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03/20/2023
Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation
This paper is written for a Festschrift in honour of Professor Marc Hall...
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01/16/2023
Theoretical and computational aspects of robust optimal transportation, with applications to statistics and machine learning
Optimal transport (OT) theory and the related p-Wasserstein distance (W_...
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07/13/2021
Graphical Laplace-approximated maximum likelihood estimation: approximated likelihood inference for network data analysis
We derive Laplace-approximated maximum likelihood estimators (GLAMLEs) o...
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11/11/2020
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
We develop a class of tests for semiparametric vector autoregressive (VA...
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01/22/2020
Saddlepoint approximations for spatial panel data models
We develop new higher-order asymptotic techniques for the Gaussian maxim...
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01/14/2020
A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
We develop and implement a novel fast bootstrap for dependent data. Our ...
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10/18/2019