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Cai Z (2001) Weighted Nadaraya-Watson regression estimation. Stat Probab Lett 51: 307–318.
Cai Z (2002) Regression quantiles for time series. Econ Theory 18: 169–192.
Hall P, Presnell B (1999) Intentionally biased bootstrap methods. J R Stat Soc B 61: 143–158.
Xu KL (2010) Re-weighted functional estimation of diffusion models. Econ Theory 26: 541–563.
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