Carlos Martins-Filho

Available identifiers

zbMath Open martins-filho.carlosMaRDI QIDQ288360

List of research outcomes

Publication	Date of Publication	Type
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints	2024-10-17	Paper
A new estimator of a jump discontinuity in regression	2022-10-11	Paper
Exploring nonlinearities between investment and internal funds: evidence of the U-shaped investment curve	2022-10-11	Paper
Nonparametric estimation of unrestricted distributions and their jumps	2022-08-02	Paper
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression	2022-06-03	Paper
Semiparametric Stochastic Frontier Estimation via Profile Likelihood	2022-05-31	Paper
Estimation of a partially linear additive model with generated covariates	2020-03-20	Paper
Unified estimation of densities on bounded and unbounded domains	2019-08-13	Paper
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY	2018-01-04	Paper
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: \(L_1\) view	2017-02-21	Paper
A smooth nonparametric conditional quantile frontier estimator	2016-06-06	Paper
Nonparametric frontier estimation via local linear regression	2016-05-25	Paper
An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics	2016-03-11	Paper
Consistency and asymptotic normality for a nonparametric prediction under measurement errors	2015-06-18	Paper
Kernel-based estimation of semiparametric regression in triangular systems	2012-07-06	Paper
On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths	2012-05-18	Paper
Bias reduction in kernel density estimation via Lipschitz condition	2010-03-15	Paper
Nonparametric regression estimation with general parametric error covariance	2009-02-09	Paper
A Class of Improved Parametrically Guided Nonparametric Regression Estimators	2008-08-08	Paper
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory	2008-04-04	Paper
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion	2007-07-18	Paper
A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression	2006-09-12	Paper
OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS	2004-06-18	Paper
Relative efficiency with equivalence classes of asymptotic covariances	1999-01-01	Paper
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators	1995-01-15	Paper
Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications	1993-08-25	Paper

Research outcomes over time

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