| Publication | Date of Publication | Type |
|---|
| Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems | 2024-03-12 | Paper |
| Myopic robust index tracking with Bregman divergence | 2022-04-05 | Paper |
| Regression using localised functional Bregman divergence | 2022-02-09 | Paper |
| Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables | 2020-10-06 | Paper |
| Wavelet methods for erratic regression means in the presence of measurement error | 2018-11-22 | Paper |
| The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion | 2018-11-19 | Paper |
| Shape-preserving wavelet-based multivariate density estimation | 2018-10-16 | Paper |
| Locally robust methods and near-parametric asymptotics | 2018-08-16 | Paper |
| Robust estimation in structural equation models using Bregman divergences | 2018-05-08 | Paper |
| Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness | 2018-02-06 | Paper |
| Comparing large-sample maximum Sharpe ratios and incremental variable testing | 2017-11-23 | Paper |
| Multiperiod mean-standard-deviation time consistent portfolio selection | 2017-10-11 | Paper |
| Statistical estimation of composite risk functionals and risk optimization problems | 2017-10-11 | Paper |
| Multivariate nonparametric test of independence | 2016-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2836134 | 2016-12-07 | Paper |
| Linear Causal Modeling with Structural Equations by Stanley Mulaik | 2016-04-27 | Paper |
| Edgeworth expansion for the kernel quantile estimator | 2016-03-24 | Paper |
| Multistage optimization of option portfolio using higher order coherent risk measures | 2014-07-27 | Paper |
| Improved confidence intervals for quantiles | 2013-01-28 | Paper |
| Kusuoka representation of higher order dual risk measures | 2011-04-08 | Paper |
| On the behaviour of tests based on sample spacings for moderate samples | 2011-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580275 | 2010-08-12 | Paper |
| Shape-restricted inference for Lorenz curves using duality theory | 2010-03-01 | Paper |
| GeD spline estimation of multivariate Archimedean copulas | 2009-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308614 | 2007-09-28 | Paper |
| Wavelet-based estimation with multiple sampling rates | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461480 | 2004-03-30 | Paper |
| Efficient estimators for functionals of Markov chains with parametric marginals. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453383 | 2004-03-07 | Paper |
| On non-negative wavelet-based density estimators | 2003-01-15 | Paper |
| Cross-validation for choosing resolution level for nonlinear wavelet curve estimators | 2002-03-26 | Paper |
| A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles | 2001-09-23 | Paper |
| On shape-preserving probabilistic wavelet approximators | 1998-12-10 | Paper |
| On shape-preserving wavelet estimators of cumulative distribution functions and densities | 1998-10-01 | Paper |
| HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS | 1998-01-01 | Paper |
| Initial Value Dependence: A Comparison of Two Methods For Its Study | 1997-01-05 | Paper |
| Efficient estimation of the stationary distribution for exponentially ergodic Markov chains | 1991-01-01 | Paper |
| Asymptotic equivalence of identification procedures for complex systems | 1986-01-01 | Paper |
| On a model with errors in variables described by stochastic differential equations | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723424 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725395 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3734898 | 1984-01-01 | Paper |
