| Publication | Date of Publication | Type |
|---|
Optimal designs for regression on Lie groups
Bernoulli | 2026-05-28 | Paper |
Efficient subsampling for exponential family models
Computational Statistics and Data Analysis | 2026-05-19 | Paper |
Confidence surfaces for the mean of locally stationary functional time series
Statistica Sinica | 2026-04-15 | Paper |
Gradual changes in functional time series
Journal of Time Series Analysis | 2026-04-13 | Paper |
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Bernoulli | 2026-02-10 | Paper |
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
Bernoulli | 2026-02-10 | Paper |
Multiscale detection of practically significant changes in a gradually varying time series
Electronic Journal of Statistics | 2026-02-06 | Paper |
E-optimal designs in Fourier regression models on a partial circle
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A note on one-sided nonparametric analysis of covariance by ranking residuals
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models
Mathematical Methods of Statistics | 2026-01-26 | Paper |
A New Approach to Optimal Design under Model Uncertainty Motivated by Multi-Armed Bandits
Journal of the American Statistical Association | 2026-01-07 | Paper |
| Uniform confidence bands for joint angles across different fatigue phases | 2025-12-11 | Paper |
Simultaneous semiparametric inference for single-index models
Bernoulli | 2025-11-21 | Paper |
Testing for similarity of dose response in multiregional clinical trials
Statistics in Medicine | 2025-11-06 | Paper |
Multi-resolution subsampling for linear classification with massive data
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-10-24 | Paper |
A simple bootstrap for Chatterjee's rank correlation
Biometrika | 2025-10-15 | Paper |
| Pivotal inference for function-on-function linear regression via self-normalization | 2025-08-08 | Paper |
Model selection versus model averaging in dose finding studies
Statistics in Medicine | 2025-08-05 | Paper |
On the efficiency of two-stage response-adaptive designs
Statistics in Medicine | 2025-06-02 | Paper |
Testing covariance separability for continuous functional data
Journal of Time Series Analysis | 2025-04-17 | Paper |
Regulatory assessment of drug dissolution profiles comparability via maximum deviation
Statistics in Medicine | 2025-02-25 | Paper |
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Assessing the similarity of dose response and target doses in two non-overlapping subgroups
Statistics in Medicine | 2025-02-07 | Paper |
Testing similarity of parametric competing risks models for identifying potentially similar pathways in healthcare
Statistics in Medicine | 2025-02-03 | Paper |
Multiple change point detection in functional data with applications to biomechanical fatigue data
The Annals of Applied Statistics | 2025-01-17 | Paper |
Validating approximate slope homogeneity in large panels
Journal of Econometrics | 2025-01-16 | Paper |
Optimal designs for thermal spraying
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-29 | Paper |
Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery
Statistics in Medicine | 2024-10-29 | Paper |
Prediction in Locally Stationary Time Series
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Confidence Corridors for Multivariate Generalized Quantile Regression
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Statistical inference for high-dimensional panel functional time series
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Linear spectral statistics of sequential sample covariance matrices
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-09-02 | Paper |
An RKHS approach for pivotal inference in functional linear regression
STATISTICA SINICA | 2024-08-26 | Paper |
Prediction in regression models with continuous observations
Statistical Papers | 2024-07-25 | Paper |
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
The Annals of Statistics | 2024-06-05 | Paper |
Rearranged dependence measures
Bernoulli | 2024-03-26 | Paper |
Rearranged dependence measures
Bernoulli | 2024-03-26 | Paper |
Testing equivalence of multinomial distributions -- a constrained bootstrap approach
Statistics & Probability Letters | 2024-02-13 | Paper |
Comparing regression curves: an L^1-point of view
Annals of the Institute of Statistical Mathematics | 2024-01-16 | Paper |
Statistical inference for function-on-function linear regression
Bernoulli | 2024-01-16 | Paper |
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Random Matrices: Theory and Applications | 2023-11-08 | Paper |
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions
Random Matrices: Theory and Applications | 2023-09-26 | Paper |
Detecting relevant changes in the spatiotemporal mean function
Journal of Time Series Analysis | 2023-08-24 | Paper |
A portmanteau-type test for detecting serial correlation in locally stationary functional time series
Statistical Inference for Stochastic Processes | 2023-07-06 | Paper |
Fluctuations of the diagonal entries of a large sample precision matrix
Statistics & Probability Letters | 2023-07-04 | Paper |
| A CLT for the difference of eigenvalue statistics of sample covariance matrices | 2023-06-15 | Paper |
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
STATISTICA SINICA | 2023-05-23 | Paper |
The effect of intraday periodicity on realized volatility measures
Metrika | 2023-04-11 | Paper |
| A reinforced learning approach to optimal design under model uncertainty | 2023-03-28 | Paper |
Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
Journal of the American Statistical Association | 2023-03-09 | Paper |
| RDM | 2023-02-24 | Software |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
Nonparametric and high-dimensional functional graphical models
Electronic Journal of Statistics | 2022-12-19 | Paper |
Nonparametric and high-dimensional functional graphical models
Electronic Journal of Statistics | 2022-12-19 | Paper |
Statistical inference for the slope parameter in functional linear regression
Electronic Journal of Statistics | 2022-12-19 | Paper |
Statistical inference for the slope parameter in functional linear regression
Electronic Journal of Statistics | 2022-12-19 | Paper |
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
Annals of the Institute of Statistical Mathematics | 2022-10-20 | Paper |
Quantifying deviations from separability in space-time functional processes
Bernoulli | 2022-09-28 | Paper |
Pivotal tests for relevant differences in the second order dynamics of functional time series
Bernoulli | 2022-09-28 | Paper |
