Conventional statistical methods often test for group differences in a single parameter of a distribution, usually the conditional mean (for example, differences in mean body mass index (BMI; kg m −2) ...

We investigate the asymptotic distribution of the number of exceedances among d identically distributed but not necessarily independent random variables (RVs) above a sequence of increasing thresholds ...

Using panel quantile regressions for 11 advanced and 10 emerging market economies, we show that the conditional distribution of GDP growth depends on financial conditions, with growth-at-risk ...

As acronyms go, GMM-DCKE – Gaussian mixture model dynamically controlled kernel estimation – is a bit of a mouthful. Its proponents, though, consider it to be the simplest expression of conditional ...