Peter Gavin Hall

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Person:162686

Available identifiers

zbMath Open hall.peter-gDBLP55/7483WikidataQ7174192 ScholiaQ7174192MaRDI QIDQ59184

List of research outcomes





PublicationDate of PublicationType
Estimating the Covariance of Fragmented and Other Related Types of Functional Data2023-05-22Paper
Semiparametric estimators of functional measurement error models with unknown error2022-07-11Paper
Statistical Inference for Evolving Periodic Functions2022-07-11Paper
Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors2022-07-11Paper
Quick and Easy One-Step Parameter Estimation in Differential Equations2022-07-11Paper
https://portal.mardi4nfdi.de/entity/Q49911732021-06-02Paper
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation2021-01-22Paper
https://portal.mardi4nfdi.de/entity/Q52163852020-02-17Paper
Clustering Functional Data into Groups by Using Projections2019-09-26Paper
Approximating fragmented functional data by segments of Markov chains2019-06-24Paper
A frequency domain analysis of the error distribution from noisy high-frequency data2019-06-24Paper
Confidence Bands in Non-Parametric Errors-In-Variables Regression2019-06-14Paper
Truncated Linear Models for Functional Data2019-06-12Paper
Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation2019-06-12Paper
Achieving near Perfect Classification for Functional Data2019-05-09Paper
A Tilting Approach to Ranking Influence2019-05-09Paper
Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown2019-05-09Paper
Split Sample Methods for Constructing Confidence Intervals for Binomial and Poisson Parameters2019-05-09Paper
Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction2019-04-30Paper
Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s t-Statistic2019-04-30Paper
Wavelet methods for erratic regression means in the presence of measurement error2018-11-22Paper
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error.2018-11-22Paper
EMPIRICAL FOURIER METHODS FOR INTERVAL CENSORED DATA2018-11-22Paper
On selecting interacting features from high-dimensional data2018-11-08Paper
Nonparametric tilted density function estimation: a cross-validation criterion2018-06-20Paper
Asymptotically optimal difference-based estimation of variance in nonparametric regression2018-01-23Paper
Nonparametric analysis of earthquake point-process data2017-10-09Paper
Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions2017-10-09Paper
SEQUENTIAL, BOTTOM‐UP VARIABLE SELECTION FOR HIGH‐DIMENSIONAL CLASSIFICATION2017-09-11Paper
Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem2017-08-04Paper
Estimating Component Reliability Based on Failure Time Data from a System of Unknown Design2017-04-18Paper
https://portal.mardi4nfdi.de/entity/Q29688622017-03-22Paper
Nonparametric covariate-adjusted regression2016-11-18Paper
Nonparametric estimation for a class of Lévy processes2016-08-04Paper
Nonparametric least squares estimation in derivative families2016-08-04Paper
Amendments and Corrections2016-06-27Paper
ESTIMATING A PARAMETER WHEN IT IS KNOWN THAT THE PARAMETER EXCEEDS A GIVEN VALUE2016-06-01Paper
Unified approach to testing functional hypotheses in semiparametric contexts2016-03-30Paper
A short prehistory of the bootstrap2016-03-02Paper
Nonparametric methods for group testing data, taking dilution into account2016-01-08Paper
Comment: ``Citation statistics2015-12-22Paper
Nonparametric estimation of component reliability based on lifetime data from systems of varying design2015-10-26Paper
Least squares sieve estimation of mixture distributions with boundary effects2015-07-21Paper
Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error2015-06-17Paper
Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data2015-06-17Paper
Using Evidence of Mixed Populations to Select Variables for Clustering Very High-Dimensional Data2015-06-15Paper
Nonparametric Prediction in Measurement Error Models2015-06-10Paper
Rejoinder2015-06-10Paper
Infinite order cross-validated local polynomial regression2015-05-06Paper
Double-bootstrap methods that use a single double-bootstrap simulation2015-04-24Paper
New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data2014-10-02Paper
Feature selection when there are many influential features2014-08-08Paper
Simple tiered classifiers2014-04-22Paper
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling2014-04-04Paper
Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier2014-04-04Paper
Classification Using Censored Functional Data2014-04-01Paper
A simple bootstrap method for constructing nonparametric confidence bands for functions2013-12-11Paper
Normal approximation and smoothness for sums of means of lattice-valued random variables2013-10-17Paper
https://portal.mardi4nfdi.de/entity/Q28444372013-08-28Paper
https://portal.mardi4nfdi.de/entity/Q53269412013-08-01Paper
Deconvolution estimation of mixture distributions with boundaries2013-05-29Paper
Weighted least squares methods for prediction in the functional data linear model2013-05-27Paper
Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists2013-04-22Paper
Choosing trajectory and data type when classifying functional data2012-11-30Paper
Comment: Robustness to Assumption of Normally Distributed Errors2012-11-09Paper
Deconvolution When Classifying Noisy Data Involving Transformations2012-11-09Paper
Deconvolution Methods for Non-Parametric Inference in two-level Mixed Models2012-10-25Paper