Pivotal tests for relevant differences in the second order dynamics of functional time series
Bernoulli | 2022-09-28 | Paper |
Quantifying deviations from separability in space-time functional processes
Bernoulli | 2022-09-28 | Paper |
| A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes | 2022-08-22 | Paper |
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics | 2022-07-15 | Paper |
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics | 2022-07-15 | Paper |
A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Design admissibility and de la Garza phenomenon in multifactor experiments
The Annals of Statistics | 2022-06-24 | Paper |
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
Annals of the Institute of Statistical Mathematics | 2022-04-04 | Paper |
| An RKHS approach for pivotal inference in functional linear regression | 2022-02-16 | Paper |
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
The Annals of Statistics | 2022-02-07 | Paper |
Bio-equivalence tests in functional data by maximum deviation
Biometrika | 2022-01-19 | Paper |
Rearranged dependence measures
Bernoulli | 2022-01-10 | Paper |
Rearranged dependence measures
Bernoulli | 2022-01-10 | Paper |
Optimal designs for comparing regression curves: dependence within and between groups
Journal of Statistical Theory and Practice | 2022-01-03 | Paper |
The integrated copula spectrum
(available as arXiv preprint) | 2021-12-13 | Paper |
A distribution free test for changes in the trend function of locally stationary processes
Electronic Journal of Statistics | 2021-10-11 | Paper |
A distribution free test for changes in the trend function of locally stationary processes
Electronic Journal of Statistics | 2021-10-11 | Paper |
A nonparametric test for stationarity in functional time series
STATISTICA SINICA | 2021-10-06 | Paper |
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA
STATISTICA SINICA | 2021-10-06 | Paper |
Identifying shifts between two regression curves
Annals of the Institute of Statistical Mathematics | 2021-09-28 | Paper |
| Confidence surfaces for the mean of locally stationary functional time series | 2021-09-08 | Paper |
Optimal designs for model averaging in non-nested models
Sankhyā. Series A | 2021-09-01 | Paper |
Statistical inference for the slope parameter in functional linear regression
(available as arXiv preprint) | 2021-08-16 | Paper |
Detecting structural breaks in eigensystems of functional time series
Electronic Journal of Statistics | 2021-08-09 | Paper |
| Linear spectral statistics of sequential sample covariance matrices | 2021-07-21 | Paper |
A new approach for open‐end sequential change point monitoring
Journal of Time Series Analysis | 2021-06-30 | Paper |
Multiscale change point detection for dependent data
Scandinavian Journal of Statistics | 2021-06-22 | Paper |
Optimal designs for frequentist model averaging
Biometrika | 2021-04-20 | Paper |
Optimal designs for frequentist model averaging
Biometrika | 2021-04-20 | Paper |
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes
(available as arXiv preprint) | 2021-04-19 | Paper |
Nonparametric and high-dimensional functional graphical models
(available as arXiv preprint) | 2021-03-18 | Paper |
Optimal designs for comparing regression curves -- dependence within and between groups
(available as arXiv preprint) | 2021-01-14 | Paper |
A test for separability in covariance operators of random surfaces
The Annals of Statistics | 2020-12-14 | Paper |
A test for separability in covariance operators of random surfaces
The Annals of Statistics | 2020-12-14 | Paper |
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
Bernoulli | 2020-12-07 | Paper |
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
Bernoulli | 2020-12-07 | Paper |
Regularization parameter selection in indirect regression by residual based bootstrap
STATISTICA SINICA | 2020-11-16 | Paper |
Equivalence of regression curves sharing common parameters
Biometrics | 2020-10-26 | Paper |
A likelihood ratio approach to sequential change point detection for a general class of parameters
Journal of the American Statistical Association | 2020-09-15 | Paper |
Functional data analysis in the Banach space of continuous functions
The Annals of Statistics | 2020-08-28 | Paper |
Functional data analysis in the Banach space of continuous functions
The Annals of Statistics | 2020-08-28 | Paper |
Robust and efficient design of experiments for the Monod model
Journal of Theoretical Biology | 2020-08-24 | Paper |
Detecting deviations from second-order stationarity in locally stationary functional time series
Annals of the Institute of Statistical Mathematics | 2020-07-20 | Paper |
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach
(available as arXiv preprint) | 2020-06-12 | Paper |
Likelihood ratio tests for many groups in high dimensions
Journal of Multivariate Analysis | 2020-05-19 | Paper |
Random moment problems under constraints
The Annals of Probability | 2020-05-13 | Paper |
Random moment problems under constraints
The Annals of Probability | 2020-05-13 | Paper |
| Efficient tests for bio-equivalence in functional data | 2020-04-26 | Paper |
Pivotal tests for relevant differences in the second order dynamics of functional time series
(available as arXiv preprint) | 2020-04-09 | Paper |
Quantifying deviations from separability in space-time functional processes
(available as arXiv preprint) | 2020-03-26 | Paper |
Design admissibility and de la Garza phenomenon in multi-factor experiments
(available as arXiv preprint) | 2020-03-20 | Paper |
| Statistical Inference for High Dimensional Panel Functional Time Series | 2020-03-12 | Paper |
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
The Annals of Statistics | 2020-01-15 | Paper |
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
The Annals of Statistics | 2020-01-15 | Paper |
Determinants of block Hankel matrices for random matrix-valued measures
Stochastic Processes and their Applications | 2019-12-17 | Paper |
Testing for independence of large dimensional vectors
The Annals of Statistics | 2019-10-09 | Paper |
Testing for independence of large dimensional vectors
The Annals of Statistics | 2019-10-09 | Paper |
Goodness-of-fit testing the error distribution in multivariate indirect regression
Electronic Journal of Statistics | 2019-09-13 | Paper |
Goodness-of-fit testing the error distribution in multivariate indirect regression
Electronic Journal of Statistics | 2019-09-13 | Paper |
The empirical process of residuals from an inverse regression
Mathematical Methods of Statistics | 2019-08-29 | Paper |
Optimal designs for rational regression models
