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.

Nonparametric regression is a fundamental problem in statistics but challenging when the independent variable is measured with error. Among the first approaches was ...

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 ...