from this basic requirement by presenting an algorithm for nonparametric estimation of conditional quantiles when both the … for untransformed discrete response data and one for rank-transformed response data. We establish asymptotic properties of …

volatility index (VIX) via a nonparametric copula method. Specifically, we propose a conditional dependence index to investigate … that the nonparametric leverage effect is much stronger than the nonparametric volatility feedback effect, although, in …

In this paper we develop a novel semi-nonparametric panel copula model with external covariates for the study of wage … rank dynamics. We focus on nonlinear dependence between the current and lagged worker's ranks in the wage residuals … stuck at the bottom of the wage rank distribution year after year. …

Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias …