Econometrics | 2016-06-06 | Paper |
Weak convergence of discretely observed functional data with applications
Journal of Multivariate Analysis | 2016-04-15 | Paper |
Penalized likelihood regression for generalized linear models with non-quadratic penalties
Annals of the Institute of Statistical Mathematics | 2016-03-24 | Paper |
Integrated data depth for smooth functions and its application in supervised classification
Computational Statistics | 2016-01-29 | Paper |
Conditional copulas, association measures and their applications
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Estimation of a copula when a covariate affects only marginal distributions
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
Bias reduced tail estimation for censored Pareto type distributions
Statistics & Probability Letters | 2015-12-30 | Paper |
Partial and average copulas and association measures
Electronic Journal of Statistics | 2015-11-25 | Paper |
Consistency of non-integrated depths for functional data
Journal of Multivariate Analysis | 2015-09-10 | Paper |
On the distribution of sums of random variables with copula-induced dependence
Insurance Mathematics & Economics | 2015-02-03 | Paper |
P-splines quantile regression estimation in varying coefficient models
Test | 2014-10-17 | Paper |
Penalized estimation in additive varying coefficient models using grouped regularization
Statistical Papers | 2014-09-26 | Paper |
Bandwidth selection in nonparametric kernel testing
Journal of the American Statistical Association | 2014-05-02 | Paper |
Testing tail monotonicity by constrained copula estimation
Insurance Mathematics & Economics | 2014-04-03 | Paper |
Derivative estimation with local polynomial fitting
| 2014-04-01 | Paper |
Positive quadrant dependence testing and constrained copula estimation
The Canadian Journal of Statistics | 2013-10-09 | Paper |
Reducing the mean squared error of quantile-based estimators by smoothing
Test | 2013-09-05 | Paper |
Multivariate and functional covariates and conditional copulas
Electronic Journal of Statistics | 2013-05-28 | Paper |
Testing for homogeneity of multivariate dispersions using dissimilarity measures
Biometrics | 2013-05-14 | Paper |
Unstable volatility: the break-preserving local linear estimator
Journal of Nonparametric Statistics | 2012-12-20 | Paper |
Bootstrapping the conditional copula
Journal of Statistical Planning and Inference | 2012-10-30 | Paper |
Flexible mean and dispersion function estimation in extended generalized additive models
Communications in Statistics: Theory and Methods | 2012-10-29 | Paper |
Estimation of a conditional copula and association measures
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Semiparametric estimation of conditional copulas
Journal of Multivariate Analysis | 2012-08-13 | Paper |
Robust estimation of mean and dispersion functions in extended generalized additive models
Biometrics | 2012-06-27 | Paper |
Curve fitting under jump and peak irregularities using local linear regression
Communications in Statistics. Theory and Methods | 2012-06-19 | Paper |
Robustness and inference in nonparametric partial frontier modeling
Journal of Econometrics | 2011-04-01 | Paper |
Positive quadrant dependence tests for copulas
The Canadian Journal of Statistics | 2011-03-30 | Paper |
Comparison of presmoothing methods in kernel density estimation under censoring
Computational Statistics | 2011-02-22 | Paper |
Nonparametric estimation of mean and dispersion functions in extended generalized linear models
Test | 2011-01-22 | Paper |
Regularisation and P-splines in generalised linear models
Journal of Nonparametric Statistics | 2010-06-18 | Paper |
Local linear fitting and improved estimation near peaks
The Canadian Journal of Statistics | 2009-11-18 | Paper |
Smoothing non-equispaced heavy noisy data with wavelets
| 2009-11-11 | Paper |
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
The Annals of Statistics | 2009-08-19 | Paper |
Smoothing and preservation of irregularities using local linear fitting.
Applications of Mathematics | 2009-08-17 | Paper |
Data-driven boundary estimation in deconvolution problems
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Practical bandwidth selection in deconvolution kernel density estimation
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Penalized wavelet monotone regression
Statistics & Probability Letters | 2008-01-28 | Paper |
Jump-preserving regression and smoothing using local linear fitting: a compromise
Annals of the Institute of Statistical Mathematics | 2007-09-10 | Paper |
Non- and semi-parametric analysis of failure time data with missing failure indicators
| 2007-08-08 | Paper |
Comparison of presmoothing methods in kernel density estimation under censoring
Computational Statistics | 2007-07-31 | Paper |
scientific article; zbMATH DE number 5134985 (Why is no real title available?)
