| Publication | Date of Publication | Type |
|---|
| Hierarchical variable clustering via copula-based divergence measures between random vectors | 2024-04-18 | Paper |
| Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ | 2023-12-12 | Paper |
| On Quantile‐based Asymmetric Family of Distributions: Properties and Inference | 2023-11-10 | Paper |
| Penalized wavelet nonparametric univariate logistic regression for irregular spaced data | 2023-10-31 | Paper |
| Flexible two-piece distributions for right censored survival data | 2023-06-20 | Paper |
| Extremile Regression | 2023-03-09 | Paper |
| Partially Linear Expectile Regression Using Local Polynomial Fitting | 2023-01-24 | Paper |
| Flexible asymmetric multivariate distributions based on two-piece univariate distributions | 2023-01-19 | Paper |
| A new distance based measure of asymmetry | 2022-12-06 | Paper |
| Penalized wavelet estimation and robust denoising for irregular spaced data | 2022-11-15 | Paper |
| Choice of smoothing parameter in multivariate copula-based tail coefficients | 2022-07-20 | Paper |
| Preadjusted Non-Parametric Estimation of a Conditional Distribution Function | 2022-07-11 | Paper |
| Parametric copula adjusted for non- and semiparametric regression | 2022-04-25 | Paper |
| Local polynomial expectile regression | 2022-04-04 | Paper |
| On a family of two-piece circular distributions | 2022-02-18 | Paper |
| Nonlinear mixed effects modeling and warping for functional data using B-splines | 2022-02-09 | Paper |
| Wavelet-based robust estimation and variable selection in nonparametric additive models | 2022-01-14 | Paper |
| Penalised robust estimators for sparse and high-dimensional linear models | 2021-11-18 | Paper |
| Omnibus test for covariate effects in conditional copula models | 2021-10-28 | Paper |
| Study of partial and average conditional Kendall's tau | 2021-10-22 | Paper |
| Semiparametric quantile regression using family of quantile-based asymmetric densities | 2021-05-07 | Paper |
| Local polynomial expectile regression | 2021-05-05 | Paper |
| On the specification of multivariate association measures and their behaviour with increasing dimension | 2021-01-26 | Paper |
| Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks | 2020-10-07 | Paper |
| Smooth estimation of mean and dispersion function in extended generalized additive models with application to Italian induced abortion data | 2020-09-30 | Paper |
| Quantile estimation in a generalized asymmetric distributional setting | 2020-05-13 | Paper |
| Testing the heteroscedastic error structure in quantile varying coefficient models | 2020-04-24 | Paper |
| Extremiles: A New Perspective on Asymmetric Least Squares | 2019-11-12 | Paper |
| Robust estimation and variable selection in heteroscedastic linear regression | 2019-05-15 | Paper |
| Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity | 2019-01-03 | Paper |
| Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence | 2018-12-03 | Paper |
| Robust nonnegative garrote variable selection in linear regression | 2018-11-23 | Paper |
| Quantile regression in heteroscedastic varying coefficient models | 2018-11-12 | Paper |
| On a general definition of depth for functional data | 2018-03-13 | Paper |
| Shape testing in varying coefficient models | 2018-02-01 | Paper |
| Consistency and robustness properties of the S-nonnegative garrote estimator | 2018-01-12 | Paper |
| Law of large numbers for discretely observed random functions | 2017-11-01 | Paper |
| Score tests for covariate effects in conditional copulas | 2017-08-03 | Paper |
| Nonparametric testing for no covariate effects in conditional copulas | 2017-07-20 | Paper |
| Shape testing in quantile varying coefficient models with heteroscedastic error | 2017-06-16 | Paper |
| Copula directed acyclic graphs | 2017-03-23 | Paper |
| Integrated depth for functional data: statistical properties and consistency | 2017-01-12 | Paper |
| On smoothness of Tukey depth contours | 2017-01-04 | Paper |
| Joint estimation and variable selection for mean and dispersion in proper dispersion models | 2016-09-07 | Paper |
| Robustness and inference in nonparametric partial frontier modeling | 2016-08-10 | Paper |
| Nonparametric simultaneous testing for structural breaks | 2016-06-06 | Paper |
| Weak convergence of discretely observed functional data with applications | 2016-04-15 | Paper |
| Penalized likelihood regression for generalized linear models with non-quadratic penalties | 2016-03-24 | Paper |
| Integrated data depth for smooth functions and its application in supervised classification | 2016-01-29 | Paper |
| Conditional copulas, association measures and their applications | 2016-01-12 | Paper |
| Estimation of a Copula when a Covariate Affects only Marginal Distributions | 2016-01-08 | Paper |
| Bias reduced tail estimation for censored Pareto type distributions | 2015-12-30 | Paper |
| Partial and average copulas and association measures | 2015-11-25 | Paper |
| Consistency of non-integrated depths for functional data | 2015-09-10 | Paper |
| On the distribution of sums of random variables with copula-induced dependence | 2015-02-03 | Paper |
| P-splines quantile regression estimation in varying coefficient models | 2014-10-17 | Paper |
| Penalized estimation in additive varying coefficient models using grouped regularization | 2014-09-26 | Paper |
| Bandwidth Selection in Nonparametric Kernel Testing | 2014-05-02 | Paper |
| Testing tail monotonicity by constrained copula estimation | 2014-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5405248 | 2014-04-01 | Paper |
| Positive quadrant dependence testing and constrained copula estimation | 2013-10-09 | Paper |
| Reducing the mean squared error of quantile-based estimators by smoothing | 2013-09-05 | Paper |
| Multivariate and functional covariates and conditional copulas | 2013-05-28 | Paper |