Tilting Methods for Assessing the Influence of Components in a Classifier2012-10-16Paper
Strong approximations of level exceedences related to multiple hypothesis testing2012-09-19Paper
Nonparametric estimation of mean-squared prediction error in nested-error regression models2012-09-03Paper
Nonparametric regression with homogeneous group testing data2012-09-03Paper
Methodology and theory for partial least squares applied to functional data2012-09-03Paper
Effect of heavy tails on ultra high dimensional variable ranking methods2012-08-24Paper
Componentwise classification and clustering of functional data2012-06-18Paper
Asymptotic normality and valid inference for Gaussian variational approximation2012-02-21Paper
Estimation of observation-error variance in errors-in-variables regression2011-10-21Paper
Single and multiple index functional regression models with nonparametric link2011-09-14Paper
Distribution estimators and confidence intervals for stereological volumes2011-06-28Paper
https://portal.mardi4nfdi.de/entity/Q30779902011-02-18Paper
https://portal.mardi4nfdi.de/entity/Q30747762011-02-10Paper
Median-Based Classifiers for High-Dimensional Data2011-02-01Paper
Most-predictive design points for functional data predictors2011-01-20Paper
Bootstrap confidence intervals and hypothesis tests for extrema of parameters2011-01-20Paper
Modeling the variability of rankings2010-11-15Paper
Nonparametric ``regression when errors are positioned at end-points2010-11-12Paper
Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’2010-06-18Paper
Innovated higher criticism for detecting sparse signals in correlated noise2010-06-01Paper
Innovated higher criticism for detecting sparse signals in correlated noise2010-05-26Paper
Optimal properties of centroid-based classifiers for very high-dimensional data2010-03-24Paper
Defining probability density for a distribution of random functions2010-03-24Paper
Incorporating prior probabilities into high-dimensional classifiers2010-03-22Paper
Kernel methods and minimum contrast estimators for empirical deconvolution2010-03-01Paper
Goodness-of-fit tests for functional data2010-02-12Paper
Using the bootstrap to quantify the authority of an empirical ranking2009-12-09Paper
Robust nearest-neighbor methods for classifying high-dimensional data2009-12-09Paper
Estimation of functional derivatives2009-12-09Paper
Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: a nearest block bootstrap approach2009-12-07Paper
https://portal.mardi4nfdi.de/entity/Q53236232009-07-23Paper
Scale adjustments for classifiers in high-dimensional, low sample size settings2009-06-17Paper
To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?2009-06-12Paper
Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems2009-06-12Paper
Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes2009-06-10Paper
Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes2009-06-10Paper
Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available2009-06-10Paper
Reducing variability of crossvalidation for smoothing-parameter choice2009-03-11Paper
Tracking Edges, Corners and Vertices in an Image2009-02-28Paper
Robustness of multiple testing procedures against dependence2009-02-25Paper
https://portal.mardi4nfdi.de/entity/Q36007382009-02-05Paper
Theory for high-order bounds in functional principal components analysis2009-01-30Paper
Nonparametric inference in multivariate mixtures2009-01-29Paper
Confidence bands for hazard rates under random censorship2009-01-15Paper
Using the periodogram to estimate period in nonparametric regression2009-01-15Paper
Estimating a bivariate density when there are extra data on one or both components2009-01-15Paper
Nonuniform Sequential Sampling for Signal Analysis2008-12-21Paper
Estimation of distributions, moments and quantiles in deconvolution problems2008-11-18Paper
Choice of neighbor order in nearest-neighbor classification2008-11-18Paper
https://portal.mardi4nfdi.de/entity/Q35352442008-11-10Paper
https://portal.mardi4nfdi.de/entity/Q35352932008-11-10Paper
https://portal.mardi4nfdi.de/entity/Q35348372008-11-05Paper
On deconvolution with repeated measurements2008-04-23Paper
Weighted-bootstrap alignment of explanatory variables2008-03-28Paper
Properties of higher criticism under strong dependence2008-03-12Paper
https://portal.mardi4nfdi.de/entity/Q54492092008-03-11Paper
https://portal.mardi4nfdi.de/entity/Q54492102008-03-11Paper
Testing the suitability of polynomial models in errors-in-variables problems2008-02-26Paper
Accelerated convergence for nonparametric regression with coarsened predictors2008-02-26Paper
Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong2008-01-14Paper
On Properties of Functional Principal Components Analysis2008-01-09Paper
https://portal.mardi4nfdi.de/entity/Q54262642007-11-12Paper
Nonparametric estimation of a point-spread function in multivariate problems2007-10-17Paper
A ridge-parameter approach to deconvolution2007-10-17Paper
https://portal.mardi4nfdi.de/entity/Q53105742007-10-11Paper
https://portal.mardi4nfdi.de/entity/Q53086012007-09-28Paper
Nonparametric Density Estimation From Covariate Information2007-08-20Paper
Methodology and convergence rates for functional linear regression2007-07-23Paper
Nonparametric estimation when data on derivatives are available2007-07-23Paper
Locating lines among scattered points2007-05-24Paper
Loss and risk in smoothing parameter selection2007-04-16Paper
