Publication | Date of Publication | Type |
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Estimating the Covariance of Fragmented and Other Related Types of Functional Data | 2023-05-22 | Paper |
Semiparametric estimators of functional measurement error models with unknown error | 2022-07-11 | Paper |
Statistical Inference for Evolving Periodic Functions | 2022-07-11 | Paper |
Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors | 2022-07-11 | Paper |
Quick and Easy One-Step Parameter Estimation in Differential Equations | 2022-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4991173 | 2021-06-02 | Paper |
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation | 2021-01-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5216385 | 2020-02-17 | Paper |
Clustering Functional Data into Groups by Using Projections | 2019-09-26 | Paper |
Approximating fragmented functional data by segments of Markov chains | 2019-06-24 | Paper |
A frequency domain analysis of the error distribution from noisy high-frequency data | 2019-06-24 | Paper |
Confidence Bands in Non-Parametric Errors-In-Variables Regression | 2019-06-14 | Paper |
Truncated Linear Models for Functional Data | 2019-06-12 | Paper |
Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation | 2019-06-12 | Paper |
Achieving near Perfect Classification for Functional Data | 2019-05-09 | Paper |
A Tilting Approach to Ranking Influence | 2019-05-09 | Paper |
Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown | 2019-05-09 | Paper |
Split Sample Methods for Constructing Confidence Intervals for Binomial and Poisson Parameters | 2019-05-09 | Paper |
Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction | 2019-04-30 | Paper |
Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s t-Statistic | 2019-04-30 | Paper |
Wavelet methods for erratic regression means in the presence of measurement error | 2018-11-22 | Paper |
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error. | 2018-11-22 | Paper |
EMPIRICAL FOURIER METHODS FOR INTERVAL CENSORED DATA | 2018-11-22 | Paper |
On selecting interacting features from high-dimensional data | 2018-11-08 | Paper |
Nonparametric tilted density function estimation: a cross-validation criterion | 2018-06-20 | Paper |
Asymptotically optimal difference-based estimation of variance in nonparametric regression | 2018-01-23 | Paper |
Nonparametric analysis of earthquake point-process data | 2017-10-09 | Paper |
Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions | 2017-10-09 | Paper |
SEQUENTIAL, BOTTOM‐UP VARIABLE SELECTION FOR HIGH‐DIMENSIONAL CLASSIFICATION | 2017-09-11 | Paper |
Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem | 2017-08-04 | Paper |
Estimating Component Reliability Based on Failure Time Data from a System of Unknown Design | 2017-04-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q2968862 | 2017-03-22 | Paper |
Nonparametric covariate-adjusted regression | 2016-11-18 | Paper |
Nonparametric estimation for a class of Lévy processes | 2016-08-04 | Paper |
Nonparametric least squares estimation in derivative families | 2016-08-04 | Paper |
Amendments and Corrections | 2016-06-27 | Paper |
ESTIMATING A PARAMETER WHEN IT IS KNOWN THAT THE PARAMETER EXCEEDS A GIVEN VALUE | 2016-06-01 | Paper |
Unified approach to testing functional hypotheses in semiparametric contexts | 2016-03-30 | Paper |
A short prehistory of the bootstrap | 2016-03-02 | Paper |
Nonparametric methods for group testing data, taking dilution into account | 2016-01-08 | Paper |
Comment: ``Citation statistics | 2015-12-22 | Paper |
Nonparametric estimation of component reliability based on lifetime data from systems of varying design | 2015-10-26 | Paper |
Least squares sieve estimation of mixture distributions with boundary effects | 2015-07-21 | Paper |
Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error | 2015-06-17 | Paper |
Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data | 2015-06-17 | Paper |
Using Evidence of Mixed Populations to Select Variables for Clustering Very High-Dimensional Data | 2015-06-15 | Paper |
Nonparametric Prediction in Measurement Error Models | 2015-06-10 | Paper |
Rejoinder | 2015-06-10 | Paper |
Infinite order cross-validated local polynomial regression | 2015-05-06 | Paper |
Double-bootstrap methods that use a single double-bootstrap simulation | 2015-04-24 | Paper |
New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data | 2014-10-02 | Paper |
Feature selection when there are many influential features | 2014-08-08 | Paper |
Simple tiered classifiers | 2014-04-22 | Paper |
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling | 2014-04-04 | Paper |
Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier | 2014-04-04 | Paper |
Classification Using Censored Functional Data | 2014-04-01 | Paper |
A simple bootstrap method for constructing nonparametric confidence bands for functions | 2013-12-11 | Paper |
Normal approximation and smoothness for sums of means of lattice-valued random variables | 2013-10-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q2844437 | 2013-08-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5326941 | 2013-08-01 | Paper |
Deconvolution estimation of mixture distributions with boundaries | 2013-05-29 | Paper |
Weighted least squares methods for prediction in the functional data linear model | 2013-05-27 | Paper |
Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists | 2013-04-22 | Paper |
Choosing trajectory and data type when classifying functional data | 2012-11-30 | Paper |
Comment: Robustness to Assumption of Normally Distributed Errors | 2012-11-09 | Paper |
Deconvolution When Classifying Noisy Data Involving Transformations | 2012-11-09 | Paper |
Deconvolution Methods for Non-Parametric Inference in two-level Mixed Models | 2012-10-25 | Paper |
Tilting Methods for Assessing the Influence of Components in a Classifier | 2012-10-16 | Paper |
