Nonparametric econometrics

Parallel distributed kernel estimation

Computational Statistics & Data Analysis

Using discrete-time techniques to test continuous-time models for nonlinearity in drift

Mathematics and Computers in Simulation - Selected papers of the MSSANZ/IMACS 14th biennial conference on modelling and simulation

Uncertainty Analysis of Memory Based Sensor Validation Techniques

Real-Time Systems

Matching estimators and optimal bandwidth choice

Statistics and Computing

Censored multiple regression by the method of average derivatives

Journal of Multivariate Analysis

Editorial: Nonparametric and Robust Methods

Computational Statistics & Data Analysis

Convergence of the Least Squares Monte Carlo Approach to American Option Valuation

Management Science

Residual-based specification of a hidden random field included in a hierarchical spatial model

Computational Statistics & Data Analysis

A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models

Computational Statistics & Data Analysis

Smoothed L-estimation of regression function

Computational Statistics & Data Analysis

Comparing principal stratification and selection models in parametric causal inference with nonignorable missingness

Computational Statistics & Data Analysis

Nonparametric regression estimation with general parametric error covariance

Journal of Multivariate Analysis

Nonparametric density estimation for positive time series

Computational Statistics & Data Analysis

A comparison of semiparametric estimators for the ordered response model

Computational Statistics & Data Analysis

Testing the Validity of a Demand Model: An Operations Perspective

Manufacturing & Service Operations Management

The econometric analysis of agent-based models in finance: an application

IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning

Monotone Approximation of Decision Problems

Operations Research

Semiparametrically weighted robust estimation of regression models

Computational Statistics & Data Analysis

Estimating the mean of a non-linear function of conditional expectation

Winter Simulation Conference

A smoothing filter based on fuzzy transform

Fuzzy Sets and Systems

Structural Workshop Paper---Estimating Discrete Games

Marketing Science

Goodness-of-fit test of the mark distribution in a point process with non-stationary marks

Statistics and Computing

Japanese banking inefficiency and shadow pricing

Mathematical and Computer Modelling: An International Journal

Heteroskedastic regression and persistence in random walks at tokyo stock exchange

ISNN'12 Proceedings of the 9th international conference on Advances in Neural Networks - Volume Part II

Asymptotic properties of kernel density estimators when applying importance sampling

Proceedings of the Winter Simulation Conference

Iimportance sampling for risk contributions of credit portfolios

Proceedings of the Winter Simulation Conference

Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data

Computational Statistics & Data Analysis

Probabilistic neural network with homogeneity testing in recognition of discrete patterns set

Neural Networks