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"Bandwidth Selection for Nonparametric Distribution Estimation," May 2004 Abstract and PDF file.
"Nonparametric Estimation of Smooth Conditional Distributions," May 2004 Abstract and PDF file.
"Nonparametric Conditional Density Estimation," 2004 PDF file.
"Shrinakge Efficiency Bounds," October 2009 Abstract and PDF file.
"Multi-Step Forecast Model Selection," April 2010 PDF file.
"A Matrix Rosenthal-Type Inequality with an Application to the Integrated Mean Squared Error of Series Regression," May 2012 Abstract and PDF file.
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Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, SBR-9807111, and SES-0550908. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.