Journal of Statistical Theory and Practice | 2019-08-28 | Paper |
Optimal designs for regression models with a constant coefficient of variation
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
| Prediction in regression models with continuous observations | 2019-08-12 | Paper |
Change point analysis of correlation in non-stationary time series
STATISTICA SINICA | 2019-08-01 | Paper |
The BLUE in continuous-time regression models with correlated errors
The Annals of Statistics | 2019-07-18 | Paper |
Detecting relevant changes in time series models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Optimal designs for dose finding studies with an active control
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
A geometric characterization of optimal designs for regression models with correlated observations
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-12 | Paper |
Optimal designs for regression with spherical data
Electronic Journal of Statistics | 2019-02-14 | Paper |
Optimal designs for regression with spherical data
Electronic Journal of Statistics | 2019-02-14 | Paper |
Bayesian <i>D</i>‐optimal designs for error‐in‐variables models
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Optimal designs for non-competitive enzyme inhibition kinetic models
Statistics | 2018-12-03 | Paper |
`Nearly' universally optimal designs for models with correlated observations
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
Equivalence of regression curves
Journal of the American Statistical Association | 2018-11-02 | Paper |
Change-point detection in autoregressive models with no moment assumptions
Journal of Time Series Analysis | 2018-09-28 | Paper |
Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
Inverse Problems and Imaging | 2018-09-27 | Paper |
Relevant change points in high dimensional time series
Electronic Journal of Statistics | 2018-09-24 | Paper |
Relevant change points in high dimensional time series
Electronic Journal of Statistics | 2018-09-24 | Paper |
Testing relevant hypotheses in functional time series via self-normalization
(available as arXiv preprint) | 2018-09-17 | Paper |
Optimal designs for comparing regression models with correlated observations
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Detecting deviations from second-order stationarity in locally stationary functional time series
(available as arXiv preprint) | 2018-08-13 | Paper |
Multiscale inference for a multivariate density with applications to X-ray astronomy
Annals of the Institute of Statistical Mathematics | 2018-05-29 | Paper |
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
Journal of Time Series Analysis | 2018-05-16 | Paper |
Universality in random moment problems
Electronic Journal of Probability | 2018-05-15 | Paper |
Universality in random moment problems
Electronic Journal of Probability | 2018-05-15 | Paper |
Adaptive grid semidefinite programming for finding optimal designs
Statistics and Computing | 2018-02-27 | Paper |
A simple test for white noise in functional time series
Journal of Time Series Analysis | 2018-02-23 | Paper |
Fourier analysis of serial dependence measures
Journal of Time Series Analysis | 2018-02-23 | Paper |
Quantile Spectral Analysis for Locally Stationary Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Hankel determinants of random moment sequences
Journal of Theoretical Probability | 2018-01-26 | Paper |
Optimal designs for dose response curves with common parameters
The Annals of Statistics | 2017-12-22 | Paper |
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Journal of Approximation Theory | 2017-11-17 | Paper |
Multiscale inference for multivariate deconvolution
Electronic Journal of Statistics | 2017-11-10 | Paper |
Multiscale inference for multivariate deconvolution
Electronic Journal of Statistics | 2017-11-10 | Paper |
Detection of Multiple Structural Breaks in Multivariate Time Series
Journal of the American Statistical Association | 2017-10-13 | Paper |
A new approach to optimal designs for correlated observations
The Annals of Statistics | 2017-09-08 | Paper |
A new approach to optimal designs for correlated observations
The Annals of Statistics | 2017-09-08 | Paper |
Some comments on copula-based regression
Journal of the American Statistical Association | 2017-08-07 | Paper |
| Determinants of Random Block Hankel Matrices | 2017-06-27 | Paper |
Detecting long-range dependence in non-stationary time series
Electronic Journal of Statistics | 2017-05-16 | Paper |
Detecting long-range dependence in non-stationary time series
Electronic Journal of Statistics | 2017-05-16 | Paper |
Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations
(available as arXiv preprint) | 2017-01-18 | Paper |
Optimal discrimination designs for semi-parametric models
(available as arXiv preprint) | 2016-12-01 | Paper |
Smooth backfitting in additive inverse regression
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
Optimal designs for regression models with autoregressive errors
Statistics & Probability Letters | 2016-06-24 | Paper |
Optimal designs for regression models with autoregressive errors
Statistics & Probability Letters | 2016-06-24 | Paper |
Optimal designs for comparing curves
The Annals of Statistics | 2016-06-09 | Paper |
Optimal designs for comparing curves
The Annals of Statistics | 2016-06-09 | Paper |
Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach
Journal of Econometrics | 2016-06-06 | Paper |
Dose response signal detection under model uncertainty
Biometrics | 2016-05-30 | Paper |
Quantile spectral processes: asymptotic analysis and inference
Bernoulli | 2016-05-12 | Paper |
Quantile spectral processes: asymptotic analysis and inference
Bernoulli | 2016-05-12 | Paper |
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
Journal of Multivariate Analysis | 2016-05-04 | Paper |
| Design for linear regression models with correlated errors | 2016-04-13 | Paper |
Optimal designs in regression with correlated errors
The Annals of Statistics | 2016-02-22 | Paper |
Optimal designs in regression with correlated errors
The Annals of Statistics | 2016-02-22 | Paper |
Estimation of additive quantile regression
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
Measuring stationarity in long-memory processes
STATISTICA SINICA | 2016-01-28 | Paper |
A simple test for the parametric form of the variance function in nonparametric regression
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Designing dose-finding studies with an active control for exponential families
Biometrika | 2016-01-08 | Paper |
Designing dose-finding studies with an active control for exponential families
