Lijian Yang : Citation Profile


Are you Lijian Yang?

13

H index

15

i10 index

511

Citations

RESEARCH PRODUCTION:

32

Articles

27

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 22
   Journals where Lijian Yang has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 20 (3.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya33
   Updated: 2022-06-25    RAS profile: 2019-07-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Lijian Yang.

Is cited by:

Chikhi, Mohamed (21)

Härdle, Wolfgang (16)

LINTON, OLIVER (15)

Sperlich, Stefan (11)

GAO, Jiti (11)

Hafner, Christian (9)

DIEBOLT, Claude (8)

Racine, Jeffrey (7)

Fiocco, Raffaele (6)

Horst, Ulrich (6)

Schienle, Melanie (5)

Cites to:

Härdle, Wolfgang (29)

Sperlich, Stefan (10)

Tschernig, Rolf (8)

Yang, Lucy (7)

Fan, Jianqing (5)

Tsybakov, Alexandre (5)

LINTON, OLIVER (4)

Mammen, Enno (4)

Zhao, Zhibiao (3)

Van Keilegom, Ingrid (3)

Hallin, Marc (2)

Main data


Where Lijian Yang has published?


Journals with more than one article published# docs
Journal of Nonparametric Statistics7
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research5
Journal of the Royal Statistical Society Series B4
Econometric Theory3
Journal of Time Series Analysis3
Annals of the Institute of Statistical Mathematics2
Journal of Multivariate Analysis2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes17
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2

Recent works citing Lijian Yang (2021 and 2020)


YearTitle of citing document
2021Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency. (2020). Li, Yehua ; Zhang, Haozhe. In: Papers. RePEc:arx:papers:2006.13489.

Full description at Econpapers || Download paper

2020Simultaneous confidence corridors for mean functions in functional data analysis of imaging data. (2020). Ogden, Todd R ; Wang, LI. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:427-437.

Full description at Econpapers || Download paper

2020Two‐Step Estimation for Time Varying Arch Models. (2020). Yang, Lijian ; Shao, Qin ; Liu, Rong ; Zhang, Yuanyuan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:551-570.

Full description at Econpapers || Download paper

2020A Simple Estimator of Two?Dimensional Copulas, with Applications. (2020). Zhu, Yajing ; Prokhorov, Artem ; Anderson, Eddie . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1375-1412.

Full description at Econpapers || Download paper

2021Nonparametric volatility change detection. (2021). Neumeyer, Natalie ; Mohr, Maria. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:529-548.

Full description at Econpapers || Download paper

2020Smooth backfitting for errors-in-variables varying coefficient regression models. (2020). Park, Byeong U ; Lee, Young K ; Han, Kyunghee. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302646.

Full description at Econpapers || Download paper

2020Automatic identification of curve shapes with applications to ultrasonic vocalization. (2020). Lin, Jeff ; Wu, Guangying K ; Wang, Huixia Judy ; Tang, Yanlin ; Gao, Zhikun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:148:y:2020:i:c:s0167947320300475.

Full description at Econpapers || Download paper

2020A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model. (2020). Suzuki, Taiji ; Lian, Heng ; Fan, Zengyan ; Lv, Shaogao ; Fukumizu, Kenji. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301304.

Full description at Econpapers || Download paper

2021Smooth simultaneous confidence band for the error distribution function in nonparametric regression. (2021). Yang, Lijian ; Wang, Suojin ; Gu, Lijie. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320301973.

Full description at Econpapers || Download paper

2021Fitting jump additive models. (2021). Xiang, Dongdong ; Li, Wendong ; Jiao, Yuling ; Shi, Yueyong ; Kang, Yicheng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:162:y:2021:i:c:s0167947321001006.

Full description at Econpapers || Download paper

2021Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. (2021). Warin, Xavier ; Langrene, Nicolas. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:162:y:2021:i:c:s0167947321001018.

Full description at Econpapers || Download paper

2022Oracle-efficient estimation for functional data error distribution with simultaneous confidence band. (2022). Yang, Lijian ; Gu, Lijie ; Wang, Jiangyan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:167:y:2022:i:c:s0167947321001973.

Full description at Econpapers || Download paper

2020Incorporating the RMB internationalization effect into its exchange rate volatility forecasting. (2020). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302840.

Full description at Econpapers || Download paper

2021Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models. (2021). Yi, Yanping ; Huang, Zhuo ; Chen, Xiao Hong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:484-501.