Strong approximations of level exceedences related to multiple hypothesis testing | 2012-09-19 | Paper |
Nonparametric estimation of mean-squared prediction error in nested-error regression models | 2012-09-03 | Paper |
Nonparametric regression with homogeneous group testing data | 2012-09-03 | Paper |
Methodology and theory for partial least squares applied to functional data | 2012-09-03 | Paper |
Effect of heavy tails on ultra high dimensional variable ranking methods | 2012-08-24 | Paper |
Componentwise classification and clustering of functional data | 2012-06-18 | Paper |
Asymptotic normality and valid inference for Gaussian variational approximation | 2012-02-21 | Paper |
Estimation of observation-error variance in errors-in-variables regression | 2011-10-21 | Paper |
Single and multiple index functional regression models with nonparametric link | 2011-09-14 | Paper |
Distribution estimators and confidence intervals for stereological volumes | 2011-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3077990 | 2011-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3074776 | 2011-02-10 | Paper |
Median-Based Classifiers for High-Dimensional Data | 2011-02-01 | Paper |
Most-predictive design points for functional data predictors | 2011-01-20 | Paper |
Bootstrap confidence intervals and hypothesis tests for extrema of parameters | 2011-01-20 | Paper |
Modeling the variability of rankings | 2010-11-15 | Paper |
Nonparametric ``regression when errors are positioned at end-points | 2010-11-12 | Paper |
Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’ | 2010-06-18 | Paper |
Innovated higher criticism for detecting sparse signals in correlated noise | 2010-06-01 | Paper |
Innovated higher criticism for detecting sparse signals in correlated noise | 2010-05-26 | Paper |
Optimal properties of centroid-based classifiers for very high-dimensional data | 2010-03-24 | Paper |
Defining probability density for a distribution of random functions | 2010-03-24 | Paper |
Incorporating prior probabilities into high-dimensional classifiers | 2010-03-22 | Paper |
Kernel methods and minimum contrast estimators for empirical deconvolution | 2010-03-01 | Paper |
Goodness-of-fit tests for functional data | 2010-02-12 | Paper |
Using the bootstrap to quantify the authority of an empirical ranking | 2009-12-09 | Paper |
Robust nearest-neighbor methods for classifying high-dimensional data | 2009-12-09 | Paper |
Estimation of functional derivatives | 2009-12-09 | Paper |
Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: a nearest block bootstrap approach | 2009-12-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q5323623 | 2009-07-23 | Paper |
Scale adjustments for classifiers in high-dimensional, low sample size settings | 2009-06-17 | Paper |
To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied? | 2009-06-12 | Paper |
Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems | 2009-06-12 | Paper |
Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes | 2009-06-10 | Paper |
Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes | 2009-06-10 | Paper |
Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available | 2009-06-10 | Paper |
Reducing variability of crossvalidation for smoothing-parameter choice | 2009-03-11 | Paper |
Tracking Edges, Corners and Vertices in an Image | 2009-02-28 | Paper |
Robustness of multiple testing procedures against dependence | 2009-02-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3600738 | 2009-02-05 | Paper |
Theory for high-order bounds in functional principal components analysis | 2009-01-30 | Paper |
Nonparametric inference in multivariate mixtures | 2009-01-29 | Paper |
Confidence bands for hazard rates under random censorship | 2009-01-15 | Paper |
Using the periodogram to estimate period in nonparametric regression | 2009-01-15 | Paper |
Estimating a bivariate density when there are extra data on one or both components | 2009-01-15 | Paper |
Nonuniform Sequential Sampling for Signal Analysis | 2008-12-21 | Paper |
Estimation of distributions, moments and quantiles in deconvolution problems | 2008-11-18 | Paper |
Choice of neighbor order in nearest-neighbor classification | 2008-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3535244 | 2008-11-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3535293 | 2008-11-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3534837 | 2008-11-05 | Paper |
On deconvolution with repeated measurements | 2008-04-23 | Paper |
Weighted-bootstrap alignment of explanatory variables | 2008-03-28 | Paper |
Properties of higher criticism under strong dependence | 2008-03-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5449209 | 2008-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5449210 | 2008-03-11 | Paper |
Testing the suitability of polynomial models in errors-in-variables problems | 2008-02-26 | Paper |
Accelerated convergence for nonparametric regression with coarsened predictors | 2008-02-26 | Paper |
Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong | 2008-01-14 | Paper |
On Properties of Functional Principal Components Analysis | 2008-01-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5426264 | 2007-11-12 | Paper |
Nonparametric estimation of a point-spread function in multivariate problems | 2007-10-17 | Paper |
A ridge-parameter approach to deconvolution | 2007-10-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q5310574 | 2007-10-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5308601 | 2007-09-28 | Paper |
Nonparametric Density Estimation From Covariate Information | 2007-08-20 | Paper |
Methodology and convergence rates for functional linear regression | 2007-07-23 | Paper |
Nonparametric estimation when data on derivatives are available | 2007-07-23 | Paper |
Locating lines among scattered points | 2007-05-24 | Paper |
Loss and risk in smoothing parameter selection | 2007-04-16 | Paper |
Nonparametric confidence intervals for receiver operating characteristic curves | 2007-03-20 | Paper |
