| Publication | Date of Publication | Type |
|---|
Testing inflated zeros and applications in right-censored geometric regression models
Statistical Papers | 2025-12-08 | Paper |
A machine learning based regulatory risk index for cryptocurrencies
Computational Statistics | 2025-11-06 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Distillation of News Flow Into Analysis of Stock Reactions
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Pricing wind power futures
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
A comprehensive comparison of goodness-of-fit tests for logistic regression models
Statistics and Computing | 2024-11-26 | Paper |
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
A Time-Varying Network for Cryptocurrencies
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Single-Index-Based CoVaR With Very High-Dimensional Covariates
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Confidence Corridors for Multivariate Generalized Quantile Regression
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies
Quantitative Finance | 2024-08-26 | Paper |
Smoothed quantile regression for partially functional linear models in high dimensions
Biometrical Journal | 2024-07-15 | Paper |
Surrogate models for optimization of dynamical systems
Foundations of Modern Statistics | 2024-03-22 | Paper |
Hedging cryptocurrency options
Review of Derivatives Research | 2024-03-19 | Paper |
Robustifying Markowitz
Journal of Econometrics | 2024-03-06 | Paper |
A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection
Statistics in Medicine | 2024-03-04 | Paper |
Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual
International Statistical Review | 2023-11-08 | Paper |
Use generalized linear models or generalized partially linear models?
Statistics and Computing | 2023-08-16 | Paper |
Imputed quantile tensor regression for near-sited spatial-temporal data
Computational Statistics and Data Analysis | 2023-07-11 | Paper |
Data-driven support for policy and decision-making in university research management: a case study from Germany
European Journal of Operational Research | 2023-07-10 | Paper |
Hedging cryptos with Bitcoin futures
Quantitative Finance | 2023-06-20 | Paper |
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Econometrics Journal | 2022-07-26 | Paper |
SONIC: social network analysis with influencers and communities
Journal of Econometrics | 2022-06-09 | Paper |
Media-expressed tone, option characteristics, and stock return predictability
Journal of Economic Dynamics and Control | 2022-03-15 | Paper |
\(K\)-expectiles clustering
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Financial risk meter FRM based on expectiles
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Lasso-driven inference in time and space
The Annals of Statistics | 2021-09-28 | Paper |
Factorisable multitask quantile regression
Econometric Theory | 2021-09-10 | Paper |
TERES: tail event risk expectile shortfall
Quantitative Finance | 2021-06-02 | Paper |
Simultaneous inference of the partially linear model with a multivariate unknown function
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Do maternal health problems influence child's worrying status? Evidence from the British cohort study
Journal of Applied Statistics | 2020-12-03 | Paper |
Bayesian networks for sex-related homicides: structure learning and prediction
Journal of Applied Statistics | 2020-10-26 | Paper |
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid
Computational Statistics | 2020-10-06 | Paper |
| Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models | 2020-09-09 | Paper |
Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk
Computational Statistics | 2020-07-28 | Paper |
e-Learning statistics — a selective review
Compstat 2006 - Proceedings in Computational Statistics | 2020-07-15 | Paper |
Model-driven statistical arbitrage on LETF option markets
Quantitative Finance | 2020-01-24 | Paper |
Dynamic credit default swap curves in a network topology
Quantitative Finance | 2019-10-11 | Paper |
| Applied multivariate statistical analysis | 2019-09-27 | Paper |
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Quantitative Finance | 2019-09-26 | Paper |
Statistics of financial markets. An introduction
Universitext | 2019-09-26 | Paper |
Network quantile autoregression
Journal of Econometrics | 2019-09-02 | Paper |
