Modern nonparametric methods in econometrics

We want to conduct some meaningful and fruitful research into multivariate nonparametric econometrics. In particular, we intend (a) to come up with an exchangeability test based on integrated rank scores, (b) to come up with tests based on new multivariate ranks and signs, (c) to describe and model multivariate volatility by means of quantile regression for vector responses, (d) to introduce new tolerance intervals and tolerance interval regression as a complement to standard quantile regression, all that with applications to finance in mind.