39 citations · 122 across the 23 of their papers we have counts for
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math.ST2011
Semiparametric efficiency bounds for seemingly unrelated conditional moment restrictions
Marian Hristache, Valentin Patilea
This paper addresses the problem of semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables. We characterize such an effici…
math.ST2011★ 23 cited
Single index regression models in the presence of censoring depending on the covariates
Olivier Lopez, Valentin Patilea, Ingrid Van Keilegom
Consider a random vector (X',Y)', where X is d-dimensional and Y is one-dimensional. We assume that Y is subject to random right censoring. The aim of this paper is twofold. First,…
stat.ME2011★ 1 cited
Corrected portmanteau tests for VAR models with time-varying variance
Valentin Patilea, Hamdi Raïssi
The problem of test of fit for Vector AutoRegressive (VAR) processes with unconditionally heteroscedastic errors is studied. The volatility structure is deterministic but time-vary…