| Publication | Date of Publication | Type |
|---|
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Bootstrap specification tests for dynamic conditional distribution models
Journal of Econometrics | 2023-06-29 | Paper |
A new structural break test for panels with common factors
Econometrics Journal | 2022-06-22 | Paper |
A goodness-of-fit test for a class of autoregressive conditional duration models
Econometric Reviews | 2022-06-03 | Paper |
Bootstrap based probability forecasting in multiplicative error models
Journal of Econometrics | 2021-02-04 | Paper |
Testing for jumps and jump intensity path dependence
Journal of Econometrics | 2018-05-25 | Paper |
Specification tests for multiplicative error models
Econometric Theory | 2017-05-16 | Paper |
Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models
Econometric Theory | 2014-02-24 | Paper |
A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions
Journal of Statistical Planning and Inference | 2012-07-16 | Paper |
Generalization of the order-restricted information criterion for multivariate normal linear models
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
An Akaike-type information criterion for model selection under inequality constraints
Biometrika | 2011-06-28 | Paper |
Estimation under inequality constraints: semiparametric estimation of conditional duration models
Econometric Reviews | 2011-06-16 | Paper |
Tests Against Qualitative Interaction: Exact Critical Values and Robust Tests
Biometrics | 2011-03-01 | Paper |
Comparison of semiparametric and parametric methods for estimating copulas
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Pranab Kumar Sen: Life and works
| 2008-05-15 | Paper |
$U$-tests for variance components in one-way random effects models
| 2008-05-15 | Paper |
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2008-03-19 | Paper |
Estimating the error distribution in multivariate heteroscedastic time-series models
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Constrained Statistical Inference
Wiley Series in Probability and Statistics | 2005-01-19 | Paper |
Tests against inequality constraints in semiparametric models
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
An appraisal of some aspects of statistical inference under inequality constraints
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
scientific article; zbMATH DE number 1805837 (Why is no real title available?)
| 2002-11-24 | Paper |
Robust bounded influence tests against one-sided hypoptheses in general parametric models
Statistics & Probability Letters | 1999-11-22 | Paper |
A Test in the Presence of Nuisance Parameters
| 1998-03-23 | Paper |
On order restricted inference in some mixed linear models
Statistics & Probability Letters | 1998-01-21 | Paper |
A Hotelling's \(T^ 2\)-type statistic for testing against one-sided hypotheses
Journal of Multivariate Analysis | 1997-06-15 | Paper |
On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights
Statistics & Probability Letters | 1996-09-01 | Paper |
On Tests Against One-Sided Hypotheses in Some Generalized Linear Models
Biometrics | 1995-09-24 | Paper |
A Score Test Against One-Sided Alternatives
| 1995-08-21 | Paper |
Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model
Annals of the Institute of Statistical Mathematics | 1993-08-25 | Paper |
Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model
| 1993-04-01 | Paper |
ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR
Australian Journal of Statistics | 1993-04-01 | Paper |
On M-methods in growth curve analysis with asymmetric errors
Journal of Statistical Planning and Inference | 1993-01-16 | Paper |
Robust tests of inequality constraints and one-sided hypotheses in the linear model
Biometrika | 1992-12-07 | Paper |
On the symmetry of m-estimators computed by the huber-dutter algorithm
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
The Annals of Statistics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3746271 (Why is no real title available?)
| 1981-01-01 | Paper |
Minimum mean squared estimation of location and scale parameters under misspecification of the model
Biometrika | 1981-01-01 | Paper |