Biometrika | 2016-01-08 | Paper |
QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES
International Journal of Theoretical and Applied Finance | 2016-01-08 | Paper |
Locally optimal designs for errors-in-variables models
Biometrika | 2016-01-08 | Paper |
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
Journal of Econometrics | 2015-12-18 | Paper |
Bridge estimators and the adaptive Lasso under heteroscedasticity
Mathematical Methods of Statistics | 2015-11-13 | Paper |
The quantile process under random censoring
Mathematical Methods of Statistics | 2015-11-13 | Paper |
Bayesian \(T\)-optimal discriminating designs
The Annals of Statistics | 2015-10-30 | Paper |
Bayesian \(T\)-optimal discriminating designs
The Annals of Statistics | 2015-10-30 | Paper |
| Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence | 2015-07-13 | Paper |
Testing for additivity in nonparametric quantile regression
Annals of the Institute of Statistical Mathematics | 2015-06-26 | Paper |
A new approach to optimal design for linear models with correlated observations
Journal of the American Statistical Association | 2015-06-16 | Paper |
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Bernoulli | 2015-06-15 | Paper |
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
Bernoulli | 2015-06-15 | Paper |
Confidence bands for multivariate and time dependent inverse regression models
Bernoulli | 2015-05-19 | Paper |
Confidence bands for multivariate and time dependent inverse regression models
Bernoulli | 2015-05-19 | Paper |
Detecting gradual changes in locally stationary processes
The Annals of Statistics | 2015-05-11 | Paper |
Detecting gradual changes in locally stationary processes
The Annals of Statistics | 2015-05-11 | Paper |
Optimal designs for the Michaelis-Menten model with correlated observations
Statistics | 2014-12-22 | Paper |
Censored quantile regression processes under dependence and penalization
Electronic Journal of Statistics | 2014-11-18 | Paper |
Censored quantile regression processes under dependence and penalization
Electronic Journal of Statistics | 2014-11-18 | Paper |
\(E\)-optimal designs for second-order response surface models
The Annals of Statistics | 2014-10-17 | Paper |
\(E\)-optimal designs for second-order response surface models
The Annals of Statistics | 2014-10-17 | Paper |
Optimal designs for nonlinear regression models with respect to non-informative priors
Journal of Statistical Planning and Inference | 2014-10-13 | Paper |
Distributions on matrix moment spaces
Journal of Multivariate Analysis | 2014-09-08 | Paper |
Testing non-parametric hypotheses for stationary processes by estimating minimal distances
Journal of Time Series Analysis | 2014-08-06 | Paper |
A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models
Journal of the Korean Statistical Society | 2014-08-04 | Paper |
Rejoinder: A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models
Journal of the Korean Statistical Society | 2014-08-04 | Paper |
Focussed model selection in quantile regression
STATISTICA SINICA | 2014-04-29 | Paper |
Goodness-of-fit tests in long-range dependent processes under fixed alternatives
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Comment
Journal of the American Statistical Association | 2014-04-01 | Paper |
Additive inverse regression models with convolution-type operators
Electronic Journal of Statistics | 2014-03-21 | Paper |
Additive inverse regression models with convolution-type operators
Electronic Journal of Statistics | 2014-03-21 | Paper |
Testing strict monotonicity in nonparametric regression
Mathematical Methods of Statistics | 2014-03-19 | Paper |
Optimal designs for estimating the slope of a regression
Statistics | 2014-03-14 | Paper |
A test for stationarity based on empirical processes
Bernoulli | 2014-02-04 | Paper |
Multiplier bootstrap of tail copulas with applications
Bernoulli | 2014-02-04 | Paper |
Robust \(T\)-optimal discriminating designs
The Annals of Statistics | 2013-12-11 | Paper |
Robust \(T\)-optimal discriminating designs
The Annals of Statistics | 2013-12-11 | Paper |
Testing semiparametric hypotheses in locally stationary processes
Scandinavian Journal of Statistics | 2013-10-09 | Paper |
Complete classes of designs for nonlinear regression models and principal representations of moment spaces
The Annals of Statistics | 2013-09-25 | Paper |
Complete classes of designs for nonlinear regression models and principal representations of moment spaces
The Annals of Statistics | 2013-09-25 | Paper |
Comments on: ``An updated review of goodness-of-fit tests for regression models''
Test | 2013-09-05 | Paper |
The adaptive Lasso in high-dimensional sparse heteroscedastic models
Mathematical Methods of Statistics | 2013-08-23 | Paper |
Nonparametric quantile regression for twice censored data
Bernoulli | 2013-08-16 | Paper |
Nonparametric quantile regression for twice censored data
Bernoulli | 2013-08-16 | Paper |
Zeros and ratio asymptotics for matrix orthogonal polynomials
Journal d'Analyse Mathématique | 2013-07-25 | Paper |
Optimal discriminating designs for several competing regression models
The Annals of Statistics | 2013-07-24 | Paper |
Optimal discriminating designs for several competing regression models
The Annals of Statistics | 2013-07-24 | Paper |
Nonparametric comparison of quantile curves: a stochastic process approach
Journal of Nonparametric Statistics | 2013-06-24 | Paper |
Optimal design for linear models with correlated observations
The Annals of Statistics | 2013-05-30 | Paper |
Optimal design for linear models with correlated observations
The Annals of Statistics | 2013-05-30 | Paper |
Significance testing in quantile regression
Electronic Journal of Statistics | 2013-05-29 | Paper |
Significance testing in quantile regression
Electronic Journal of Statistics | 2013-05-29 | Paper |
A copula-based non-parametric measure of regression dependence
Scandinavian Journal of Statistics | 2013-03-20 | Paper |
Model checks for the volatility under microstructure noise
Bernoulli | 2013-01-17 | Paper |
Model checks for the volatility under microstructure noise
Bernoulli | 2013-01-17 | Paper |
Testing for a constant coefficient of variation in nonparametric regression by empirical processes
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Distributions on unbounded moment spaces and random moment sequences
The Annals of Probability | 2012-12-10 | Paper |
Distributions on unbounded moment spaces and random moment sequences
The Annals of Probability | 2012-12-10 | Paper |
Optimal designs for quantile regression models
