R. Cao

Latest

• Length-of-stay times in hospital for COVID-19 patients using the smoothed Beran’s estimator with bootstrap bandwidth selection
• Probability of default estimation in credit risk using mixture cure models
• Bootstrap bandwidth selection and confidence regions for double smoothed default probability estimation
• Introduction to the special issue on Data Science for COVID-19
• Nonparametric estimation of the conditional survival function with double smoothing
• Nonparametric estimation of probability of default with double smoothing
• Probability of default estimation in credit risk using a nonparametric approach
• Beran-based approach for single-index models under censoring
• Maximum likelihood estimation for conditional distribution single-index models under censoring