1. Time Series Quantile Regression Using Random Forests. (2024). Shibuki, Ryotato ; Shiraishi, Hiroshi ; Nakamura, Tomoshige.
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:45:y:2024:i:4:p:639-659.

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2. When copulas and smoothing met: An interview with Irène Gijbels. (2023). Matthias, Scherer ; Christian, Genest.
   In: Dependence Modeling.
   RePEc:vrs:demode:v:11:y:2023:i:1:p:16:n:1.

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3. Bivariate distribution regression with application to insurance data. (2023). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:113:y:2023:i:c:p:215-232.

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4. Nonparametric identification and estimation of the extended Roy model. (2023). Lee, Ji Hyung ; Park, Byoung G.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:2:p:1087-1113.

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5. Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo.
   In: Papers.
   RePEc:arx:papers:2309.02183.

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6. Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun.
   In: Papers.
   RePEc:arx:papers:2303.04994.

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7. Revisiting the Porter Hypothesis: A Nonparametric Analysis on the impact of Pollution Abatement Technologies on firms performances. (2022). Golinelli, Davide.
   In: SEEDS Working Papers.
   RePEc:srt:wpaper:0622.

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8. Estimation of conditional distribution functions from data with additional errors applied to shape optimization. (2022). Ulbrich, Stefan ; Kohler, Michael ; Horn, Benjamin M ; Hansmann, Matthias.
   In: Metrika: International Journal for Theoretical and Applied Statistics.
   RePEc:spr:metrik:v:85:y:2022:i:3:d:10.1007_s00184-021-00831-4.

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9. A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37.

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10. Bivariate Distribution Regression with Application to Insurance Data. (2022). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun.
    In: Papers.
    RePEc:arx:papers:2203.12228.

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11. Reweighted Nadaraya–Watson estimation of conditional density function in the right-censored model. (2021). Ou, Meijuan ; Xiong, Xianzhu ; Chen, Ailian.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:168:y:2021:i:c:s0167715220302364.

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12. Isotonic distributional regression. (2021). Gneiting, Tilmann ; Ziegel, Johanna F ; Henzi, Alexander.
    In: Journal of the Royal Statistical Society Series B.
    RePEc:bla:jorssb:v:83:y:2021:i:5:p:963-993.

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13. Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian.
    In: Papers.
    RePEc:arx:papers:2112.08546.

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14. Bounds on treatment effects in regression discontinuity designs with a manipulated running variable. (2020). Gerard, Franois ; Rothe, Christoph ; Rokkanen, Miikka .
    In: Quantitative Economics.
    RePEc:wly:quante:v:11:y:2020:i:3:p:839-870.

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15. Rank dynamics for functional data. (2020). Muller, Hans-Georg ; Dawson, Matthew ; Chen, Yaqing.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:149:y:2020:i:c:s0167947320300542.

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16. Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions. (2020). Stouli, Sami ; Spady, Richard.
    In: Papers.
    RePEc:arx:papers:2011.06416.

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17. A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery.
    In: Papers.
    RePEc:arx:papers:1712.05527.

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18. Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models. (2018). Modarres, Reza ; Wu, Colin ; Chowdhury, Mohammed.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:81:y:2018:i:1:d:10.1007_s00184-017-0634-z.

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19. A weighted estimator of conditional hazard rate with left-truncated and dependent data. (2018). Said, Elias Ould ; Liang, Han-Ying.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:70:y:2018:i:1:d:10.1007_s10463-016-0587-4.

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20. Benchmark Regulation of Multiproduct Firms: An Application to the Rail Industry. (2018). Wilson, Wesley ; Wolak, Frank A.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25268.

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21. Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Fang, Ying ; Cai, Zongwu ; Tian, Dingshi.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:201807.

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22. “Flexible maximum conditional likelihood estimation for single-index models to predict accident severity with telematics data”. (2018). Guillen, Montserrat ; Cao, Ricardo ; Bolance, Catalina.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201829.

