| Publication | Date of Publication | Type |
|---|
| Change-point inference for high-dimensional heteroscedastic data | 2024-01-05 | Paper |
| Structure Learning for Extremal Tree Models | 2023-05-17 | Paper |
| The integrated copula spectrum | 2023-01-12 | Paper |
| Testing Relevant Hypotheses in Functional Time Series via Self-Normalization | 2022-07-08 | Paper |
| Inference for change points in high-dimensional data via selfnormalization | 2022-04-25 | Paper |
| The integrated copula spectrum | 2021-12-13 | Paper |
| Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes | 2021-12-03 | Paper |
| Learning extremal graphical structures in high dimensions | 2021-11-01 | Paper |
| Multiple block sizes and overlapping blocks for multivariate time series extremes | 2021-03-11 | Paper |
| On the unbiased asymptotic normality of quantile regression with fixed effects | 2020-06-18 | Paper |
| SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS | 2020-03-25 | Paper |
| Panel data quantile regression with grouped fixed effects | 2019-10-23 | Paper |
| On second order conditions in the multivariate block maxima and peak over threshold method | 2019-10-01 | Paper |
| Model assessment for time series dynamics using copula spectral densities: a graphical tool | 2019-07-02 | Paper |
| Distributed inference for quantile regression processes | 2019-05-10 | Paper |
| Equivalence of Regression Curves | 2018-11-02 | Paper |
| Testing relevant hypotheses in functional time series via self-normalization | 2018-09-17 | Paper |
| TESTING FOR HOMOGENEITY IN MIXTURE MODELS | 2018-06-26 | Paper |
| On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities | 2018-05-16 | Paper |
| Fourier Analysis of Serial Dependence Measures | 2018-02-23 | Paper |
| Quantile Spectral Analysis for Locally Stationary Time Series | 2018-02-19 | Paper |
| The independence process in conditional quantile location-scale models and an application to testing for monotonicity | 2018-01-12 | Paper |
| Quantile processes for semi and nonparametric regression | 2017-10-12 | Paper |
| Some Comments on Copula-Based Regression | 2017-08-07 | Paper |
| Weak convergence of the empirical copula process with respect to weighted metrics | 2017-01-11 | Paper |
| Dose response signal detection under model uncertainty | 2016-05-30 | Paper |
| Quantile spectral processes: asymptotic analysis and inference | 2016-05-12 | Paper |
| The quantile process under random censoring | 2015-11-13 | Paper |
| Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis | 2015-06-15 | Paper |
| ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA | 2015-01-12 | Paper |
| Censored quantile regression processes under dependence and penalization | 2014-11-18 | Paper |
| When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs | 2014-10-17 | Paper |
| A general approach to the joint asymptotic analysis of statistics from sub-samples | 2014-04-24 | Paper |
| Empirical and sequential empirical copula processes under serial dependence | 2014-01-10 | Paper |
| Nonparametric quantile regression for twice censored data | 2013-08-16 | Paper |
| Nonparametric comparison of quantile curves: a stochastic process approach | 2013-06-24 | Paper |
| Significance testing in quantile regression | 2013-05-29 | Paper |
| Comparing Conditional Quantile Curves | 2012-09-01 | Paper |
| A test for Archimedeanity in bivariate copula models | 2012-08-13 | Paper |
| New estimators of the Pickands dependence function and a test for extreme-value dependence | 2011-12-08 | Paper |
| Non-Crossing Non-Parametric Estimates of Quantile Curves | 2009-06-10 | Paper |
