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03/28/2023
Generalized Hadamard differentiability of the copula mapping and its applications
We consider the copula mapping, which maps a joint cumulative distributi...
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07/02/2019
Specification testing in semi-parametric transformation models
In transformation regression models the response is transformed before f...
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06/07/2019
Nonparametric volatility change detection
We consider a nonparametric heteroscedastic time series regression model...
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03/11/2019
Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models
This paper deals with a situation when one is interested in the dependen...
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01/24/2019
Consistent nonparametric change point detection combining CUSUM and marked empirical processes
A weakly dependent time series regression model with multivariate covari...
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04/16/2018
Semi-parametric transformation boundary regression models
In the context of nonparametric regression models with one-sided errors,...
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12/07/2017