| Publication | Date of Publication | Type |
|---|
Delta method, asymptotic distribution
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
A residual bootstrap for conditional value-at-risk
Journal of Econometrics | 2024-02-13 | Paper |
GLS estimation and confidence sets for the date of a single break in models with trends
Econometric Reviews | 2023-07-25 | Paper |
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Bernoulli | 2022-12-19 | Paper |
A justification of conditional confidence intervals
Electronic Journal of Statistics | 2021-08-09 | Paper |
Consistent semiparametric estimators for recurrent event times models with application to virtual age models
Bernoulli | 2019-12-05 | Paper |
The failure of the profile likelihood method for a large class of semi-parametric models
Bernoulli | 2017-09-21 | Paper |
Nonparametric meta-analysis for minimal-repair systems
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2017-09-11 | Paper |
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Insurance Mathematics & Economics | 2017-07-17 | Paper |
| Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals | 2016-09-19 | Paper |
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
Electronic Journal of Statistics | 2016-05-20 | Paper |
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
Electronic Journal of Statistics | 2016-05-20 | Paper |
Computational aspects of statistical intervals based on two type-II censored samples
Computational Statistics | 2015-02-18 | Paper |
Multivariate testing and model-checking for generalized order statistics with applications
Statistics | 2014-12-22 | Paper |
Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
Journal of Multivariate Analysis | 2014-06-18 | Paper |
Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
Bernoulli | 2014-05-05 | Paper |
Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
Bernoulli | 2014-05-05 | Paper |
On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models
Econometric Theory | 2013-08-22 | Paper |
Estimators based on data-driven generalized weighted Cramér-von Mises distances under censoring -- with applications to mixture models
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
Bernoulli | 2012-08-09 | Paper |
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
Bernoulli | 2012-08-09 | Paper |
Generalized order statistics: an exponential family in model parameters
Statistics | 2012-06-25 | Paper |
Asymptotics for statistical functionals of long-memory sequences
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Exact two-sample nonparametric confidence, prediction, and tolerance intervals based on ordinary and progressively type-II right censored data
Test | 2011-01-22 | Paper |
A modified functional delta method and its application to the estimation of risk functionals
Journal of Multivariate Analysis | 2010-11-10 | Paper |
Nonparametric model checking for \(k\)-out-of-\(n\) systems
Journal of Statistical Planning and Inference | 2009-12-10 | Paper |
Identical Distributions of Single Variates and Random Convex Combinations of Uniform Fractional Order Statistics
Communications in Statistics: Theory and Methods | 2009-08-13 | Paper |
Order restricted statistical inference for scale parameters based on sequential order statistics
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Nonparametric inference for sequential \(k\)-out-of-\(n\) systems
Annals of the Institute of Statistical Mathematics | 2009-07-13 | Paper |
Random Contraction and Random Dilation of Generalized Order Statistics
Communications in Statistics: Theory and Methods | 2008-09-24 | Paper |
Order restricted inference for sequential \(k\)-out-of-\(n\) systems
Journal of Multivariate Analysis | 2008-08-06 | Paper |
Pure self-financing trading strategies under transaction costs
Statistics & Decisions | 2008-01-18 | Paper |
Mean-variance hedging under transaction costs
Mathematical Methods of Operations Research | 2007-11-14 | Paper |
| scientific article; zbMATH DE number 5206510 (Why is no real title available?) | 2007-10-30 | Paper |
Random convex combinations of order statistics
Statistics & Probability Letters | 2007-08-23 | Paper |