Dynamic semi-parametric factor model for functional expectiles
Computational Statistics | 2019-06-03 | Paper |
Principal component analysis in an asymmetric norm
Journal of Multivariate Analysis | 2019-05-27 | Paper |
Tail event driven networks of SIFIs
Journal of Econometrics | 2019-04-26 | Paper |
Spatial functional principal component analysis with applications to brain image data
Journal of Multivariate Analysis | 2019-03-21 | Paper |
Risk related brain regions detection and individual risk classification with 3D image FPCA
Statistics & Risk Modeling | 2019-01-11 | Paper |
Simultaneous confidence bands for expectile functions
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
De copulis non est disputandum. Copulae: an overview
AStA. Advances in Statistical Analysis | 2018-12-18 | Paper |
TVICA -- time varying independent component analysis and its application to financial data
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Functional principal component analysis for derivatives of multivariate curves
STATISTICA SINICA | 2018-11-22 | Paper |
Reference-dependent preferences and the empirical pricing kernel puzzle
Review of Finance | 2018-11-20 | Paper |
Testing monotonicity of pricing kernels
AStA. Advances in Statistical Analysis | 2018-11-09 | Paper |
Adaptive interest rate modelling
Journal of Forecasting | 2018-10-12 | Paper |
Multivariate factorizable expectile regression with application to fMRI data
Computational Statistics and Data Analysis | 2018-08-17 | Paper |
Statistical inference for generalized additive partially linear models
Journal of Multivariate Analysis | 2017-11-09 | Paper |
SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION
International Journal of Theoretical and Applied Finance | 2017-10-13 | Paper |
The implied market price of weather risk
Applied Mathematical Finance | 2017-10-05 | Paper |
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
Test | 2017-08-14 | Paper |
A smooth simultaneous confidence corridor for the mean of sparse functional data
Journal of the American Statistical Association | 2017-08-04 | Paper |
Company rating with support vector machines
Statistics & Risk Modeling | 2017-05-22 | Paper |
Comment
Journal of the American Statistical Association | 2017-01-20 | Paper |
An extended single-index model with missing response at random
Scandinavian Journal of Statistics | 2016-12-02 | Paper |
Portfolio decisions and brain reactions via the CEAD method
Psychometrika | 2016-09-27 | Paper |
Implied basket correlation dynamics
Statistics & Risk Modeling | 2016-09-06 | Paper |
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
Computational Statistics | 2016-08-12 | Paper |
Common factors in credit defaults swap markets
Computational Statistics | 2016-08-12 | Paper |
| Mean volatility regressions | 2016-08-10 | Paper |
Dynamics of state price densities
Journal of Econometrics | 2016-07-04 | Paper |
HMM and HAC
Synergies of Soft Computing and Statistics for Intelligent Data Analysis | 2016-05-13 | Paper |
TENET: tail-event driven network risk
Journal of Econometrics | 2016-05-10 | Paper |
Nonparametric state price density estimation using constrained least squares and the bootstrap
Journal of Econometrics | 2016-04-25 | Paper |
A semiparametric factor model for CDO surfaces dynamics
Journal of Multivariate Analysis | 2016-04-15 | Paper |
Dynamic semiparametric factor models in risk neutral density estimation
AStA. Advances in Statistical Analysis | 2016-02-25 | Paper |
Functional data analysis of generalized regression quantiles
Statistics and Computing | 2016-02-23 | Paper |
COPICA -- independent component analysis via copula techniques
Statistics and Computing | 2016-02-23 | Paper |
| Introduction to Statistics | 2016-01-08 | Paper |
Partial linear models with heteroscedastic variances
Journal of the Japanese Society of Computational Statistics | 2015-12-18 | Paper |
Hidden Markov structures for dynamic copulae
Econometric Theory | 2015-11-20 | Paper |
State price densities implied from weather derivatives
Insurance Mathematics & Economics | 2015-09-14 | Paper |
Time series modelling with semiparametric factor dynamics
Journal of the American Statistical Association | 2015-06-22 | Paper |
Localized realized volatility modeling
Journal of the American Statistical Association | 2015-06-17 | Paper |
A simultaneous confidence corridor for varying coefficient regression with sparse functional data
Test | 2015-04-29 | Paper |