Nonparametric confidence intervals for receiver operating characteristic curves2007-03-20Paper
On bagging and nonlinear estimation2007-02-14Paper
Asymptotic properties of estimators in age-period-cohort analysis2006-11-15Paper
Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem2006-11-14Paper
On Parametric Bootstrap Methods for Small Area Prediction2006-11-14Paper
Assessing the Finite Dimensionality of Functional Data2006-11-14Paper
On optimal kernel choice for deconvolution2006-10-05Paper
Methods for tracking support boundaries with corners2006-10-05Paper
Bayesian Likelihood Methods for Estimating the End Point of a Distribution2006-10-04Paper
Properties of principal component methods for functional and longitudinal data analysis2006-08-24Paper
Assessing extrema of empirical principal component functions2006-08-24Paper
Inference in Arch and Garch Models with Heavy-Tailed Errors2006-06-19Paper
Nonparametric methods for inference in the presence of instrumental variables2006-03-23Paper
https://portal.mardi4nfdi.de/entity/Q57010582005-11-02Paper
Testing for monotone increasing hazard rate2005-10-18Paper
Approximating conditional distribution functions using dimension reduction2005-10-18Paper
Theory for penalised spline regression2005-09-05Paper
Discrete-transform approach to deconvolution problems2005-09-05Paper
Properties of Bagged Nearest Neighbour Classifiers2005-09-01Paper
Geometric Representation of High Dimension, Low Sample Size Data2005-09-01Paper
Theoretical analysis of power in a two-component normal mixture model2005-08-05Paper
Bandwidth choice for nonparametric classification2005-06-23Paper
An application of classical invariant theory to identifiability in nonparametric mixtures.2005-04-29Paper
Nonparametric Methods for Deconvolving Multiperiodic Functions2005-04-22Paper
Nonparametric Inference About Service Time Distribution from Indirect Measurements2005-04-22Paper
Prediction Regions for Bivariate Extreme Events2005-04-11Paper
Low Order Approximations in Deconvolution and Regression with Errors in Variables2005-04-11Paper
Data Tilting for Time Series2005-04-11Paper
Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors2005-04-11Paper
Relative Efficiencies of Kernel and Local Likelihood Density Estimators2005-04-11Paper
Nonparametric methods of inference for finite-state, inhomogeneous Markov processes2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q46604162005-03-21Paper
Wavelet-based estimation with multiple sampling rates2005-02-28Paper
Attributing a probability to the shape of a probability density2005-02-28Paper
Bump hunting with non-Gaussian kernels2005-02-28Paper
https://portal.mardi4nfdi.de/entity/Q46510292005-02-21Paper
Bandwidth choice for local polynomial estimation of smooth boundaries2004-11-23Paper
Interval and band estimation for curves with jumps2004-10-25Paper
https://portal.mardi4nfdi.de/entity/Q48185242004-09-28Paper
Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.2004-09-15Paper
https://portal.mardi4nfdi.de/entity/Q48104722004-09-06Paper
Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error2004-06-10Paper
Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation2004-06-10Paper
Inference in components of variance models with low replication2004-05-18Paper
Estimation in a simple random effects model with nonnormal distributions2004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44533072004-03-07Paper
Improved methods for bandwidth selection when estimating ROC curves.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q27621272004-02-08Paper
Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces2003-11-10Paper
Prediction and nonparametric estimation for time series with heavy tails2003-10-22Paper
Theory & Methods: Data Sharpening for Hazard Rate Estimation2003-10-21Paper
https://portal.mardi4nfdi.de/entity/Q48017432003-10-14Paper
Nonparametric estimation of component distributions in a multivariate mixture2003-09-14Paper
Reducing variance in nonparametric surface estimation2003-09-01Paper
Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs2003-08-13Paper
Permutation tests for equality of distributions in high-dimensional settings2003-08-13Paper
High Order Data Sharpening for Density Estimation2003-08-07Paper
New methods for bias correction at endpoints and boundaries2003-07-14Paper
https://portal.mardi4nfdi.de/entity/Q45427532003-06-05Paper
Rolling-ball method for estimating the boundary of the support of a point-process intensity. (Méthode de roulement pour l'estimation de la frontière du support de l'intensité d'un processus ponctuel)2003-03-11Paper
https://portal.mardi4nfdi.de/entity/Q47876792003-01-08Paper
https://portal.mardi4nfdi.de/entity/Q45430262002-12-03Paper
Likelihood-based confidence bands for fault lines in response surfaces2002-12-01Paper
Testing for monotonicity of a regression mean by calibrating for linear functions.2002-11-14Paper
Tracking a smooth fault line in a response surface.2002-11-14Paper
Data sharpening methods for bias reduction in nonparametric regression.2002-11-14Paper
Nonparametric kernel regression subject to monotonicity constraints2002-11-14Paper
Bootstrapping nonparametric density estimators with empirically chosen bandwidths.2002-11-14Paper
Effect of dependence on stochastic measures of accuracy of density estimators2002-11-14Paper
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data2002-11-14Paper
Estimating and depicting the structure of a distribution of random functions2002-10-21Paper