| 2007-03-20 | Paper |
Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-29 | Paper |
Data-Driven Discontinuity Detection in Derivatives of a Regression Function
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Nonparametric testing for a monotone hazard function via normalized spacings
Journal of Nonparametric Statistics | 2004-12-20 | Paper |
Bootstrap test for change-points in nonparametric regression
Journal of Nonparametric Statistics | 2004-12-20 | Paper |
Interval and band estimation for curves with jumps
Journal of Applied Probability | 2004-10-25 | Paper |
Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
Estimation of a change point in a hazard function based on censored data
Lifetime Data Analysis | 2004-03-15 | Paper |
Detecting Abrupt Changes by Wavelet Methods
Journal of Nonparametric Statistics | 2003-09-02 | Paper |
Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
Science in China. Series A | 2002-08-15 | Paper |
On Estimation of Monotone and Concave Frontier Functions
| 2002-07-30 | Paper |
Estimation of a support curve via order statistics
Extremes | 2002-01-30 | Paper |
A wavelet method for unfolding sphere size distributions
The Canadian Journal of Statistics | 2001-12-16 | Paper |
Non-parametric estimation for the location of a change-point in an otherwise smooth hazard function under random censoring
Scandinavian Journal of Statistics | 2001-09-23 | Paper |
A nonparametric least-squares test for checking a polynomial relationship
Statistics & Probability Letters | 2001-07-31 | Paper |
Power and speed-efficient code transformation of video compression algorithms for RISC processors
Journal of VLSI signal processing systems for signal, image and video technology | 2001-07-05 | Paper |
Tests for monotonicity of a regression mean with guaranteed level
Biometrika | 2001-03-11 | Paper |
scientific article; zbMATH DE number 1551799 (Why is no real title available?)
| 2000-01-01 | Paper |
On the estimation of jump points in smooth curves
Annals of the Institute of Statistical Mathematics | 1999-12-19 | Paper |
Local Adaptivity of Kernel Estimates with Plug-in Local Bandwidth Selectors
Scandinavian Journal of Statistics | 1999-08-10 | Paper |
scientific article; zbMATH DE number 1239651 (Why is no real title available?)
| 1999-07-04 | Paper |
scientific article; zbMATH DE number 1302966 (Why is no real title available?)
| 1999-06-17 | Paper |
Local Maximum Likelihood Estimation and Inference
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-04-08 | Paper |
Local likelihood and local partial likelihood in hazard regression
The Annals of Statistics | 1998-06-22 | Paper |
Local polynomial regression: Optimal kernels and asymptotic minimax efficiency
Annals of the Institute of Statistical Mathematics | 1998-06-22 | Paper |
Model selection using wavelet decomposition and applications
Biometrika | 1998-06-18 | Paper |
Generalized Partially Linear Single-Index Models
| 1997-11-18 | Paper |
scientific article; zbMATH DE number 991833 (Why is no real title available?)
| 1997-03-16 | Paper |
scientific article; zbMATH DE number 854954 (Why is no real title available?)
| 1996-07-04 | Paper |
scientific article; zbMATH DE number 788245 (Why is no real title available?)
| 1995-09-27 | Paper |
scientific article; zbMATH DE number 739534 (Why is no real title available?)
| 1995-06-06 | Paper |
Strong representations of the survival function estimator for truncated and censored data with applications
Journal of Multivariate Analysis | 1995-03-29 | Paper |
Censored Regression: Local Linear Approximations and Their Applications
| 1994-12-12 | Paper |
Estimating the density of a copula function
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
A three-stage procedure based on bootstrap critical points
Sequential Analysis | 1993-08-17 | Paper |
Variable bandwidth and local linear regression smoothers
The Annals of Statistics | 1993-05-16 | Paper |
Minimax estimation of a bounded squared mean
Statistics & Probability Letters | 1992-06-28 | Paper |
Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator
The Annals of Statistics | 1992-06-26 | Paper |
Density estimation under the koziol‐green model of censoring by penalized likelihood methods
The Canadian Journal of Statistics | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4143250 (Why is no real title available?)
| 1989-01-01 | Paper |
Quantile estimation in the proportional hazards model of random censorship
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Sequential fixed-width confidence intervals for quantiles in the presence of censoring
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
Weak and strong representations for trimmed U-statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
Weak asymptotic representations for quantiles of the product-limit estimator
Journal of Statistical Planning and Inference | 1988-01-01 | Paper |