Copula dynamics in CDOs
Quantitative Finance | 2015-04-16 | Paper |
| Applied multivariate statistical analysis | 2015-04-08 | Paper |
Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study
Psychometrika | 2015-03-30 | Paper |
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
Computational Statistics | 2015-03-05 | Paper |
Using wiki to build an e-learning system in statistics in the Arabic language
Computational Statistics | 2015-02-18 | Paper |
Statistics of financial markets. An introduction
Universitext | 2015-02-16 | Paper |
Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
Journal of Multivariate Analysis | 2015-02-04 | Paper |
Variable selection in Cox regression models with varying coefficients
Journal of Statistical Planning and Inference | 2014-03-13 | Paper |
Variance swap dynamics
Quantitative Finance | 2014-02-20 | Paper |
Local quantile regression
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Rejoinder on: ``Local quantile regression
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Dynamic structured copula models
Statistics & Risk Modeling | 2014-01-22 | Paper |
Oracally Efficient Two-Step Estimation of Generalized Additive Model
Journal of the American Statistical Association | 2013-08-07 | Paper |
| Multivariate Statistics | 2013-05-10 | Paper |
Statistics of financial markets. Exercises and solutions
Universitext | 2012-10-05 | Paper |
A consistent nonparametric test for causality in quantile
Econometric Theory | 2012-08-30 | Paper |
Bootstrap confidence bands and partial linear quantile regression
Journal of Multivariate Analysis | 2012-05-07 | Paper |
CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum
Econometric Theory | 2012-04-24 | Paper |
Difference based ridge and Liu type estimators in semiparametric regression models
Journal of Multivariate Analysis | 2012-03-13 | Paper |
Computational Finance: An Introduction
Handbook of Computational Finance | 2012-01-10 | Paper |
Modeling asset prices
Handbook of Computational Finance | 2012-01-10 | Paper |
| Nonparametric estimation of risk-neutral densities | 2012-01-10 | Paper |
Volatility Investing with Variance Swaps
Handbook of Computational Finance | 2012-01-10 | Paper |
The EFM approach for single-index models
The Annals of Statistics | 2011-09-14 | Paper |
Modeling default risk with support vector machines
Quantitative Finance | 2011-04-29 | Paper |
| Applied multivariate statistical analysis | 2011-03-18 | Paper |
Nonparametric Risk Management With Generalized Hyperbolic Distributions
Journal of the American Statistical Association | 2011-02-01 | Paper |
Forecasting volatility with support vector machine-based GARCH model
Journal of Forecasting | 2011-01-06 | Paper |
Statistics of financial markets. An introduction.
Universitext | 2010-12-03 | Paper |
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Econometrics Journal | 2010-10-15 | Paper |
Confidence bands in quantile regression
Econometric Theory | 2010-08-13 | Paper |
| Investors' preference: estimating and demixing of the weight function in semiparametric models for biased samples | 2010-05-25 | Paper |
On extracting information implied in options
Computational Statistics | 2010-04-22 | Paper |
Statistics of financial markets. Exercises and solutions.
Universitext | 2010-04-07 | Paper |
The Bayesian additive classification tree applied to credit risk modelling
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
A generalized ARFIMA process with Markov-switching fractional differencing parameter
Journal of Statistical Computation and Simulation | 2009-10-27 | Paper |
Smoothed L-estimation of regression function
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Robust estimation of dimension reduction space
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Time Dependent Relative Risk Aversion
Contributions to Economics | 2009-02-26 | Paper |
Common functional principal components
The Annals of Statistics | 2009-02-25 | Paper |
Measuring and Modeling Risk Using High-Frequency Data
Applied Quantitative Finance | 2008-12-01 | Paper |
Numerics of Implied Binomial Trees
Applied Quantitative Finance | 2008-12-01 | Paper |
Modeling Dependencies with Copulae
Applied Quantitative Finance | 2008-12-01 | Paper |
Semiparametric diffusion estimation and application to a stock market index
Quantitative Finance | 2008-08-07 | Paper |
Statistics of financial markets. An introduction.
