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publications

(23)   

• Decreasing absolute prudence: Characterization and applications to second-best risk sharing
  Christian Gollier European Economic Review40(9):1799--1815Dec1996.
  to prudence absolute Decreasing by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Least-square estimation for regression on random designs for absolutely regular observations
  Gabrielle Viennet Statistics \& Probability Letters43(1):13--23May1999.
  to regularity Absolute by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Nonparametric M-regression with free knot splines
  Charles J. Stone Journal of Statistical Planning and Inference130(1-2):183--206Mar2005.
  to Least absolute deviations by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Absolute continuity of Markov chains
  Kostas Skouras Journal of Statistical Planning and Inference75(1):1--8Nov1998.
  to continuity Absolute by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Coefficients of determination for least absolute deviation analysis
  Joseph W. McKean and Gerald L. Sievers Statistics \& Probability Letters5(1):49--54Jan1987.
  to deviation least absolute by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A note on admissibility of the maximum likelihood estimator for a bounded normal mean
  Manabu Iwasa and Yoshiya Moritani Statistics \& Probability Letters32(1):99--105Feb1997.
  to Absolute loss error by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A new general interpretation of the Stein estimate and how it adapts: Applications
  Anirban DasGupta and Bimal K. Sinha Journal of Statistical Planning and Inference75(2):247--268Jan1999.
  to Absolute loss error by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The overvaluation of Renminbi undervaluation
  Yin-Wong Cheung and Menzie D. Chinn and Eiji Fujii Journal of International Money and Finance26(5):762--785Sep2007.
  to purchasing power parity Absolute by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• An example showing that a new technique for LAV estimation breaks down in certain cases
  Miguel A. Herce Computational Statistics \& Data Analysis9(2):197--202Mar1990.
  to value absolute Least by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Inference procedures for the L1 regression
  Gabriela Stangenhaus and Subhash C. Narula Computational Statistics \& Data Analysis12(1):79--85Aug1991.
  to Least error absolute by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• A note on recent proposals for computing l1 estimates
  Gilbert W. Bassett and Roger W. Koenker Computational Statistics \& Data Analysis14(2):207--211Aug1992.
  to Least absolute value by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• A further comparison of tests of hypotheses in LAV regression
  Terry E. Dielman and Roger C. Pfaffenberger Computational Statistics \& Data Analysis14(3):375--384Oct1992.
  to absolute regression Least value by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• A bootstrap approach to hypothesis testing in least absolute value regression
  Terry E. Dielman and Elizabeth L. Rose Computational Statistics \& Data Analysis20(2):119--130Aug1995.
  to value regression Least absolute by smicha on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
  Esther Ruiz and Helena Veiga Computational Statistics \& Data Analysis52(6):2846--2862Feb2008.
  to of absolute Autocorrelations squares values and by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Assessing the statistical characteristics of the mean absolute error or forecasting
  Lap-Ming Wun and Wen Lea Pearn International Journal of Forecasting7(3):335--337Nov1991.
  to absolute error Mean by smicha on Apr 22, 2008, 3:17 PM
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• Anticipative Markovian transformations on the Poisson space
  Florent Nicaise Stochastic Processes and their Applications95(2):245--283Oct2001.
  to Absolute continuity by smicha on Apr 22, 2008, 2:25 PM
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• Weak invariance of generalized u-statistics for nonstationary absolutely regular processes
  Michel Harel and Madan L. Puri Stochastic Processes and their Applications34(2):341--360Apr1990.
  to weak absolute Brownian Skorohod process regularity topology convergence * strong mixing U-statistic generalised by smicha on Apr 22, 2008, 2:25 PM
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• Absolute regularity and functions of Markov chains
  Richard C. Bradley Stochastic Processes and their Applications14(1):67--77Jan1983.
  to regularity Absolute by smicha on Apr 22, 2008, 2:25 PM
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• The mixing property of bilinear and generalised random coefficient autoregressive models
  Pham Dinh Tuan Stochastic Processes and their Applications23(2):291--300Dec1986.
  to random regularity chain Markov ergodicity mixing * general space autoregressive absolute coefficient model on geometric bilinear by smicha on Apr 22, 2008, 2:25 PM
  URL | BibTeX 
• Realized volatility and transactions
  Choon Chat Chan and Wai Mun Fong Journal of Banking \& Finance30(7):2063--2085Jul2006.
  to Absolute residuals by smicha on Apr 22, 2008, 1:53 PM
  URL | BibTeX