54 citations · 78 across the 3 of their papers we have counts for
3 papers · 1 filter
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…
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…