The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...

Nonparametric instrumental variable (NPIV) estimation is a cutting‐edge methodological framework employed to uncover causal relationships in the presence of endogenous regressors, without imposing ...

Nonparametric regression for functional data provides a flexible statistical framework for modelling relationships between a scalar response and predictors that are inherently functional in nature.

The calculation of nonparametric quantile regression curve estimates is often computationally intensive, as typically an expensive nonlinear optimization problem is involved. This article proposes a ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 34, No. 4 (Dec., 2006), pp. 535-561 (27 pages) The authors propose a new monotone nonparametric estimate for a regression ...