| Publication | Date of Publication | Type |
|---|
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
Monotone measure-transportation maps in Hilbert spaces, with statistical applications
Bernoulli | 2026-03-24 | Paper |
The dynamic, the static, and the weak: factor models and the analysis of high-dimensional time series
Journal of Time Series Analysis | 2026-01-07 | Paper |
| Factor models for high-dimensional functional time series | 2025-12-11 | Paper |
Nonparametric measure-transportation-based methods for directional data
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-09-25 | Paper |
Nonparametric Multiple-Output Center-Outward Quantile Regression
Journal of the American Statistical Association | 2025-06-17 | Paper |
A network analysis of the volatility of high dimensional financial series
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-29 | Paper |
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
Bernoulli | 2024-11-05 | Paper |
| On the finite-sample performance of measure-transportation-based multivariate rank tests | 2024-09-16 | Paper |
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach
Journal of Business and Economic Statistics | 2024-08-13 | Paper |
Inferential theory for generalized dynamic factor models
Journal of Econometrics | 2024-03-06 | Paper |
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
Journal of the American Statistical Association | 2023-10-18 | Paper |
Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA
Journal of the American Statistical Association | 2023-10-18 | Paper |
Factor models for high‐dimensional functional time series I: Representation results
Journal of Time Series Analysis | 2023-08-24 | Paper |
Factor models for high‐dimensional functional time series II: Estimation and forecasting
Journal of Time Series Analysis | 2023-08-24 | Paper |
Special Issue of the <i>Journal of Time Series Analysis</i> in Honor of Professor Masanobu Taniguchi
Journal of Time Series Analysis | 2023-08-24 | Paper |
| On Bounded Completeness and the $L_1$-Denseness of Likelihood Ratios | 2023-08-01 | Paper |
| Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability | 2023-05-19 | Paper |
Center-Outward R-Estimation for Semiparametric VARMA Models
Journal of the American Statistical Association | 2023-03-27 | Paper |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
The integrated copula spectrum
The Annals of Statistics | 2023-01-12 | Paper |
Rank-based testing for semiparametric VAR models: a measure transportation approach
Bernoulli | 2022-12-19 | Paper |
Rank-based testing for semiparametric VAR models: a measure transportation approach
Bernoulli | 2022-12-19 | Paper |
| Center-Outward Multiple-Output Lorenz Curves and Gini Indices a measure transportation approach | 2022-11-19 | Paper |
On universally consistent and fully distribution-free rank tests of vector independence
The Annals of Statistics | 2022-11-02 | Paper |
| Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited | 2022-08-25 | Paper |
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
Econometrics Journal | 2022-08-02 | Paper |
The integrated copula spectrum
(available as arXiv preprint) | 2021-12-13 | Paper |
| On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests | 2021-11-08 | Paper |
Optimal tests for elliptical symmetry: specified and unspecified location
Bernoulli | 2021-09-10 | Paper |
Multivariate goodness-of-fit tests based on Wasserstein distance
Electronic Journal of Statistics | 2021-08-09 | Paper |
Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
The Annals of Statistics | 2021-07-05 | Paper |
Time-varying general dynamic factor models and the measurement of financial connectedness
Journal of Econometrics | 2021-03-24 | Paper |
A simple R-estimation method for semiparametric duration models
Journal of Econometrics | 2021-02-09 | Paper |
| Determining the number of factors in the general dynamic factor model | 2021-02-06 | Paper |
| scientific article; zbMATH DE number 7307119 (Why is no real title available?) | 2021-02-06 | Paper |
| The generalized dynamic factor model: identification and estimation | 2021-02-06 | Paper |
| Generalized dynamic factor models and volatilities: estimation and forecasting | 2021-02-06 | Paper |
| The generalized dynamic factor model: consistency and rates | 2021-02-06 | Paper |
| The generalized dynamic factor model: one-sided estimation and forecasting | 2021-02-06 | Paper |
| Dynamic factor models with infinite-dimensional factor spaces: one-sided representations | 2021-02-06 | Paper |
| Factor models in high-dimensional time series -- a time-domain approach | 2021-02-06 | Paper |