On bagging and nonlinear estimation | 2007-02-14 | Paper |
Asymptotic properties of estimators in age-period-cohort analysis | 2006-11-15 | Paper |
Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem | 2006-11-14 | Paper |
On Parametric Bootstrap Methods for Small Area Prediction | 2006-11-14 | Paper |
Assessing the Finite Dimensionality of Functional Data | 2006-11-14 | Paper |
On optimal kernel choice for deconvolution | 2006-10-05 | Paper |
Methods for tracking support boundaries with corners | 2006-10-05 | Paper |
Bayesian Likelihood Methods for Estimating the End Point of a Distribution | 2006-10-04 | Paper |
Properties of principal component methods for functional and longitudinal data analysis | 2006-08-24 | Paper |
Assessing extrema of empirical principal component functions | 2006-08-24 | Paper |
Inference in Arch and Garch Models with Heavy-Tailed Errors | 2006-06-19 | Paper |
Nonparametric methods for inference in the presence of instrumental variables | 2006-03-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q5701058 | 2005-11-02 | Paper |
Testing for monotone increasing hazard rate | 2005-10-18 | Paper |
Approximating conditional distribution functions using dimension reduction | 2005-10-18 | Paper |
Theory for penalised spline regression | 2005-09-05 | Paper |
Discrete-transform approach to deconvolution problems | 2005-09-05 | Paper |
Properties of Bagged Nearest Neighbour Classifiers | 2005-09-01 | Paper |
Geometric Representation of High Dimension, Low Sample Size Data | 2005-09-01 | Paper |
Theoretical analysis of power in a two-component normal mixture model | 2005-08-05 | Paper |
Bandwidth choice for nonparametric classification | 2005-06-23 | Paper |
An application of classical invariant theory to identifiability in nonparametric mixtures. | 2005-04-29 | Paper |
Nonparametric Methods for Deconvolving Multiperiodic Functions | 2005-04-22 | Paper |
Nonparametric Inference About Service Time Distribution from Indirect Measurements | 2005-04-22 | Paper |
Prediction Regions for Bivariate Extreme Events | 2005-04-11 | Paper |
Low Order Approximations in Deconvolution and Regression with Errors in Variables | 2005-04-11 | Paper |
Data Tilting for Time Series | 2005-04-11 | Paper |
Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors | 2005-04-11 | Paper |
Relative Efficiencies of Kernel and Local Likelihood Density Estimators | 2005-04-11 | Paper |
Nonparametric methods of inference for finite-state, inhomogeneous Markov processes | 2005-03-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4660416 | 2005-03-21 | Paper |
Wavelet-based estimation with multiple sampling rates | 2005-02-28 | Paper |
Attributing a probability to the shape of a probability density | 2005-02-28 | Paper |
Bump hunting with non-Gaussian kernels | 2005-02-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4651029 | 2005-02-21 | Paper |
Bandwidth choice for local polynomial estimation of smooth boundaries | 2004-11-23 | Paper |
Interval and band estimation for curves with jumps | 2004-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4818524 | 2004-09-28 | Paper |
Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. | 2004-09-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4810472 | 2004-09-06 | Paper |
Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error | 2004-06-10 | Paper |
Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation | 2004-06-10 | Paper |
Inference in components of variance models with low replication | 2004-05-18 | Paper |
Estimation in a simple random effects model with nonnormal distributions | 2004-03-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4453307 | 2004-03-07 | Paper |
Improved methods for bandwidth selection when estimating ROC curves. | 2004-02-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q2762127 | 2004-02-08 | Paper |
Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces | 2003-11-10 | Paper |
Prediction and nonparametric estimation for time series with heavy tails | 2003-10-22 | Paper |
Theory & Methods: Data Sharpening for Hazard Rate Estimation | 2003-10-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801743 | 2003-10-14 | Paper |
Nonparametric estimation of component distributions in a multivariate mixture | 2003-09-14 | Paper |
Reducing variance in nonparametric surface estimation | 2003-09-01 | Paper |
Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs | 2003-08-13 | Paper |
Permutation tests for equality of distributions in high-dimensional settings | 2003-08-13 | Paper |
High Order Data Sharpening for Density Estimation | 2003-08-07 | Paper |
New methods for bias correction at endpoints and boundaries | 2003-07-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4542753 | 2003-06-05 | Paper |
Rolling-ball method for estimating the boundary of the support of a point-process intensity. (Méthode de roulement pour l'estimation de la frontière du support de l'intensité d'un processus ponctuel) | 2003-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4787679 | 2003-01-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4543026 | 2002-12-03 | Paper |
Likelihood-based confidence bands for fault lines in response surfaces | 2002-12-01 | Paper |
Testing for monotonicity of a regression mean by calibrating for linear functions. | 2002-11-14 | Paper |
Tracking a smooth fault line in a response surface. | 2002-11-14 | Paper |
Data sharpening methods for bias reduction in nonparametric regression. | 2002-11-14 | Paper |
Nonparametric kernel regression subject to monotonicity constraints | 2002-11-14 | Paper |
Bootstrapping nonparametric density estimators with empirically chosen bandwidths. | 2002-11-14 | Paper |
Effect of dependence on stochastic measures of accuracy of density estimators | 2002-11-14 | Paper |
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data | 2002-11-14 | Paper |
Estimating and depicting the structure of a distribution of random functions | 2002-10-21 | Paper |
