| Publication | Date of Publication | Type |
|---|
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations
Journal of Nonparametric Statistics | 2023-03-10 | Paper |
Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Real-time estimation for functional stochastic regression models
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
Single functional index quantile regression under general dependence structure
Journal of Nonparametric Statistics | 2021-05-03 | Paper |
Stochastic approximation for multivariate and functional median
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response
Statistics & Probability Letters | 2019-09-25 | Paper |
Using Complex Surveys to Estimate the L1‐Median of a Functional Variable: Application to Electricity Load Curves
International Statistical Review | 2019-06-20 | Paper |
Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
Journal of Multivariate Analysis | 2019-03-21 | Paper |
Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data
Statistical Methodology | 2019-03-18 | Paper |
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
Annals of Operations Research | 2018-10-31 | Paper |
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
Mathematical Methods of Statistics | 2017-05-24 | Paper |
Rate of uniform consistency for a class of mode regression on functional stationary ergodic data
Statistical Methods and Applications | 2017-03-30 | Paper |
Vector-on-function quantile regression for stationary ergodic processes
Journal of the Korean Statistical Society | 2015-07-21 | Paper |
Randomly censored quantile regression estimation using functional stationary ergodic data
Journal of Nonparametric Statistics | 2015-06-22 | Paper |
| Nonparametric estimation of non-conditional or conditional geometric quantiles | 2015-04-01 | Paper |
Design-based estimation for geometric quantiles with application to outlier detection
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Obata-type theorems for some Riemannian foliations
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-06-24 | Paper |
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
Electronic Journal of Statistics | 2013-06-20 | Paper |
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
Electronic Journal of Statistics | 2013-06-20 | Paper |
Lichnerowicz inequality on foliated manifold with a parallel 2-form
Bulletin of the Belgian Mathematical Society - Simon Stevin | 2012-06-28 | Paper |
| Extrema of square lengths of transverse fields of a Riemannian foliation | 2010-10-22 | Paper |
| Source-sink dynamics and transversally affine flows | 2009-11-18 | Paper |
Properties of design-based functional principal components analysis
Journal of Statistical Planning and Inference | 2009-11-13 | Paper |
ON SOME INFINITESIMAL AUTOMORPHISMS OF RIEMANNIAN FOLIATION
Proyecciones (Antofagasta) | 2009-04-28 | Paper |
| Bochner's theorem and minimal foliation | 2008-02-05 | Paper |
