| Publication | Date of Publication | Type |
|---|
Continuously updated estimation of conditional hazard functions
Lifetime Data Analysis | 2026-02-09 | Paper |
Rate accelerated inference for integrals of multivariate random functions
Computational Statistics and Data Analysis | 2025-11-10 | Paper |
Adaptive functional principal components analysis
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-10-24 | Paper |
Learning the regularity of multivariate functional data
Electronic Journal of Statistics | 2025-09-26 | Paper |
| Smooth versus likelihood estimation for a class of mixtures of discrete distributions | 2025-08-11 | Paper |
Regression estimation using surrogate responses obtained by presmoothing
Statistica Neerlandica | 2025-03-10 | Paper |
Adaptive estimation of irregular mean and covariance functions
Bernoulli | 2025-02-25 | Paper |
Density model checks via the lack-of-fitness
Statistical Papers | 2025-02-18 | Paper |
One for All and All for One: Regression Checks With Many Regressors
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A two-step estimation procedure for semiparametric mixture cure models
Scandinavian Journal of Statistics | 2024-09-19 | Paper |
An equivalence result for moment equations when data are missing at random
Statistical Theory and Related Fields | 2023-03-07 | Paper |
A presmoothing approach for estimation in the semiparametric Cox mixture cure model
Bernoulli | 2022-09-28 | Paper |
A presmoothing approach for estimation in the semiparametric Cox mixture cure model
Bernoulli | 2022-09-28 | Paper |
Learning the smoothness of noisy curves with application to online curve estimation
Electronic Journal of Statistics | 2022-05-11 | Paper |
Learning the smoothness of noisy curves with application to online curve estimation
Electronic Journal of Statistics | 2022-05-11 | Paper |
Clustering multivariate functional data using unsupervised binary trees
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Wilks' theorem for semiparametric regressions with weakly dependent data
The Annals of Statistics | 2022-02-07 | Paper |
A likelihood-based approach for cure regression models
Test | 2021-11-22 | Paper |
| Adaptive estimation of irregular mean and covariance functions | 2021-08-14 | Paper |
| Powers correlation analysis of non-stationary illiquid assets | 2021-04-09 | Paper |
A general approach for cure models in survival analysis
The Annals of Statistics | 2020-12-14 | Paper |
A general approach for cure models in survival analysis
The Annals of Statistics | 2020-12-14 | Paper |
Testing for the significance of functional covariates
Journal of Multivariate Analysis | 2020-08-28 | Paper |
Testing for lack-of-fit in functional regression models against general alternatives
Journal of Statistical Planning and Inference | 2020-06-15 | Paper |
| Modified Cox regression with current status data | 2020-02-24 | Paper |
Conditional moment models with data missing at random
Biometrika | 2019-06-24 | Paper |
Nonparametric model checks of single-index assumptions
STATISTICA SINICA | 2019-02-28 | Paper |
A dimension reduction approach for conditional Kaplan-Meier estimators
Test | 2018-11-07 | Paper |
Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance
Journal of the American Statistical Association | 2017-08-07 | Paper |
A new minimum contrast approach for inference in single-index models
Journal of Multivariate Analysis | 2017-06-22 | Paper |
Powerful nonparametric checks for quantile regression
Journal of Statistical Planning and Inference | 2016-11-04 | Paper |
Powerful nonparametric checks for quantile regression
Journal of Statistical Planning and Inference | 2016-11-04 | Paper |
Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
Econometric Theory | 2016-10-14 | Paper |
| A semiparametric single-index estimator for a class of estimating equation models | 2016-08-15 | Paper |
Breaking the curse of dimensionality in nonparametric testing
Journal of Econometrics | 2016-06-06 | Paper |
A significance test for covariates in nonparametric regression
Electronic Journal of Statistics | 2015-04-21 | Paper |
A significance test for covariates in nonparametric regression
Electronic Journal of Statistics | 2015-04-21 | Paper |
Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
Journal of Econometrics | 2014-04-30 | Paper |
Corrected portmanteau tests for VAR models with time-varying variance
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Single index regression models in the presence of censoring depending on the covariates
Bernoulli | 2013-08-16 | Paper |
Single index regression models in the presence of censoring depending on the covariates
Bernoulli | 2013-08-16 | Paper |
New estimating equation approaches with application in lifetime data analysis
Annals of the Institute of Statistical Mathematics | 2013-08-07 | Paper |
Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean
Journal of Statistical Planning and Inference | 2012-09-18 | Paper |
| Nonparametric testing for no-effect with functional responses and functional covariates | 2012-09-10 | Paper |
A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains
Bernoulli | 2012-05-28 | Paper |
A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains
Bernoulli | 2012-05-28 | Paper |
| Projection-based nonparametric goodness-of-fit testing with functional covariates | 2012-05-24 | Paper |
Optimal portfolios with end-of-period target
Advances in Decision Sciences | 2012-03-14 | Paper |
Bootstrap confidence intervals in mixtures of discrete distributions
Journal of Statistical Planning and Inference | 2009-10-30 | Paper |
A Capture–Recapture Approach for Screening Using Two Diagnostic Tests With Availability of Disease Status for the Test Positives Only
Journal of the American Statistical Association | 2009-06-12 | Paper |
Confidence intervals of the hazard rate function for discrete distributions using mixtures
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Nonlinear Censored Regression Using Synthetic Data
Scandinavian Journal of Statistics | 2009-02-28 | Paper |
Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
Journal of Multivariate Analysis | 2008-12-10 | Paper |
Breaking the curse of dimensionality in nonparametric testing
Journal of Econometrics | 2008-03-01 | Paper |
Semiparametric Regression Models with Applications to Scoring: A Review
Communications in Statistics: Theory and Methods | 2008-01-23 | Paper |
Product-limit estimators of the survival function for two modified forms of current-status data
Bernoulli | 2007-05-24 | Paper |
Product-limit estimators of the survival function with twice censored data
The Annals of Statistics | 2006-08-03 | Paper |
Asymptotic Normality in Mixtures of Power Series Distributions
Scandinavian Journal of Statistics | 2006-05-24 | Paper |
On semiparametric \(M\)-estimation in single-index regression
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
Convex models, MLE and misspecification
The Annals of Statistics | 2002-11-14 | Paper |
Adaptive estimation for Weakly Dependent Functional Times Series
(available as arXiv preprint) | N/A | Paper |
