Hall, Peter

From MaRDI portal
Person:162686

Available identifiers

zbMath Open hall.peter-gWikidataQ7174192 ScholiaQ7174192MaRDI QIDQ162686

List of research outcomes

PublicationDate of PublicationType
Estimating the Covariance of Fragmented and Other Related Types of Functional Data2023-05-22Paper
Semiparametric estimators of functional measurement error models with unknown error2022-07-11Paper
Statistical Inference for Evolving Periodic Functions2022-07-11Paper
Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors2022-07-11Paper
Quick and Easy One-Step Parameter Estimation in Differential Equations2022-07-11Paper
https://portal.mardi4nfdi.de/entity/Q49911732021-06-02Paper
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation2021-01-22Paper
https://portal.mardi4nfdi.de/entity/Q52163852020-02-17Paper
Clustering Functional Data into Groups by Using Projections2019-09-26Paper
Approximating fragmented functional data by segments of Markov chains2019-06-24Paper
A frequency domain analysis of the error distribution from noisy high-frequency data2019-06-24Paper
Confidence Bands in Non-Parametric Errors-In-Variables Regression2019-06-14Paper
Truncated Linear Models for Functional Data2019-06-12Paper
Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation2019-06-12Paper
Achieving near Perfect Classification for Functional Data2019-05-09Paper
A Tilting Approach to Ranking Influence2019-05-09Paper
Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown2019-05-09Paper
Split Sample Methods for Constructing Confidence Intervals for Binomial and Poisson Parameters2019-05-09Paper
Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction2019-04-30Paper
Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s t-Statistic2019-04-30Paper
Wavelet methods for erratic regression means in the presence of measurement error2018-11-22Paper
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error.2018-11-22Paper
EMPIRICAL FOURIER METHODS FOR INTERVAL CENSORED DATA2018-11-22Paper
On selecting interacting features from high-dimensional data2018-11-08Paper
Nonparametric tilted density function estimation: a cross-validation criterion2018-06-20Paper
Asymptotically optimal difference-based estimation of variance in nonparametric regression2018-01-23Paper
Nonparametric analysis of earthquake point-process data2017-10-09Paper
Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions2017-10-09Paper
SEQUENTIAL, BOTTOM‐UP VARIABLE SELECTION FOR HIGH‐DIMENSIONAL CLASSIFICATION2017-09-11Paper
Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem2017-08-04Paper
Estimating Component Reliability Based on Failure Time Data from a System of Unknown Design2017-04-18Paper
https://portal.mardi4nfdi.de/entity/Q29688622017-03-22Paper
Nonparametric covariate-adjusted regression2016-11-18Paper
Nonparametric estimation for a class of Lévy processes2016-08-04Paper
Nonparametric least squares estimation in derivative families2016-08-04Paper
Amendments and Corrections2016-06-27Paper
ESTIMATING A PARAMETER WHEN IT IS KNOWN THAT THE PARAMETER EXCEEDS A GIVEN VALUE2016-06-01Paper
Unified approach to testing functional hypotheses in semiparametric contexts2016-03-30Paper
A short prehistory of the bootstrap2016-03-02Paper
Nonparametric methods for group testing data, taking dilution into account2016-01-08Paper
Comment: ``Citation statistics2015-12-22Paper
Nonparametric estimation of component reliability based on lifetime data from systems of varying design2015-10-26Paper
Least squares sieve estimation of mixture distributions with boundary effects2015-07-21Paper
Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error2015-06-17Paper
Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data2015-06-17Paper
Using Evidence of Mixed Populations to Select Variables for Clustering Very High-Dimensional Data2015-06-15Paper
Nonparametric Prediction in Measurement Error Models2015-06-10Paper
Rejoinder2015-06-10Paper
Infinite order cross-validated local polynomial regression2015-05-06Paper
Double-bootstrap methods that use a single double-bootstrap simulation2015-04-24Paper
New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data2014-10-02Paper
Feature selection when there are many influential features2014-08-08Paper
Simple tiered classifiers2014-04-22Paper
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling2014-04-04Paper
Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier2014-04-04Paper
Classification Using Censored Functional Data2014-04-01Paper
A simple bootstrap method for constructing nonparametric confidence bands for functions2013-12-11Paper
Normal approximation and smoothness for sums of means of lattice-valued random variables2013-10-17Paper
https://portal.mardi4nfdi.de/entity/Q28444372013-08-28Paper
https://portal.mardi4nfdi.de/entity/Q53269412013-08-01Paper
Deconvolution estimation of mixture distributions with boundaries2013-05-29Paper
Weighted least squares methods for prediction in the functional data linear model2013-05-27Paper
Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists2013-04-22Paper
Choosing trajectory and data type when classifying functional data2012-11-30Paper
Comment: Robustness to Assumption of Normally Distributed Errors2012-11-09Paper
Deconvolution When Classifying Noisy Data Involving Transformations2012-11-09Paper
Deconvolution Methods for Non-Parametric Inference in two-level Mixed Models2012-10-25Paper
