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Polonik, Wolfgang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2008)
Testing for multivariate volatility functions using minimum volume sets and inverse regression.
Journal of Econometrics, 147 (1).
pp. 151-162.
ISSN 0304-4076
(Submitted)
Yao, Qiwei ORCID: 0000-0003-2065-8486 and Polonik, Wolfgang
(2002)
Set-indexed conditional empirical and quantile processes based on dependent data.
Journal of Multivariate Analysis, 80 (2).
pp. 234-255.
ISSN 0047-259X
Polonik, Wolfgang and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2000)
Conditional minimum volume predictive regions for stochastic processes.
Journal of the American Statistical Association, 95 (450).
pp. 509-519.
ISSN 0162-1459