| Publication | Date of Publication | Type |
|---|
| Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application | 2024-07-26 | Paper |
| Robust and efficient subsampling algorithms for massive data logistic regression | 2024-07-26 | Paper |
| Stein-rule M-estimation in sparse partially linear models | 2024-07-25 | Paper |
| Professor Heinz Neudecker and matrix differential calculus | 2024-07-25 | Paper |
| Nonnegative group bridge and application in financial index tracking | 2024-06-03 | Paper |
| Time-weighted nonnegative bridge index-tracking model and its application | 2024-05-27 | Paper |
| Portfolio selection based on semivariance and distance correlation under minimum variance framework | 2023-12-14 | Paper |
| Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions | 2023-12-13 | Paper |
| Local influence analysis for Poisson autoregression with an application to stock transaction data | 2023-12-12 | Paper |
| Distributed penalized modal regression for massive data | 2023-09-22 | Paper |
| Optimal subsampling algorithms for composite quantile regression in massive data | 2023-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5866624 | 2022-09-22 | Paper |
| Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications | 2022-07-05 | Paper |
| Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic | 2022-05-06 | Paper |
| Matrix differential calculus with applications in the multivariate linear model and its diagnostics | 2022-01-03 | Paper |
| Portfolio selection: shrinking the time-varying inverse conditional covariance matrix | 2021-06-03 | Paper |
| Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates | 2021-02-25 | Paper |
| Spatial system estimators for panel models: a sensitivity and simulation study | 2021-02-18 | Paper |
| Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics | 2020-12-03 | Paper |
| On Propensity Score Methodology | 2020-07-21 | Paper |
| Robust multivariate control charts based on Birnbaum–Saunders distributions | 2020-04-23 | Paper |
| Time series analysis using SAS enterprise guide | 2020-04-01 | Paper |
| Influence diagnostics in a vector autoregressive model | 2020-03-27 | Paper |
| A shape-based cutting and clustering algorithm for multiple change-point detection | 2020-02-05 | Paper |
| On circular correlation for data on the torus | 2019-11-21 | Paper |
| Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” | 2019-09-17 | Paper |
| Markov-switching linked autoregressive model for non-continuous wind direction data | 2018-11-13 | Paper |
| Influence diagnostics in log-linear integer-valued GARCH models | 2018-11-12 | Paper |
| Local influence analysis in general spatial models | 2018-11-12 | Paper |
| Book review of: C. Ley and T. Verdebout, Modern directional statistics | 2018-03-22 | Paper |
| Influence diagnostics in possibly asymmetric circular-linear multivariate regression models | 2017-10-27 | Paper |
| Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions | 2017-08-08 | Paper |
| Simulating the characteristics of populations at the small area level: new validation techniques for a spatial microsimulation model in Australia | 2017-06-29 | Paper |
| Book review of: Charles B. Moss, Mathematical statistics for applied econometrics | 2017-03-07 | Paper |
| Book review of: N. Fieller, Basics of matrix algebra for statistics with R | 2016-12-01 | Paper |
| Sensitivity analysis in linear models | 2016-05-23 | Paper |
| Shrinkage estimation for the mean of the inverse Gaussian population | 2014-10-17 | Paper |
| Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions | 2014-09-26 | Paper |
| Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance | 2014-05-06 | Paper |
| Estimation of order-restricted means of two normal populations under the LINEX loss function | 2013-08-19 | Paper |
| Sensitivity analysis of SAR estimators: a numerical approximation | 2013-04-17 | Paper |
| Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models | 2011-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580354 | 2010-08-12 | Paper |
| On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity | 2009-06-18 | Paper |
| Further inequalities involving the Khatri-Rao product | 2009-05-12 | Paper |
| Asymptotic theory of simultaneous estimation of Poisson means | 2009-05-12 | Paper |
| Matrix trace Wielandt inequalities with statistical applications | 2009-04-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3527509 | 2008-09-29 | Paper |
| On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions | 2008-09-22 | Paper |
| On diagnostics in conditionally heteroskedastic time series models under elliptical distributions | 2004-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4424516 | 2003-12-15 | Paper |
| Local influence in multivariate elliptical linear regression models | 2003-02-05 | Paper |
| Several inequalities involving Khatri-Rao products of positive semidefinite matrices | 2003-02-05 | Paper |
| Efficiency comparisons between the OLSE and the BLUE in a singular linear model | 2003-01-08 | Paper |
| Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE | 2002-12-10 | Paper |
| Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities. | 2002-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2762651 | 2002-01-09 | Paper |
| Some statistical properties of Hadamard products of random matrices. | 2001-01-01 | Paper |
| Statistical properties of the Hadamard product of random vectors. | 2001-01-01 | Paper |
| Inequalities involving Hadamard products of positive semidefinite matrices | 2000-12-05 | Paper |
| On local influence for elliptical linear models | 2000-11-16 | Paper |
| Matrix results on the Khatri-Rao and Tracy-Singh products | 2000-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4953788 | 2000-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217777 | 1999-07-01 | Paper |
| A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities | 1999-05-18 | Paper |
| Experiments with mixtures: Optimal allocations for Becker's models | 1998-12-02 | Paper |
| Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models | 1998-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4381243 | 1998-05-04 | Paper |
| Equality conditions for matrix Kantorovich-type inequalities | 1998-03-08 | Paper |
| Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model | 1998-02-22 | Paper |
| Several matrix Kantorovich-type inequalities | 1997-01-06 | Paper |
| The density of the Moore-Penrose inverse of a random matrix | 1996-12-09 | Paper |
| Note on a matrix-concave function | 1996-08-18 | Paper |
| The Hadamard Product and Some of its Applications in Statistics | 1996-05-20 | Paper |
| The heteroskedastic linear regression model and the Hadamard product. A note | 1996-02-13 | Paper |
| Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis | 1996-02-13 | Paper |
| A \(V\)-optimal design for Scheffé's polynomial model | 1995-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290516 | 1994-11-13 | Paper |
| A note on the asymptotics of a stochastic vector difference equation | 1994-08-22 | Paper |
| Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution | 1994-01-31 | Paper |
