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DateTitle Authors
2011 Pointwise adaptive estimation for quantile regressionReiß, Markus / Rozenholc, Yves / Cuenod, Charles A.
2011 Asymptotic equivalence and sufficiency for volatility estimation under microstructure noiseReiß, Markus
2010 Systemic weather risk and crop insurance: The case of ChinaXu, Wei / Okhrin, Ostap / Odening, Martin / Cao, Ji
2012 Confidence sets in nonparametric calibration of exponential Lévy modelsSöhl, Jakob
2011 Nonparametric nonstationary regression with many covariatesSchienle, Melanie
2010 Estimation of the signal subspace without estimation of the inverse covariance matrixPanov, Vladimir
2010 A confidence corridor for sparse longitudinal data curvesZheng, Shuzhuan / Yang, Lijian / Härdle, Wolfgang K.
2011 Semiparametric estimation with generated covariatesMammen, Enno / Rothe, Christoph / Schienle, Melanie
2010 Nonparametric regression with nonparametrically generated covariatesMammen, Enno / Rothe, Christoph / Schienle, Melanie
2011 Parametric estimation: Finite sample theorySpokoiny, Vladimir

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