| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5369137 | 2017-10-13 | Paper |
| After 50+ years in statistics, an exchange | 2016-02-16 | Paper |
| Counting the homeless in Los Angeles County | 2009-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2759614 | 2002-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844376 | 1996-01-02 | Paper |
| Asymptotic Bayes criteria for nonparametric response surface design | 1995-06-29 | Paper |
| Asymptotically optimum experimental designs for prediction of deterministic functions given derivative information | 1995-01-05 | Paper |
| Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction | 1994-04-26 | Paper |
| Existence of smoothed stationary processes on an interval | 1990-01-01 | Paper |
| Another look at adaptation on the average | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473958 | 1988-01-01 | Paper |
| Prediction and design | 1987-01-01 | Paper |
| Confidence Bands for Regression Functions | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827377 | 1985-01-01 | Paper |
| Some model robust designs in regression | 1984-01-01 | Paper |
| L- and R-estimation and the minimax property | 1982-01-01 | Paper |
| Model robust confidence intervals | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687508 | 1982-01-01 | Paper |
| Asymptotically optimum kernels for density estimation at a point | 1981-01-01 | Paper |
| Variance estimation for approximately linear models | 1981-01-01 | Paper |
| Conjugate priors for exponential families | 1979-01-01 | Paper |
| Linear estimation for approximately linear models | 1978-01-01 | Paper |
| Strong laws for the maxima of stationary Gaussian processes | 1976-01-01 | Paper |
| Limit distributions for the maxima of stationary Gaussian processes | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4089683 | 1975-01-01 | Paper |
| A Note on Huber's Robust Estimation of a Location Parameter | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4042533 | 1970-01-01 | Paper |
| Designs for Regression Problems with Correlated Errors III | 1970-01-01 | Paper |
| A Note on the Absence of Tangencies in Gaussian Sample Paths | 1968-01-01 | Paper |
| Designs for Regression Problems With Correlated Errors: Many Parameters | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5564790 | 1967-01-01 | Paper |
| On a Theorem of Cramer and Leadbetter | 1966-01-01 | Paper |
| Designs for Regression Problems with Correlated Errors | 1966-01-01 | Paper |
| The Expected Number of Zeros of a Stationary Gaussian Process | 1965-01-01 | Paper |
| Lower Bounds for Minimum Covariance Matrices in Time Series Regression Problems | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5332894 | 1964-01-01 | Paper |
| On Linear Estimation for Regression Problems on Time Series | 1962-01-01 | Paper |
| A Generalization of a Theorem of Balakrishnan | 1961-01-01 | Paper |
| On the Wilson tests | 1960-01-01 | Paper |
