| Publication | Date of Publication | Type |
|---|
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
(available as arXiv preprint) | N/A | Paper |
A Simple Bootstrap for Chatterjee's Rank Correlation
(available as arXiv preprint) | N/A | Paper |
New energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions
(available as arXiv preprint) | N/A | Paper |
A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
Electronic Journal of Statistics | 2026-10-02 | Paper |
Energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions
Bernoulli | 2026-09-14 | Paper |
Detecting practically significant dependencies in metric spaces via distance correlations
Bernoulli | 2026-09-14 | Paper |
Optimal designs for regression on Lie groups
Bernoulli | 2026-05-28 | Paper |
Efficient subsampling for exponential family models
Computational Statistics and Data Analysis | 2026-05-19 | Paper |
Confidence surfaces for the mean of locally stationary functional time series
Statistica Sinica | 2026-04-15 | Paper |
Gradual changes in functional time series
Journal of Time Series Analysis | 2026-04-13 | Paper |
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Bernoulli | 2026-02-10 | Paper |
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
Bernoulli | 2026-02-10 | Paper |
Multiscale detection of practically significant changes in a gradually varying time series
Electronic Journal of Statistics | 2026-02-06 | Paper |
A note on one-sided nonparametric analysis of covariance by ranking residuals
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models
Mathematical Methods of Statistics | 2026-01-26 | Paper |
E-optimal designs in Fourier regression models on a partial circle
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A New Approach to Optimal Design under Model Uncertainty Motivated by Multi-Armed Bandits
Journal of the American Statistical Association | 2026-01-07 | Paper |
| Uniform confidence bands for joint angles across different fatigue phases | 2025-12-11 | Paper |
Simultaneous semiparametric inference for single-index models
Bernoulli | 2025-11-21 | Paper |
Testing for similarity of dose response in multiregional clinical trials
Statistics in Medicine | 2025-11-06 | Paper |
Multi-resolution subsampling for linear classification with massive data
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-10-24 | Paper |
A simple bootstrap for Chatterjee's rank correlation
Biometrika | 2025-10-15 | Paper |
| Pivotal inference for function-on-function linear regression via self-normalization | 2025-08-08 | Paper |
Model selection versus model averaging in dose finding studies
Statistics in Medicine | 2025-08-05 | Paper |
On the efficiency of two-stage response-adaptive designs
Statistics in Medicine | 2025-06-02 | Paper |
Testing covariance separability for continuous functional data
Journal of Time Series Analysis | 2025-04-17 | Paper |
Regulatory assessment of drug dissolution profiles comparability via maximum deviation
Statistics in Medicine | 2025-02-25 | Paper |
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Assessing the similarity of dose response and target doses in two non-overlapping subgroups
Statistics in Medicine | 2025-02-07 | Paper |
Testing similarity of parametric competing risks models for identifying potentially similar pathways in healthcare
Statistics in Medicine | 2025-02-03 | Paper |
Multiple change point detection in functional data with applications to biomechanical fatigue data
The Annals of Applied Statistics | 2025-01-17 | Paper |
Validating approximate slope homogeneity in large panels
Journal of Econometrics | 2025-01-16 | Paper |
Optimal designs for thermal spraying
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-29 | Paper |
Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery
Statistics in Medicine | 2024-10-29 | Paper |
Prediction in Locally Stationary Time Series
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Confidence Corridors for Multivariate Generalized Quantile Regression
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Statistical inference for high-dimensional panel functional time series
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Linear spectral statistics of sequential sample covariance matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-09-02 | Paper |
An RKHS approach for pivotal inference in functional linear regression
STATISTICA SINICA | 2024-08-26 | Paper |
Prediction in regression models with continuous observations
Statistical Papers | 2024-07-25 | Paper |
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
The Annals of Statistics | 2024-06-05 | Paper |
Rearranged dependence measures
Bernoulli | 2024-03-26 | Paper |
Rearranged dependence measures
Bernoulli | 2024-03-26 | Paper |
Testing equivalence of multinomial distributions -- a constrained bootstrap approach
Statistics & Probability Letters | 2024-02-13 | Paper |
Comparing regression curves: an L^1-point of view
Annals of the Institute of Statistical Mathematics | 2024-01-16 | Paper |
Statistical inference for function-on-function linear regression
Bernoulli | 2024-01-16 | Paper |
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Random Matrices: Theory and Applications | 2023-11-08 | Paper |
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Random Matrices: Theory and Applications | 2023-09-26 | Paper |
Detecting relevant changes in the spatiotemporal mean function
Journal of Time Series Analysis | 2023-08-24 | Paper |
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
Statistical Inference for Stochastic Processes | 2023-07-06 | Paper |
Fluctuations of the diagonal entries of a large sample precision matrix
Statistics & Probability Letters | 2023-07-04 | Paper |
| A CLT for the difference of eigenvalue statistics of sample covariance matrices | 2023-06-15 | Paper |
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
STATISTICA SINICA | 2023-05-23 | Paper |
The effect of intraday periodicity on realized volatility measures
Metrika | 2023-04-11 | Paper |