| A network analysis of the volatility of high-dimensional financial series | 2021-02-06 | Paper |
| Generalized dynamic factor models and volatilities: recovering the market volatility shocks | 2021-02-06 | Paper |
| Dynamic factor models with infinite-dimensional factor spaces: asymptotic analysis | 2021-02-06 | Paper |
| Dynamic factors in the presence of block structure | 2021-02-06 | Paper |
Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
Electronic Journal of Statistics | 2020-12-15 | Paper |
Center-outward quantiles and the measurement of multivariate risk
Insurance Mathematics & Economics | 2020-11-19 | Paper |
Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
(available as arXiv preprint) | 2020-11-11 | Paper |
A note on the regularity of optimal-transport-based center-outward distribution and quantile functions
Journal of Multivariate Analysis | 2020-09-29 | Paper |
On universally consistent and fully distribution-free rank tests of vector independence
(available as arXiv preprint) | 2020-07-04 | Paper |
Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
Journal of Nonparametric Statistics | 2020-06-24 | Paper |
Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals
Journal of Econometrics | 2020-03-20 | Paper |
| A note on the Regularity of Center-Outward Distribution and Quantile Functions | 2019-12-23 | Paper |
Dynamic functional principal components
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance
Nonparametric Statistics and Mixture Models | 2019-06-03 | Paper |
Optimal dimension reduction for high-dimensional and functional time series
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities
Journal of Time Series Analysis | 2018-05-16 | Paper |
Quantile Spectral Analysis for Locally Stationary Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-02-19 | Paper |
Generalized dynamic factor models and volatilities: estimation and forecasting
Journal of Econometrics | 2017-11-07 | Paper |
\(R\)-estimation for asymmetric independent component analysis
Journal of the American Statistical Association | 2017-10-13 | Paper |
Efficient R-estimation of principal and common principal components
Journal of the American Statistical Association | 2017-08-07 | Paper |
Dynamic factor models with infinite-dimensional factor space: asymptotic analysis
Journal of Econometrics | 2017-05-23 | Paper |
One-step R-estimation in linear models with stable errors
Journal of Econometrics | 2017-05-12 | Paper |
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
Journal of Econometrics | 2017-05-12 | Paper |
Monge-Kantorovich depth, quantiles, ranks and signs
The Annals of Statistics | 2017-05-02 | Paper |
Monge-Kantorovich depth, quantiles, ranks and signs
The Annals of Statistics | 2017-05-02 | Paper |
R-estimation in semiparametric dynamic location-scale models
Journal of Econometrics | 2017-01-13 | Paper |
Dynamic factors in the presence of blocks
Journal of Econometrics | 2016-08-12 | Paper |
A class of simple distribution-free rank-based unit root tests
Journal of Econometrics | 2016-08-12 | Paper |
Market liquidity as dynamic factors
Journal of Econometrics | 2016-08-12 | 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 |
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Journal of Econometrics | 2016-04-18 | Paper |
Elliptical multiple-output quantile regression and convex optimization
Statistics & Probability Letters | 2015-12-30 | Paper |
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Journal of Econometrics | 2015-12-02 | Paper |
Local bilinear multiple-output quantile/depth regression
Bernoulli | 2015-08-05 | Paper |
Local bilinear multiple-output quantile/depth regression
Bernoulli | 2015-08-05 | Paper |
On quadratic expansions of log-likelihoods and a general asymptotic linearity result
Mathematical Statistics and Limit Theorems | 2015-06-24 | 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 |
Dynamic factor models with infinite-dimensional factor spaces: one-sided representations
Journal of Econometrics | 2015-05-06 | Paper |
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal
Bernoulli | 2014-08-08 | Paper |
Skew-symmetric distributions and Fisher information: the double sin of the skew-normal
Bernoulli | 2014-08-08 | Paper |
On Hodges and Lehmann’s “6/π Result”
Contemporary Developments in Statistical Theory | 2014-07-02 | Paper |
Signal detection in high dimension: the multispiked case
The Annals of Statistics | 2014-05-05 | Paper |
Signal detection in high dimension: the multispiked case
The Annals of Statistics | 2014-05-05 | Paper |
Factor models in high-dimensional time series: A time-domain approach