Methods for Estimating a Conditional Distribution Function2002-07-30Paper
Methods for Density Estimation in Thick-Slice Versions of Wicksell's Problem2002-07-30Paper
A Functional Data—Analytic Approach to Signal Discrimination2002-07-30Paper
Moving-maximum models for extrema of time series2002-06-16Paper
Improving Coverage Accuracy of Nonparametric Prediction Intervals2002-06-10Paper
The smoothed median and the bootstrap2002-05-13Paper
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators2002-03-26Paper
Reducing variability using bootstrap methods with qualitative constraints2002-02-19Paper
A Diagnostic for Selecting the Threshold in Extreme Value Analysis2002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q27392262001-09-09Paper
Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals2001-07-05Paper
On the estimation of poles in intensity functions2001-07-03Paper
Mode testing in difficult cases2001-03-29Paper
Tests for monotonicity of a regression mean with guaranteed level2001-03-11Paper
Reducing bias without prejudicing sign2001-02-28Paper
Biometrika Centenary: Nonparametrics2001-01-01Paper
Local Likelihood Tracking of Fault Lines and Boundaries2001-01-01Paper
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order2000-11-23Paper
Monte carlo approximation to edgeworth expansions2000-11-20Paper
On prediction intervals based on predictive likelihood or bootstrap methods2000-08-24Paper
Miscellanea. Data sharpening as a prelude to density estimation2000-08-24Paper
Edgeworth expansions in very-high-dimensional problems2000-08-21Paper
A Weighted Bootstrap Approach to Bootstrap Iteration2000-08-13Paper
A note on the wavelet oracle2000-07-03Paper
Miscellanea. A note on design transformation and binning in nonparametric curve estimation2000-06-13Paper
Estimating a tail exponent by modelling departure from a Pareto distribution2000-06-07Paper
Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population2000-05-18Paper
Skewing methods for two-parameter locally parametric density estimation2000-04-09Paper
Intentionally Biased Bootstrap Methods2000-02-21Paper
Biased Bootstrap Methods for Reducing the Effects of Contamination2000-02-13Paper
High-derivative parametric enhancements of nonparametric curve estimators2000-02-13Paper
Distribution and dependence-function estimation for bivariate extreme-value distributions.2000-01-01Paper
Rendering parametric procedures more robust by empirically tilting the model2000-01-01Paper
On global performance of approximations to smooth curves using gridded data1999-12-20Paper
On the estimation of jump points in smooth curves1999-12-19Paper
Fractal Analysis of Surface Roughness by Using Spatial Data1999-12-14Paper
Properties of distributions and correlation integrals for generalized versions of the logistic map1999-11-18Paper
Block threshold rules for curve estimation using kernel and wavelet methods1999-11-09Paper
Geoffrey Stuart Watson: Tributes and Obituary (3 December 1921 - 3 January 1998)1999-10-28Paper
Bandwith selection for the smoothing of distribution functions1999-10-04Paper
Matched-block bootstrap for dependent data1999-09-21Paper
On statistical inference based on record values1999-09-14Paper
Estimating the end-point of a probability distribution using minimum-distance methods1999-07-05Paper
https://portal.mardi4nfdi.de/entity/Q42384641999-07-04Paper
Adaptive Inference for the Two-Sample Scale Problem1999-06-10Paper
Reducing bias in curve estimation by use of weights.1999-04-28Paper
Nonparametric Estimation of the Mode of A Distribution of Random Curves1999-04-08Paper
Calibrating the Excess Mass and Dip Tests of Modality1999-04-08Paper
https://portal.mardi4nfdi.de/entity/Q42254741999-01-13Paper
On bias reduction in local linear smoothing1998-12-15Paper
On mode testing and empirical approximations to distributions1998-12-02Paper
On choosing a non-integer resolution level when using wavelet methods1998-11-15Paper
https://portal.mardi4nfdi.de/entity/Q42098271998-11-08Paper
On polynomial estimators of frontiers and boundaries1998-10-14Paper
https://portal.mardi4nfdi.de/entity/Q43786401998-10-01Paper
Approximating a line thrown at random onto a grid1998-08-30Paper
Optimal design for curve estimation by local linear smoothing1998-08-30Paper
Applications of intentionally biased bootstrap methods1998-08-05Paper
On the Estimation of a Convex Set From Noisy Data on Its Support Function1998-06-22Paper
Covariate-Matched One-Sided Tests for the Difference Between Functional Means1998-06-18Paper
On the role of the shrinkage parameter in local linear smoothing1998-03-23Paper
Improved Pivotal Methods for Constructing Confidence Regions With Directional Data1998-03-05Paper
Bootstrap Confidence Regions for the Intensity of a Poisson Point Process1998-03-05Paper
Interpolation methods for nonlinear wavelet regression with irregularly spaced design1998-02-08Paper
On the effect of inliers on the spatial median1997-12-15Paper
Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression1997-11-18Paper
On Sample Reuse Methods for Spatial Data1997-11-13Paper
On the inconsistency of bootstrap distribution estimators1997-11-10Paper
Note on convergence rates of semiparametric estimators of dependence index1997-11-04Paper
On the estimation of extreme tail probabilities1997-10-06Paper
On the estimation of a support curve of indeterminate sharpness1997-10-01Paper
