| Publication | Date of Publication | Type |
|---|
| Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi | 2023-08-24 | Paper |
| Weighted l1‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors | 2023-08-24 | Paper |
| A class of minimum distance estimators in Markovian multiplicative error models | 2023-06-30 | Paper |
| An analog of Bickel-Rosenblatt test for fitting an error density in the two phase linear regression model | 2023-01-31 | Paper |
| Weighted empirical minimum distance estimators in linear errors-in-variables regression models | 2022-04-08 | Paper |
| A minimum distance lack-of-fit test in a Markovian multiplicative error model | 2021-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991135 | 2021-06-02 | Paper |
| Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models | 2020-12-18 | Paper |
| Minimum distance model checking in Berkson measurement error models with validation data | 2019-09-18 | Paper |
| An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models | 2019-08-01 | Paper |
| Asymptotic Distribution of the Bias Corrected Least Squares Estimators in Measurement Error Linear Regression Models Under Long Memory | 2019-07-30 | Paper |
| Goodness-of-fit testing of error distribution in linear measurement error models | 2018-10-24 | Paper |
| A conversation with Estate V. Khmaladze | 2018-10-02 | Paper |
| Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance | 2018-05-16 | Paper |
| Estimating the Error Distribution in a Single-Index Model | 2018-03-29 | Paper |
| Model checking in Tobit regression with measurement errors using validation data | 2017-10-13 | Paper |
| Asymptotic distributions of some robust scale estimators in explosive AR(1) model | 2017-09-28 | Paper |
| Smooth Estimation of Error Distribution in Nonparametric Regression Under Long Memory | 2017-07-18 | Paper |
| Fitting a two phase threshold multiplicative error model | 2017-03-10 | Paper |
| Minimum distance partial linear regression model checking with Berkson measurement errors | 2016-04-22 | Paper |
| Behavior of R-estimators under measurement errors | 2016-04-01 | Paper |
| A goodness-of-fit test for marginal distribution of linear random fields with long memory | 2016-02-08 | Paper |
| Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models | 2015-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262066 | 2015-07-13 | Paper |
| Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models | 2015-06-12 | Paper |
| Minimum distance lack-of-fit tests under long memory errors | 2015-02-19 | Paper |
| STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES | 2014-12-10 | Paper |
| Simulation extrapolation estimation in parametric models with Laplace measurement error | 2014-11-12 | Paper |
| The transfer principle: a tool for complete case analysis | 2014-09-15 | Paper |
| ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES | 2014-06-20 | Paper |
| LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS | 2014-02-24 | Paper |
| Model checking in Tobit regression via nonparametric smoothing | 2014-02-13 | Paper |
| On asymptotic distributions of weighted sums of periodograms | 2014-02-04 | Paper |
| Large sample results for varying kernel regression estimates | 2013-11-21 | Paper |
| Goodness-of-fit tests for long memory moving average marginal density | 2013-02-21 | Paper |
| A goodness-of-fit test for GARCH innovation density | 2012-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057792 | 2010-11-17 | Paper |
| Minimum distance lack-of-fit tests for fixed design | 2010-10-22 | Paper |
| Goodness-of-fit testing under long memory | 2010-09-20 | Paper |
| Conditional variance model checking | 2010-01-22 | Paper |
| Goodness-of-fit problem for errors in nonparametric regression: distribution free approach | 2009-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3399435 | 2009-10-12 | Paper |
| Testing the tail index in autoregressive models | 2009-09-14 | Paper |
| Testing a sub-hypothesis in linear regression models with long memory covariates and errors. | 2009-08-17 | Paper |
| Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design | 2009-06-09 | Paper |
| Minimum distance regression model checking with Berkson measurement errors | 2009-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497953 | 2008-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502472 | 2008-05-23 | Paper |
| Regression model checking with Berkson measurement errors | 2008-03-28 | Paper |
| Asymptotic inference in some heteroscedastic regression models with long memory design and errors | 2008-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310576 | 2007-10-11 | Paper |
| Nonparametric regression with heteroscedastic long memory errors | 2007-01-09 | Paper |
| Model checks of higher order time series | 2006-08-04 | Paper |
| Fitting an error distribution in some heteroscedastic time series models | 2006-08-03 | Paper |
| Goodness-of-fit testing in interval censoring case 1 | 2006-06-30 | Paper |
| Asymptotics of M-estimators in two-phase linear regression models. | 2005-11-29 | Paper |
| Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation | 2005-09-29 | Paper |
| REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS | 2005-03-07 | Paper |
| Asymptotics of empirical processes of long memory moving averages with infinite variance. | 2004-09-22 | Paper |
| Martingale transforms goodness-of-fit tests in regression models. | 2004-09-15 | Paper |
| Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407612 | 2004-01-14 | Paper |
| Minimum distance regression model checking | 2004-01-06 | Paper |
