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Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose, (2021)
Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian, (2000)
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo, (1999)
A simple ordered data estimator for inverse density weighted expectations
Lewbel, Arthur, (2003)
Nonparametric identification of the classical errors-in-variables model without side information
Schennach, Susanne M., (2007)
Identification of a triangular two equation system without instruments
Lewbel, Arthur, (2020)