Methods for Estimating a Conditional Distribution Function | 2002-07-30 | Paper |
Methods for Density Estimation in Thick-Slice Versions of Wicksell's Problem | 2002-07-30 | Paper |
A Functional Data—Analytic Approach to Signal Discrimination | 2002-07-30 | Paper |
Moving-maximum models for extrema of time series | 2002-06-16 | Paper |
Improving Coverage Accuracy of Nonparametric Prediction Intervals | 2002-06-10 | Paper |
The smoothed median and the bootstrap | 2002-05-13 | Paper |
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators | 2002-03-26 | Paper |
Reducing variability using bootstrap methods with qualitative constraints | 2002-02-19 | Paper |
A Diagnostic for Selecting the Threshold in Extreme Value Analysis | 2002-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q2739226 | 2001-09-09 | Paper |
Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals | 2001-07-05 | Paper |
On the estimation of poles in intensity functions | 2001-07-03 | Paper |
Mode testing in difficult cases | 2001-03-29 | Paper |
Tests for monotonicity of a regression mean with guaranteed level | 2001-03-11 | Paper |
Reducing bias without prejudicing sign | 2001-02-28 | Paper |
Biometrika Centenary: Nonparametrics | 2001-01-01 | Paper |
Local Likelihood Tracking of Fault Lines and Boundaries | 2001-01-01 | Paper |
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order | 2000-11-23 | Paper |
Monte carlo approximation to edgeworth expansions | 2000-11-20 | Paper |
Miscellanea. Data sharpening as a prelude to density estimation | 2000-08-24 | Paper |
On prediction intervals based on predictive likelihood or bootstrap methods | 2000-08-24 | Paper |
Edgeworth expansions in very-high-dimensional problems | 2000-08-21 | Paper |
A Weighted Bootstrap Approach to Bootstrap Iteration | 2000-08-13 | Paper |
A note on the wavelet oracle | 2000-07-03 | Paper |
Miscellanea. A note on design transformation and binning in nonparametric curve estimation | 2000-06-13 | Paper |
Estimating a tail exponent by modelling departure from a Pareto distribution | 2000-06-07 | Paper |
Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population | 2000-05-18 | Paper |
Skewing methods for two-parameter locally parametric density estimation | 2000-04-09 | Paper |
Intentionally Biased Bootstrap Methods | 2000-02-21 | Paper |
Biased Bootstrap Methods for Reducing the Effects of Contamination | 2000-02-13 | Paper |
High-derivative parametric enhancements of nonparametric curve estimators | 2000-02-13 | Paper |
Distribution and dependence-function estimation for bivariate extreme-value distributions. | 2000-01-01 | Paper |
Rendering parametric procedures more robust by empirically tilting the model | 2000-01-01 | Paper |
On global performance of approximations to smooth curves using gridded data | 1999-12-20 | Paper |
On the estimation of jump points in smooth curves | 1999-12-19 | Paper |
Fractal Analysis of Surface Roughness by Using Spatial Data | 1999-12-14 | Paper |
Properties of distributions and correlation integrals for generalized versions of the logistic map | 1999-11-18 | Paper |
Block threshold rules for curve estimation using kernel and wavelet methods | 1999-11-09 | Paper |
Geoffrey Stuart Watson: Tributes and Obituary (3 December 1921 - 3 January 1998) | 1999-10-28 | Paper |
Bandwith selection for the smoothing of distribution functions | 1999-10-04 | Paper |
Matched-block bootstrap for dependent data | 1999-09-21 | Paper |
On statistical inference based on record values | 1999-09-14 | Paper |
Estimating the end-point of a probability distribution using minimum-distance methods | 1999-07-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4238464 | 1999-07-04 | Paper |
Adaptive Inference for the Two-Sample Scale Problem | 1999-06-10 | Paper |
Reducing bias in curve estimation by use of weights. | 1999-04-28 | Paper |
Nonparametric Estimation of the Mode of A Distribution of Random Curves | 1999-04-08 | Paper |
Calibrating the Excess Mass and Dip Tests of Modality | 1999-04-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4225474 | 1999-01-13 | Paper |
On bias reduction in local linear smoothing | 1998-12-15 | Paper |
On mode testing and empirical approximations to distributions | 1998-12-02 | Paper |
On choosing a non-integer resolution level when using wavelet methods | 1998-11-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4209827 | 1998-11-08 | Paper |
On polynomial estimators of frontiers and boundaries | 1998-10-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4378640 | 1998-10-01 | Paper |
Approximating a line thrown at random onto a grid | 1998-08-30 | Paper |
Optimal design for curve estimation by local linear smoothing | 1998-08-30 | Paper |
Applications of intentionally biased bootstrap methods | 1998-08-05 | Paper |
On the Estimation of a Convex Set From Noisy Data on Its Support Function | 1998-06-22 | Paper |
Covariate-Matched One-Sided Tests for the Difference Between Functional Means | 1998-06-18 | Paper |
On the role of the shrinkage parameter in local linear smoothing | 1998-03-23 | Paper |
Improved Pivotal Methods for Constructing Confidence Regions With Directional Data | 1998-03-05 | Paper |
Bootstrap Confidence Regions for the Intensity of a Poisson Point Process | 1998-03-05 | Paper |
Interpolation methods for nonlinear wavelet regression with irregularly spaced design | 1998-02-08 | Paper |
On the effect of inliers on the spatial median | 1997-12-15 | Paper |
Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression | 1997-11-18 | Paper |
On Sample Reuse Methods for Spatial Data | 1997-11-13 | Paper |
On the inconsistency of bootstrap distribution estimators | 1997-11-10 | Paper |
Note on convergence rates of semiparametric estimators of dependence index | 1997-11-04 | Paper |
On the estimation of extreme tail probabilities | 1997-10-06 | Paper |
On the estimation of a support curve of indeterminate sharpness | 1997-10-01 | Paper |