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23. Global sensitivity analysis for repeated measures studies with informative drop†out: A semi†parametric approach. (2018). Scharfstein, Daniel ; Turkoz, Ibrahim ; Lunardon, Nicola ; Carone, Marco ; Daz, Ivn ; McDermott, Aidan.
    In: Biometrics.
    RePEc:bla:biomet:v:74:y:2018:i:1:p:207-219.

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25. Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics. (2017). Song, Jing-Sheng ; Dunson, David ; Shang, Yan.
    In: Operations Research.
    RePEc:inm:oropre:v:65:y:2017:i:6:p:1574-1588.

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26. Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:201:y:2017:i:1:p:1-18.

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27. Smooth conditional distribution estimators using Bernstein polynomials. (2017). Belalia, Mohamed ; Leblanc, Alexandre ; Bouezmarni, Taoufik.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:111:y:2017:i:c:p:166-182.

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28. SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES. (2016). Bernard, Carole ; Tang, Junsen .
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:19:y:2016:i:07:n:s021902491650045x.

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29. A distribution-sensitive examination of the gender wage gap in Germany. (2016). Van Kerm, Philippe ; Selezneva, Ekaterina.
    In: The Journal of Economic Inequality.
    RePEc:spr:joecin:v:14:y:2016:i:1:d:10.1007_s10888-016-9320-z.

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30. Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable. (2016). Rokkanen, Miikka ; Rothe, Christoph ; Gerard, Franois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22892.

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31. A distribution-sensitive examination of the gender wage gap in Germany. (2016). Van Kerm, Philippe ; Skoglund, Ekaterina ; Selezneva, Ekaterina.
    In: The Journal of Economic Inequality.
    RePEc:kap:jecinq:v:14:y:2016:i:1:d:10.1007_s10888-016-9320-z.

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32. Estimation of nonseparable models with censored dependent variables and endogenous regressors. (2016). Otsu, Taisuke ; Taylor, Luke.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:68678.

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33. A direct approach to inference in nonparametric and semiparametric quantile models. (2016). Fan, Yanqin ; Liu, Ruixuan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:196-216.

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34. Bounds on Treatment Effects in Regression Discontinuity Designs under Manipulation of the Running Variable, with an Application to Unemployment Insurance in Brazil. (2016). Rothe, Christoph ; Rokkanen, Miikka ; Gerard, Francois.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11668.

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35. Decomposing quantile wage gaps: a conditional likelihood approach. (2016). Van Kerm, Philippe ; Choe, Chung ; Yu, Seunghee .
    In: Journal of the Royal Statistical Society Series C.
    RePEc:bla:jorssc:v:65:y:2016:i:4:p:507-527.

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36. Adaptive Estimation of a Conditional Density. (2016). Bott, Ann-Kathrin ; Kohler, Michael.
    In: International Statistical Review.
    RePEc:bla:istatr:v:84:y:2016:i:2:p:291-316.

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37. Cumulative Paired 𝜙-Entropy. (2015). Klein, Ingo ; Mangold, Benedikt .
    In: FAU Discussion Papers in Economics.
    RePEc:zbw:iwqwdp:072015.

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38. Two procedures for robust monitoring of probability distributions of economic data stream induced by depth functions. (2015). Kosiorowski, Daniel.
    In: Operations Research and Decisions.
    RePEc:wut:journl:v:1:y:2015:p:55-79:id:1116.

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39. Nonparametric estimates for conditional quantiles of time series. (2015). Wang, Weining ; Mwita, Peter ; Franke, Jurgen.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:99:y:2015:i:1:p:107-130.

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40. Comparing Distribution and Quantile Regression. (2015). Peracchi, Franco ; Leorato, Samantha.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1511.

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41. Shape Regressions. (2015). Peracchi, Franco ; Leorato, Samantha.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1506.

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42. Detecting abnormal trading activities in option markets. (2015). Chesney, Marc ; Mancini, Loriano ; CRAMERI, Remo .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:263-275.

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43. Quantile regression estimation of partially linear additive models. (2014). Hoshino, Tadao.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:26:y:2014:i:3:p:509-536.

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44. Nonparametric Estimates for Conditional Quantiles of Time Series. (2014). Franke, Jrgen ; Wang, Weining ; Mwita, Peter .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-012.

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45. Dimension reduction with missing response at random. (2014). Zhu, Lixing ; Guo, Xu ; Xu, Wangli ; Wang, Tao.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:69:y:2014:i:c:p:228-242.

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46. Quantile and Probability Curves Without Crossing. (2014). Galichon, Alfred ; Fernandez-Val, Ivan ; Chernozhukov, Victor.
    In: Papers.
    RePEc:arx:papers:0704.3649.

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47. Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall. (2013). CAI, ZONGWU ; Wang, Xian.
    In: Working Papers.
    RePEc:wyi:wpaper:001958.

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48. IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics. (2013). Kaplan, David.
    In: Working Papers.
    RePEc:umc:wpaper:1316.

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49. Nonparametric Estimation of Conditional Distributions and Rank-Tracking Probabilities With Time-Varying Transformation Models in Longitudinal Studies. (2013). Wu, Colin O. ; Tian, Xin.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:108:y:2013:i:503:p:971-982.

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50. Generalized measures of wage differentials. (2013). Van Kerm, Philippe.
    In: Empirical Economics.
    RePEc:spr:empeco:v:45:y:2013:i:1:p:465-482.

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51. Local Exponential Frontier Estimation. (2013). Martins-Filho, Carlos ; da Silva, Hudson ; Ziegelmann, Flavio Augusto.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:33:y:2013:i:2:a:26508.

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52. Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions. (2013). Rothe, Christoph ; Firpo, Sergio.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7564.

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53. Inequality-adjusted gender wage differentials in Germany. (2013). Van Kerm, Philippe ; Skoglund, Ekaterina ; Ekaterina, SELEZNEVA .
    In: LISER Working Paper Series.
    RePEc:irs:cepswp:2013-18.

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54. Semiparametric estimation and inference using doubly robust moment conditions. (2013). Rothe, Christoph ; Firpo, Sergio.
    In: Textos para discussão.
    RePEc:fgv:eesptd:330.

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55. On Projection-type Estimators of Multivariate Isotonic Functions. (2013). Daouia, Abdelaati ; Park, Byeong U..
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:2:p:363-386.

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56. The Taylor Rule and Forecast Intervals for Exchange Rates. (2012). Wu, Jason J ; Wang, Jian.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:1:p:103-144.

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57. Using Conditional Kernel Density Estimation for Wind Power Density Forecasting. (2012). Jeon, Jooyoung ; Taylor, James W..
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:107:y:2012:i:497:p:66-79.

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58. Weighted nonparametric regression estimation with truncated and dependent data. (2012). Liang, Han-Ying.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:24:y:2012:i:4:p:1051-1073.

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59. Re-weighted functional estimation of second-order diffusion processes. (2012). Wang, Yunyan ; Tang, Mingtian ; Zhang, Lixin.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:75:y:2012:i:8:p:1129-1151.

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60. Trends in the Gender Pay Gap in Spain: A Semiparametric Analysis. (2012). Sperlich, Stefan ; Fernandez-Sainz, Ana ; Moral-Arce, Ignacio ; Roca, Maria .
    In: Journal of Labor Research.
    RePEc:spr:jlabre:v:33:y:2012:i:2:p:173-195.

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61. New estimation and inference procedures for a single-index conditional distribution model. (2012). Chiang, Chin-Tsang ; Huang, Ming-Yueh.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:111:y:2012:i:c:p:271-285.

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62. Bootstrap confidence bands and partial linear quantile regression. (2012). Härdle, Wolfgang ; Song, Song ; Ritov, Yaaacov ; Hrdle, Wolfgang K..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:107:y:2012:i:c:p:244-262.

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63. Quantile treatment effects in the regression discontinuity design. (2012). Melly, Blaise ; Frölich, Markus ; Frlich, Markus ; Frandsen, Brigham R..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:2:p:382-395.

