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Chi-square tests when a nuisance parameter is presented only under the alternative
Carrasco, Marine - 2000
Persistent link: https://www.econbiz.de/10001530300
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A spectral method for deconvolving a density
Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 27 (2011) 3, pp. 546-581
Persistent link: https://www.econbiz.de/10009266726
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Testing distributional assumptions using a continuum of moments
Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
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Nonparametric estimation of the density of a change-point
Carrasco, Marine; Peltier, Hugo - 2024
Persistent link: https://www.econbiz.de/10014478827
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Risk neutral density estimation with a functional linear model
Carrasco, Marine; Tsafack, Idriss - In: Essays in honor of Joon Y. Park : econometric …, (pp. 133-157). 2023
Persistent link: https://www.econbiz.de/10014315199
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Asymptotic Normal Inference in Linear Inverse Problems
Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881205