Curve estimation when the design density is low | 1997-08-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4348101 | 1997-08-12 | Paper |
On the dimension of the boundary of clumps in a multi-type Boolean model | 1997-08-03 | Paper |
Performance of wavelet methods for functions with many discontinuities | 1997-08-03 | Paper |
On nonparametric estimation of intercept and slope distributions in random coefficient regression | 1997-08-03 | Paper |
On distribution-free inference for record-value data with trend | 1997-08-03 | Paper |
On bootstrap estimation of the distribution of the Studentized mean | 1997-07-03 | Paper |
Effects of smoothing on multivariate statistical properties of the normal to a rough curve or surface | 1997-06-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5688318 | 1997-03-11 | Paper |
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors | 1997-02-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4892505 | 1997-02-12 | Paper |
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators | 1997-01-19 | Paper |
On the minimisation of \(L^ p\) error in mode estimation | 1997-01-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4369012 | 1997-01-01 | Paper |
Enhancing convolution and interpolation methods for nonparametric regression | 1997-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4715597 | 1996-11-18 | Paper |
A curious property of the derivatives of the Cauchy density | 1996-09-01 | Paper |
On bandwidth choice for density estimation with dependent data | 1996-09-01 | Paper |
Periodogram-based estimators of fractal properties | 1996-08-21 | Paper |
On the accuracy of binned kernel density estimators | 1996-08-05 | Paper |
ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP | 1996-05-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4869552 | 1996-04-22 | Paper |
On blocking rules for the bootstrap with dependent data | 1996-01-25 | Paper |
On the biases of error estimators in prediction problems | 1996-01-11 | Paper |
On general resampling algorithms and their performance in distribution estimation | 1996-01-02 | Paper |
On the Effect of Measuring a Self-Similar Process | 1995-11-26 | Paper |
On partial local smoothing rules for curve estimation | 1995-10-10 | Paper |
Estimators of integrals of powers of density derivatives | 1995-09-17 | Paper |
On the nonparametric estimation of covariance functions | 1995-08-21 | Paper |
Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion | 1995-08-21 | Paper |
Improved variable window kernel estimates of probability densities | 1995-08-16 | Paper |
ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS | 1995-06-29 | Paper |
The bootstrap and Edgeworth expansion | 1995-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4328419 | 1995-04-02 | Paper |
Edgeworth expansions for nonparametric density estimators, with applications | 1995-03-29 | Paper |
On the validity of Edgeworth and saddlepoint approximations | 1995-03-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4319912 | 1995-03-01 | Paper |
Bootstrap Methods for Finite Populations | 1995-02-23 | Paper |
Asymptotically optimal balloon density estimates | 1995-02-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4280417 | 1995-01-19 | Paper |
On curve estimation by minimizing mean absolute deviation and its implications | 1994-12-05 | Paper |
A note on coverage error of bootstrap confidence intervals for quantiles | 1994-11-17 | Paper |
Estimators of the finite population distribution function using nonparametric regression | 1994-11-13 | Paper |
On the relationship between fractal dimension and fractal index for stationary stochastic processes | 1994-10-24 | Paper |
Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates | 1994-10-17 | Paper |
On the average difference between concomitants and order statistics | 1994-08-11 | Paper |
ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA | 1994-07-20 | Paper |
Estimation of Lag in Misregistered, Averaged Images | 1994-07-10 | Paper |
On the Erratic Behavior of Estimators of N in the Binomial N, p Distribution | 1994-07-10 | Paper |
Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression | 1994-06-30 | Paper |
Bootstrap confidence regions for functional relationships in errors-in- variables models | 1994-06-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4272826 | 1994-03-23 | Paper |
On the calculation of standard error for quotation in confidence statements | 1994-03-07 | Paper |
On almost linearity of low dimensional projections from high dimensional data | 1994-03-07 | Paper |
An improvement of the jackknife distribution function estimator | 1994-02-28 | Paper |
Smoothed empirical likelihood confidence intervals for quantiles | 1994-02-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4272800 | 1994-02-02 | Paper |
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER | 1994-02-02 | Paper |
On plug-in rules for local smoothing of density estimators | 1994-01-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4272817 | 1994-01-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4272618 | 1993-12-20 | Paper |
Correcting the negativity of high-order kernel density estimators | 1993-12-06 | Paper |
Balanced importance resampling for the bootstrap | 1993-11-24 | Paper |
Simultaneous bootstrap confidence bands in regression | 1993-10-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4203557 | 1993-09-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4203563 | 1993-09-07 | Paper |
On the performance of box-counting estimators of fractal dimension | 1993-08-30 | Paper |
On the estimation of entropy | 1993-08-25 | Paper |
Optimal smoothing in single-index models | 1993-08-23 | Paper |
A distribution is completely determined by its translated moments | 1993-07-07 | Paper |
SEMIPARAMETRIC COMPARISON OF REGRESSION CURVES VIA NORMAL LIKELIHOODS | 1993-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4040734 | 1993-06-05 | Paper |
Estimating coefficient distributions in random coefficient regressions | 1993-05-16 | Paper |