Universitext | 2008-01-30 | Paper |
Colour harmonization in car manufacturing processes
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
| Multivariate Statistics | 2007-09-07 | Paper |
Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
Journal of the American Statistical Association | 2007-08-20 | Paper |
Semiparametric Regression Analysis With Missing Response at Random
Journal of the American Statistical Association | 2007-08-20 | Paper |
| Applied Multivariate Statistical Analysis | 2007-07-17 | Paper |
Portfolio value at risk based on independent component analysis
Journal of Computational and Applied Mathematics | 2007-07-17 | Paper |
On the appropriateness of inappropriate VaR models
AStA. Allgemeines Statistisches Archiv | 2007-04-26 | Paper |
Semi-parametric estimation of partially linear single-index models
Journal of Multivariate Analysis | 2006-06-09 | Paper |
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
Econometric Theory | 2005-10-18 | Paper |
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
Science in China. Series A | 2005-08-30 | Paper |
An Empirical Likelihood Goodness-of-Fit Test for Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-29 | Paper |
| Statistical Tools for Finance and Insurance | 2005-04-25 | Paper |
Bootstrap Methods for Time Series
International Statistical Review | 2005-01-03 | Paper |
Bootstrap Methods for Time Series
International Statistical Review | 2005-01-03 | Paper |
Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
Applicationes Mathematicae | 2004-11-29 | Paper |
Nonparametric and semiparametric models.
Springer Series in Statistics | 2004-10-04 | Paper |
Statistics of financial markets. An introduction.
Universitext | 2004-10-04 | Paper |
Structural Tests in Additive Regression
Journal of the American Statistical Association | 2004-06-10 | Paper |
The dynamics of implied volatilities: a common principal components approach
Review of Derivatives Research | 2004-01-06 | Paper |
| scientific article; zbMATH DE number 1978400 (Why is no real title available?) | 2003-09-09 | Paper |
Efficient estimation in conditional single-index regression
Journal of Multivariate Analysis | 2003-09-01 | Paper |
| scientific article; zbMATH DE number 1963107 (Why is no real title available?) | 2003-08-12 | Paper |
| scientific article; zbMATH DE number 1795160 (Why is no real title available?) | 2003-08-04 | Paper |
Derivative estimation and testing in generalized additive models
Journal of Statistical Planning and Inference | 2003-07-30 | Paper |
ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
Econometric Theory | 2003-05-18 | Paper |
Second order minimax estimation in partial linear models
Mathematical Methods of Statistics | 2003-02-10 | Paper |
On adaptive smoothing in partial linear models
Mathematical Methods of Statistics | 2003-02-10 | Paper |
MD*ReX: Linking XploRe to standard spreadsheet applications
Computational Statistics | 2003-02-06 | Paper |
A bootstrap test for single index models
Statistics | 2002-11-06 | Paper |
| scientific article; zbMATH DE number 1780442 (Why is no real title available?) | 2002-08-13 | Paper |
| scientific article; zbMATH DE number 1780447 (Why is no real title available?) | 2002-08-13 | Paper |
Testing Parametric versus Semiparametric Modeling in Generalized Linear Models
Journal of the American Statistical Association | 2002-07-30 | Paper |
Web quantlets for time series analysis
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
| scientific article; zbMATH DE number 1551802 (Why is no real title available?) | 2002-02-18 | Paper |
Estimation in a semiparametric partially linear errors-in-variables model
The Annals of Statistics | 2002-01-24 | Paper |
| scientific article; zbMATH DE number 1661760 (Why is no real title available?) | 2001-10-17 | Paper |
Internet-based econometric computing
Journal of Econometrics | 2001-09-17 | Paper |
Bootstrap approximation in a partially linear regression model
Journal of Statistical Planning and Inference | 2001-07-31 | Paper |