Journal of the American Statistical Association | 2012-11-09 | Paper |
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-16 | Paper |
\(T\)-optimal designs for discrimination between two polynomial models
The Annals of Statistics | 2012-09-03 | Paper |
\(T\)-optimal designs for discrimination between two polynomial models
The Annals of Statistics | 2012-09-03 | Paper |
Comparing conditional quantile curves
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Scale checks in censored regression
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Model checks in inverse regression models with convolution-type operators
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Optimal designs for estimating critical effective dose under model uncertainty in a dose response study
Statistics and Its Interface | 2012-08-18 | Paper |
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis | 2012-08-13 | Paper |
Efficient algorithms for optimal designs with correlated observations in pharmacokinetics and dose-finding studies
Biometrics | 2012-06-27 | Paper |
Correction to ``Asymptotic optimal designs under long-range dependence error structure''
Bernoulli | 2012-05-28 | Paper |
Matrix measures, random moments, and Gaussian ensembles
Journal of Theoretical Probability | 2012-04-26 | Paper |
A measure of stationarity in locally stationary processes with applications to testing
Journal of the American Statistical Association | 2012-01-18 | Paper |
New estimators of the Pickands dependence function and a test for extreme-value dependence
The Annals of Statistics | 2011-12-08 | Paper |
Optimal designs for indirect regression
Inverse Problems | 2011-11-10 | Paper |
Optimal design for smoothing splines
Annals of the Institute of Statistical Mathematics | 2011-11-08 | Paper |
A note on testing hypotheses for stationary processes in the frequency domain
Journal of Multivariate Analysis | 2011-10-28 | Paper |
Testing model assumptions in functional regression models
Journal of Multivariate Analysis | 2011-08-16 | Paper |
Testing symmetry of a nonparametric bivariate regression function
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
A note on the de la Garza phenomenon for locally optimal designs
The Annals of Statistics | 2011-06-29 | Paper |
Optimal design for additive partially nonlinear models
Biometrika | 2011-06-28 | Paper |
Testing for a constant coefficient of variation in nonparametric regression
Journal of Statistical Theory and Practice | 2011-04-18 | Paper |
Testing for a constant coefficient of variation in nonparametric regression
Journal of Statistical Theory and Practice | 2011-04-18 | Paper |
Optimal designs for discriminating between dose-response models in toxicology studies
Bernoulli | 2011-02-28 | Paper |
Goodness-of-fit tests for multiplicative models with dependent data
Scandinavian Journal of Statistics | 2011-02-22 | Paper |
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics
The Annals of Applied Statistics | 2010-12-27 | Paper |
A note on bootstrap approximations for the empirical copula process
Statistics & Probability Letters | 2010-12-20 | Paper |
Some comments on quasi-birth-and-death processes and matrix measures
Journal of Probability and Statistics | 2010-12-01 | Paper |
Optimal designs for dose-finding experiments in toxicity studies
Bernoulli | 2010-11-15 | Paper |
Asymptotic optimal designs under long-range dependence error structure
Bernoulli | 2010-11-15 | Paper |
A robust test for homoscedasticity in nonparametric regression
Journal of Nonparametric Statistics | 2010-09-20 | Paper |
A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay
Journal of Statistical Computation and Simulation | 2010-09-17 | Paper |
Some asymptotic properties of the spectrum of the Jacobi ensemble
SIAM Journal on Mathematical Analysis | 2010-08-19 | Paper |
Optimal designs for the emax, log-linear and exponential models
Biometrika | 2010-08-19 | Paper |
| scientific article; zbMATH DE number 5770649 (Why is no real title available?) | 2010-08-14 | Paper |
| The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities | 2010-08-12 | Paper |
Random block matrices generalizing the classical Jacobi and Laguerre ensembles
Journal of Multivariate Analysis | 2010-06-25 | Paper |
Random block matrices and matrix orthogonal polynomials
Journal of Theoretical Probability | 2010-06-09 | Paper |
| scientific article; zbMATH DE number 5717699 (Why is no real title available?) | 2010-06-07 | Paper |
A note on all-bias designs with applications in spline regression models
Journal of Statistical Planning and Inference | 2010-04-14 | Paper |
Improving updating rules in multiplicative algorithms for computing \(D\)-optimal designs
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
A bootstrap test for the comparison of nonlinear time series
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Efficient experimental design for the Behrens-Fisher problem with application to bioassay
The American Statistician | 2010-03-11 | Paper |
Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations
Linear Algebra and its Applications | 2010-03-01 | Paper |
Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
Journal of Multivariate Analysis | 2010-02-12 | Paper |
A geometric characterization of c-optimal designs for heteroscedastic regression
The Annals of Statistics | 2009-12-09 | Paper |
| Optimal experimental designs for inverse quadratic regression models | 2009-11-11 | Paper |
Optimal experimental designs for inverse quadratic regression models
(available as arXiv preprint) | 2009-11-11 | Paper |
Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
Mathematical Methods of Statistics | 2009-10-13 | Paper |
Constrained optimal discrimination designs for Fourier regression models
Annals of the Institute of Statistical Mathematics | 2009-10-13 | Paper |
On the estimation of a monotone conditional variance in nonparametric regression
Annals of the Institute of Statistical Mathematics | 2009-10-13 | Paper |
A note on some random orthogonal polynomials on a compact interval
Proceedings of the American Mathematical Society | 2009-10-09 | Paper |
Optimal discrimination designs
The Annals of Statistics | 2009-07-22 | Paper |
Robust designs for series estimation
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Non-Crossing Non-Parametric Estimates of Quantile Curves
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
| Robust designs for 3D shape analysis with spherical harmonic descriptors. | 2009-02-05 | Paper |
A note on estimating a smooth monotone regression by combining kernel and density estimates
Journal of Nonparametric Statistics | 2008-12-12 | Paper |