Stochastic Processes and their Applications | 2014-04-28 | Paper |
The generalized dynamic factor model consistency and rates
Journal of Econometrics | 2014-03-07 | Paper |
Discussion of ``Local quantile regression''
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Optimal rank-based tests for common principal components
Bernoulli | 2014-02-04 | Paper |
Asymptotic power of sphericity tests for high-dimensional data
The Annals of Statistics | 2013-09-25 | Paper |
Asymptotic power of sphericity tests for high-dimensional data
The Annals of Statistics | 2013-09-25 | Paper |
On Hodges and Lehmann's "$6/\pi$ result"
(available as arXiv preprint) | 2013-04-04 | Paper |
Skew-symmetric distributions and Fisher information -- a tale of two densities
Bernoulli | 2012-08-09 | Paper |
Skew-symmetric distributions and Fisher information -- a tale of two densities
Bernoulli | 2012-08-09 | Paper |
A class of optimal tests for symmetry based on local Edgeworth approximations
Bernoulli | 2011-09-14 | Paper |
Rank-based testing in linear models with stable errors
Journal of Nonparametric Statistics | 2011-07-22 | Paper |
Optimal rank-based testing for principal components
The Annals of Statistics | 2011-01-19 | Paper |
Testing for common principal components under heterokurticity
Journal of Nonparametric Statistics | 2011-01-13 | Paper |
Local linear spatial quantile regression
Bernoulli | 2010-11-12 | Paper |
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
The Annals of Statistics | 2010-03-24 | Paper |
Rejoinder
The Annals of Statistics | 2010-03-24 | Paper |
Optimal detection of Fechner-asymmetry
Journal of Statistical Planning and Inference | 2009-10-30 | Paper |
Optimal Tests of Noncorrelation Between Multivariate Time Series
Journal of the American Statistical Association | 2009-06-12 | Paper |
Optimal tests for homogeneity of covariance, scale, and shape
Journal of Multivariate Analysis | 2009-02-09 | Paper |
Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2008-11-25 | Paper |
Optimal rank-based tests for homogeneity of scatter
The Annals of Statistics | 2008-07-01 | Paper |
| Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence | 2008-05-15 | Paper |
| Multivariate signed ranks: Randles' interdirections or Tyler's angles? | 2007-10-11 | Paper |
Determining the Number of Factors in the General Dynamic Factor Model
Journal of the American Statistical Association | 2007-09-18 | Paper |
The Generalized Dynamic Factor Model
Journal of the American Statistical Association | 2007-08-20 | Paper |
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
The Annals of Statistics | 2007-07-12 | Paper |
Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
The Annals of Statistics | 2007-07-12 | Paper |
Parametric and semiparametric inference for shape: the role of the scale functional
Statistics & Decisions | 2007-05-15 | Paper |
Multivariate signed-rank tests in vector autoregressive order identification
Statistical Science | 2006-09-22 | Paper |
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity
The Annals of Statistics | 2006-06-21 | Paper |
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
Journal of Time Series Analysis | 2006-05-24 | Paper |
Asymptotic linearity of serial and nonserial multivariate signed rank statistics
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
| scientific article; zbMATH DE number 2206041 (Why is no real title available?) | 2005-09-16 | Paper |
Local linear spatial regression
The Annals of Statistics | 2005-09-12 | Paper |
Rank-based optimal tests of the adequacy of an elliptic VARMA model
The Annals of Statistics | 2005-09-12 | Paper |
Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
Journal of Multivariate Analysis | 2005-02-09 | Paper |
Efficient detection of random coefficients in autoregressive models
The Annals of Statistics | 2004-05-18 | Paper |
Kernel density estimation for spatial processes: The \(L_{1}\) theory
Journal of Multivariate Analysis | 2004-02-03 | Paper |
Hájek projection and Bernstein polynomials
The Canadian Journal of Statistics | 2004-01-14 | Paper |
Semi-parametric efficiency, distribution-freeness and invariance
Bernoulli | 2003-10-09 | Paper |
Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
The Canadian Journal of Statistics | 2003-07-03 | Paper |
Estimation in autoregressivemodels based on autoregressionrank scores
Journal of Nonparametric Statistics | 2003-04-10 | Paper |
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
Bernoulli | 2003-03-24 | Paper |
Density estimation for spatial linear processes
Bernoulli | 2003-02-26 | Paper |
Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks.