Tilting Methods for Assessing the Influence of Components in a Classifier2012-10-16Paper
Strong approximations of level exceedences related to multiple hypothesis testing2012-09-19Paper
Nonparametric estimation of mean-squared prediction error in nested-error regression models2012-09-03Paper
Nonparametric regression with homogeneous group testing data2012-09-03Paper
Methodology and theory for partial least squares applied to functional data2012-09-03Paper
Effect of heavy tails on ultra high dimensional variable ranking methods2012-08-24Paper
Componentwise classification and clustering of functional data2012-06-18Paper
Asymptotic normality and valid inference for Gaussian variational approximation2012-02-21Paper
Estimation of observation-error variance in errors-in-variables regression2011-10-21Paper
Single and multiple index functional regression models with nonparametric link2011-09-14Paper
Distribution estimators and confidence intervals for stereological volumes2011-06-28Paper
https://portal.mardi4nfdi.de/entity/Q30779902011-02-18Paper
https://portal.mardi4nfdi.de/entity/Q30747762011-02-10Paper
Median-Based Classifiers for High-Dimensional Data2011-02-01Paper
Most-predictive design points for functional data predictors2011-01-20Paper
Bootstrap confidence intervals and hypothesis tests for extrema of parameters2011-01-20Paper
Modeling the variability of rankings2010-11-15Paper
Nonparametric ``regression when errors are positioned at end-points2010-11-12Paper
Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’2010-06-18Paper
Innovated higher criticism for detecting sparse signals in correlated noise2010-06-01Paper
Innovated higher criticism for detecting sparse signals in correlated noise2010-05-26Paper
Optimal properties of centroid-based classifiers for very high-dimensional data2010-03-24Paper
Defining probability density for a distribution of random functions2010-03-24Paper
Incorporating prior probabilities into high-dimensional classifiers2010-03-22Paper
Goodness-of-fit tests for functional data2010-02-12Paper
Using the bootstrap to quantify the authority of an empirical ranking2009-12-09Paper
Robust nearest-neighbor methods for classifying high-dimensional data2009-12-09Paper
Estimation of functional derivatives2009-12-09Paper
Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: a nearest block bootstrap approach2009-12-07Paper
https://portal.mardi4nfdi.de/entity/Q53236232009-07-23Paper
Scale adjustments for classifiers in high-dimensional, low sample size settings2009-06-17Paper
To How Many Simultaneous Hypothesis Tests Can Normal, Student'stor Bootstrap Calibration Be Applied?2009-06-12Paper
Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems2009-06-12Paper
Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes2009-06-10Paper
Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes2009-06-10Paper
Non-Parametric Inference for Clustered Binary and Count Data when Only Summary Information is Available2009-06-10Paper
Reducing variability of crossvalidation for smoothing-parameter choice2009-03-11Paper
Tracking Edges, Corners and Vertices in an Image2009-02-28Paper
Robustness of multiple testing procedures against dependence2009-02-25Paper
https://portal.mardi4nfdi.de/entity/Q36007382009-02-05Paper
Theory for high-order bounds in functional principal components analysis2009-01-30Paper
Nonparametric inference in multivariate mixtures2009-01-29Paper
Confidence bands for hazard rates under random censorship2009-01-15Paper
Using the periodogram to estimate period in nonparametric regression2009-01-15Paper
Estimating a bivariate density when there are extra data on one or both components2009-01-15Paper
Nonuniform Sequential Sampling for Signal Analysis2008-12-21Paper
Estimation of distributions, moments and quantiles in deconvolution problems2008-11-18Paper
Choice of neighbor order in nearest-neighbor classification2008-11-18Paper
https://portal.mardi4nfdi.de/entity/Q35352442008-11-10Paper
https://portal.mardi4nfdi.de/entity/Q35352932008-11-10Paper
https://portal.mardi4nfdi.de/entity/Q35348372008-11-05Paper
On deconvolution with repeated measurements2008-04-23Paper
Weighted-bootstrap alignment of explanatory variables2008-03-28Paper
Properties of higher criticism under strong dependence2008-03-12Paper
https://portal.mardi4nfdi.de/entity/Q54492092008-03-11Paper
https://portal.mardi4nfdi.de/entity/Q54492102008-03-11Paper
Testing the suitability of polynomial models in errors-in-variables problems2008-02-26Paper
Accelerated convergence for nonparametric regression with coarsened predictors2008-02-26Paper
Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong2008-01-14Paper
On Properties of Functional Principal Components Analysis2008-01-09Paper
https://portal.mardi4nfdi.de/entity/Q54262642007-11-12Paper
Nonparametric estimation of a point-spread function in multivariate problems2007-10-17Paper
A ridge-parameter approach to deconvolution2007-10-17Paper
https://portal.mardi4nfdi.de/entity/Q53105742007-10-11Paper
https://portal.mardi4nfdi.de/entity/Q53086012007-09-28Paper
Nonparametric Density Estimation From Covariate Information2007-08-20Paper
Methodology and convergence rates for functional linear regression2007-07-23Paper
Nonparametric estimation when data on derivatives are available2007-07-23Paper
Locating lines among scattered points2007-05-24Paper
Loss and risk in smoothing parameter selection2007-04-16Paper