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Statistical Inference for Stochastic Processes | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1597500 (Why is no real title available?) | 2001-05-10 | Paper |
| scientific article; zbMATH DE number 1538077 (Why is no real title available?) | 2001-01-18 | Paper |
| XploRe® - Application Guide | 2000-12-21 | Paper |
| scientific article; zbMATH DE number 1533566 (Why is no real title available?) | 2000-11-20 | Paper |
Discrete time option pricing with flexible volatility estimation
Finance and Stochastics | 2000-11-01 | Paper |
Nonparametric vector autoregression
Journal of Statistical Planning and Inference | 2000-06-13 | Paper |
Integration and backfitting methods in additive models -- finite sample properties and comparison
Test | 2000-06-13 | Paper |
Computerassisted semiparametric generalized linear models
Computational Statistics | 2000-03-02 | Paper |
Nonparametric Autoregression with Multiplicative Volatility and Additive mean
Journal of Time Series Analysis | 2000-03-01 | Paper |
Testing a Regression Model When We Have Smooth Alternatives in Mind
Scandinavian Journal of Statistics | 2000-03-01 | Paper |
Large sample theory of the estimation of the error distribution for a semiparametric model
Communications in Statistics: Theory and Methods | 1999-12-01 | Paper |
| scientific article; zbMATH DE number 1371706 (Why is no real title available?) | 1999-11-29 | Paper |
Direct estimation of low-dimensional components in additive models.
The Annals of Statistics | 1999-11-09 | Paper |
Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market
Journal of Econometrics | 1999-11-08 | Paper |
Teaching wavelets in XploRe
Computational Statistics | 1999-09-14 | Paper |
Local polynomial estimators of the volatility function in nonparametric autoregression
Journal of Econometrics | 1999-01-27 | Paper |
Wavelets, approximation, and statistical applications
Lecture Notes in Statistics | 1998-06-24 | Paper |
A Review of Nonparametric Time Series Analysis
International Statistical Review | 1998-05-25 | Paper |
| scientific article; zbMATH DE number 1114373 (Why is no real title available?) | 1998-03-24 | Paper |
| Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates | 1998-02-25 | Paper |
| An Analysis of Transformations for Additive Nonparametric Regression | 1998-02-08 | Paper |
On the inconsistency of bootstrap distribution estimators
Computational Statistics and Data Analysis | 1997-11-10 | Paper |
Semiparametric single index versus fixed link function modelling
The Annals of Statistics | 1997-09-09 | Paper |
Additive nonparametric regression on principal components
Journal of Nonparametric Statistics | 1997-03-02 | Paper |
Fast and simple scatterplot smoothing
Computational Statistics and Data Analysis | 1997-02-28 | Paper |
Testing increasing dispersion
Computational Statistics and Data Analysis | 1997-02-28 | Paper |
Estimation of additive regression models with known links
Biometrika | 1996-12-08 | Paper |
Search for significant variables in nonparametric additive regression
Biometrika | 1996-12-08 | Paper |
| scientific article; zbMATH DE number 931869 (Why is no real title available?) | 1996-10-07 | Paper |
Better Bootstrap Confidence Intervals for Regression Curve Estimation
Statistics | 1996-05-06 | Paper |
Estimation of non-sharp support boundaries
Journal of Multivariate Analysis | 1996-02-13 | Paper |
| scientific article; zbMATH DE number 679925 (Why is no real title available?) | 1995-06-29 | Paper |
| scientific article; zbMATH DE number 768097 (Why is no real title available?) | 1995-06-28 | Paper |
| scientific article; zbMATH DE number 726923 (Why is no real title available?) | 1995-03-23 | Paper |
| scientific article; zbMATH DE number 431758 (Why is no real title available?) | 1994-12-12 | Paper |
| scientific article; zbMATH DE number 426239 (Why is no real title available?) | 1994-05-16 | Paper |
Comparing nonparametric versus parametric regression fits
The Annals of Statistics | 1994-04-18 | Paper |
How sensitive are average derivatives?