| Testing for superiority among two regression curves | 2003-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410080 | 2003-07-01 | Paper |
| Asymptotics of maximum likelihood estimator in a two-phase linear regression model | 2003-04-03 | Paper |
| Weighted empirical processes in dynamic nonlinear models. | 2002-08-08 | Paper |
| Asymptotic distributions of some scale estimators in nonlinear models | 2002-01-01 | Paper |
| Second-order behavior of M-estimators in linear regression with long-memory errors | 2001-09-02 | Paper |
| Asymptotic normality of the Whittle estimator in linear regression models with long memory errors | 2001-08-14 | Paper |
| Inference about the ratio of scale parameters in a two-sample setting with current status data | 2001-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4943491 | 2000-03-16 | Paper |
| Estimation of the dependence parameter in linear regression with long-range-dependent errors | 2000-03-01 | Paper |
| Regression model fitting with long memory errors | 2000-02-21 | Paper |
| Nonparametric model checks for time series | 1999-11-09 | Paper |
| Adaptive estimation in a random coefficient autoregressive model | 1999-02-22 | Paper |
| Asymptotic normality of regression estimators with long memory errors | 1999-01-10 | Paper |
| Testing for the equality of two nonparametric regression curves | 1998-08-12 | Paper |
| Asymptotic expansion of \(M\)-estimators with long-memory errors | 1998-04-23 | Paper |
| Note on convergence rates of semiparametric estimators of dependence index | 1997-11-04 | Paper |
| Asymptotics of some estimators and sequential residual empiricals in nonlinear time series | 1997-07-14 | Paper |
| Efficient estimation in nonlinear autoregressive time-series models | 1997-01-01 | Paper |
| Autoregression quantiles and related rank-scores processes | 1996-10-28 | Paper |
| Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression | 1996-05-06 | Paper |
| Minimum distance estimation of the center of symmetry with randomly censored data | 1995-10-03 | Paper |
| Bahadur-Kiefer representations for GM-estimators in autoregression models | 1995-05-23 | Paper |
| Regression quantiles and related processes under long range dependent errors | 1995-03-16 | Paper |
| Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors | 1994-08-15 | Paper |
| On bootstrapping \(M\)-estimated residual processes in multiple linear regression models | 1994-07-04 | Paper |
| \(R\)-estimation of the parameters of autoregressive [AR(\(p\)) models] | 1993-08-23 | Paper |
| M-estimators in linear models with long range dependent errors | 1993-01-16 | Paper |
| A weak convergence result useful in robust autoregression | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3985465 | 1992-06-27 | Paper |
| Weakly adaptive estimators in explosive autoregression | 1990-01-01 | Paper |
| Weak convergence of the residual empirical process in explosive autoregression | 1989-01-01 | Paper |
| A quadraticity limit theorem useful in linear models | 1989-01-01 | Paper |
| Large-Sample Statistics Based on Quadratic Dispersion | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204951 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725518 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3765039 | 1987-01-01 | Paper |
| Minimum distance estimation and goodness-of-fit tests in first-order autoregression | 1986-01-01 | Paper |
| Minimum distance estimation in linear regression with unknown error distributions | 1985-01-01 | Paper |
| On a Kolmogorov-Smirnov type aligned test in linear regression | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746676 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678499 | 1984-01-01 | Paper |
| Estimators of scale parameters in linear regression | 1983-01-01 | Paper |
| Minimum distance estimation in a linear regression model | 1983-01-01 | Paper |
| Asymptotically minimax tests of composite hypotheses for nonergodic type processes | 1983-01-01 | Paper |
| ADAPTIVE ESTIMATION IN LINEAR REGRESSION | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685008 | 1982-01-01 | Paper |
| Regression analysis with randomly right-censored data | 1981-01-01 | Paper |
| Testing for New Better than Used in Expectation with Incomplete Data | 1980-01-01 | Paper |
| Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes | 1979-01-01 | Paper |
| Testing for new is better than used in expectation | 1978-01-01 | Paper |
| A class of tests for testing ‘new is better than used’ | 1978-01-01 | Paper |
| Behavior of robust estimators in the regression model with dependent errors | 1977-01-01 | Paper |
| A test for new better than used | 1977-01-01 | Paper |
| \(L_1\) rates of convergence for linear rank statistics | 1976-01-01 | Paper |
| Power bounds for a Smirnov statistic in testing the hypothesis of symmetry | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4098507 | 1976-01-01 | Paper |
| Asymptotic normality of H-L estimators based on dependent data | 1975-01-01 | Paper |
| Asymptotic normality of signed rank statistics | 1972-01-01 | Paper |
| Weak Convergence of Weighted Empirical Cumulatives Based on Ranks | 1972-01-01 | Paper |
| Some Asymptotic Results on Random Rank Statistics | 1972-01-01 | Paper |
| Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression | 1971-01-01 | Paper |
| A Class of ADF Tests for Subhypothesis in the Multiple Linear Regression | 1970-01-01 | Paper |
| Some Convergence Theorems for Ranks and Weighted Empirical Cumulatives | 1970-01-01 | Paper |
| Asymptotic Normality of Random Rank Statistics | 1970-01-01 | Paper |
| Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression | 1969-01-01 | Paper |
