Shulamith T. Gross, Tze Leung Lai, Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data, Journal of the American Statistical Association, Vol. 91, No. 435 (Sep.

Even if the data are distributed normally, nonparametric methods are often almost as powerful as parametric methods. Most nonparametric methods are based on taking the ranks of a variable and ...

D. O. Loftsgaarden, C. P. Quesenberry, A Nonparametric Estimate of a Multivariate Density Function, The Annals of Mathematical Statistics, Vol. 36, No. 3 (Jun., 1965 ...

Two forms of CoVaR have recently been introduced in the literature for measuring systemic risk, differing on whether or not the conditioning is on a set of measure zero. We focus on the former, and ...

The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about the competitiveness of factor markets and the form of the ...