Hajo Holzmann

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Person:248391

Available identifiers

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List of research outcomes





PublicationDate of PublicationType
Semiparametric hidden Markov models: identifiability and estimation2024-09-12Paper
Using proxies to improve forecast evaluation2024-01-16Paper
From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis2023-06-07Paper
Simultaneous inference for Berkson errors-in-variables regression under fixed design2022-10-25Paper
Measurability of functionals and of ideal point forecasts2022-10-18Paper
Statistically Optimal Estimation of Signals in Modulation Spaces Using Gabor Frames2022-07-13Paper
Non-Parametric Confidence Bands in Deconvolution Density Estimation2022-07-11Paper
Measurability of functionals and of ideal point forecasts2022-03-16Paper
Bounded support in linear random coefficient models: Identification and variable selection2021-07-07Paper
Rate-optimal nonparametric estimation for random coefficient regression models2020-10-07Paper
Testing for spherical and elliptical symmetry2020-09-29Paper
Adaptive estimation in the supremum norm for semiparametric mixtures of regressions2020-05-13Paper
Weak convergence of quantile and expectile processes under general assumptions2019-12-05Paper
Asymptotic confidence sets for the jump curve in bivariate regression problems2019-10-01Paper
Nonparametric Identification in the Dynamic Stochastic Block Model2019-07-19Paper
Adaptive confidence sets for kink estimation2019-05-17Paper
Uniform approximation in classical weak convergence theory2019-03-23Paper
Erratum Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment2019-01-23Paper
Testing for the number of states in hidden Markov models2018-08-15Paper
Discussion of ``Elicitability and backtesting: perspectives for banking regulation2018-02-19Paper
Focusing on regions of interest in forecast evaluation2018-02-19Paper
The triangular model with random coefficients2017-09-28Paper
Testing for Image Symmetries—With Application to Confocal Microscopy2017-08-08Paper
Asymptotics for the expected shortfall2016-11-22Paper
Expectile asymptotics2016-09-07Paper
Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering2016-02-23Paper
Weighted angle Radon transform: Convergence rates and efficient estimation2016-01-28Paper
Nonparametric identification in panels using quantiles2015-08-13Paper
Demonstrating Single and Multiple Currents Through the E. coli-SecYEG-Pore: Testing for the Number of Modes of Noisy Observations2015-06-11Paper
Asymptotics for spectral regularization estimators in statistical inverse problems2015-02-18Paper
The role of the information set for forecasting -- with applications to risk management2014-06-10Paper
Confidence regions for images observed under the Radon transform2014-06-04Paper
Testing for two components in a switching regression model2014-04-14Paper
Model selection strategies for identifying most relevant covariates in homoscedastic linear models2014-04-14Paper
Testing for intercept-scale switch in linear autoregression2013-10-29Paper
Semiparametric location mixtures with distinct components2013-06-25Paper
Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation2013-05-29Paper
DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION2011-07-26Paper
Improving PSF calibration in confocal microscopic imaging -- estimating and exploiting bilateral symmetry2011-06-20Paper
Confidence bands for inverse regression models2010-12-14Paper
https://portal.mardi4nfdi.de/entity/Q35804782010-08-12Paper
Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging2010-04-08Paper
A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU2009-10-09Paper
The likelihood ratio test for hidden Markov models in two-sample problems2009-06-12Paper
Testing for two states in a hidden Markov model2009-05-22Paper
Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions2009-02-28Paper
Testing Parametric Assumptions on Band- or Time-Limited Signals Under Noise2008-12-21Paper
Statistical inference for inverse problems2008-06-24Paper
Testing parametric models in the presence of instrumental variables2008-04-28Paper
Markov partitions for fibre expanding systems2008-02-01Paper
Tests in a Case–control Design Including Relatives2007-12-16Paper
Identifiability of Finite Mixtures of Elliptical Distributions2007-12-16Paper
Integrated Square Error Asymptotics for Supersmooth Deconvolution2007-12-16Paper
Estimation of a quadratic regression functional using the sinc kernel2007-02-14Paper
Density testing in a contaminated sample2007-01-09Paper
The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups2005-11-15Paper
THE CENTRAL LIMIT THEOREM FOR STATIONARY MARKOV CHAINS UNDER INVARIANT SPLITTINGS2005-11-03Paper
Martingale approximations for continuous-time and discrete-time stationary Markov processes2005-09-29Paper
https://portal.mardi4nfdi.de/entity/Q54612692005-07-25Paper
Almost sure limit theorems for \(U\)-statistics2005-04-21Paper

Research outcomes over time

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