Full description at Econpapers || Download paper

2020Simultaneous confidence band for stationary covariance function of dense functional data. (2020). Wang, Jiangyan ; Yang, Lijian ; Cao, Guanqun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:176:y:2020:i:c:s0047259x19301423.

Full description at Econpapers || Download paper

2022Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables. (2022). Zhang, Wanying ; Wang, Xinyang ; Deng, Dianliang ; Xiong, Wei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:187:y:2022:i:c:s0047259x21001457.

Full description at Econpapers || Download paper

2022From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas. (2022). Xu, Yuhang ; Qiu, Yumou ; Li, Yehua. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000841.

Full description at Econpapers || Download paper

2021Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region. (2021). Parad, Atul ; Nanda, Swagatika ; Panda, Pradiptarathi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001608.

Full description at Econpapers || Download paper

2020Higher-Order Risk–Returns to Education. (2020). Wang, LE ; Souto, Anne-Charlotte ; Henderson, Daniel J. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:253-:d:435791.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

Full description at Econpapers || Download paper

2021Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection. (2021). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-03224910.

Full description at Econpapers || Download paper

2021Dynamic information asymmetry in micro health insurance: implications for sustainability. (2021). Yao, YI ; Chen, YI ; Zhang, Xiaoqi. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:46:y:2021:i:3:d:10.1057_s41288-020-00200-8.

Full description at Econpapers || Download paper

2021Bandwidth selection for the Local Polynomial Double Conditional Smoothing under Spatial ARMA Errors*. (2021). Schafer, Bastian. In: Working Papers CIE. RePEc:pdn:ciepap:146.

Full description at Econpapers || Download paper

2020An optimal test for the additive model with discrete or categorical predictors. (2020). Mandal, Abhijit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:6:d:10.1007_s10463-019-00729-z.

Full description at Econpapers || Download paper

2021Simultaneous confidence bands for nonparametric regression with missing covariate data. (2021). Cai, LI ; Wang, Suojin ; Gu, Lijie. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:6:d:10.1007_s10463-021-00784-5.

Full description at Econpapers || Download paper

2021Additive models for extremal quantile regression with Pareto-type distributions. (2021). Yoshida, Takuma. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:1:d:10.1007_s10182-020-00386-1.

Full description at Econpapers || Download paper

2021Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs. (2021). Yang, Lijian ; Zhong, Chen. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01043-6.

Full description at Econpapers || Download paper

2020A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?. (2020). RANJBAR, Setareh ; Sperlich, Stefan. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:21:y:2020:i:6:d:10.1007_s10902-019-00165-z.

Full description at Econpapers || Download paper

2021Two-stage estimation and simultaneous confidence band in partially nonlinear additive model. (2021). Zhang, Yuanyuan ; Li, Rui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:8:d:10.1007_s00184-021-00808-3.

Full description at Econpapers || Download paper

2022Kernel based estimation of the distribution function for length biased data. (2022). Dutta, Santanu ; Bose, Arup. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:3:d:10.1007_s00184-021-00824-3.

Full description at Econpapers || Download paper

2021On mean derivative estimation of longitudinal and functional data: from sparse to dense. (2021). Mohammad, S ; Ghale-Joogh, Hassan Sharghi. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01173-5.

Full description at Econpapers || Download paper

2021Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing. (2021). Cai, LI ; Wang, Suojin. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01208-x.

Full description at Econpapers || Download paper

2020Oracally efficient estimation for dense functional data with holiday effects. (2020). Yang, Lijian ; Ma, Liang ; Huang, Simin ; Li, Lisha ; Cai, LI. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:1:d:10.1007_s11749-019-00655-5.

Full description at Econpapers || Download paper

2021Empirical likelihood inference for generalized additive partially linear models. (2021). Zhao, Yichuan ; Liu, Rong. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00731-1.

Full description at Econpapers || Download paper

2021Nonparametric multiple regression estimation for circular response. (2021). Francisco-Fernandez, Mario ; Meilan-Vila, Andrea ; Panzera, Agnese ; Crujeiras, Rosa M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00736-w.

Full description at Econpapers || Download paper

2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120.

Full description at Econpapers || Download paper

2021Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection. (2021). Gioldasis, Georgios ; Simioni, Michel ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0621.

Full description at Econpapers || Download paper

2020A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920.

Full description at Econpapers || Download paper

2020Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420.