Rate of convergence of the empirical Radon transform | 1993-05-16 | Paper |
On the performance of kernel estimators for high-dimensional, sparse binary data | 1993-05-16 | Paper |
On the backfitting algorithm for additive regression models | 1993-05-16 | Paper |
Bootstrap estimation of conditional distributions | 1993-04-01 | Paper |
Regression Smoothing Parameters That Are Not Far From Their Optimum | 1993-04-01 | Paper |
Convergence rates in the central limit theorem for means of autoregressive and moving average sequences | 1993-01-17 | Paper |
The abscissa of convergence of the Laplace transform | 1993-01-16 | Paper |
Properties of estimators of the finite population distribution function | 1992-12-07 | Paper |
On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems | 1992-11-29 | Paper |
On global properties of variable bandwidth density estimators | 1992-09-27 | Paper |
Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density | 1992-09-27 | Paper |
On bootstrap confidence intervals in nonparametric regression | 1992-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4011456 | 1992-09-27 | Paper |
The bootstrap and Edgeworth expansion | 1992-09-18 | Paper |
Normal approximation in regression | 1992-06-28 | Paper |
Smoothed cross-validation | 1992-06-28 | Paper |
On the bootstrap and the trimmed mean | 1992-06-28 | Paper |
On the Feasibility of Cross-Validation in Image Analysis | 1992-06-28 | Paper |
Lower bounds for bandwidth selection in density estimation | 1992-06-26 | Paper |
Influence of design on the rate of convergence to normality in L1 regression | 1992-06-26 | Paper |
Adaptive \(M\)-estimation in nonparametric regression | 1992-06-25 | Paper |
On the law of the logarithm for density estimators | 1992-06-25 | Paper |
Nonparametric estimation of optimal performance criteria in quality engineering | 1992-06-25 | Paper |
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles | 1991-01-01 | Paper |
On iterated logarithm laws for linear arrays and nonparametric regression estimators | 1991-01-01 | Paper |
On convergence rates of suprema | 1991-01-01 | Paper |
Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency | 1991-01-01 | Paper |
Empirical likelihood is Bartlett-correctable | 1991-01-01 | Paper |
On estimation of noise variance in two-dimensional signal processing | 1991-01-01 | Paper |
On optimal data-based bandwidth selection in kernel density estimation | 1991-01-01 | Paper |
Bootstrap Test for Difference Between Means in Nonparametric Regression | 1990-01-01 | Paper |
Nonparametric regression with long-range dependence | 1990-01-01 | Paper |
Asymptotic properties of the bootstrap for heavy-tailed distributions | 1990-01-01 | Paper |
Mean squared error properties of kernel estimates of regression quantiles | 1990-01-01 | Paper |
Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems | 1990-01-01 | Paper |
Convergence rates in density estimation for data from infinite-order moving average processes | 1990-01-01 | Paper |
Pseudo-likelihood theory for empirical likelihood | 1990-01-01 | Paper |
On the relative performance of bootstrap and Edgeworth approximations of a distribution function | 1990-01-01 | Paper |
Optimal convergence rates in signal recovery | 1990-01-01 | Paper |
Performance of balanced bootstrap resampling in distribution function and quantile problems | 1990-01-01 | Paper |
Akaike's information criterion and Kullback-Leibler loss for histogram density estimation | 1990-01-01 | Paper |
On continuous image models and image analysis in the presence of correlated noise | 1990-01-01 | Paper |
THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R-ESTIMATOR | 1990-01-01 | Paper |
On variance estimation in nonparametric regression | 1990-01-01 | Paper |
Effects of design and error on normal convergence rates in regression problems | 1990-01-01 | Paper |
Methodology and Algorithms of Empirical Likelihood | 1990-01-01 | Paper |
On the bias of variable bandwidth curve estimators | 1990-01-01 | Paper |
On projection pursuit regression | 1989-01-01 | Paper |
Unusual properties of bootstrap confidence intervals in regression problems | 1989-01-01 | Paper |
On smoothing and the bootstrap | 1989-01-01 | Paper |
A local cross-validation algorithm | 1989-01-01 | Paper |
A note on the accuracy of bootstrap percentile method confidence intervals for a quantile | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3473965 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3477804 | 1989-01-01 | Paper |
On Convergence Rates in Nonparametric Problems | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3825946 | 1989-01-01 | Paper |
On efficient bootstrap simulation | 1989-01-01 | Paper |
Comparison of parametric and empirical likelihood functions | 1989-01-01 | Paper |
Antithetic resampling for the bootstrap | 1989-01-01 | Paper |
On polynomial-based projection indices for exploratory projection pursuit | 1989-01-01 | Paper |
Bootstrap methods for constructing confidence regions for hands | 1989-01-01 | Paper |
Better nonparametric bootstrap confidence intervals for the correlation coefficient | 1989-01-01 | Paper |
On the effect of random norming on the rate of convergence in the central limit theorem | 1988-01-01 | Paper |
Products of independent, normally attracted random variables | 1988-01-01 | Paper |
On the minimization of absolute distance in kernel density estimation | 1988-01-01 | Paper |
Choice of kernel order in density estimation | 1988-01-01 | Paper |
Variable window width kernel estimates of probability densities | 1988-01-01 | Paper |
Estimating the direction in which a data set is most interesting | 1988-01-01 | Paper |
Exact convergence rate of bootstrap quantile variance estimator | 1988-01-01 | Paper |
The kernel method for unfolding sphere size distributions | 1988-01-01 | Paper |
Rate of convergence in bootstrap approximations | 1988-01-01 | Paper |
Theoretical comparison of bootstrap confidence intervals | 1988-01-01 | Paper |