Curve estimation when the design density is low1997-08-18Paper
https://portal.mardi4nfdi.de/entity/Q43481011997-08-12Paper
On the dimension of the boundary of clumps in a multi-type Boolean model1997-08-03Paper
Performance of wavelet methods for functions with many discontinuities1997-08-03Paper
On nonparametric estimation of intercept and slope distributions in random coefficient regression1997-08-03Paper
On distribution-free inference for record-value data with trend1997-08-03Paper
On bootstrap estimation of the distribution of the Studentized mean1997-07-03Paper
Effects of smoothing on multivariate statistical properties of the normal to a rough curve or surface1997-06-22Paper
https://portal.mardi4nfdi.de/entity/Q56883181997-03-11Paper
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors1997-02-24Paper
https://portal.mardi4nfdi.de/entity/Q48925051997-02-12Paper
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators1997-01-19Paper
On the minimisation of \(L^ p\) error in mode estimation1997-01-09Paper
https://portal.mardi4nfdi.de/entity/Q43690121997-01-01Paper
Enhancing convolution and interpolation methods for nonparametric regression1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47155971996-11-18Paper
A curious property of the derivatives of the Cauchy density1996-09-01Paper
On bandwidth choice for density estimation with dependent data1996-09-01Paper
Periodogram-based estimators of fractal properties1996-08-21Paper
On the accuracy of binned kernel density estimators1996-08-05Paper
ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP1996-05-22Paper
https://portal.mardi4nfdi.de/entity/Q48695521996-04-22Paper
On blocking rules for the bootstrap with dependent data1996-01-25Paper
On the biases of error estimators in prediction problems1996-01-11Paper
On general resampling algorithms and their performance in distribution estimation1996-01-02Paper
On the Effect of Measuring a Self-Similar Process1995-11-26Paper
On partial local smoothing rules for curve estimation1995-10-10Paper
Estimators of integrals of powers of density derivatives1995-09-17Paper
On the nonparametric estimation of covariance functions1995-08-21Paper
Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion1995-08-21Paper
Improved variable window kernel estimates of probability densities1995-08-16Paper
ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS1995-06-29Paper
The bootstrap and Edgeworth expansion1995-06-28Paper
https://portal.mardi4nfdi.de/entity/Q43284191995-04-02Paper
Edgeworth expansions for nonparametric density estimators, with applications1995-03-29Paper
On the validity of Edgeworth and saddlepoint approximations1995-03-01Paper
https://portal.mardi4nfdi.de/entity/Q43199121995-03-01Paper
Bootstrap Methods for Finite Populations1995-02-23Paper
Asymptotically optimal balloon density estimates1995-02-12Paper
https://portal.mardi4nfdi.de/entity/Q42804171995-01-19Paper
On curve estimation by minimizing mean absolute deviation and its implications1994-12-05Paper
A note on coverage error of bootstrap confidence intervals for quantiles1994-11-17Paper
Estimators of the finite population distribution function using nonparametric regression1994-11-13Paper
On the relationship between fractal dimension and fractal index for stationary stochastic processes1994-10-24Paper
Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates1994-10-17Paper
On the average difference between concomitants and order statistics1994-08-11Paper
ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA1994-07-20Paper
Estimation of Lag in Misregistered, Averaged Images1994-07-10Paper
On the Erratic Behavior of Estimators of N in the Binomial N, p Distribution1994-07-10Paper
Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression1994-06-30Paper
Bootstrap confidence regions for functional relationships in errors-in- variables models1994-06-23Paper
https://portal.mardi4nfdi.de/entity/Q42728261994-03-23Paper
On the calculation of standard error for quotation in confidence statements1994-03-07Paper
On almost linearity of low dimensional projections from high dimensional data1994-03-07Paper
An improvement of the jackknife distribution function estimator1994-02-28Paper
Smoothed empirical likelihood confidence intervals for quantiles1994-02-16Paper
https://portal.mardi4nfdi.de/entity/Q42728001994-02-02Paper
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER1994-02-02Paper
On plug-in rules for local smoothing of density estimators1994-01-20Paper
https://portal.mardi4nfdi.de/entity/Q42728171994-01-02Paper
https://portal.mardi4nfdi.de/entity/Q42726181993-12-20Paper
Correcting the negativity of high-order kernel density estimators1993-12-06Paper
Balanced importance resampling for the bootstrap1993-11-24Paper
Simultaneous bootstrap confidence bands in regression1993-10-07Paper
https://portal.mardi4nfdi.de/entity/Q42035571993-09-07Paper
https://portal.mardi4nfdi.de/entity/Q42035631993-09-07Paper
On the performance of box-counting estimators of fractal dimension1993-08-30Paper
On the estimation of entropy1993-08-25Paper
Optimal smoothing in single-index models1993-08-23Paper
A distribution is completely determined by its translated moments1993-07-07Paper
SEMIPARAMETRIC COMPARISON OF REGRESSION CURVES VIA NORMAL LIKELIHOODS1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40407341993-06-05Paper
Estimating coefficient distributions in random coefficient regressions1993-05-16Paper