| A reinforced learning approach to optimal design under model uncertainty | 2023-03-28 | Paper |
Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
Journal of the American Statistical Association | 2023-03-09 | Paper |
| RDM | 2023-02-24 | Software |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
Statistical inference for the slope parameter in functional linear regression
Electronic Journal of Statistics | 2022-12-19 | Paper |
Statistical inference for the slope parameter in functional linear regression
Electronic Journal of Statistics | 2022-12-19 | Paper |
Nonparametric and high-dimensional functional graphical models
Electronic Journal of Statistics | 2022-12-19 | Paper |
Nonparametric and high-dimensional functional graphical models
Electronic Journal of Statistics | 2022-12-19 | Paper |
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
Annals of the Institute of Statistical Mathematics | 2022-10-20 | Paper |
Pivotal tests for relevant differences in the second order dynamics of functional time series
Bernoulli | 2022-09-28 | Paper |
Pivotal tests for relevant differences in the second order dynamics of functional time series
Bernoulli | 2022-09-28 | Paper |
Quantifying deviations from separability in space-time functional processes
Bernoulli | 2022-09-28 | Paper |
Quantifying deviations from separability in space-time functional processes
Bernoulli | 2022-09-28 | Paper |
| A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes | 2022-08-22 | Paper |
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics | 2022-07-15 | Paper |
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics | 2022-07-15 | Paper |
A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Design admissibility and de la Garza phenomenon in multifactor experiments
The Annals of Statistics | 2022-06-24 | Paper |
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
Annals of the Institute of Statistical Mathematics | 2022-04-04 | Paper |
| An RKHS approach for pivotal inference in functional linear regression | 2022-02-16 | Paper |
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
The Annals of Statistics | 2022-02-07 | Paper |
Bio-equivalence tests in functional data by maximum deviation
Biometrika | 2022-01-19 | Paper |
Rearranged dependence measures
Bernoulli | 2022-01-10 | Paper |
Rearranged dependence measures
Bernoulli | 2022-01-10 | Paper |
Optimal designs for comparing regression curves: dependence within and between groups
Journal of Statistical Theory and Practice | 2022-01-03 | Paper |
The integrated copula spectrum
(available as arXiv preprint) | 2021-12-13 | Paper |
A distribution free test for changes in the trend function of locally stationary processes
Electronic Journal of Statistics | 2021-10-11 | Paper |
A distribution free test for changes in the trend function of locally stationary processes
Electronic Journal of Statistics | 2021-10-11 | Paper |
A nonparametric test for stationarity in functional time series
STATISTICA SINICA | 2021-10-06 | Paper |
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
STATISTICA SINICA | 2021-10-06 | Paper |
Identifying shifts between two regression curves
Annals of the Institute of Statistical Mathematics | 2021-09-28 | Paper |
| Confidence surfaces for the mean of locally stationary functional time series | 2021-09-08 | Paper |
Optimal designs for model averaging in non-nested models
Sankhyā. Series A | 2021-09-01 | Paper |
Statistical inference for the slope parameter in functional linear regression
(available as arXiv preprint) | 2021-08-16 | Paper |
Detecting structural breaks in eigensystems of functional time series
Electronic Journal of Statistics | 2021-08-09 | Paper |
| Linear spectral statistics of sequential sample covariance matrices | 2021-07-21 | Paper |
A new approach for open‐end sequential change point monitoring
Journal of Time Series Analysis | 2021-06-30 | Paper |
Multiscale change point detection for dependent data
Scandinavian Journal of Statistics | 2021-06-22 | Paper |
Optimal designs for frequentist model averaging
Biometrika | 2021-04-20 | Paper |
Optimal designs for frequentist model averaging
Biometrika | 2021-04-20 | Paper |
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
(available as arXiv preprint) | 2021-04-19 | Paper |
Nonparametric and high-dimensional functional graphical models
(available as arXiv preprint) | 2021-03-18 | Paper |
Optimal designs for comparing regression curves -- dependence within and between groups
(available as arXiv preprint) | 2021-01-14 | Paper |
A test for separability in covariance operators of random surfaces
The Annals of Statistics | 2020-12-14 | Paper |
A test for separability in covariance operators of random surfaces
The Annals of Statistics | 2020-12-14 | Paper |
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
Bernoulli | 2020-12-07 | Paper |
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
Bernoulli | 2020-12-07 | Paper |
Regularization parameter selection in indirect regression by residual based bootstrap
STATISTICA SINICA | 2020-11-16 | Paper |
Equivalence of regression curves sharing common parameters
Biometrics | 2020-10-26 | Paper |
A likelihood ratio approach to sequential change point detection for a general class of parameters
Journal of the American Statistical Association | 2020-09-15 | Paper |
Functional data analysis in the Banach space of continuous functions
The Annals of Statistics | 2020-08-28 | Paper |
Functional data analysis in the Banach space of continuous functions
The Annals of Statistics | 2020-08-28 | Paper |
Robust and efficient design of experiments for the Monod model
Journal of Theoretical Biology | 2020-08-24 | Paper |
Detecting deviations from second-order stationarity in locally stationary functional time series
Annals of the Institute of Statistical Mathematics | 2020-07-20 | Paper |
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach
(available as arXiv preprint) | 2020-06-12 | Paper |
Likelihood ratio tests for many groups in high dimensions
Journal of Multivariate Analysis | 2020-05-19 | Paper |