Nonparametric confidence intervals for receiver operating characteristic curves2007-03-20Paper
On bagging and nonlinear estimation2007-02-14Paper
Asymptotic properties of estimators in age-period-cohort analysis2006-11-15Paper
Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem2006-11-14Paper
On Parametric Bootstrap Methods for Small Area Prediction2006-11-14Paper
Assessing the Finite Dimensionality of Functional Data2006-11-14Paper
On optimal kernel choice for deconvolution2006-10-05Paper
Methods for tracking support boundaries with corners2006-10-05Paper
Bayesian Likelihood Methods for Estimating the End Point of a Distribution2006-10-04Paper
Properties of principal component methods for functional and longitudinal data analysis2006-08-24Paper
Assessing extrema of empirical principal component functions2006-08-24Paper
Inference in Arch and Garch Models with Heavy-Tailed Errors2006-06-19Paper
Nonparametric methods for inference in the presence of instrumental variables2006-03-23Paper
https://portal.mardi4nfdi.de/entity/Q57010582005-11-02Paper
Testing for monotone increasing hazard rate2005-10-18Paper
Approximating conditional distribution functions using dimension reduction2005-10-18Paper
Theory for penalised spline regression2005-09-05Paper
Discrete-transform approach to deconvolution problems2005-09-05Paper
Properties of Bagged Nearest Neighbour Classifiers2005-09-01Paper
Geometric Representation of High Dimension, Low Sample Size Data2005-09-01Paper
Theoretical analysis of power in a two-component normal mixture model2005-08-05Paper
Bandwidth choice for nonparametric classification2005-06-23Paper
An application of classical invariant theory to identifiability in nonparametric mixtures.2005-04-29Paper
Nonparametric Methods for Deconvolving Multiperiodic Functions2005-04-22Paper
Nonparametric Inference About Service Time Distribution from Indirect Measurements2005-04-22Paper
Prediction Regions for Bivariate Extreme Events2005-04-11Paper
Low Order Approximations in Deconvolution and Regression with Errors in Variables2005-04-11Paper
Data Tilting for Time Series2005-04-11Paper
Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors2005-04-11Paper
Relative Efficiencies of Kernel and Local Likelihood Density Estimators2005-04-11Paper
Nonparametric methods of inference for finite-state, inhomogeneous Markov processes2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q46604162005-03-21Paper
Wavelet-based estimation with multiple sampling rates2005-02-28Paper
Attributing a probability to the shape of a probability density2005-02-28Paper
Bump hunting with non-Gaussian kernels2005-02-28Paper
https://portal.mardi4nfdi.de/entity/Q46510292005-02-21Paper
Bandwidth choice for local polynomial estimation of smooth boundaries2004-11-23Paper
Interval and band estimation for curves with jumps2004-10-25Paper
https://portal.mardi4nfdi.de/entity/Q48185242004-09-28Paper
Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic.2004-09-15Paper
https://portal.mardi4nfdi.de/entity/Q48104722004-09-06Paper
Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error2004-06-10Paper
Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation2004-06-10Paper
Inference in components of variance models with low replication2004-05-18Paper
Estimation in a simple random effects model with nonnormal distributions2004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44533072004-03-07Paper
Improved methods for bandwidth selection when estimating ROC curves.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q27621272004-02-08Paper
Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces2003-11-10Paper
Prediction and nonparametric estimation for time series with heavy tails2003-10-22Paper
Theory & Methods: Data Sharpening for Hazard Rate Estimation2003-10-21Paper
https://portal.mardi4nfdi.de/entity/Q48017432003-10-14Paper
Nonparametric estimation of component distributions in a multivariate mixture2003-09-14Paper
Reducing variance in nonparametric surface estimation2003-09-01Paper
Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs2003-08-13Paper
Permutation tests for equality of distributions in high-dimensional settings2003-08-13Paper
High Order Data Sharpening for Density Estimation2003-08-07Paper
New methods for bias correction at endpoints and boundaries2003-07-14Paper
https://portal.mardi4nfdi.de/entity/Q45427532003-06-05Paper
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)2003-03-11Paper
https://portal.mardi4nfdi.de/entity/Q47876792003-01-08Paper
https://portal.mardi4nfdi.de/entity/Q45430262002-12-03Paper
Likelihood-based confidence bands for fault lines in response surfaces2002-12-01Paper
Testing for monotonicity of a regression mean by calibrating for linear functions.2002-11-14Paper
Tracking a smooth fault line in a response surface.2002-11-14Paper
Data sharpening methods for bias reduction in nonparametric regression.2002-11-14Paper
Nonparametric kernel regression subject to monotonicity constraints2002-11-14Paper
Bootstrapping nonparametric density estimators with empirically chosen bandwidths.2002-11-14Paper
Effect of dependence on stochastic measures of accuracy of density estimators2002-11-14Paper
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data2002-11-14Paper
Estimating and depicting the structure of a distribution of random functions2002-10-21Paper
Methods for Estimating a Conditional Distribution Function2002-07-30Paper
