| Publication | Date of Publication | Type |
|---|
Smooth Tests of Copula Specifications
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Robust Likelihood Cross-Validation for Kernel Density Estimation
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Transformation-Kernel Estimation of Copula Densities
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Spatially smoothed kernel densities with application to crop yield distributions
Journal of Agricultural, Biological and Environmental Statistics | 2022-10-18 | Paper |
A sequential test for the specification of predictive densities
Econometrics Journal | 2022-08-02 | Paper |
A guided nonparametric goodness-of-fit test with application to income distributions
Econometrics Journal | 2022-06-24 | Paper |
A diagnostic test for specification of copulas under censorship
Econometric Reviews | 2022-03-04 | Paper |
Robust kernels for kernel density estimation
Economics Letters | 2020-07-07 | Paper |
Estimation of a probability density function using interval aggregated data
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
The Global Joint Distribution of Income and Health
Recent Advances in Estimating Nonlinear Models | 2018-12-13 | Paper |
Hedges or safe havens -- revisit the role of gold and USD against stock: a multivariate extended skew-\(t\) copula approach
Quantitative Finance | 2018-11-13 | Paper |
Smoothed kernel conditional density estimation
Economics Letters | 2018-09-11 | Paper |
An improved transformation-based kernel estimator of densities on the unit interval
Journal of the American Statistical Association | 2017-10-13 | Paper |
Exponential series estimator of multivariate densities
Journal of Econometrics | 2016-08-01 | Paper |
GMM estimation of a maximum entropy distribution with interval data
Journal of Econometrics | 2016-05-09 | Paper |
A data-driven smooth test of symmetry
Journal of Econometrics | 2015-08-13 | Paper |
Transformation-based nonparametric estimation of multivariate densities
Journal of Multivariate Analysis | 2015-02-20 | Paper |
Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
The evolution of the conditional joint distribution of life expectancy and per capita income growth
Advances in Econometrics | 2010-06-30 | Paper |
Exponential series estimation of empirical copulas with application to financial returns
Advances in Econometrics | 2010-06-30 | Paper |
Information-Theoretic Distribution Test with Application to Normality
Econometric Reviews | 2010-05-26 | Paper |
A weighted generalized maximum entropy estimator with a data-driven weight
Entropy | 2010-01-29 | Paper |
Partially adaptive estimation via the maximum entropy densities
Econometrics Journal | 2006-01-24 | Paper |
Calculation of maximum entropy densities with application to income distribution
Journal of Econometrics | 2003-08-07 | Paper |