Rate of convergence of the empirical Radon transform1993-05-16Paper
On the performance of kernel estimators for high-dimensional, sparse binary data1993-05-16Paper
On the backfitting algorithm for additive regression models1993-05-16Paper
Bootstrap estimation of conditional distributions1993-04-01Paper
Regression Smoothing Parameters That Are Not Far From Their Optimum1993-04-01Paper
Convergence rates in the central limit theorem for means of autoregressive and moving average sequences1993-01-17Paper
The abscissa of convergence of the Laplace transform1993-01-16Paper
Properties of estimators of the finite population distribution function1992-12-07Paper
On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems1992-11-29Paper
On global properties of variable bandwidth density estimators1992-09-27Paper
Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density1992-09-27Paper
On bootstrap confidence intervals in nonparametric regression1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40114561992-09-27Paper
The bootstrap and Edgeworth expansion1992-09-18Paper
Normal approximation in regression1992-06-28Paper
Smoothed cross-validation1992-06-28Paper
On the bootstrap and the trimmed mean1992-06-28Paper
On the Feasibility of Cross-Validation in Image Analysis1992-06-28Paper
Lower bounds for bandwidth selection in density estimation1992-06-26Paper
Influence of design on the rate of convergence to normality in L1 regression1992-06-26Paper
Adaptive \(M\)-estimation in nonparametric regression1992-06-25Paper
On the law of the logarithm for density estimators1992-06-25Paper
Nonparametric estimation of optimal performance criteria in quality engineering1992-06-25Paper
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles1991-01-01Paper
On iterated logarithm laws for linear arrays and nonparametric regression estimators1991-01-01Paper
On convergence rates of suprema1991-01-01Paper
Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency1991-01-01Paper
Empirical likelihood is Bartlett-correctable1991-01-01Paper
On estimation of noise variance in two-dimensional signal processing1991-01-01Paper
On optimal data-based bandwidth selection in kernel density estimation1991-01-01Paper
On continuous image models and image analysis in the presence of correlated noise1990-01-01Paper
THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R-ESTIMATOR1990-01-01Paper
On variance estimation in nonparametric regression1990-01-01Paper
Nonparametric regression with long-range dependence1990-01-01Paper
Asymptotic properties of the bootstrap for heavy-tailed distributions1990-01-01Paper
Mean squared error properties of kernel estimates of regression quantiles1990-01-01Paper
Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems1990-01-01Paper
Convergence rates in density estimation for data from infinite-order moving average processes1990-01-01Paper
Pseudo-likelihood theory for empirical likelihood1990-01-01Paper
On the relative performance of bootstrap and Edgeworth approximations of a distribution function1990-01-01Paper
Optimal convergence rates in signal recovery1990-01-01Paper
Performance of balanced bootstrap resampling in distribution function and quantile problems1990-01-01Paper
Akaike's information criterion and Kullback-Leibler loss for histogram density estimation1990-01-01Paper
Bootstrap Test for Difference Between Means in Nonparametric Regression1990-01-01Paper
Effects of design and error on normal convergence rates in regression problems1990-01-01Paper
Methodology and Algorithms of Empirical Likelihood1990-01-01Paper
On the bias of variable bandwidth curve estimators1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739651989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34778041989-01-01Paper
On Convergence Rates in Nonparametric Problems1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38259461989-01-01Paper
On efficient bootstrap simulation1989-01-01Paper
Comparison of parametric and empirical likelihood functions1989-01-01Paper
Antithetic resampling for the bootstrap1989-01-01Paper
On projection pursuit regression1989-01-01Paper
Unusual properties of bootstrap confidence intervals in regression problems1989-01-01Paper
On smoothing and the bootstrap1989-01-01Paper
A local cross-validation algorithm1989-01-01Paper
A note on the accuracy of bootstrap percentile method confidence intervals for a quantile1989-01-01Paper
On polynomial-based projection indices for exploratory projection pursuit1989-01-01Paper
Bootstrap methods for constructing confidence regions for hands1989-01-01Paper
Better nonparametric bootstrap confidence intervals for the correlation coefficient1989-01-01Paper
On the effect of random norming on the rate of convergence in the central limit theorem1988-01-01Paper
On Confidence Intervals for Spatial Parameters Estimated from Nonreplicated Data1988-01-01Paper
On the level-error after Bartlett adjustment of the likelihood ratio statistic1988-01-01Paper
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37873041988-01-01Paper
On nonparametric discrimination using density differences1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37980571988-01-01Paper
Errata: On the Processing of a Motion-Blurred Image1988-01-01Paper
On bootstrap resampling and iteration1988-01-01Paper
On stochastic complexity and nonparametric density estimation1988-01-01Paper
Optimal Rates of Convergence for Deconvolving a Density1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38288981988-01-01Paper