Methods for Density Estimation in Thick-Slice Versions of Wicksell's Problem2002-07-30Paper
A Functional Data—Analytic Approach to Signal Discrimination2002-07-30Paper
Moving-maximum models for extrema of time series2002-06-16Paper
Improving Coverage Accuracy of Nonparametric Prediction Intervals2002-06-10Paper
The smoothed median and the bootstrap2002-05-13Paper
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators2002-03-26Paper
Reducing variability using bootstrap methods with qualitative constraints2002-02-19Paper
A Diagnostic for Selecting the Threshold in Extreme Value Analysis2002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q27392262001-09-09Paper
Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals2001-07-05Paper
On the estimation of poles in intensity functions2001-07-03Paper
Mode testing in difficult cases2001-03-29Paper
Tests for monotonicity of a regression mean with guaranteed level2001-03-11Paper
Reducing bias without prejudicing sign2001-02-28Paper
Biometrika Centenary: Nonparametrics2001-01-01Paper
Local Likelihood Tracking of Fault Lines and Boundaries2001-01-01Paper
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order2000-11-23Paper
Monte carlo approximation to edgeworth expansions2000-11-20Paper
On prediction intervals based on predictive likelihood or bootstrap methods2000-08-24Paper
Miscellanea. Data sharpening as a prelude to density estimation2000-08-24Paper
Edgeworth expansions in very-high-dimensional problems2000-08-21Paper
A Weighted Bootstrap Approach to Bootstrap Iteration2000-08-13Paper
A note on the wavelet oracle2000-07-03Paper
Miscellanea. A note on design transformation and binning in nonparametric curve estimation2000-06-13Paper
Estimating a tail exponent by modelling departure from a Pareto distribution2000-06-07Paper
Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population2000-05-18Paper
Skewing methods for two-parameter locally parametric density estimation2000-04-09Paper
Intentionally Biased Bootstrap Methods2000-02-21Paper
Biased Bootstrap Methods for Reducing the Effects of Contamination2000-02-13Paper
High-derivative parametric enhancements of nonparametric curve estimators2000-02-13Paper
Distribution and dependence-function estimation for bivariate extreme-value distributions.2000-01-01Paper
Rendering parametric procedures more robust by empirically tilting the model2000-01-01Paper
On global performance of approximations to smooth curves using gridded data1999-12-20Paper
On the estimation of jump points in smooth curves1999-12-19Paper
Fractal Analysis of Surface Roughness by Using Spatial Data1999-12-14Paper
Properties of distributions and correlation integrals for generalized versions of the logistic map1999-11-18Paper
Block threshold rules for curve estimation using kernel and wavelet methods1999-11-09Paper
Geoffrey Stuart Watson: Tributes and Obituary (3 December 1921 - 3 January 1998)1999-10-28Paper
Bandwith selection for the smoothing of distribution functions1999-10-04Paper
Matched-block bootstrap for dependent data1999-09-21Paper
On statistical inference based on record values1999-09-14Paper
Estimating the end-point of a probability distribution using minimum-distance methods1999-07-05Paper
https://portal.mardi4nfdi.de/entity/Q42384641999-07-04Paper
Adaptive Inference for the Two-Sample Scale Problem1999-06-10Paper
Reducing bias in curve estimation by use of weights.1999-04-28Paper
Nonparametric Estimation of the Mode of A Distribution of Random Curves1999-04-08Paper
Calibrating the Excess Mass and Dip Tests of Modality1999-04-08Paper
https://portal.mardi4nfdi.de/entity/Q42254741999-01-13Paper
On bias reduction in local linear smoothing1998-12-15Paper
On mode testing and empirical approximations to distributions1998-12-02Paper
On choosing a non-integer resolution level when using wavelet methods1998-11-15Paper
https://portal.mardi4nfdi.de/entity/Q42098271998-11-08Paper
On polynomial estimators of frontiers and boundaries1998-10-14Paper
https://portal.mardi4nfdi.de/entity/Q43786401998-10-01Paper
Approximating a line thrown at random onto a grid1998-08-30Paper
Optimal design for curve estimation by local linear smoothing1998-08-30Paper
Applications of intentionally biased bootstrap methods1998-08-05Paper
On the Estimation of a Convex Set From Noisy Data on Its Support Function1998-06-22Paper
Covariate-Matched One-Sided Tests for the Difference Between Functional Means1998-06-18Paper
On the role of the shrinkage parameter in local linear smoothing1998-03-23Paper
Improved Pivotal Methods for Constructing Confidence Regions With Directional Data1998-03-05Paper
Bootstrap Confidence Regions for the Intensity of a Poisson Point Process1998-03-05Paper
Interpolation methods for nonlinear wavelet regression with irregularly spaced design1998-02-08Paper
On the effect of inliers on the spatial median1997-12-15Paper
Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression1997-11-18Paper
On Sample Reuse Methods for Spatial Data1997-11-13Paper
On the inconsistency of bootstrap distribution estimators1997-11-10Paper
Note on convergence rates of semiparametric estimators of dependence index1997-11-04Paper
On the estimation of extreme tail probabilities1997-10-06Paper
On the estimation of a support curve of indeterminate sharpness1997-10-01Paper
Curve estimation when the design density is low1997-08-18Paper
https://portal.mardi4nfdi.de/entity/Q43481011997-08-12Paper
