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Communications in Statistics: Simulation and Computation, Vol. 36, Iss. 1, 2007-01 ,pp. : 165-176

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A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations

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Journal of Business & Economic Statistics, Vol. 29, Iss. 1, 2011-01 ,pp. : 138-149

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Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model

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Estimation of multivariate conditional-tail-expectation using Kendall's process

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Journal of Nonparametric Statistics, Vol. 26, Iss. 2, 2014-04 ,pp. : 241-267

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A numerical study of multiple imputation methods using nonparametric multivariate outlier identifiers and depth-based performance criteria with clinical laboratory data

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