| Optimal designs for free knot least squares splines | 2008-11-05 | Paper |
DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES
International Journal of Theoretical and Applied Finance | 2008-09-29 | Paper |
| A martingale-transform goodness-of-fit test for the form of the conditional variance | 2008-09-29 | Paper |
A test for the parametric form of the variance function in a partial linear regression model
Journal of Statistical Planning and Inference | 2008-08-06 | Paper |
| Exact optimal designs for weighted least squares analysis with correlated errors | 2008-05-16 | Paper |
A comparison of sequential and non-sequential designs for discrimination between nested regression models
Biometrika | 2008-04-08 | Paper |
Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models
Annals of the Institute of Statistical Mathematics | 2008-03-12 | Paper |
Efficient experimental designs for sigmoidal growth models
Journal of Statistical Planning and Inference | 2008-03-06 | Paper |
Optimal designs for statistical analysis with Zernike polynomials
Statistics | 2008-02-07 | Paper |
| Testing for symmetric error distribution in nonparametric regression models | 2008-01-09 | Paper |
| Maximin and Bayesian optimal designs for regression models | 2008-01-09 | Paper |
Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Estimating a Convex Function in Nonparametric Regression
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Asymptotic properties of the algebraic moment range process
Acta Mathematica Hungarica | 2007-11-12 | Paper |
Compound optimal designs for percentile estimation in dose-response models with restricted design intervals
Journal of Statistical Planning and Inference | 2007-10-24 | Paper |
| scientific article; zbMATH DE number 5196541 (Why is no real title available?) | 2007-09-28 | Paper |
On the number of support points of maximin and Bayesian optimal designs
The Annals of Statistics | 2007-09-03 | Paper |
A Note on Nonparametric Estimation of the Effective Dose in Quantal Bioassay
Journal of the American Statistical Association | 2007-08-20 | Paper |
Optimal Design for Goodness-of-Fit of the Michaelis–Menten Enzyme Kinetic Function
Journal of the American Statistical Association | 2007-08-20 | Paper |
Optimal Designs for Dose–Response Models With Restricted Design Spaces
Journal of the American Statistical Association | 2007-08-20 | Paper |
Some robust design strategies for percentile estimation in binary response models
The Canadian Journal of Statistics | 2007-07-31 | Paper |
Strictly monotone and smooth nonparametric regression for two or more variables
The Canadian Journal of Statistics | 2007-07-31 | Paper |
| Canonical moments, orthogonal polynomials with applications to statistics | 2007-07-30 | Paper |
Optimal discrimination designs for exponential regression models
Journal of Statistical Planning and Inference | 2007-07-23 | Paper |
Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials
Transactions of the American Mathematical Society | 2007-07-17 | Paper |
The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
| Locally D-optimal designs for exponential regression models | 2007-03-20 | Paper |
BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-03-20 | Paper |
Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
Scandinavian Journal of Statistics | 2006-12-08 | Paper |
A simple nonparametric estimator of a strictly monotone regression function
Bernoulli | 2006-11-06 | Paper |
Maximin efficient design of experiment for exponential regression models
Journal of Statistical Planning and Inference | 2006-10-05 | Paper |
Local \(c\)- and \(E\)-optimal designs for exponential regression models
Annals of the Institute of Statistical Mathematics | 2006-09-12 | Paper |
A simple nonparametric estimator of a strictly monotone regression function
Bernoulli | 2006-06-01 | Paper |
A comparative study of monotone nonparametric kernel estimates
Journal of Statistical Computation and Simulation | 2006-05-03 | Paper |
Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors
The Annals of Statistics | 2006-03-23 | Paper |
| Numerical construction of parameter maximin \(D\)-optimal designs for binary response models | 2006-03-17 | Paper |
A note on testing symmetry of the error distribution in linear regression models
Journal of Nonparametric Statistics | 2005-12-22 | Paper |
On the equivalence of optimality design criteria for the placebo--treatment problem
Statistics & Probability Letters | 2005-11-07 | Paper |
Bayesian and maximin optimal designs for heteroscedastic regression models
The Canadian Journal of Statistics | 2005-10-18 | Paper |
A note on testing the covariance matrix for large dimension
Statistics & Probability Letters | 2005-09-29 | Paper |
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series
Statistics & Probability Letters | 2005-09-29 | Paper |
Finite sample performance of sequential designs for model identification
Journal of Statistical Computation and Simulation | 2005-07-18 | Paper |
On a test for a parametric form of volatility in continuous time financial models
Finance and Stochastics | 2005-05-20 | Paper |
On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies
Scandinavian Journal of Statistics | 2005-05-20 | Paper |
Efficient Design of Experiments in the Monod Model
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-29 | Paper |
Optimal Designs When the Variance Is A Function of the Mean
Biometrics | 2005-04-13 | Paper |
Optimal designs for a class of nonlinear regression models
The Annals of Statistics | 2005-02-28 | Paper |
A note on the maximization of matrix valued Hankel determinants with applications
Journal of Computational and Applied Mathematics | 2005-02-22 | Paper |
A comparison of different nonparametric methods for inference on additive models
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
Some comments on specification tests in nonparametric absolutely regular processes
Journal of Time Series Analysis | 2004-11-24 | Paper |
A test for randomness against ARMA alternatives.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
Some Methodological Aspects of Validation of Models in Nonparametric Regression
Statistica Neerlandica | 2004-06-15 | Paper |
Robust and Efficient Designs for the Michaelis–Menten Model
Journal of the American Statistical Association | 2004-06-10 | Paper |
Optimal designs for estimating individual coefficients in Fourier regression models
The Annals of Statistics | 2004-06-09 | Paper |
A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
A power comparison between nonparametric regression tests.
