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An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation
Ghosh, S., & Florea-Draghicescu, D. (2002). An algorithm for optimal bandwidth selection for smooth nonparametric quantile estimation. In Y. Dodge (Ed.), Statistical Data Analysis Based on the L1-Norm and Related Methods (pp. 161-168). Birkhäuser.
Predicting the distribution function for long-memory processes
Ghosh, S., & Draghicescu, D. (2002). Predicting the distribution function for long-memory processes. International Journal of Forecasting, 18(2), 283-290. https://doi.org/10.1016/S0169-2070(01)00158-3