publication venue for
- Nonparametric change point detection in multivariate piecewise stationary time series. 30:926-956. 2018
- One-sided cross-validation for nonsmooth regression functions. 25:889-904. 2013
- A functional method for the conditional logistic regression with errors-in-covariates. 24:577-595. 2012
- A change-point estimator using local Fourier series. 23:83-98. 2011
- Nonparametric estimation for dependent data. 23:661-681. 2011
- Identification and Estimation of Nonlinear Models Using Two Samples with Nonclassical Measurement Errors.. 22:379-399. 2010
- Identification and estimation of nonlinear models using two samples with nonclassical measurement errors. 22:419-423. 2010
- A new semiparametric procedure for matched case-control studies with missing covariates. 21:889-905. 2009
- Discussion of 'Parametric versus nonparametrics: two alternative methodologies'. 21:411-413. 2009
- Covariate-Adjusted Linear Mixed Effects Model with an Application to Longitudinal Data.. 20:459-481. 2008
- Convergence rates for uniform B-spline density estimators on bounded and semi-infinite domains. 17:555-582. 2005
- A Bayesian Curve Fitting Approach to Power Spectrum Estimation. 14:141-153. 2002
- Automatic Smoothing and Estimation in Single Index Poisson Regression. 14:307-323. 2002
- Bootstrapping the order selection test. 13:851-882. 2001
- Model selection criteria with data dependent penalty, with applications to data-driven Neyman smooth tests. 12:683-707. 2000
- Smoothing-based lack-of-fit tests: variations on a theme. 7:1-22. 1996
- Some automated methods of smoothing time-dependent data. 6:115-142. 1996
- Central limit theorem for degenerate U-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing. 10:245-271.
- Cross-validation and the estimation of probability distributions with categorical data. 18:69-100.
- Kernel smoothed probability mass functions for ordered datatypes. 32:563-586.
- Multivariate local polynomial regression for estimating average derivatives. 15:607-624.
- Nonparametric testing the similarity of two unknown density functions: Local power and bootstrap analysis. 11:189-213.
- Root-n-consistent estimation of partially linear time series models. 11:251-269.
- Testing symmetry of an unknown density function by kernel method. 7:279-293.
- A Bayesian curve fitting approach to power spectrum estimation 2002