Journal of Econometrics | 1993-08-25 | Paper |
Optimal smoothing in single-index models
The Annals of Statistics | 1993-08-23 | Paper |
On the backfitting algorithm for additive regression models
Statistica Neerlandica | 1993-05-16 | Paper |
Regression Smoothing Parameters That Are Not Far From Their Optimum
Journal of the American Statistical Association | 1993-04-01 | Paper |
Bandwidth Choice for Average Derivative Estimation
Journal of the American Statistical Association | 1993-04-01 | Paper |
On bootstrapping kernel spectral estimates
The Annals of Statistics | 1992-09-27 | Paper |
KERNEL REGRESSION SMOOTHING OF TIME SERIES
Journal of Time Series Analysis | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 48302 (Why is no real title available?) | 1992-09-17 | Paper |
Nonparametric curve estimation from time series
Lecture Notes in Statistics | 1992-09-17 | Paper |
Smoothing techniques. With implementation in S
Springer Series in Statistics | 1992-09-17 | Paper |
Bootstrap simultaneous error bars for nonparametric regression
The Annals of Statistics | 1991-01-01 | Paper |
Empirical Evidence on the Law of Demand
Econometrica | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4201397 (Why is no real title available?) | 1991-01-01 | Paper |
Semiparametric comparison of regression curves
The Annals of Statistics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4147310 (Why is no real title available?) | 1990-01-01 | Paper |
Investigating Smooth Multiple Regression by the Method of Average Derivatives
Journal of the American Statistical Association | 1989-01-01 | Paper |
Asymptotic maximal deviation of M-smoothers
Journal of Multivariate Analysis | 1989-01-01 | Paper |
On the use of nonparametric regression for model checking
Biometrika | 1989-01-01 | Paper |
Semiparametric weighted lease squares
Statistics | 1989-01-01 | Paper |
Strong uniform consistency rates for estimators of conditional functionals
The Annals of Statistics | 1988-01-01 | Paper |
Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
Journal of the American Statistical Association | 1988-01-01 | Paper |
Robust nonparametric regression with simultaneous scale curve estimation
The Annals of Statistics | 1988-01-01 | Paper |
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
Journal of the American Statistical Association | 1988-01-01 | Paper |
Algorithm AS 222: Resistant Smoothing Using the Fast Fourier Transform
Applied Statistics | 1987-01-01 | Paper |
A note on prediction via estimation of the conditional mode function
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth
Statistics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4100586 (Why is no real title available?) | 1987-01-01 | Paper |
An effective selection of regression variables when the error distribution is incorrectly specified
Annals of the Institute of Statistical Mathematics | 1987-01-01 | Paper |
Nonparametric sequential estimation of zeros and extrema of regression functions
IEEE Transactions on Information Theory | 1987-01-01 | Paper |
SOME THEORY ON M-SMOOTHING OF TIME SERIES
Journal of Time Series Analysis | 1986-01-01 | Paper |
Random approximations to some measures of accuracy in nonparametric curve estimation
Journal of Multivariate Analysis | 1986-01-01 | Paper |
Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
Stochastic Processes and their Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4015985 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4032843 (Why is no real title available?) | 1986-01-01 | Paper |
Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators
Journal of Multivariate Analysis | 1986-01-01 | Paper |
Optimal bandwidth selection in nonparametric regression function estimation
The Annals of Statistics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3907578 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3969896 (Why is no real title available?) | 1985-01-01 | Paper |
Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression
Biometrika | 1985-01-01 | Paper |
Robust regression function estimation
Journal of Multivariate Analysis | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3864299 (Why is no real title available?) | 1984-01-01 | Paper |
Uniform consistency of a class of regression function estimators
The Annals of Statistics | 1984-01-01 | Paper |
A law of the iterated logarithm for nonparametric regression function estimators
The Annals of Statistics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3928119 (Why is no real title available?) | 1984-01-01 | Paper |