On the dimension of the boundary of clumps in a multi-type Boolean model1997-08-03Paper
Performance of wavelet methods for functions with many discontinuities1997-08-03Paper
On nonparametric estimation of intercept and slope distributions in random coefficient regression1997-08-03Paper
On distribution-free inference for record-value data with trend1997-08-03Paper
On bootstrap estimation of the distribution of the Studentized mean1997-07-03Paper
Effects of smoothing on multivariate statistical properties of the normal to a rough curve or surface1997-06-22Paper
https://portal.mardi4nfdi.de/entity/Q56883181997-03-11Paper
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors1997-02-24Paper
https://portal.mardi4nfdi.de/entity/Q48925051997-02-12Paper
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators1997-01-19Paper
On the minimisation of \(L^ p\) error in mode estimation1997-01-09Paper
https://portal.mardi4nfdi.de/entity/Q43690121997-01-01Paper
Enhancing convolution and interpolation methods for nonparametric regression1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47155971996-11-18Paper
A curious property of the derivatives of the Cauchy density1996-09-01Paper
On bandwidth choice for density estimation with dependent data1996-09-01Paper
Periodogram-based estimators of fractal properties1996-08-21Paper
On the accuracy of binned kernel density estimators1996-08-05Paper
ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP1996-05-22Paper
https://portal.mardi4nfdi.de/entity/Q48695521996-04-22Paper
On blocking rules for the bootstrap with dependent data1996-01-25Paper
On the biases of error estimators in prediction problems1996-01-11Paper
On general resampling algorithms and their performance in distribution estimation1996-01-02Paper
On the Effect of Measuring a Self-Similar Process1995-11-26Paper
On partial local smoothing rules for curve estimation1995-10-10Paper
Estimators of integrals of powers of density derivatives1995-09-17Paper
On the nonparametric estimation of covariance functions1995-08-21Paper
Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion1995-08-21Paper
Improved variable window kernel estimates of probability densities1995-08-16Paper
ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS1995-06-29Paper
The bootstrap and Edgeworth expansion1995-06-28Paper
https://portal.mardi4nfdi.de/entity/Q43284191995-04-02Paper
Edgeworth expansions for nonparametric density estimators, with applications1995-03-29Paper
On the validity of Edgeworth and saddlepoint approximations1995-03-01Paper
https://portal.mardi4nfdi.de/entity/Q43199121995-03-01Paper
Bootstrap Methods for Finite Populations1995-02-23Paper
Asymptotically optimal balloon density estimates1995-02-12Paper
https://portal.mardi4nfdi.de/entity/Q42804171995-01-19Paper
On curve estimation by minimizing mean absolute deviation and its implications1994-12-05Paper
A note on coverage error of bootstrap confidence intervals for quantiles1994-11-17Paper
Estimators of the finite population distribution function using nonparametric regression1994-11-13Paper
On the relationship between fractal dimension and fractal index for stationary stochastic processes1994-10-24Paper
Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates1994-10-17Paper
On the average difference between concomitants and order statistics1994-08-11Paper
ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA1994-07-20Paper
Estimation of Lag in Misregistered, Averaged Images1994-07-10Paper
On the Erratic Behavior of Estimators of N in the Binomial N, p Distribution1994-07-10Paper
Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression1994-06-30Paper
Bootstrap confidence regions for functional relationships in errors-in- variables models1994-06-23Paper
https://portal.mardi4nfdi.de/entity/Q42728261994-03-23Paper
On almost linearity of low dimensional projections from high dimensional data1994-03-07Paper
On the calculation of standard error for quotation in confidence statements1994-03-07Paper
An improvement of the jackknife distribution function estimator1994-02-28Paper
Smoothed empirical likelihood confidence intervals for quantiles1994-02-16Paper
https://portal.mardi4nfdi.de/entity/Q42728001994-02-02Paper
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER1994-02-02Paper
On plug-in rules for local smoothing of density estimators1994-01-20Paper
https://portal.mardi4nfdi.de/entity/Q42728171994-01-02Paper
https://portal.mardi4nfdi.de/entity/Q42726181993-12-20Paper
Correcting the negativity of high-order kernel density estimators1993-12-06Paper
Balanced importance resampling for the bootstrap1993-11-24Paper
Simultaneous bootstrap confidence bands in regression1993-10-07Paper
https://portal.mardi4nfdi.de/entity/Q42035571993-09-07Paper
https://portal.mardi4nfdi.de/entity/Q42035631993-09-07Paper
On the performance of box-counting estimators of fractal dimension1993-08-30Paper
On the estimation of entropy1993-08-25Paper
Optimal smoothing in single-index models1993-08-23Paper
A distribution is completely determined by its translated moments1993-07-07Paper
SEMIPARAMETRIC COMPARISON OF REGRESSION CURVES VIA NORMAL LIKELIHOODS1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40407341993-06-05Paper
Estimating coefficient distributions in random coefficient regressions1993-05-16Paper
Rate of convergence of the empirical Radon transform1993-05-16Paper
On the performance of kernel estimators for high-dimensional, sparse binary data1993-05-16Paper
