| Publication | Date of Publication | Type |
|---|
| Depthgram: visualizing outliers in high-dimensional functional data with application to fMRI data exploration | 2024-10-29 | Paper |
| Censored functional data for incomplete follow-up studies | 2024-10-29 | Paper |
| Band depth based initialization of K-means for functional data clustering | 2023-06-27 | Paper |
| Homogeneity test for functional data | 2022-02-22 | Paper |
| Initializing \(k\)-means clustering by bootstrap and data depth | 2021-10-26 | Paper |
| Variable selection with P-splines in functional linear regression: application in graft-versus-host disease | 2021-07-09 | Paper |
| Functional boxplots based on epigraphs and hypographs | 2020-12-03 | Paper |
| Robust depth-based tools for the analysis of gene expression data | 2020-08-04 | Paper |
| Sieve bootstrap prediction intervals | 2020-07-21 | Paper |
| Missing Values Resampling for Time Series | 2020-07-15 | Paper |
| A Kendall correlation coefficient between functional data | 2020-03-02 | Paper |
| Spearman coefficient for functions | 2020-02-17 | Paper |
| Data learning from big data | 2018-06-20 | Paper |
| Robust unit root tests with autoregressive errors | 2016-11-09 | Paper |
| Robust functional supervised classification for time series | 2016-04-18 | Paper |
| A half-region depth for functional data | 2016-01-12 | Paper |
| Comparing quantile residual life functions by confidence bands | 2015-10-15 | Paper |
| Discussion of ``Multivariate functional outlier detection | 2015-09-25 | Paper |
| On the Concept of Depth for Functional Data | 2015-05-29 | Paper |
| Unit root bootstrap tests under infinite variance | 2014-11-20 | Paper |
| Portfolio selection through an extremality stochastic order | 2014-04-10 | Paper |
| Percentile residual life orders | 2013-11-15 | Paper |
| Supervised classification for functional data: a weighted distance approach | 2012-12-07 | Paper |
| Robust depth-based estimation in the time warping model | 2012-08-08 | Paper |
| The percentile residual life up to time \(t_{0}\): ordering and aging properties | 2011-08-01 | Paper |
| Depth-based inference for functional data | 2009-05-29 | Paper |
| Bootstrap prediction for returns and volatilities in GARCH models | 2008-12-11 | Paper |
| Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods | 2007-09-11 | Paper |
| Introducing model uncertainty by moving blocks bootstrap | 2007-02-13 | Paper |
| Bootstrap predictive inference for ARIMA processes | 2005-05-20 | Paper |
| Resampling time series using missing values techniques | 2004-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461337 | 2004-03-30 | Paper |
| On sieve bootstrap prediction intervals. | 2004-02-14 | Paper |
| Random coefficient regressions: parametric goodness-of-fit tests. | 2004-01-06 | Paper |
| Forecasting time series with sieve bootstrap | 2003-03-26 | Paper |
| On the explosion rate of maximum-bias functions | 2000-08-10 | Paper |
| Bootstrap tests for unit roots based on LAD estimation | 2000-06-07 | Paper |
| Goodness of fit tests in random coefficient regression models | 1999-01-01 | Paper |
| Stability under contamination of robust regression estimators based on differences of residuals. | 1998-01-01 | Paper |
| Unit root bootstrap tests for AR (1) models | 1997-11-18 | Paper |
| Differentiable functionals and smoothed bootstrap | 1997-10-26 | Paper |
| On the estimation of the influence curve | 1995-08-22 | Paper |
| The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach | 1995-05-10 | Paper |
| On robustness properties of bootstrap approximations | 1994-05-19 | Paper |
| Stable limits for empirical processes on Vapnik-Červonenkis classes of functions | 1993-06-29 | Paper |
| On the type hypothesis for the strong law of large numbers | 1987-01-01 | Paper |
| Generalizacion del teorema de Hanson y Russo para B-variables aleatorias | 1986-01-01 | Paper |
