[14] Pagan, A. and A. Ullah (1999) Nonparametric Econometrics, Cambridge University Press. [15] Phillips, P.C.B. (1991) A shortcut to LAD estimator asymptotics, Econometric Theory, 7, 450-463. [16] Pfanzagl, P. (1979) Conditional Distributions as Derivatives, The Annals of Probability , Vol. 7, pp. 1046-1050. [17] Schwartz, L. (1966) ”Th´ eorie des distributions”, Hermann, Paris. [18] Sklar, A. (1973), Random variables, joint distributions, and copulas. Kybernetica 9, 449–460. [19] Sobolev, S.L. (1992) Cubature Formulas and Modern Analysis. Gordon and Breach Science Publishers. [20] Zinde-Walsh, V. (2008) Kernel Estimation when Density May not Exist, Econometric Theory, 24, pp. 696-725. [21] Zinde-Walsh, V. (2011), Presidential Address: Mathematics in eco- nomics and econometrics, Canadian Journal of Economics, v.44, pp. 1052-1068. 45