On the backfitting algorithm for additive regression models1993-05-16Paper
Bootstrap estimation of conditional distributions1993-04-01Paper
Regression Smoothing Parameters That Are Not Far From Their Optimum1993-04-01Paper
Convergence rates in the central limit theorem for means of autoregressive and moving average sequences1993-01-17Paper
The abscissa of convergence of the Laplace transform1993-01-16Paper
Properties of estimators of the finite population distribution function1992-12-07Paper
On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems1992-11-29Paper
On global properties of variable bandwidth density estimators1992-09-27Paper
Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density1992-09-27Paper
On bootstrap confidence intervals in nonparametric regression1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40114561992-09-27Paper
The bootstrap and Edgeworth expansion1992-09-18Paper
Normal approximation in regression1992-06-28Paper
Smoothed cross-validation1992-06-28Paper
On the bootstrap and the trimmed mean1992-06-28Paper
On the Feasibility of Cross-Validation in Image Analysis1992-06-28Paper
Lower bounds for bandwidth selection in density estimation1992-06-26Paper
Influence of design on the rate of convergence to normality in L1 regression1992-06-26Paper
Adaptive \(M\)-estimation in nonparametric regression1992-06-25Paper
On the law of the logarithm for density estimators1992-06-25Paper
Nonparametric estimation of optimal performance criteria in quality engineering1992-06-25Paper
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles1991-01-01Paper
On iterated logarithm laws for linear arrays and nonparametric regression estimators1991-01-01Paper
On convergence rates of suprema1991-01-01Paper
Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency1991-01-01Paper
Empirical likelihood is Bartlett-correctable1991-01-01Paper
On estimation of noise variance in two-dimensional signal processing1991-01-01Paper
On optimal data-based bandwidth selection in kernel density estimation1991-01-01Paper
Nonparametric regression with long-range dependence1990-01-01Paper
Asymptotic properties of the bootstrap for heavy-tailed distributions1990-01-01Paper
Mean squared error properties of kernel estimates of regression quantiles1990-01-01Paper
Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems1990-01-01Paper
Convergence rates in density estimation for data from infinite-order moving average processes1990-01-01Paper
Pseudo-likelihood theory for empirical likelihood1990-01-01Paper
On the relative performance of bootstrap and Edgeworth approximations of a distribution function1990-01-01Paper
Optimal convergence rates in signal recovery1990-01-01Paper
Performance of balanced bootstrap resampling in distribution function and quantile problems1990-01-01Paper
Akaike's information criterion and Kullback-Leibler loss for histogram density estimation1990-01-01Paper
On continuous image models and image analysis in the presence of correlated noise1990-01-01Paper
THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R-ESTIMATOR1990-01-01Paper
On variance estimation in nonparametric regression1990-01-01Paper
Bootstrap Test for Difference Between Means in Nonparametric Regression1990-01-01Paper
Effects of design and error on normal convergence rates in regression problems1990-01-01Paper
Methodology and Algorithms of Empirical Likelihood1990-01-01Paper
On the bias of variable bandwidth curve estimators1990-01-01Paper
On projection pursuit regression1989-01-01Paper
Unusual properties of bootstrap confidence intervals in regression problems1989-01-01Paper
On smoothing and the bootstrap1989-01-01Paper
A local cross-validation algorithm1989-01-01Paper
A note on the accuracy of bootstrap percentile method confidence intervals for a quantile1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739651989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34778041989-01-01Paper
On Convergence Rates in Nonparametric Problems1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38259461989-01-01Paper
On efficient bootstrap simulation1989-01-01Paper
Comparison of parametric and empirical likelihood functions1989-01-01Paper
Antithetic resampling for the bootstrap1989-01-01Paper
On polynomial-based projection indices for exploratory projection pursuit1989-01-01Paper
Bootstrap methods for constructing confidence regions for hands1989-01-01Paper
Better nonparametric bootstrap confidence intervals for the correlation coefficient1989-01-01Paper
Products of independent, normally attracted random variables1988-01-01Paper
On the minimization of absolute distance in kernel density estimation1988-01-01Paper
Choice of kernel order in density estimation1988-01-01Paper
Variable window width kernel estimates of probability densities1988-01-01Paper
Estimating the direction in which a data set is most interesting1988-01-01Paper
Exact convergence rate of bootstrap quantile variance estimator1988-01-01Paper
The kernel method for unfolding sphere size distributions1988-01-01Paper
Rate of convergence in bootstrap approximations1988-01-01Paper
Theoretical comparison of bootstrap confidence intervals1988-01-01Paper
On confidence bands in nonparametric density estimation and regression1988-01-01Paper
Minimizing \(L_ 1\) distance in nonparametric density estimation1988-01-01Paper
On the effect of random norming on the rate of convergence in the central limit theorem1988-01-01Paper
