| Publication | Date of Publication | Type |
|---|
Selecting the model for multiple imputation of missing data: just use an IC!
Statistics in Medicine | 2024-10-29 | Paper |
Regularized distributionally robust optimization with application to the index tracking problem
Annals of Operations Research | 2024-07-16 | Paper |
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems
Operations Research | 2024-03-12 | Paper |
Myopic robust index tracking with Bregman divergence
Quantitative Finance | 2022-04-05 | Paper |
Regression using localised functional Bregman divergence
Electronic Journal of Statistics | 2022-02-09 | Paper |
Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables
Computational Statistics | 2020-10-06 | Paper |
Wavelet methods for erratic regression means in the presence of measurement error
STATISTICA SINICA | 2018-11-22 | Paper |
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
European Journal of Operational Research | 2018-11-19 | Paper |
Shape-preserving wavelet-based multivariate density estimation
Journal of Multivariate Analysis | 2018-10-16 | Paper |
Locally robust methods and near-parametric asymptotics
Journal of Multivariate Analysis | 2018-08-16 | Paper |
Robust estimation in structural equation models using Bregman divergences
ANZIAM Journal | 2018-05-08 | Paper |
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
European Journal of Operational Research | 2018-02-06 | Paper |
Comparing large-sample maximum Sharpe ratios and incremental variable testing
European Journal of Operational Research | 2017-11-23 | Paper |
Statistical estimation of composite risk functionals and risk optimization problems
Annals of the Institute of Statistical Mathematics | 2017-10-11 | Paper |
Multiperiod mean-standard-deviation time consistent portfolio selection
Automatica | 2017-10-11 | Paper |
Multivariate nonparametric test of independence
Journal of Multivariate Analysis | 2016-12-15 | Paper |
Stochastic processes. From applications to theory
Chapman & Hall CRC Texts in Statistical Science Series | 2016-12-07 | Paper |
Book review of: S. A. Mulaik, Linear causal modeling with structural equations
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
Edgeworth expansion for the kernel quantile estimator
Annals of the Institute of Statistical Mathematics | 2016-03-24 | Paper |
Multistage optimization of option portfolio using higher order coherent risk measures
European Journal of Operational Research | 2014-07-27 | Paper |
Improved confidence intervals for quantiles
Annals of the Institute of Statistical Mathematics | 2013-01-28 | Paper |
Kusuoka representation of higher order dual risk measures
Annals of Operations Research | 2011-04-08 | Paper |
On the behaviour of tests based on sample spacings for moderate samples
Journal of Statistical Planning and Inference | 2011-01-18 | Paper |
Numerical methods for asymptotically minimax non-parametric function estimation with positivity constraints. I
| 2010-08-12 | Paper |
Shape-restricted inference for Lorenz curves using duality theory
Statistics & Probability Letters | 2010-03-01 | Paper |
GeD spline estimation of multivariate Archimedean copulas
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
scientific article; zbMATH DE number 5196648 (Why is no real title available?)
| 2007-09-28 | Paper |
Wavelet-based estimation with multiple sampling rates
The Annals of Statistics | 2005-02-28 | Paper |
scientific article; zbMATH DE number 2063886 (Why is no real title available?)
| 2004-03-30 | Paper |
Efficient estimators for functionals of Markov chains with parametric marginals.
Statistics & Probability Letters | 2004-03-14 | Paper |
scientific article; zbMATH DE number 2051098 (Why is no real title available?)
| 2004-03-07 | Paper |
On non-negative wavelet-based density estimators
Journal of Nonparametric Statistics | 2003-01-15 | Paper |
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators
Bernoulli | 2002-03-26 | Paper |
A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles
Computational Statistics | 2001-09-23 | Paper |
On shape-preserving probabilistic wavelet approximators
Stochastic Analysis and Applications | 1998-12-10 | Paper |
On shape-preserving wavelet estimators of cumulative distribution functions and densities
Stochastic Analysis and Applications | 1998-10-01 | Paper |
HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 1998-01-01 | Paper |
Initial Value Dependence: A Comparison of Two Methods For Its Study
Biometrical Journal | 1997-01-05 | Paper |
Efficient estimation of the stationary distribution for exponentially ergodic Markov chains
Journal of Statistical Planning and Inference | 1991-01-01 | Paper |
Asymptotic equivalence of identification procedures for complex systems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3953969 (Why is no real title available?)
| 1985-01-01 | Paper |
On a model with errors in variables described by stochastic differential equations
Statistics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3967714 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3956276 (Why is no real title available?)
| 1984-01-01 | Paper |
