A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data

K-expectiles clustering

Financial Risk Meter FRM based on Expectiles

Solving Euler equations via two-stage nonparametric penalized splines

Spatial functional principal component analysis with applications to brain image data

ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES

Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis

Bayesian inferences for beta semiparametric-mixed models to analyze longitudinal neuroimaging data

DOES INDEX FUTURES TRADING REDUCE VOLATILITY IN THE CHINESE STOCK MARKET? A PANEL DATA EVALUATION APPROACH

Fast bivariate P-splines: the sandwich smoother

Uncertainty Analysis for Computationally Expensive Models with Multiple Outputs