On Confidence Intervals for Spatial Parameters Estimated from Nonreplicated Data1988-01-01Paper
On the level-error after Bartlett adjustment of the likelihood ratio statistic1988-01-01Paper
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37873041988-01-01Paper
On nonparametric discrimination using density differences1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37980571988-01-01Paper
Errata: On the Processing of a Motion-Blurred Image1988-01-01Paper
On bootstrap resampling and iteration1988-01-01Paper
On stochastic complexity and nonparametric density estimation1988-01-01Paper
Optimal Rates of Convergence for Deconvolving a Density1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38288981988-01-01Paper
Kernel density estimation with spherical data1987-01-01Paper
Edgeworth expansion for Student's t statistic under minimal moment conditions1987-01-01Paper
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation1987-01-01Paper
Cross-validation and the smoothing of orthogonal series density estimators1987-01-01Paper
Estimation of integrated squared density derivatives1987-01-01Paper
On the use of compactly supported density estimates in problems of discrimination1987-01-01Paper
On the amount of noise inherent in bandwidth selection for a kernel density estimator1987-01-01Paper
On Kullback-Leibler loss and density estimation1987-01-01Paper
On the amount of detail that can be recovered from a degraded signal1987-01-01Paper
On Smoothing Sparse Multinomial Data1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37666521987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37714311987-01-01Paper
On the bootstrap and likelihood-based confidence regions1987-01-01Paper
On the Processing of a Motion-Blurred Image1987-01-01Paper
Convergence determining sets in the central limit theorem1986-01-01Paper
Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem1986-01-01Paper
On powerful distributional tests based on sample spacings1986-01-01Paper
Clump counts in a mosaic1986-01-01Paper
On the bootstrap and confidence intervals1986-01-01Paper
On the number of bootstrap simulations required to construct a confidence interval1986-01-01Paper
The Selection of Terms in an Orthogonal Series Density Estimator1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37499071986-01-01Paper
Statistical Significance: Balancing Evidence Against Doubt1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47214711986-01-01Paper
Heavy traffic approximations for busy period in an M/G/\(\infty\) queue1985-01-01Paper
On the coverage of k-dimensional space by k-dimensional spheres1985-01-01Paper
Resampling a coverage pattern1985-01-01Paper
On continuum percolation1985-01-01Paper
Limit theorems for the median deviation1985-01-01Paper
Three limit theorems for vacancy in multivariate coverage problems1985-01-01Paper
Adaptive estimates of parameters of regular variation1985-01-01Paper
Macroscopic properties of a linear mosaic1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963171985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963191985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37216141985-01-01Paper
A tabular method for correcting skewness1985-01-01Paper
Distribution of size, structure and number of vacant regions in a high-intensity mosaic1985-01-01Paper
On Bounds to the Rate of Convergence in the Central Limit Theorem1985-01-01Paper
On inference in a one-dimensional mosaic and an M/G/∞ queue1985-01-01Paper
Random, nonuniform distribution of line segments on a circle1984-01-01Paper
Central limit theorem for integrated square error of multivariate nonparametric density estimators1984-01-01Paper
On the influence of extremes on the rate of convergence in the central limit theorem1984-01-01Paper
Limit laws for the maximum of weighted and shifted i.i.d. random variables1984-01-01Paper
Best attainable rates of convergence for estimates of parameters of regular variation1984-01-01Paper
Integrated square error properties of kernel estimators of regression functions1984-01-01Paper
Cross-validation in nonparametric estimation of probabilities and probability densities1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114781984-01-01Paper
On Unimodality and Rates of Convergence for Stable Laws1984-01-01Paper
Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space1984-01-01Paper
A Leading Term Approach to Asymptotic Expansions in the Central Limit Theorem1984-01-01Paper
Limit theorems for sums of general functions of m-spacings1984-01-01Paper
Reversing the Berry-Esseen Inequality1984-01-01Paper
Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function1984-01-01Paper
THE KOMLÓS-MAJOR-TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33194821984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33275161984-01-01Paper
On the rate of Poisson convergence1984-01-01Paper
STEIN'S METHOD AND THE BERRY-ESSÉEN THEOREM1984-01-01Paper
Chi squared approximations to the distribution of a sum of independent random variables1983-01-01Paper
Inverting an Edgeworth expansion1983-01-01Paper
Sets which determine the rate of convergence in the central limit theorem1983-01-01Paper
On near neighbour estimates of a multivariate density1983-01-01Paper
Orthogonal series methods for both qualitative and quantitative data1983-01-01Paper
Measuring the efficiency of trigonometric series estimates of a density1983-01-01Paper
