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Additive modeling of realized variance : tests for parametric specifications and structural breaks
Fengler, Matthias, (2013)
Measuring comovements by regression quantiles
Cappiello, Lorenzo, (2014)
Estimating average treatment effect by model averaging
Gao, Yichen, (2015)
Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing, (2007)
Nonparametric function estimation involving errors-in-variables
Fan, Jianqing, (1990)
On the estimation of quadratic functions
Fan, Jianqing, (1989)