| Testing for Homogeneity of Multivariate Dispersions Using Dissimilarity Measures | 2013-05-14 | Paper |
| Unstable volatility: the break-preserving local linear estimator | 2012-12-20 | Paper |
| Bootstrapping the conditional copula | 2012-10-30 | Paper |
| Flexible Mean and Dispersion Function Estimation in Extended Generalized Additive Models | 2012-10-29 | Paper |
| Estimation of a Conditional Copula and Association Measures | 2012-09-01 | Paper |
| Semiparametric estimation of conditional copulas | 2012-08-13 | Paper |
| Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models | 2012-06-27 | Paper |
| Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression | 2012-06-19 | Paper |
| Robustness and inference in nonparametric partial frontier modeling | 2011-04-01 | Paper |
| Positive quadrant dependence tests for copulas | 2011-03-30 | Paper |
| Comparison of presmoothing methods in kernel density estimation under censoring | 2011-02-22 | Paper |
| Nonparametric estimation of mean and dispersion functions in extended generalized linear models | 2011-01-22 | Paper |
| Regularisation and P-splines in generalised linear models | 2010-06-18 | Paper |
| Local linear fitting and improved estimation near peaks | 2009-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3643275 | 2009-11-11 | Paper |
| Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing | 2009-08-19 | Paper |
| Smoothing and preservation of irregularities using local linear fitting. | 2009-08-17 | Paper |
| Data-driven boundary estimation in deconvolution problems | 2008-12-11 | Paper |
| Practical bandwidth selection in deconvolution kernel density estimation | 2008-11-26 | Paper |
| Penalized wavelet monotone regression | 2008-01-28 | Paper |
| Jump-preserving regression and smoothing using local linear fitting: a compromise | 2007-09-10 | Paper |
| Non- and semi-parametric analysis of failure time data with missing failure indicators | 2007-08-08 | Paper |
| Comparison of presmoothing methods in kernel density estimation under censoring | 2007-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3427556 | 2007-03-20 | Paper |
| Estimation of Integrated Squared Density Derivatives from a Contaminated Sample | 2005-04-29 | Paper |
| Data-Driven Discontinuity Detection in Derivatives of a Regression Function | 2005-01-14 | Paper |
| Nonparametric testing for a monotone hazard function via normalized spacings | 2004-12-20 | Paper |
| Bootstrap test for change-points in nonparametric regression | 2004-12-20 | Paper |
| Interval and band estimation for curves with jumps | 2004-10-25 | Paper |
| Bootstrap bandwidth selection in kernel density estimation from a contaminated sample | 2004-09-27 | Paper |
| Sieve Empirical Likelihood and Extensions of the Generalized Least Squares | 2004-03-16 | Paper |
| Estimation of a change point in a hazard function based on censored data | 2004-03-15 | Paper |
| Detecting Abrupt Changes by Wavelet Methods | 2003-09-02 | Paper |
| Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates | 2002-08-15 | Paper |
| On Estimation of Monotone and Concave Frontier Functions | 2002-07-30 | Paper |
| A wavelet method for unfolding sphere size distributions | 2001-12-16 | Paper |
| Non-parametric Estimation for the Location of a Change-point in an Otherwise Smooth Hazard Function under Random Censoring | 2001-09-23 | Paper |
| A nonparametric least-squares test for checking a polynomial relationship | 2001-07-31 | Paper |
| Power and speed-efficient code transformation of video compression algorithms for RISC processors | 2001-07-05 | Paper |
| Tests for monotonicity of a regression mean with guaranteed level | 2001-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524036 | 2000-01-01 | Paper |
| On the estimation of jump points in smooth curves | 1999-12-19 | Paper |
| Local Adaptivity of Kernel Estimates with Plug-in Local Bandwidth Selectors | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225476 | 1999-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4249461 | 1999-06-17 | Paper |
| Local Maximum Likelihood Estimation and Inference | 1999-04-08 | Paper |
| Local polynomial regression: Optimal kernels and asymptotic minimax efficiency | 1998-06-22 | Paper |
| Local likelihood and local partial likelihood in hazard regression | 1998-06-22 | Paper |
| Model selection using wavelet decomposition and applications | 1998-06-18 | Paper |
| Generalized Partially Linear Single-Index Models | 1997-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3125064 | 1997-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869739 | 1996-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844356 | 1995-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4328415 | 1995-06-06 | Paper |
| Strong representations of the survival function estimator for truncated and censored data with applications | 1995-03-29 | Paper |
| Censored Regression: Local Linear Approximations and Their Applications | 1994-12-12 | Paper |
| Estimating the density of a copula function | 1993-10-17 | Paper |
| A three-stage procedure based on bootstrap critical points | 1993-08-17 | Paper |
| Variable bandwidth and local linear regression smoothers | 1993-05-16 | Paper |
| Minimax estimation of a bounded squared mean | 1992-06-28 | Paper |
| Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator | 1992-06-26 | Paper |
| Density estimation under the koziol‐green model of censoring by penalized likelihood methods | 1991-01-01 | Paper |
| Sequential fixed-width confidence intervals for quantiles in the presence of censoring | 1989-01-01 | Paper |
| Quantile estimation in the proportional hazards model of random censorship | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473962 | 1989-01-01 | Paper |
| Weak and strong representations for trimmed U-statistics | 1988-01-01 | Paper |
| Weak asymptotic representations for quantiles of the product-limit estimator | 1988-01-01 | Paper |