On confidence bands in nonparametric density estimation and regression | 1988-01-01 | Paper |
Minimizing \(L_ 1\) distance in nonparametric density estimation | 1988-01-01 | Paper |
On Confidence Intervals for Spatial Parameters Estimated from Nonreplicated Data | 1988-01-01 | Paper |
On the level-error after Bartlett adjustment of the likelihood ratio statistic | 1988-01-01 | Paper |
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum? | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3787304 | 1988-01-01 | Paper |
On nonparametric discrimination using density differences | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3798057 | 1988-01-01 | Paper |
Errata: On the Processing of a Motion-Blurred Image | 1988-01-01 | Paper |
On bootstrap resampling and iteration | 1988-01-01 | Paper |
On stochastic complexity and nonparametric density estimation | 1988-01-01 | Paper |
Optimal Rates of Convergence for Deconvolving a Density | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3828898 | 1988-01-01 | Paper |
Kernel density estimation with spherical data | 1987-01-01 | Paper |
Edgeworth expansion for Student's t statistic under minimal moment conditions | 1987-01-01 | Paper |
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation | 1987-01-01 | Paper |
Cross-validation and the smoothing of orthogonal series density estimators | 1987-01-01 | Paper |
Estimation of integrated squared density derivatives | 1987-01-01 | Paper |
On the use of compactly supported density estimates in problems of discrimination | 1987-01-01 | Paper |
On the amount of noise inherent in bandwidth selection for a kernel density estimator | 1987-01-01 | Paper |
On Kullback-Leibler loss and density estimation | 1987-01-01 | Paper |
On the amount of detail that can be recovered from a degraded signal | 1987-01-01 | Paper |
On Smoothing Sparse Multinomial Data | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3766652 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3771431 | 1987-01-01 | Paper |
On the bootstrap and likelihood-based confidence regions | 1987-01-01 | Paper |
On the Processing of a Motion-Blurred Image | 1987-01-01 | Paper |
Convergence determining sets in the central limit theorem | 1986-01-01 | Paper |
Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem | 1986-01-01 | Paper |
On powerful distributional tests based on sample spacings | 1986-01-01 | Paper |
Clump counts in a mosaic | 1986-01-01 | Paper |
On the bootstrap and confidence intervals | 1986-01-01 | Paper |
On the number of bootstrap simulations required to construct a confidence interval | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4721471 | 1986-01-01 | Paper |
The Selection of Terms in an Orthogonal Series Density Estimator | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3749907 | 1986-01-01 | Paper |
Statistical Significance: Balancing Evidence Against Doubt | 1986-01-01 | Paper |
Heavy traffic approximations for busy period in an M/G/\(\infty\) queue | 1985-01-01 | Paper |
On the coverage of k-dimensional space by k-dimensional spheres | 1985-01-01 | Paper |
Resampling a coverage pattern | 1985-01-01 | Paper |
On continuum percolation | 1985-01-01 | Paper |
Limit theorems for the median deviation | 1985-01-01 | Paper |
Three limit theorems for vacancy in multivariate coverage problems | 1985-01-01 | Paper |
Adaptive estimates of parameters of regular variation | 1985-01-01 | Paper |
Macroscopic properties of a linear mosaic | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3696317 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3696319 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3721614 | 1985-01-01 | Paper |
A tabular method for correcting skewness | 1985-01-01 | Paper |
Distribution of size, structure and number of vacant regions in a high-intensity mosaic | 1985-01-01 | Paper |
On Bounds to the Rate of Convergence in the Central Limit Theorem | 1985-01-01 | Paper |
On inference in a one-dimensional mosaic and an M/G/∞ queue | 1985-01-01 | Paper |
Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space | 1984-01-01 | Paper |
A Leading Term Approach to Asymptotic Expansions in the Central Limit Theorem | 1984-01-01 | Paper |
Limit theorems for sums of general functions of m-spacings | 1984-01-01 | Paper |
Random, nonuniform distribution of line segments on a circle | 1984-01-01 | Paper |
Central limit theorem for integrated square error of multivariate nonparametric density estimators | 1984-01-01 | Paper |
On the influence of extremes on the rate of convergence in the central limit theorem | 1984-01-01 | Paper |
Limit laws for the maximum of weighted and shifted i.i.d. random variables | 1984-01-01 | Paper |
Best attainable rates of convergence for estimates of parameters of regular variation | 1984-01-01 | Paper |
Integrated square error properties of kernel estimators of regression functions | 1984-01-01 | Paper |
Cross-validation in nonparametric estimation of probabilities and probability densities | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3711478 | 1984-01-01 | Paper |
On Unimodality and Rates of Convergence for Stable Laws | 1984-01-01 | Paper |
Reversing the Berry-Esseen Inequality | 1984-01-01 | Paper |
Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function | 1984-01-01 | Paper |
THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3319482 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3327516 | 1984-01-01 | Paper |
On the rate of Poisson convergence | 1984-01-01 | Paper |
STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM | 1984-01-01 | Paper |
A test for normality based on the empirical characteristic function | 1983-01-01 | Paper |
Chi squared approximations to the distribution of a sum of independent random variables | 1983-01-01 | Paper |
Inverting an Edgeworth expansion | 1983-01-01 | Paper |
Sets which determine the rate of convergence in the central limit theorem | 1983-01-01 | Paper |
On near neighbour estimates of a multivariate density | 1983-01-01 | Paper |
