| Publication | Date of Publication | Type |
|---|
Spatially correlated analysis of infectious disease outcomes based on Bayesian functional hierarchical models
Statistics in Medicine | 2026-09-24 | Paper |
DAI digital art index: a robust price index for heterogeneous digital assets
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-08-18 | Paper |
A data-driven P-spline smoother and the P-Spline-GARCH models
Journal of Nonparametric Statistics | 2026-06-08 | Paper |
Tensor-on-vector regression with interactions with application to fMRI data
Journal of Multivariate Analysis | 2026-04-28 | Paper |
How sensitive are tail-related risk measures in a contamination neighbourhood?
Statistica Sinica | 2026-04-15 | Paper |
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 |
Bayesian spatio-temporal modeling for the inpatient hospital costs of alcohol-related disorders
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-10-17 | Paper |
A censored quantile transformation model for Alzheimer's disease data with multiple functional covariates
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-10-10 | Paper |
Mode-based classifier: a robust and flexible discriminant analysis for high-dimensional data
Statistica Sinica | 2025-09-12 | Paper |
Shapley Curves: A Smoothing Perspective
Journal of Business and Economic Statistics | 2025-08-25 | Paper |
Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression
Computational Statistics and Data Analysis | 2025-07-23 | Paper |
Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics
Computational Statistics | 2025-03-21 | Paper |
Model checking for generalized partially linear models
Test | 2025-03-05 | 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 |