Statistics & Probability Letters | 2004-03-14 | Paper |
| scientific article; zbMATH DE number 2042822 (Why is no real title available?) | 2004-02-15 | Paper |
Optimal designs for estimating individual coefficients in polynomial regression -- a functional approach
Journal of Statistical Planning and Inference | 2003-12-14 | Paper |
Nonparametric comparison of regression curves: An empirical process approach
The Annals of Statistics | 2003-11-10 | Paper |
Optimal designs for testing the functional form of a regression via nonparametric estimation techniques
Statistics & Probability Letters | 2003-06-24 | Paper |
Testing symmetry in nonparametric regression models
Journal of Nonparametric Statistics | 2003-06-05 | Paper |
D-optimal designs for trigonometric regression models on a partial circle
Annals of the Institute of Statistical Mathematics | 2003-05-11 | Paper |
A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle.
Statistics & Probability Letters | 2003-05-07 | Paper |
Quadrature formulas for matrix measures --- a geometric approach
Linear Algebra and its Applications | 2003-05-04 | Paper |
A note on optimal designs in weighted polynomial regression for the classical efficiency functions
Journal of Statistical Planning and Inference | 2003-04-09 | Paper |
Testing additivity by kernel-based methods -- what is a reasonable test?
Bernoulli | 2003-02-26 | Paper |
A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on \([0,1]\) and \([0,\infty)\)
Journal of Computational and Applied Mathematics | 2003-02-23 | Paper |
Nonparametric analysis of covariance.
The Annals of Statistics | 2002-11-14 | Paper |
Constrained \(D\)- and \(D_ 1\)-optimal designs for polynomial regression.
The Annals of Statistics | 2002-11-14 | Paper |
Robust designs for polynomial regression by maximizing a minimum of D- and D₁-efficiencies
The Annals of Statistics | 2002-11-14 | Paper |
Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models
The Canadian Journal of Statistics | 2002-10-08 | Paper |
A test for additivity in nonparametric regression
Annals of the Institute of Statistical Mathematics | 2002-08-20 | Paper |
A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
Journal of Statistical Planning and Inference | 2002-06-16 | Paper |
Matrix measures, moment spaces and Favard's theorem for the interval \([0,1]\) and \([0,\infty)\)
Linear Algebra and its Applications | 2002-05-15 | Paper |
A note on a specification test of independence.
Metrika | 2002-01-29 | Paper |
On a nonparametric test for linear relationships
Statistics & Probability Letters | 2002-01-08 | Paper |
Testing linearity of regression models with dependent errors by kernel based methods
Test | 2001-07-12 | Paper |
Analysis of variance in nonparametric regression models
Journal of Multivariate Analysis | 2001-06-05 | Paper |
A unified approach to second order optimality criteria in nonlinear design of experiments
Annals of the Institute of Statistical Mathematics | 2001-05-20 | Paper |
Convex optimal designs for compound polynomial extrapolation
Annals of the Institute of Statistical Mathematics | 2001-05-20 | Paper |
Bayesian optimal one point designs for one parameter nonlinear models
Journal of Statistical Planning and Inference | 2001-05-17 | Paper |
Optimal designs for rational models and weighted polynomial regression
The Annals of Statistics | 2001-03-29 | Paper |
First return probabilities of birth and death chains and associated orthogonal polynomials
Proceedings of the American Mathematical Society | 2001-03-20 | Paper |
| scientific article; zbMATH DE number 1495740 (Why is no real title available?) | 2001-02-27 | Paper |
| scientific article; zbMATH DE number 1406072 (Why is no real title available?) | 2000-10-29 | Paper |
E-optimal design for the Michaelis-Menten model
Statistics & Probability Letters | 2000-07-17 | Paper |
A consistent test for the functional form of a regression based on a difference of variance estimators
The Annals of Statistics | 2000-06-21 | Paper |
Testing model assumptions in multivariate linear regression models
Journal of Nonparametric Statistics | 2000-06-05 | Paper |
Nonparametric comparison of several regression functions: Exact and asymptotic theory
The Annals of Statistics | 1999-12-14 | Paper |
Optimal designs for the identification of the order of a Fourier regression
The Annals of Statistics | 1999-11-09 | Paper |
Validation of linear regression models
The Annals of Statistics | 1999-11-09 | Paper |
Designs of experiments in a polynomial regression when there is uncertainty about the degree
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 1999-10-28 | Paper |
| scientific article; zbMATH DE number 1301933 (Why is no real title available?) | 1999-10-17 | Paper |
| Box-Type Approximations in Nonparametric Factorial Designs | 1999-10-05 | Paper |
Bayesian D-optimal designs on a fixed number of design points for heteroscedastic polynomial models
Biometrika | 1999-10-05 | Paper |
| scientific article; zbMATH DE number 1239653 (Why is no real title available?) | 1999-07-04 | Paper |
A simple goodness-of-fit test for linear models under a random design assumption
Annals of the Institute of Statistical Mathematics | 1999-01-10 | Paper |
Optimality criteria for regression models based on predicted variance
Biometrika | 1999-01-01 | Paper |
Optimum Allocation of Treatments for Welch's Test in Equivalence Assessment
Biometrics | 1998-10-19 | Paper |
Testing Heteroscedasticity In Nonparametric Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1998-10-18 | Paper |
Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1998-10-18 | Paper |
E‐optimal designs for regression models with quantitative factors— a reasonable choice?
The Canadian Journal of Statistics | 1998-09-10 | Paper |
Optimal discrimination designs for multifactor experiments
The Annals of Statistics | 1998-06-08 | Paper |
| scientific article; zbMATH DE number 922434 (Why is no real title available?) | 1998-06-02 | Paper |
| scientific article; zbMATH DE number 1138645 (Why is no real title available?) | 1998-04-02 | Paper |
| scientific article; zbMATH DE number 1104303 (Why is no real title available?) | 1998-01-14 | Paper |
| scientific article; zbMATH DE number 1100440 (Why is no real title available?) | 1998-01-06 | Paper |
Bayesian D-optimal designs for exponential regression models
Journal of Statistical Planning and Inference | 1997-12-15 | Paper |
How many random walks correspond to a given set of return probabilities to the origin?
