58 citations · 160 across the 5 of their papers we have counts for
5 papers
Asymptotics for in-sample density forecasting
Young K. Lee, Enno Mammen, Jens P. Nielsen +1
This paper generalizes recent proposals of density forecasting models and it develops theory for this class of models. In density forecasting, the density of observations is estima…
Flexible generalized varying coefficient regression models
Young K. Lee, Enno Mammen, Byeong U. Park
This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy in…
Projection-type estimation for varying coefficient regression models
Young K. Lee, Enno Mammen, Byeong U. Park
In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of…
Backfitting and smooth backfitting for additive quantile models
Young Kyung Lee, Enno Mammen, Byeong U. Park
In this paper, we study the ordinary backfitting and smooth backfitting as methods of fitting additive quantile models. We show that these backfitting quantile estimators are asymp…
Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
Peter Hall, Young K. Lee, Byeong U. Park +1
Bootstrap methods are widely used for distribution estimation, although in some problems they are applicable only with difficulty. A case in point is that of estimating the distrib…