Products of independent, normally attracted random variables1988-01-01Paper
On the minimization of absolute distance in kernel density estimation1988-01-01Paper
Choice of kernel order in density estimation1988-01-01Paper
Variable window width kernel estimates of probability densities1988-01-01Paper
Estimating the direction in which a data set is most interesting1988-01-01Paper
Exact convergence rate of bootstrap quantile variance estimator1988-01-01Paper
The kernel method for unfolding sphere size distributions1988-01-01Paper
Rate of convergence in bootstrap approximations1988-01-01Paper
Theoretical comparison of bootstrap confidence intervals1988-01-01Paper
On confidence bands in nonparametric density estimation and regression1988-01-01Paper
Minimizing \(L_ 1\) distance in nonparametric density estimation1988-01-01Paper
On the amount of detail that can be recovered from a degraded signal1987-01-01Paper
On Smoothing Sparse Multinomial Data1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37666521987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37714311987-01-01Paper
On the bootstrap and likelihood-based confidence regions1987-01-01Paper
Kernel density estimation with spherical data1987-01-01Paper
Edgeworth expansion for Student's t statistic under minimal moment conditions1987-01-01Paper
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation1987-01-01Paper
Cross-validation and the smoothing of orthogonal series density estimators1987-01-01Paper
Estimation of integrated squared density derivatives1987-01-01Paper
On the use of compactly supported density estimates in problems of discrimination1987-01-01Paper
On the amount of noise inherent in bandwidth selection for a kernel density estimator1987-01-01Paper
On Kullback-Leibler loss and density estimation1987-01-01Paper
On the Processing of a Motion-Blurred Image1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37499071986-01-01Paper
Statistical Significance: Balancing Evidence Against Doubt1986-01-01Paper
Convergence determining sets in the central limit theorem1986-01-01Paper
Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem1986-01-01Paper
On powerful distributional tests based on sample spacings1986-01-01Paper
Clump counts in a mosaic1986-01-01Paper
On the bootstrap and confidence intervals1986-01-01Paper
On the number of bootstrap simulations required to construct a confidence interval1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47214711986-01-01Paper
Macroscopic properties of a linear mosaic1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963171985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963191985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37216141985-01-01Paper
A tabular method for correcting skewness1985-01-01Paper
Heavy traffic approximations for busy period in an M/G/\(\infty\) queue1985-01-01Paper
On the coverage of k-dimensional space by k-dimensional spheres1985-01-01Paper
Resampling a coverage pattern1985-01-01Paper
On continuum percolation1985-01-01Paper
Limit theorems for the median deviation1985-01-01Paper
Three limit theorems for vacancy in multivariate coverage problems1985-01-01Paper
Adaptive estimates of parameters of regular variation1985-01-01Paper
Distribution of size, structure and number of vacant regions in a high-intensity mosaic1985-01-01Paper
On Bounds to the Rate of Convergence in the Central Limit Theorem1985-01-01Paper
On inference in a one-dimensional mosaic and an M/G/∞ queue1985-01-01Paper
Cross-validation in nonparametric estimation of probabilities and probability densities1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114781984-01-01Paper
On Unimodality and Rates of Convergence for Stable Laws1984-01-01Paper
Random, nonuniform distribution of line segments on a circle1984-01-01Paper
Central limit theorem for integrated square error of multivariate nonparametric density estimators1984-01-01Paper
On the influence of extremes on the rate of convergence in the central limit theorem1984-01-01Paper
Limit laws for the maximum of weighted and shifted i.i.d. random variables1984-01-01Paper
Best attainable rates of convergence for estimates of parameters of regular variation1984-01-01Paper
Integrated square error properties of kernel estimators of regression functions1984-01-01Paper
Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space1984-01-01Paper
A Leading Term Approach to Asymptotic Expansions in the Central Limit Theorem1984-01-01Paper
Limit theorems for sums of general functions of m-spacings1984-01-01Paper
Reversing the Berry-Esseen Inequality1984-01-01Paper
Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function1984-01-01Paper
THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33194821984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275161984-01-01Paper
On the rate of Poisson convergence1984-01-01Paper
STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM1984-01-01Paper
On the Rate of Convergence of Moments in the Central Limit Theorem for Lattice Distributions1983-01-01Paper
A Unified Approach to the Correction of Normal Approximations1983-01-01Paper
Chi squared approximations to the distribution of a sum of independent random variables1983-01-01Paper
Inverting an Edgeworth expansion1983-01-01Paper
Sets which determine the rate of convergence in the central limit theorem1983-01-01Paper
On near neighbour estimates of a multivariate density1983-01-01Paper
