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Grigory Franguridi
Grigory Franguridi
Center for Economic and Social Research, University of Southern California
Verified email at usc.edu - Homepage
Title
Cited by
Cited by
Year
Динамика условных моментов высоких порядков и прогнозирование стоимостной меры риска
Г Франгуриди
квантиль, 69, 2014
62014
Conditional quantile estimators: a small sample theory
G Franguridi, B Gafarov, K Wuthrich
CESifo Working Paper, 2021
52021
Nonparametric inference on counterfactuals in first-price auctions
P Andreyanov, G Franguridi
arXiv preprint arXiv:2106.13856, 2021
22021
Bias correction for quantile regression estimators
G Franguridi, B Gafarov, K Wuthrich
arXiv preprint arXiv:2011.03073, 2020
22020
A Uniform Bound of the Operator Norm of Random Element Matrices and Operator Norm Minimizing Estimation
HR Moon
arXiv e-prints, arXiv: 1905.01096, 2019
2*2019
Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017)
G Franguridi
arXiv preprint arXiv:2112.04637, 2021
12021
Simple nonparametric inference for first-price auctions via bid spacings
P Andreyanov, G Franguridi
arXiv preprint arXiv:2106.13856, 2021
12021
Bias correction and uniform inference for the quantile density function
G Franguridi
arXiv preprint arXiv:2207.09004, 2022
2022
Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)
G Franguridi
Quantile, 69-82, 2014
2014
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