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Uniform Behadur representation for local polynomial estimates of M-regression and its application to the additive model
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 26 (2010) 5, pp. 1529-1564
Persistent link: https://www.econbiz.de/10008662657
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
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Global Bahadur representation for nonparametric censored regression quantiles and its applications
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 29 (2013) 5, pp. 941-968
Persistent link: https://www.econbiz.de/10010248318
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Second-order approximation for adaptive regression estimators
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 29 (2013) 4, pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
Linton, Oliver; Xiao, Zhijie; Aerts, M.; Claeskens, G.; … - In: Econometric theory 23 (2007) 3, pp. 371
Persistent link: https://www.econbiz.de/10007718234
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ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 29 (2013) 4, pp. 771-807
Persistent link: https://www.econbiz.de/10010155201
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SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10006977281