2 citations · 2 across the 3 of their papers we have counts for
3 papers
econ.EM2020
Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
Richard Spady, Sami Stouli
We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations…
econ.EM2018★ 2 cited
Simultaneous Mean-Variance Regression
Richard Spady, Sami Stouli
We propose simultaneous mean-variance regression for the linear estimation and approximation of conditional mean functions. In the presence of heteroskedasticity of unknown form, o…
stat.ME2012
Dual Regression
Richard Spady, Sami Stouli
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regr…