Publication | Date of Publication | Type |
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Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors | 2024-03-06 | Paper |
Bootstrap specification tests for dynamic conditional distribution models | 2023-06-29 | Paper |
A new structural break test for panels with common factors | 2022-06-22 | Paper |
A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models | 2022-06-03 | Paper |
Bootstrap based probability forecasting in multiplicative error models | 2021-02-04 | Paper |
Testing for jumps and jump intensity path dependence | 2018-05-25 | Paper |
SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS | 2017-05-16 | Paper |
LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS | 2014-02-24 | Paper |
A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions | 2012-07-16 | Paper |
Generalization of the order-restricted information criterion for multivariate normal linear models | 2012-07-06 | Paper |
An Akaike-type information criterion for model selection under inequality constraints | 2011-06-28 | Paper |
Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models | 2011-06-16 | Paper |
Tests Against Qualitative Interaction: Exact Critical Values and Robust Tests | 2011-03-01 | Paper |
Comparison of semiparametric and parametric methods for estimating copulas | 2009-05-29 | Paper |
Pranab Kumar Sen: Life and works | 2008-05-15 | Paper |
$U$-tests for variance components in one-way random effects models | 2008-05-15 | Paper |
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS | 2008-03-19 | Paper |
Estimating the error distribution in multivariate heteroscedastic time-series models | 2008-03-11 | Paper |
Constrained Statistical Inference | 2005-01-19 | Paper |
An appraisal of some aspects of statistical inference under inequality constraints | 2003-04-03 | Paper |
Tests against inequality constraints in semiparametric models | 2003-04-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3149051 | 2002-11-24 | Paper |
Robust bounded influence tests against one-sided hypoptheses in general parametric models | 1999-11-22 | Paper |
A Test in the Presence of Nuisance Parameters | 1998-03-23 | Paper |
On order restricted inference in some mixed linear models | 1998-01-21 | Paper |
A Hotelling's \(T^ 2\)-type statistic for testing against one-sided hypotheses | 1997-06-15 | Paper |
On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights | 1996-09-01 | Paper |
On Tests Against One-Sided Hypotheses in Some Generalized Linear Models | 1995-09-24 | Paper |
A Score Test Against One-Sided Alternatives | 1995-08-21 | Paper |
Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model | 1993-08-25 | Paper |
ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR | 1993-04-01 | Paper |
Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model | 1993-04-01 | Paper |
On M-methods in growth curve analysis with asymmetric errors | 1993-01-16 | Paper |
Robust tests of inequality constraints and one-sided hypotheses in the linear model | 1992-12-07 | Paper |
On the symmetry of m-estimators computed by the huber-dutter algorithm | 1988-01-01 | Paper |
Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers | 1985-01-01 | Paper |
Minimum mean squared estimation of location and scale parameters under misspecification of the model | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3930489 | 1981-01-01 | Paper |