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64. Inferring welfare maximizing treatment assignment under budget constraints. (2012). Dupas, Pascaline ; Bhattacharya, Debopam.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:168-196.

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65. Income distribution dynamics across European regions: Re-examining the role of space. (2012). Villaverde, Jose ; Maza, Adolfo ; Hierro, Maria .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2632-2640.

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66. Asymptotically efficient estimation of the conditional expected shortfall. (2012). Peracchi, Franco ; Leorato, Samantha ; Tanase, Andrei V..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:4:p:768-784.

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67. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1217.

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68. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Taamouti, Abderrahim ; Bouezmarni, Taoufik.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1211.

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69. Simultaneous multiple non-crossing quantile regression estimation using kernel constraints. (2011). Liu, Yufeng ; Wu, Yichao.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:23:y:2011:i:2:p:415-437.

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70. Estimation of additive quantile regression. (2011). Scheder, Regine ; Dette, Holger.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:63:y:2011:i:2:p:245-265.

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71. Predictive Inference for Integrated Volatility. (2011). Swanson, Norman ; Distaso, Walter ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201109.

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72. Predictive Inference for Integrated Volatility. (2011). Swanson, Norman ; Distaso, Walter ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201108.

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73. Conditional copulas, association measures and their applications. (2011). Gijbels, Irene ; Veraverbeke, Noel ; Omelka, Marel .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:5:p:1919-1932.

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74. Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications. (2011). Phillips, Peter ; Xu, Ke-Li ; Phillips, Peter C. B., .
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:29:i:4:y:2011:p:518-528.

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75. On Projection-Type Estimators of Multivariate Isotonic Functions. (2011). Park, Beyong U ; Daouia, Abdelaati.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2011036.

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76. Nonparametric estimation for time-varying transformation models with longitudinal data. (2010). Wu, Colin ; Yu, Jarvis ; Tian, Xin.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:22:y:2010:i:2:p:133-147.

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77. Quantile and Probability Curves without Crossing. (2010). Galichon, Alfred ; Fernandez-Val, Ivan ; Chernozhukov, Victor.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g.

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78. Quantile and Probability Curves without Crossing. (2010). Galichon, Alfred ; Chernozhukov, Victor ; Fernandez-Val, Ivan.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc4b6ga2g.

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79. Quantile and Probability Curves without Crossing. (2010). Galichon, Alfred ; Fernandez-Val, Ivan ; Chernozhukov, Victor.
    In: Post-Print.
    RePEc:hal:journl:hal-01052958.

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80. Efficient estimation in dynamic conditional quantile models. (2010). Komunjer, Ivana ; Vuong, Quang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:272-285.

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81. Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. (2010). Li, Dong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:179-190.

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82. Optimized fixed-size kernel models for large data sets. (2010). De Moor, B. ; Suykens, J. A. K., ; De Brabanter, K..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:6:p:1484-1504.

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83. Set identification and sensitivity analysis with Tobin regressors. (2010). Rigobon, Roberto ; Chernozhukov, Victor ; Stoker, Thomas M..
    In: Quantitative Economics.
    RePEc:ecm:quante:v:1:y:2010:i:2:p:255-277.

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84. Tilted Nonparametric Estimation of Volatility Functions. (2010). Xu, Ke-Li ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1612.

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85. CONFIDENCE BANDS IN QUANTILE REGRESSION. (2010). Härdle, Wolfgang ; Song, Song ; Hrdle, Wolfgang K..
    In: Econometric Theory.
    RePEc:cup:etheor:v:26:y:2010:i:04:p:1180-1200_99.

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86. REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS. (2010). Xu, Ke-Li.
    In: Econometric Theory.
    RePEc:cup:etheor:v:26:y:2010:i:02:p:541-563_10.

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87. Functional Coefficient Estimation with Both Categorical and Continuous Data. (2009). Ullah, Aman ; Su, Liangjun ; Amanullah, ; Chen, YE.
    In: Working Papers.
    RePEc:ucr:wpaper:200909.

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88. Generalized measures of wage differentials. (2009). Van Kerm, Philippe.
    In: IRISS Working Paper Series.
    RePEc:irs:iriswp:2009-08.