Orthogonal series methods for both qualitative and quantitative data | 1983-01-01 | Paper |
Measuring the efficiency of trigonometric series estimates of a density | 1983-01-01 | Paper |
Large sample optimality of least squares cross-validation in density estimation | 1983-01-01 | Paper |
Two-sided bounds for nonuniform rates of convergence in the central limit theorem | 1983-01-01 | Paper |
Fast rates of convergence in the central limit theorem | 1983-01-01 | Paper |
Edgeworth expansion of the distribution of Stein's statistic | 1983-01-01 | Paper |
On the Rate of Convergence of Moments in the Central Limit Theorem for Lattice Distributions | 1983-01-01 | Paper |
A Unified Approach to the Correction of Normal Approximations | 1983-01-01 | Paper |
Order of Magnitude of the Concentration Function | 1983-01-01 | Paper |
On the interpretation of random fluctuations in competing chemical systems | 1983-01-01 | Paper |
ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES1 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3313157 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3316389 | 1983-01-01 | Paper |
On the roles of the Bessel and Poisson distributions in chemical kinetics | 1983-01-01 | Paper |
On the rate of convergence in the weak law of large numbers | 1982-01-01 | Paper |
Limit theorems for stochastic measures of the accuracy of density estimators | 1982-01-01 | Paper |
On estimating the endpoint of a distribution | 1982-01-01 | Paper |
Further results on the survival of a gene represented in a founder population | 1982-01-01 | Paper |
Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval | 1982-01-01 | Paper |
Limit theorems for estimators based on inverses of spacings of order statistics | 1982-01-01 | Paper |
Bounds on the rate of convergence of moments in the central limit theorem | 1982-01-01 | Paper |
The order of the approximation to a Wiener process by its Fourier series | 1982-01-01 | Paper |
Estimable Versions of Griffiths' Measure of Association | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3670359 | 1982-01-01 | Paper |
Asymptotic theory of Grenander's mode estimator | 1982-01-01 | Paper |
Upper and lower classes for triangular arrays | 1982-01-01 | Paper |
On the limit behaviour of weighted sums of random variables | 1982-01-01 | Paper |
On starr and vardi's estimates of the number of transmission sources | 1982-01-01 | Paper |
Improving the normal approximation when constructing one-sided confidence intervals for binomial or Poisson parameters | 1982-01-01 | Paper |
Cross-validation in density estimation | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3962219 | 1982-01-01 | Paper |
The Influence of Rounding Errors on Some Nonparametric Estimators of a Density and its Derivatives | 1982-01-01 | Paper |
On the Rate of Convergence to a Stable Law | 1981-01-01 | Paper |
Rates of convergence in the martingale central limit theorem | 1981-01-01 | Paper |
A converse to the Spitzer-Rosen theorem | 1981-01-01 | Paper |
Polynomial expansions of density and distribution functions of scale mixtures | 1981-01-01 | Paper |
Asymptotic theory of triple sampling for sequential estimation of a mean | 1981-01-01 | Paper |
Large sample properties of Jaeckel's adaptive trimmed mean | 1981-01-01 | Paper |
On trigonometric series estimates of densities | 1981-01-01 | Paper |
A Comedy of Errors: The Canonical Form for a Stable Characteristic Function | 1981-01-01 | Paper |
Laws of the iterated logarithm for nonparametric density estimators | 1981-01-01 | Paper |
Two-sided bounds on the rate of convergence to a stable law | 1981-01-01 | Paper |
On nonparametric multivariate binary discrimination | 1981-01-01 | Paper |
Characterizing the rate of convergence in the central limit theorem. II | 1981-01-01 | Paper |
On the distribution of random lines | 1981-01-01 | Paper |
Order of Magnitude of Moments of Sums of Random Variables | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3925715 | 1981-01-01 | Paper |
Optimal near neighbour estimator for use in discriminant analysis | 1981-01-01 | Paper |
On the limiting behaviour of the mode and median of a sum of independent random variables | 1980-01-01 | Paper |
Estimating a density on the positive half line by the method of orthogonal series | 1980-01-01 | Paper |
Characterizing the rate of convergence in the central limit theorem | 1980-01-01 | Paper |
Estimating probabilities for normal extremes | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3911791 | 1980-01-01 | Paper |
On measures of the distance of a mixture from its parent distribution | 1979-01-01 | Paper |
On the Skorokhod representation approach to martingale invariance principles | 1979-01-01 | Paper |
On the relative stability of large order statistics | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3873244 | 1979-01-01 | Paper |
On the rate of convergence in the central limit theorem for distributions with regularly varying tails | 1979-01-01 | Paper |
A Note on a Paper of Barnes and Tucker | 1979-01-01 | Paper |
On the rate of convergence of normal extremes | 1979-01-01 | Paper |
On the invariance principle for U-statistics | 1979-01-01 | Paper |
Some asymptotic expansions of moments of order statistics | 1978-01-01 | Paper |
The convergence of moments in the martingale central limit theorem | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4155548 | 1978-01-01 | Paper |
On the duality between the behaviour of sums of independent random variables and the sums of their squares | 1978-01-01 | Paper |
On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law | 1978-01-01 | Paper |
Representations and limit theorems for extreme value distributions | 1978-01-01 | Paper |
Martingale invariance principles | 1977-01-01 | Paper |
On the Lp convergence of sums of independent random variables | 1977-01-01 | Paper |
On a unified approach to the law of the iterated logarithm for martingales | 1976-01-01 | Paper |