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- Robust inference for subgroup analysis with general transformation models
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- Nearest neighbor empirical processes
- Learning rates for regularized least squares ranking algorithm
- Quantile regression of longitudinal data with informative observation times
- Testing for additivity in nonparametric quantile regression
- New estimation for heteroscedastic single-index measurement error models
- U-Processes and Preference Learning
- Joint sufficient dimension reduction for estimating continuous treatment effect functions
- Convergence of \(U\)-statistics for interacting particle systems
- Weighted rank estimation for nonparametric transformation models with doubly truncated data
- Kernel Machine Approach to Testing the Significance of Multiple Genetic Markers for Risk Prediction
- Moderate and large deviations for \(U\)-processes
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- Moderate deviations for degenerate \(U\)-processes.
- Sparse concordance‐based ordinal classification
- Uniform convergence of series estimators over function spaces
- Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
- Quantile regression for right-censored and length-biased data
- Breaking the curse of dimensionality in nonparametric testing
- Asymptotic normality of multivariate trimmed means
- Uniform in bandwidth consistency of kernel estimators of the density of mixed data
- On rank estimators in increasing dimensions
- Semi-parametric order-based generalized multivariate regression
- On the asymptotics of \(Z\)-estimators indexed by the objective functions
- Nonparametric testing for no covariate effects in conditional copulas
- Post-regularization inference for time-varying nonparanormal graphical models
- Weak convergence of the conditional U-statistics for locally stationary functional time series
- Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data
- Asymptotics for panel quantile regression models with individual effects
- Global Bahadur representation for nonparametric censored regression quantiles and its applications
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Proportional cross-ratio model
- Multiplier \(U\)-processes: sharp bounds and applications
- Inference for high-dimensional varying-coefficient quantile regression
- Inference in ordered response games with complete information
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- The mathematical work of Evarist Giné
- Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
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- Large deviations and moderate deviations for kernel density estimators of directional data
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- Robust estimation of the conditional stable tail dependence function
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- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- A large deviation theorem for \(U\)-processes
- Estimation of density functionals via cross-validation
- Partial and average copulas and association measures
- Semiparametric estimation of a two-component mixture of linear regressions in which one component is known
- A weighted least-squares cross-validation bandwidth selector for kernel density estimation
- A direct approach to inference in nonparametric and semiparametric quantile models
- Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
- Single-index regression models with right-censored responses
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Gaussian approximation of suprema of empirical processes
- A uniform functional law of the logarithm for the local empirical process.
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Functional convergence of sequential \(U\)-processes with size-dependent kernels
- Generalized density clustering
- Second-order linearity of Wilcoxon statistics
- Laws of the iterated logarithm for censored data
- Estimation and inference procedures for semiparametric distribution models with varying linear-index
- A joint test for parametric specification and independence in nonlinear regression models
- Nonparametric estimation of distributional policy effects
- Variable selection for semiparametric accelerated failure time models with nonignorable missing data
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Limit theorems for a class of processes generalizing the U -empirical process
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Nonparametric comparison of regression curves: An empirical process approach
- Binary response models with \(M\)-phase case-control data
- Resampling \(U\)-statistics using \(p\)-stable laws
- Quantile regression under random censoring.
- Wavelet-based estimation in a semiparametric regression model
- General tests of conditional independence based on empirical processes indexed by functions
- Heteroscedasticity checks for regression models
- Characterization of diagonal symmetry: location unknown, and a test based on allied U-processes
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Weak convergence and Glivenko-Cantelli results for empirical processes of U-statistic structure
- Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event
- New characterization-based symmetry tests
- Approximating class approach for empirical processes of dependent sequences indexed by functions
- A general result on the uniform in bandwidth consistency of kernel-type function estimators
- Conditional independence testing via weighted partial copulas
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
- Space partitioning and regression maxima seeking via a mean-shift-inspired algorithm
- A rank-based approach to estimating monotone individualized two treatment regimes
- Weighted rank estimation for nonparametric transformation models with nonignorable missing data
- Nonparametric \(\phi\)-divergence estimation and test for model selection
- Significance testing in nonparametric regression based on the bootstrap.
- Robust inference of conditional average treatment effects using dimension reduction
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
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