Large sample optimality of least squares cross-validation in density estimation1983-01-01Paper
On the Rate of Convergence of Moments in the Central Limit Theorem for Lattice Distributions1983-01-01Paper
A Unified Approach to the Correction of Normal Approximations1983-01-01Paper
Two-sided bounds for nonuniform rates of convergence in the central limit theorem1983-01-01Paper
Fast rates of convergence in the central limit theorem1983-01-01Paper
Edgeworth expansion of the distribution of Stein's statistic1983-01-01Paper
A test for normality based on the empirical characteristic function1983-01-01Paper
Order of Magnitude of the Concentration Function1983-01-01Paper
On the interpretation of random fluctuations in competing chemical systems1983-01-01Paper
ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES11983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33131571983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33163891983-01-01Paper
On the roles of the Bessel and Poisson distributions in chemical kinetics1983-01-01Paper
Limit theorems for estimators based on inverses of spacings of order statistics1982-01-01Paper
Bounds on the rate of convergence of moments in the central limit theorem1982-01-01Paper
On the rate of convergence in the weak law of large numbers1982-01-01Paper
Limit theorems for stochastic measures of the accuracy of density estimators1982-01-01Paper
On estimating the endpoint of a distribution1982-01-01Paper
Further results on the survival of a gene represented in a founder population1982-01-01Paper
Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval1982-01-01Paper
Estimable Versions of Griffiths' Measure of Association1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36703591982-01-01Paper
Asymptotic theory of Grenander's mode estimator1982-01-01Paper
Upper and lower classes for triangular arrays1982-01-01Paper
On the limit behaviour of weighted sums of random variables1982-01-01Paper
On starr and vardi's estimates of the number of transmission sources1982-01-01Paper
Improving the normal approximation when constructing one-sided confidence intervals for binomial or Poisson parameters1982-01-01Paper
Cross-validation in density estimation1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39622191982-01-01Paper
The Influence of Rounding Errors on Some Nonparametric Estimators of a Density and its Derivatives1982-01-01Paper
The order of the approximation to a Wiener process by its Fourier series1982-01-01Paper
Rates of convergence in the martingale central limit theorem1981-01-01Paper
A converse to the Spitzer-Rosen theorem1981-01-01Paper
Polynomial expansions of density and distribution functions of scale mixtures1981-01-01Paper
Asymptotic theory of triple sampling for sequential estimation of a mean1981-01-01Paper
Large sample properties of Jaeckel's adaptive trimmed mean1981-01-01Paper
On trigonometric series estimates of densities1981-01-01Paper
Laws of the iterated logarithm for nonparametric density estimators1981-01-01Paper
Two-sided bounds on the rate of convergence to a stable law1981-01-01Paper
On nonparametric multivariate binary discrimination1981-01-01Paper
Characterizing the rate of convergence in the central limit theorem. II1981-01-01Paper
On the distribution of random lines1981-01-01Paper
Order of Magnitude of Moments of Sums of Random Variables1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39257151981-01-01Paper
Optimal near neighbour estimator for use in discriminant analysis1981-01-01Paper
A Comedy of Errors: The Canonical Form for a Stable Characteristic Function1981-01-01Paper
On the Rate of Convergence to a Stable Law1981-01-01Paper
On the limiting behaviour of the mode and median of a sum of independent random variables1980-01-01Paper
Estimating a density on the positive half line by the method of orthogonal series1980-01-01Paper
Characterizing the rate of convergence in the central limit theorem1980-01-01Paper
Estimating probabilities for normal extremes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39117911980-01-01Paper
On measures of the distance of a mixture from its parent distribution1979-01-01Paper
On the Skorokhod representation approach to martingale invariance principles1979-01-01Paper
On the relative stability of large order statistics1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38732441979-01-01Paper
On the rate of convergence in the central limit theorem for distributions with regularly varying tails1979-01-01Paper
A Note on a Paper of Barnes and Tucker1979-01-01Paper
On the rate of convergence of normal extremes1979-01-01Paper
On the invariance principle for U-statistics1979-01-01Paper
Some asymptotic expansions of moments of order statistics1978-01-01Paper
The convergence of moments in the martingale central limit theorem1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41555481978-01-01Paper
On the duality between the behaviour of sums of independent random variables and the sums of their squares1978-01-01Paper
On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law1978-01-01Paper
Representations and limit theorems for extreme value distributions1978-01-01Paper
Martingale invariance principles1977-01-01Paper
On the Lp convergence of sums of independent random variables1977-01-01Paper
On a unified approach to the law of the iterated logarithm for martingales1976-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Hall, Peter