Orthogonal series methods for both qualitative and quantitative data1983-01-01Paper
Measuring the efficiency of trigonometric series estimates of a density1983-01-01Paper
Large sample optimality of least squares cross-validation in density estimation1983-01-01Paper
Two-sided bounds for nonuniform rates of convergence in the central limit theorem1983-01-01Paper
Fast rates of convergence in the central limit theorem1983-01-01Paper
Edgeworth expansion of the distribution of Stein's statistic1983-01-01Paper
A test for normality based on the empirical characteristic function1983-01-01Paper
Order of Magnitude of the Concentration Function1983-01-01Paper
On the interpretation of random fluctuations in competing chemical systems1983-01-01Paper
ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES11983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131571983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33163891983-01-01Paper
On the roles of the Bessel and Poisson distributions in chemical kinetics1983-01-01Paper
On the rate of convergence in the weak law of large numbers1982-01-01Paper
Limit theorems for stochastic measures of the accuracy of density estimators1982-01-01Paper
On estimating the endpoint of a distribution1982-01-01Paper
Further results on the survival of a gene represented in a founder population1982-01-01Paper
Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval1982-01-01Paper
Estimable Versions of Griffiths' Measure of Association1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36703591982-01-01Paper
Asymptotic theory of Grenander's mode estimator1982-01-01Paper
Upper and lower classes for triangular arrays1982-01-01Paper
On the limit behaviour of weighted sums of random variables1982-01-01Paper
On starr and vardi's estimates of the number of transmission sources1982-01-01Paper
Improving the normal approximation when constructing one-sided confidence intervals for binomial or Poisson parameters1982-01-01Paper
Cross-validation in density estimation1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39622191982-01-01Paper
The Influence of Rounding Errors on Some Nonparametric Estimators of a Density and its Derivatives1982-01-01Paper
Limit theorems for estimators based on inverses of spacings of order statistics1982-01-01Paper
Bounds on the rate of convergence of moments in the central limit theorem1982-01-01Paper
The order of the approximation to a Wiener process by its Fourier series1982-01-01Paper
Rates of convergence in the martingale central limit theorem1981-01-01Paper
A converse to the Spitzer-Rosen theorem1981-01-01Paper
Polynomial expansions of density and distribution functions of scale mixtures1981-01-01Paper
Asymptotic theory of triple sampling for sequential estimation of a mean1981-01-01Paper
Large sample properties of Jaeckel's adaptive trimmed mean1981-01-01Paper
On trigonometric series estimates of densities1981-01-01Paper
Laws of the iterated logarithm for nonparametric density estimators1981-01-01Paper
Two-sided bounds on the rate of convergence to a stable law1981-01-01Paper
On nonparametric multivariate binary discrimination1981-01-01Paper
Characterizing the rate of convergence in the central limit theorem. II1981-01-01Paper
On the distribution of random lines1981-01-01Paper
Order of Magnitude of Moments of Sums of Random Variables1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39257151981-01-01Paper
Optimal near neighbour estimator for use in discriminant analysis1981-01-01Paper
A Comedy of Errors: The Canonical Form for a Stable Characteristic Function1981-01-01Paper
On the Rate of Convergence to a Stable Law1981-01-01Paper
On the limiting behaviour of the mode and median of a sum of independent random variables1980-01-01Paper
Estimating a density on the positive half line by the method of orthogonal series1980-01-01Paper
Characterizing the rate of convergence in the central limit theorem1980-01-01Paper
Estimating probabilities for normal extremes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39117911980-01-01Paper
On measures of the distance of a mixture from its parent distribution1979-01-01Paper
On the Skorokhod representation approach to martingale invariance principles1979-01-01Paper
On the relative stability of large order statistics1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38732441979-01-01Paper
On the rate of convergence in the central limit theorem for distributions with regularly varying tails1979-01-01Paper
A Note on a Paper of Barnes and Tucker1979-01-01Paper
On the rate of convergence of normal extremes1979-01-01Paper
On the invariance principle for U-statistics1979-01-01Paper
Some asymptotic expansions of moments of order statistics1978-01-01Paper
The convergence of moments in the martingale central limit theorem1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41555481978-01-01Paper
On the duality between the behaviour of sums of independent random variables and the sums of their squares1978-01-01Paper
On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law1978-01-01Paper
Representations and limit theorems for extreme value distributions1978-01-01Paper
Martingale invariance principles1977-01-01Paper
On the Lp convergence of sums of independent random variables1977-01-01Paper
On a unified approach to the law of the iterated logarithm for martingales1976-01-01Paper

Research outcomes over time

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