research
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12/21/2022
Estimation of Expected Shortfall under Various Experimental Conditions
Our primary aim is to find an estimate of the expected shortfall in vari...
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research
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06/08/2021
Process of the slope components of α-regression quantile
We consider the linear regression model along with the process of its α-...
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07/23/2020
Nonparametric Tests in Linear Model with Autoregressive Errors
In the linear regression model with possibly autoregressive errors, we p...
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04/25/2019
Uniform minimum risk equivariant estimates for moment condition models
We consider semiparametric moment condition models invariant to transfor...
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10/18/2017