Stochastic Processes and their Applications | 1997-12-10 | Paper |
| scientific article; zbMATH DE number 1086072 (Why is no real title available?) | 1997-11-13 | Paper |
A note on the uniform distribution on the arcsin points
Metrika | 1997-11-13 | Paper |
On the generating functions of a random walk on the non-negative integers
Journal of Applied Probability | 1997-11-10 | Paper |
| scientific article; zbMATH DE number 1048003 (Why is no real title available?) | 1997-10-19 | Paper |
Wall and Siegmund duality relations for birth and death chains with reflecting barrier
Journal of Theoretical Probability | 1997-10-07 | Paper |
Experimental designs for a class of weighted polynomial regression models
Computational Statistics and Data Analysis | 1997-08-31 | Paper |
Optimal Bayesian designs for models with partially specified heteroscedastic structure
The Annals of Statistics | 1997-08-03 | Paper |
Robust optimal extrapolation designs
Biometrika | 1997-07-24 | Paper |
Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
A note on Bayesian \(c\)-and \(D\)-optimal designs in nonlinear regression models
The Annals of Statistics | 1997-01-29 | Paper |
| scientific article; zbMATH DE number 903836 (Why is no real title available?) | 1996-11-20 | Paper |
Minimax designs in linear regression models
The Annals of Statistics | 1996-10-08 | Paper |
On \(G\)-efficiency calculation for polynomial models
The Annals of Statistics | 1996-09-01 | Paper |
Sign regularity of a generalized Cauchy kernel with applications
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
On the minimum of the Christoffel function
Journal of Computational and Applied Mathematics | 1996-07-15 | Paper |
Characterizations of generalized Hermite and sieved ultraspherical polynomials
Transactions of the American Mathematical Society | 1996-04-24 | Paper |
| scientific article; zbMATH DE number 846107 (Why is no real title available?) | 1996-03-05 | Paper |
Optimal designs for identifying the degree of a polynomial regression
The Annals of Statistics | 1996-02-08 | Paper |
| scientific article; zbMATH DE number 813687 (Why is no real title available?) | 1996-02-04 | Paper |
New Bounds for Hahn and Krawtchouk Polynomials
SIAM Journal on Mathematical Analysis | 1996-01-07 | Paper |
A note on some peculiar nonlinear extremal phenomena of the Chebyshev polynomials
Proceedings of the Edinburgh Mathematical Society | 1995-09-26 | Paper |
Some new asymptotic properties for the zeros of Jacobi, Laguerre, and Hermite polynomials
Constructive Approximation | 1995-09-04 | Paper |
| scientific article; zbMATH DE number 788258 (Why is no real title available?) | 1995-08-21 | Paper |
Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression
Annals of the Institute of Statistical Mathematics | 1995-07-03 | Paper |
Robust designs for multivariate polynomial regression on the \(d\)-cube
Journal of Statistical Planning and Inference | 1995-07-03 | Paper |
On a generalization of the ehrenfest urn model
Journal of Applied Probability | 1995-05-02 | Paper |
Bayesian D-Optimal and Model Robust Designs in Linear Regression Models
Statistics | 1995-04-10 | Paper |
<i>E</i>-optimal designs for linear and nonlinear models with two parameters
Biometrika | 1995-02-22 | Paper |
Discrimination designs for polynomial regression on compact intervals
The Annals of Statistics | 1995-02-12 | Paper |
Elfving's theorem for \(D\)-optimality
The Annals of Statistics | 1994-10-11 | Paper |
| An extension of Welch's approximate t-solution to comparative bioequivalence trials | 1994-07-04 | Paper |
New identities for orthogonal polynomials on a compact interval
Journal of Mathematical Analysis and Applications | 1994-06-16 | Paper |
A note on E-optimal designs for weighted polynomial regression
The Annals of Statistics | 1994-05-19 | Paper |
Extremal properties of ultraspherical polynomials
Journal of Approximation Theory | 1994-04-28 | Paper |
| scientific article; zbMATH DE number 524350 (Why is no real title available?) | 1994-03-24 | Paper |
Geometry of \(E\)-optimality
The Annals of Statistics | 1993-08-23 | Paper |
On a mixture of the \(D\)- and \(D_ 1\)-optimality criterion in polynomial regression
Journal of Statistical Planning and Inference | 1993-06-29 | Paper |
A new interpretation of optimality for \(E\)-optimal designs in linear regression models
Metrika | 1993-05-16 | Paper |
| Rank Procedures for the Two-Factor Mixed Model | 1993-04-01 | Paper |
On the Boundary Behaviour of Nonparametric Regression Estimators
Biometrical Journal | 1993-04-01 | Paper |
On a new characterization of the classical orthogonal polynomials
Journal of Approximation Theory | 1993-01-16 | Paper |
Optimal designs for a class of polynomials of odd or even degree
The Annals of Statistics | 1992-09-27 | Paper |
A note on robust designs for polynomial regression
Journal of Statistical Planning and Inference | 1991-01-01 | Paper |
A generalization of D- and \(D_ 1\)-optimal designs in polynomial regression
The Annals of Statistics | 1990-01-01 | Paper |
Some peculiar boundary phenomena for extremes of r-th nearest neighbor links
Statistics & Probability Letters | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4115768 (Why is no real title available?) | 1989-01-01 | Paper |
The limit distribution of the largest nearest-neighbour link in the unit <i>d</i>-cube
Journal of Applied Probability | 1989-01-01 | Paper |
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
(available as arXiv preprint) | N/A | Paper |
A Simple Bootstrap for Chatterjee's Rank Correlation
(available as arXiv preprint) | N/A | Paper |
New energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions
(available as arXiv preprint) | N/A | Paper |
