- On elliptical quantiles in the quantile regression setup2013 | Faculty of Mathematics and Physics
- Regression Quantile and Averaged Regression Quantile Processes2017 | Faculty of Mathematics and Physics
- On multidimensional quantiles2002 | Publication without faculty affiliation
- On generalized elliptical quantiles in the nonlinear quantile regression setup2015 | Faculty of Mathematics and Physics
- Two-step regression quantiles2005 | Faculty of Mathematics and Physics
- Averaged regression quantile2014 | Faculty of Mathematics and Physics
- EMPIRICAL REGRESSION QUANTILE PROCESSES2020 | Faculty of Mathematics and Physics
- Multivariate quantiles with both overall and directional probability interpretation2022 | Faculty of Mathematics and Physics
- PARAMETRIC ELLIPTICAL REGRESSION QUANTILES2020 | Faculty of Mathematics and Physics
- Remark on extreme regression quantile II2007 | Faculty of Mathematics and Physics
- Regression quantiles and their two-step modifications2012 | Faculty of Mathematics and Physics
- Averaged extreme regression quantile2016 | Faculty of Mathematics and Physics
- Remark on extreme regression quantile2007 | Faculty of Mathematics and Physics
- Relative error streaming quantiles2021 | Faculty of Mathematics and Physics
- Relative Error Streaming Quantiles +12022 | Faculty of Mathematics and Physics
- Quantiles in sequential change point analysis2009 | Faculty of Mathematics and Physics
- Functional conditional quantiles of estimated SPDs2009 | Faculty of Mathematics and Physics
- Averaged autoregression quantiles in autoregressive model2020 | Faculty of Mathematics and Physics
- Finite-sample distribution of regression quantiles2010 | Faculty of Mathematics and Physics
- Testing axial symmetry by means of directional regression quantiles2021 | Faculty of Mathematics and Physics
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- Measurement of common risks in tails: A panel quantile regression model for financial returns2021 | Publication without faculty affiliation
- Small sample inference for regression quantilesPublication without faculty affiliation
- A semiparametric nonlinear quantile regression model for financial returns2017 | Faculty of Social Sciences
- Changepoint Detection by the Quantile LASSO Method2019 | Faculty of Mathematics and Physics
- Estimation of pulmonary function percentile curves by quantile regression2006 | Faculty of Mathematics and Physics
- Panel quantile regressions for estimating and predicting the value-at-risk of commodities2019 | Faculty of Social Sciences
- Measurement of Common Risk Factors: A Panel Quantile Regression Model for ReturnsPublication without faculty affiliation
- Implied Volatility Surface Estimation via Quantile Regularization2020 | Faculty of Mathematics and Physics