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89. Set identification with Tobin regressors. (2009). Rigobon, Roberto ; Chernozhukov, Victor ; Stoker, Thomas .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:12/09.

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90. Inference on counterfactual distributions. (2009). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/09.

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91. The Taylor rule and forecast intervals for exchange rates. (2009). Wu, Jason ; Wang, Jian.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:963.

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92. Generalized measures of wage differentials. (2009). Van Kerm, Philippe.
    In: ISER Working Paper Series.
    RePEc:ese:iserwp:2009-26.

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93. Nonparametric Transition-Based Tests for Jump Diffusions. (2009). Fan, Jianqing ; Peng, Heng ; At-Sahalia, Yacine .
    In: Journal of the American Statistical Association.
    RePEc:bes:jnlasa:v:104:i:487:y:2009:p:1102-1116.

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94. AN ANALYTICAL METHOD OF ESTIMATING VALUE-AT-RISK ON THE BELGRADE STOCK EXCHANGE. (2009). Obadovi, Milica D..
    In: Economic Annals.
    RePEc:beo:journl:v:54:y:2009:i:183:p:119-138.

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95. Unstable volatility functions: the break preserving local linear estimator. (2009). Casas, Isabel ; Gijbels, Irene.
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96. Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes. (2008). Gospodinov, Nikolay ; Hirukawa, Masayuki.
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97. The absolute health income hypothesis revisited: a semiparametric quantile regression approach. (2008). Sun, Yiguo ; Stengos, Thanasis.
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98. Comparison of presmoothing methods in kernel density estimation under censoring. (2008). Cao, R. ; Jacome, M. ; Gijbels, I..
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99. Income distribution dynamics and cross-region convergence in Europe. (2008). Fischer, Manfred ; Stumpner, Peter.
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100. The Taylor rule and forecast intervals for exchange rates. (2008). Wu, Jason ; Wang, Jian.
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101. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
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102. INFERENCE ON COUNTERFACTUAL DISTRIBUTIONS. (2008). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor.
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103. Non-crossing nonparametric estimates of quantile curves. (2007). Dette, Holger ; Volgushev, Stanislav.
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104. The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach. (2007). Sun, Yiguo ; Stengos, Thanasis.
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105. Productivity polarization across regions in Europe. (2007). Basile, Roberto.
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106. Intra-distribution dynamics of regional per-capita income in Europe: evidence from alternative conditional density estimators. (2007). Basile, Roberto.
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107. Confidence intervals for prediction intervals. (2006). Wilcox, Rand .
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108. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
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109. Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong.
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110. The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach. (2006). Sun, Yiguo ; Stengos, Thanasis.
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111. Testing for stochastic monotonicity. (2006). Whang, Yoon-Jae ; LINTON, OLIVER ; Lee, Sokbae (Simon).
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112. TESTING FOR STOCHASTICMONOTONICITY. (2006). Whang, Yoon-Jae ; LINTON, OLIVER ; Lee, Sokbae (Simon).
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113. Multiariate Wavelet-based sahpe preserving estimation for dependant observation. (2005). Scaillet, Olivier ; Cosma, Antonio ; von Sachs, Rainer.
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114. Approximating conditional distribution functions using dimension reduction. (2005). Hall, Peter ; Yao, Qiwei.
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115. Fixed design regression quantiles for time series. (2004). Ioannides, D. A..
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116. A selective overview of nonparametric methods in financial econometrics. (2004). Fan, Jianqing.
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117. A Consistent Nonparametric Equality Test of Conditional Quantile Functions. (2003). Sun, Yiguo.
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118. Nonparametric estimation and symmetry tests for conditional density functions. (2002). Hyndman, Rob ; Yao, Qiwei.
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119. Weighted Nadaraya-Watson regression estimation. (2001). CAI, ZONGWU.
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120. Bandwidth selection for kernel conditional density estimation. (2001). Hyndman, Rob ; Bashtannyk, David M..
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121. Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q..
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