| Publication | Date of Publication | Type |
|---|
| Semiparametric estimation of the high-dimensional elliptical distribution | 2023-03-17 | Paper |
| Kendall regression coefficient | 2021-05-07 | Paper |
| On combining star-shaped distributions and copulas | 2020-05-13 | Paper |
| Modelling with star-shaped distributions | 2020-04-28 | Paper |
| Copula-based dependence measures for piecewise monotonicity | 2018-02-15 | Paper |
| Goodness-of-Approximation of Copulas by a Parametric Family | 2016-11-18 | Paper |
| Approximation of distributions by using the Anderson Darling statistic | 2016-11-11 | Paper |
| Copula-based dependence measures | 2015-06-23 | Paper |
| Copula-based dependence measures | 2014-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2847907 | 2013-09-13 | Paper |
| Model checks for parametric regression models | 2013-04-05 | Paper |
| Erratum to ``Construction of asymmetric multivariate copulas | 2011-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552467 | 2010-04-22 | Paper |
| Construction of asymmetric multivariate copulas | 2008-11-27 | Paper |
| Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes | 2006-05-24 | Paper |
| Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems | 2006-03-10 | Paper |
| A semiparametric density estimator based on elliptical distributions | 2005-08-05 | Paper |
| Semiparametric Density Estimators Using Copulas | 2005-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416882 | 2003-08-05 | Paper |
| Strong convergence of estimators in nonlinear autoregressive models | 2003-05-19 | Paper |
| Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics | 2003-02-10 | Paper |
| Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition | 2002-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2712961 | 2001-05-06 | Paper |
| Estimating the density of the residuals in autoregressive models | 2001-03-11 | Paper |
| Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition | 2000-11-20 | Paper |
| Central limit theorems for sums of α-mixing random variables | 2000-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4210771 | 1999-03-15 | Paper |
| Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence | 1999-02-09 | Paper |
| Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation | 1998-03-29 | Paper |
| Strong convergence of kernel estimators for product densities of absolutely regular point processes | 1998-03-23 | Paper |
| A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains | 1997-11-23 | Paper |
| Strong convergence of sums of \(\varphi\)-mixing random variables | 1996-09-18 | Paper |
| Density estimation for Markov chains | 1995-02-13 | Paper |
| Central Limit Theorems for Markov‐Connected Random Variables | 1992-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3997749 | 1992-09-17 | Paper |
| Kernel estimators for probability densities with discontinuities | 1992-06-25 | Paper |
| Hermite series estimators for probability densities | 1990-01-01 | Paper |
