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Interaction between Life History Events. Nonparametric Analysis for Prospective and Retrospective Data in the Presence of Censoring

Scandinavian journal of statistics, 1980-01, Vol.7 (4), p.161-171

1980

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Asymptotic Inference in Continuous Time Semi-Markov Processes

Scandinavian journal of statistics, 1980-01, Vol.7 (2), p.73-79

1980

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Nonparametric Inference in Connection with Multiple Decrement Models

Scandinavian journal of statistics, 1976-01, Vol.3 (1), p.15-27

Aalen, Odd

1976

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INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Econometrica, 2013-03, Vol.81 (2), p.667-737

2013

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Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

Scandinavian journal of statistics, 2013-09, Vol.40 (3), p.619-646

2013

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Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

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Semiparametric estimation in copula models

Canadian journal of statistics, 2005-09, Vol.33 (3), p.357-375

Tsukahara, Hideatsu

2005

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Statistical inference for multivariate partially linear regression models

Canadian journal of statistics, 2013-03, Vol.41 (1), p.1-22

2013

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the Block-Block Bootstrap: Improved Asymptotic Refinements

Econometrica, 2004-05, Vol.72 (3), p.673-700

Andrews, Donald W. K.

2004

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Projection estimators of Pickands dependence functions

Canadian journal of statistics, 2008-09, Vol.36 (3), p.369-382

2008

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Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

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Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes

Scandinavian journal of statistics, 2014-12, Vol.41 (4), p.950-969

2014

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Bootstrap Unit Root Tests

Econometrica, 2003-11, Vol.71 (6), p.1845-1895

Park, Joon Y.

2003

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Set estimation and nonparametric detection

Canadian journal of statistics, 2000-12, Vol.28 (4), p.765-782

2000

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Efficient Estimation of an Additive Quantile Regression Model

Scandinavian journal of statistics, 2011-03, Vol.38 (1), p.46-62

2011

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Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

The Journal of finance (New York), 1994-12, Vol.49 (5), p.1639-1664

1994

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New Robust Variable Selection Methods for Linear Regression Models

Scandinavian journal of statistics, 2014-09, Vol.41 (3), p.725-741

2014

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Statistical inference on restricted partial linear regression models with partial distortion measurement errors

Statistica Neerlandica, 2016-11, Vol.70 (4), p.304-331

2016

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Partially varying coefficient instrumental variables models

Statistica Neerlandica, 2012-05, Vol.66 (2), p.85-110

2012

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The least concave majorant of the empirical distribution function

Canadian journal of statistics, 2002-06, Vol.30 (2), p.317-328

Carolan, Christopher A.

2002

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Takacs-Fiksel Method for Stationary Marked Gibbs Point Processes

Scandinavian journal of statistics, 2012-09, Vol.39 (3), p.416-443

2012

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Bootstrap Methods for Markov Processes

Econometrica, 2003-07, Vol.71 (4), p.1049-1082

Horowitz, Joel L.

2003

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Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

Econometrica, 2002-01, Vol.70 (1), p.119-162

Andrews, Donald W. K.

2002

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Generalized empirical likelihood testing in semiparametric conditional moment restrictions models

The econometrics journal, 2012-02, Vol.15 (1), p.1-31

Bravo, Francesco

2012

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Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

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Interaction between Life History Events. Nonparametric Analysis for Prospective and Retrospective Data in the Presence of Censoring

Asymptotic Inference in Continuous Time Semi-Markov Processes

Nonparametric Inference in Connection with Multiple Decrement Models

INTERSECTION BOUNDS: ESTIMATION AND INFERENCE

Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Semiparametric estimation in copula models

Statistical inference for multivariate partially linear regression models

the Block-Block Bootstrap: Improved Asymptotic Refinements

Projection estimators of Pickands dependence functions

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes

Bootstrap Unit Root Tests

Set estimation and nonparametric detection

Efficient Estimation of an Additive Quantile Regression Model

Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation

New Robust Variable Selection Methods for Linear Regression Models

Statistical inference on restricted partial linear regression models with partial distortion measurement errors

Partially varying coefficient instrumental variables models

The least concave majorant of the empirical distribution function

Takacs-Fiksel Method for Stationary Marked Gibbs Point Processes

Bootstrap Methods for Markov Processes

Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators

Generalized empirical likelihood testing in semiparametric conditional moment restrictions models

Statistical Inference under Symmetry

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