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.

New nonparametric regression procedures called BSML (Basis Selection from Multiple Libraries) are proposed in this article for estimating a complex function by a linear combination of basis functions ...

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 ...

Two forms of CoVaR have recently been introduced in the literature for measuring systemic risk, differing on whether or not the conditioning is on a set of measure zero. We focus on the former, and ...