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Thresholding projection estimators in functional linear models

Journal of multivariate analysis, 2010-02, Vol.101 (2), p.395-408

2010

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The rate of convergence to perfect competition of matching and bargaining mechanisms

Journal of economic theory, 2010-05, Vol.145 (3), p.1164-1187

2010

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Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data

Journal of multivariate analysis, 2016-09, Vol.150, p.55-74

2016

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Inference on higher-order spatial autoregressive models with increasingly many parameters

Journal of econometrics, 2015-05, Vol.186 (1), p.19-31

2015

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Series estimation under cross-sectional dependence

Journal of econometrics, 2016-01, Vol.190 (1), p.1-17

2016

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An adaptive wavelet shrinkage approach to the Spektor–Lord–Willis problem

Journal of multivariate analysis, 2010-07, Vol.101 (6), p.1458-1470

Cmiel, Bogdan

2010

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Detection of a change point based on local-likelihood

Journal of multivariate analysis, 2010-08, Vol.101 (7), p.1681-1700

Huh, Jib

2010

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Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data

Journal of multivariate analysis, 2006-02, Vol.97 (2), p.311-323

2006

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Adaptive estimation of the transition density of a particular hidden Markov chain

Journal of multivariate analysis, 2008-05, Vol.99 (5), p.787-814

Lacour, Claire

2008

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Inference for high-dimensional differential correlation matrices

Journal of multivariate analysis, 2016-01, Vol.143, p.107-126

2016

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Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design

Journal of multivariate analysis, 2014-11, Vol.132, p.197-208

Kohler, Michael

2014

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Best-reply dynamics in large binary-choice anonymous games

Games and economic behavior, 2013-09, Vol.81, p.130-144

Babichenko, Yakov

2013

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Competitive rational expectations equilibria without apology

Journal of economic theory, 2014-01, Vol.149, p.211-235

2014

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Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

Journal of econometrics, 2013-04, Vol.173 (2), p.175-188

Kruiniger, Hugo

2013

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A Bayesian analysis of the multinomial probit model using marginal data augmentation

Journal of econometrics, 2005-02, Vol.124 (2), p.311-334

2005

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Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model

Journal of multivariate analysis, 2015-09, Vol.140, p.283-290

Levine, Michael

2015

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Well-posedness of measurement error models for self-reported data

Journal of econometrics, 2012-06, Vol.168 (2), p.259-269

2012

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Radial basis function regularization for linear inverse problems with random noise

Journal of multivariate analysis, 2013-04, Vol.116, p.92-108

2013

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Asymptotics in Bayesian decision theory with applications to global robustness

Journal of multivariate analysis, 2005-07, Vol.95 (1), p.50-65

Abraham, Christophe

2005

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Poisson intensity estimation for the Spektor–Lord–Willis problem using a wavelet shrinkage approach

Journal of multivariate analysis, 2012-11, Vol.112, p.194-206

Cmiel, Bogdan

2012

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Quantization and clustering with Bregman divergences

Journal of multivariate analysis, 2010-10, Vol.101 (9), p.2207-2221

Fischer, Aurélie

2010

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Nonmonotone adaptive trust region method

European journal of operational research, 2011, Vol.208 (1), p.28-36

2011

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Exact rates in density support estimation

Journal of multivariate analysis, 2008-11, Vol.99 (10), p.2185-2207

2008

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Nonparametric estimation for a class of Lévy processes

Journal of econometrics, 2010-08, Vol.157 (2), p.257-271

2010

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Nearly-singular design in GMM and generalized empirical likelihood estimators

Journal of econometrics, 2008-06, Vol.144 (2), p.511-523

Caner, Mehmet

2008

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Thresholding projection estimators in functional linear models

The rate of convergence to perfect competition of matching and bargaining mechanisms

Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data

Inference on higher-order spatial autoregressive models with increasingly many parameters

Series estimation under cross-sectional dependence

An adaptive wavelet shrinkage approach to the Spektor–Lord–Willis problem

Detection of a change point based on local-likelihood

Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data

Adaptive estimation of the transition density of a particular hidden Markov chain

Inference for high-dimensional differential correlation matrices

Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design

Best-reply dynamics in large binary-choice anonymous games

Competitive rational expectations equilibria without apology

Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

A Bayesian analysis of the multinomial probit model using marginal data augmentation

Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model

Well-posedness of measurement error models for self-reported data

Radial basis function regularization for linear inverse problems with random noise

Asymptotics in Bayesian decision theory with applications to global robustness

Poisson intensity estimation for the Spektor–Lord–Willis problem using a wavelet shrinkage approach

Quantization and clustering with Bregman divergences

Nonmonotone adaptive trust region method

Exact rates in density support estimation

Nonparametric estimation for a class of Lévy processes

Nearly-singular design in GMM and generalized empirical likelihood estimators

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