Full description at Econpapers || Download paper

2021TESTING PASSIVE VERSUS SYMMETRIC BELIEFS IN CONTRACTING WITH EXTERNALITIES. (2021). Zhang, Daiqiang. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:723-767.

Full description at Econpapers || Download paper

2022PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES. (2022). Phillips, Peter ; Cho, Jin Seo. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:391-456.

Full description at Econpapers || Download paper

2021Do economic variables forecast commodity futures volatility?. (2021). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1735-1774.

Full description at Econpapers || Download paper

Works by Lijian Yang:


YearTitleTypeCited
2006Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article13
2005Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration.(2005) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2002Estimation and testing for varying coefficients in additive models with marginal integration.(2002) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1999Multivariate bandwidth selection for local linear regression In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article26
2004Identification of non?linear additive autoregressive models In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article31
2004Nonparametric multistep?ahead prediction in time series analysis In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article9
2004Nonparametric multistep-ahead prediction in time series analysis.(2004) In: LIDAM Reprints CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article2
1999Nonparametric Autoregression with Multiplicative Volatility and Additive mean In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article36
1996Nonparametric Autoregression with Multiplicative Volatility and Additive Mean.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
1998Nonparametric autoregression with multiplicative volatility and additive mean.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2000Nonparametric Lag Selection for Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article27
1997Nonparametric lag selection for time series.(1997) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2018Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi?Step?Ahead Innovation Distribution Function In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2013Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article1
2000Derivative estimation and testing in generalized additive models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper1
1999Nonparametric estimation and testing of interaction in additive models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper36
2002NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS.(2002) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
1998Nonparametric estimation and testing of interaction in additive models.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2002NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article7
1998Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models.(1998) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2010SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL In: Econometric Theory.
[Full Text][Citation analysis]
article9
2000Nonparametric Estimation of Generalized Impulse Response Functions In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper3
2000Nonparametric estimation of generalized impulse response function.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2006A semiparametric GARCH model for foreign exchange volatility In: Journal of Econometrics.
[Full Text][Citation analysis]
article19
2010Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article7
2013Efficient inference for autoregressive coefficients in the presence of trends In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article1
2011A Confidence Corridor for Sparse Longitudinal Data Curves In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper34
2011Oracally Efficient Two-Step Estimation of Generalized Additive Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper38
2013Oracally Efficient Two-Step Estimation of Generalized Additive Model.(2013) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2014A Simultaneous Confidence Corridor for Varying Coefficient Regression with Sparse Functional Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper9
2014A simultaneous confidence corridor for varying coefficient regression with sparse functional data.(2014) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2014Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Spline Regression in the Presence of Categorical Predictors In: Department of Economics Working Papers.
[Full Text][Citation analysis]
paper31
2015Spline Regression in the Presence of Categorical Predictors.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2009Efficient and fast spline-backfitted kernel smoothing of additive models In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article13
2019Simultaneous confidence bands for the distribution function of a finite population in stratified sampling In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article3
2015A smooth simultaneous confidence band for conditional variance function In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article6
2016Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article7
2016Simultaneous confidence bands for the distribution function of a finite population and of its superpopulation In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article3
2018A smooth simultaneous confidence band for correlation curve In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article3
2008Kernel estimation of multivariate cumulative distribution function In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article11
2009Spline confidence bands for variance functions In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article6
2010Simultaneous confidence bands for time-series prediction function In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article3
2011A jump-detecting procedure based on spline estimation In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article3
2012Simultaneous inference for the mean function based on dense functional data In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article18
2013Smooth simultaneous confidence bands for cumulative distribution functions In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article4
2016Variable selection for additive model via cumulative ratios of empirical strengths total In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article0
2014A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article8
1996Nonparametric Time Series Model Selection In: SFB 373 Discussion Papers.
[Citation analysis]
paper2
1996Nonparametric Vector Autoregression In: SFB 373 Discussion Papers.
[Citation analysis]
paper18
1996Discussion In: SFB 373 Discussion Papers.
[Citation analysis]
paper60
1996Root-n Convergent Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers.
[Citation analysis]
paper2
1997Iterated Transformation-Kernel Density Estimation In: SFB 373 Discussion Papers.
[Citation analysis]
paper1
1997Multivariate plug-in bandwidth for local linear regression In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0
1999Hazard regression In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0
2000Hazard regression.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2002M robustified additive nonparametric regression In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0
2002R robustified additive nonparametric regression.(2002) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team