| Publication | Date of Publication | Type |
|---|
| Excess mean of power estimator of extreme value index | 2026-07-13 | Paper |
Censored quantile regression with time-dependent covariates
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2026-03-06 | Paper |
Financial Data Analytics with R: Monte-Carlo Validation
Journal of the American Statistical Association | 2025-10-28 | Paper |
Design and analysis of clinical trials in the presence of delayed treatment effect
Statistics in Medicine | 2025-08-01 | Paper |
Adaptive robust online portfolio selection
European Journal of Operational Research | 2025-05-19 | Paper |
Contextual Quantile Minimization for Two-Stage Stochastic Programs
(available as arXiv preprint) | 2025-01-01 | Paper |
On interquantile smoothness of censored quantile regression with induced smoothing
Biometrics | 2024-08-19 | Paper |
Censored Interquantile Regression Model with Time-Dependent Covariates
Journal of the American Statistical Association | 2024-07-05 | Paper |
Distributed Censored Quantile Regression
Journal of Computational and Graphical Statistics | 2024-01-22 | Paper |
Efficient Estimation for Censored Quantile Regression
Journal of the American Statistical Association | 2024-01-08 | Paper |
Censored quantile regression model with time‐varying covariates under length‐biased sampling
Biometrics | 2023-10-09 | Paper |
Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty
Applied Mathematics and Optimization | 2022-07-08 | Paper |
Variance reduction for risk measures with importance sampling in nested simulation
Quantitative Finance | 2022-05-27 | Paper |
On asymptotic equivalence of the NPMLE of a monotone density and a Grenander-type estimator in multi-sample biased sampling models
Electronic Journal of Statistics | 2021-08-09 | Paper |
Transformed dynamic quantile regression on censored data
Journal of the American Statistical Association | 2021-07-06 | Paper |
Event history analysis of dynamic networks
Biometrika | 2021-04-08 | Paper |
Event history analysis of dynamic networks
Biometrika | 2021-04-08 | Paper |
Simulation-based Value-at-Risk for nonlinear portfolios
Quantitative Finance | 2019-10-11 | Paper |
Estimation of a monotone density in \(s\)-sample biased sampling models
The Annals of Statistics | 2018-10-24 | Paper |
From boundary crossing of non-random functions to boundary crossing of stochastic processes
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
On an approach to boundary crossing by stochastic processes
Stochastic Processes and their Applications | 2016-11-02 | Paper |
Artifactual unit root behavior of value at risk (VaR)
Statistics & Probability Letters | 2016-06-24 | Paper |
A Unified Approach to Semiparametric Transformation Models Under General Biased Sampling Schemes
Journal of the American Statistical Association | 2013-04-26 | Paper |