The Annals of Statistics | 2002-11-14 | Paper |
Estimation of the innovation quantile density function of an \(AR(p)\) process based on autoregression quantiles
Bernoulli | 2002-08-21 | Paper |
| Rank-Based Autoregressive Order Identification | 2002-07-30 | Paper |
| The efficiency of some nonparametric rank-based competitors to correlogram methods | 2002-03-06 | Paper |
Sample heterogeneity and M-estimation
Journal of Statistical Planning and Inference | 2001-07-31 | Paper |
Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes
Journal of Statistical Planning and Inference | 2001-07-30 | Paper |
Optimal tests for autoregressive models based on autoregression rank scores
The Annals of Statistics | 2001-06-19 | Paper |
Kendall's tau for serial dependence
The Canadian Journal of Statistics | 2001-04-08 | Paper |
Local asymptotic normality for regression models with long-memory disturbance
The Annals of Statistics | 2001-03-20 | Paper |
When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions
Journal of Statistical Planning and Inference | 2000-11-06 | Paper |
Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence
Journal of Statistical Planning and Inference | 2000-08-21 | Paper |
| scientific article; zbMATH DE number 1124614 (Why is no real title available?) | 2000-04-02 | Paper |
Rank-based partial aurocorrelations are not asymptotically distribution-free
Statistics & Probability Letters | 2000-01-01 | Paper |
L₁-estimation in linear models with heterogeneous white noise
Statistics & Probability Letters | 1999-11-25 | Paper |
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
Journal of Statistical Planning and Inference | 1999-11-23 | Paper |
| scientific article; zbMATH DE number 1302964 (Why is no real title available?) | 1999-06-17 | Paper |
A Berry-Esséen theorem for serial rank statistics
Annals of the Institute of Statistical Mathematics | 1998-11-17 | Paper |
Generalized runs tests for heteroscedastic time series
Journal of Nonparametric Statistics | 1998-11-15 | Paper |
Spectral Factorization of Periodically Correlated MA(1) Processes
Journal of Applied Probability | 1998-11-03 | Paper |
Characterizion of error distributions in time-series regression models
Statistics & Probability Letters | 1998-09-27 | Paper |
Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
Annals of the Institute of Statistical Mathematics | 1998-04-05 | Paper |
Rank-based tests for autoregressive against bilinear serial dependence
Journal of Nonparametric Statistics | 1998-03-29 | Paper |
| scientific article; zbMATH DE number 1069595 (Why is no real title available?) | 1998-01-25 | Paper |
Adaptive estimation of the lag of a long-memory process
Statistical Inference for Stochastic Processes | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1048006 (Why is no real title available?) | 1997-11-09 | Paper |
| scientific article; zbMATH DE number 1048005 (Why is no real title available?) | 1997-09-22 | Paper |
Kernel density estimation for random fields: The<i>L</i><sub>1</sub>Theory
Journal of Nonparametric Statistics | 1997-07-28 | Paper |
| scientific article; zbMATH DE number 854956 (Why is no real title available?) | 1996-11-06 | Paper |
| scientific article; zbMATH DE number 849073 (Why is no real title available?) | 1996-06-30 | Paper |
Local asymptotic normality of multivariate ARMA processes with a linear trend
Annals of the Institute of Statistical Mathematics | 1996-05-20 | Paper |
Asymptotic behavior of the characteristic function of simple serial rank statistics
Mathematical Methods of Statistics | 1996-01-01 | Paper |
A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence
The Canadian Journal of Statistics | 1995-10-03 | Paper |
ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
Journal of Time Series Analysis | 1995-01-15 | Paper |
Aligned rank tests for linear models with autocorrelated error terms
Journal of Multivariate Analysis | 1994-09-13 | Paper |
Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications
Journal of the American Statistical Association | 1994-07-26 | Paper |
ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
Journal of Time Series Analysis | 1994-06-29 | Paper |
| scientific article; zbMATH DE number 218658 (Why is no real title available?) | 1993-06-29 | Paper |
Optimal rank-based tests against first-order superdiagonal bilinear dependence
Journal of Statistical Planning and Inference | 1993-01-17 | Paper |
Some asymptotic results for a broad class of nonparametric statistics
Journal of Statistical Planning and Inference | 1993-01-16 | Paper |
Simple exact bounds for distributions of linear signed rank statistics
Journal of Statistical Planning and Inference | 1992-09-27 | Paper |
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
The Annals of Statistics | 1992-09-27 | Paper |
Time series analysis via rank order theory: Signed-rank tests for ARMA models
Journal of Multivariate Analysis | 1992-06-28 | Paper |
Distribution-free tests against serial dependence: Signed or unsigned ranks?
Journal of Statistical Planning and Inference | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4149462 (Why is no real title available?) | 1990-01-01 | Paper |
Asymptotically most powerful rank tests for multivariate randomness against serial dependence
Journal of Multivariate Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4050816 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4205811 (Why is no real title available?) | 1988-01-01 | Paper |
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
Biometrika | 1988-01-01 | Paper |
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
The Annals of Statistics | 1988-01-01 | Paper |
Locally asymptotically rank-based procedures for testing autoregressive moving average dependence
Proceedings of the National Academy of Sciences | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4001264 (Why is no real title available?) | 1987-01-01 | Paper |
LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE
Journal of Time Series Analysis | 1987-01-01 | Paper |
Non-stationary <i>q</i>-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem
Advances in Applied Probability | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982350 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982351 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3982352 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4007477 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4055368 (Why is no real title available?) | 1986-01-01 | Paper |
On fractional linear bounds for probability generating functions
Journal of Applied Probability | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3940523 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3940524 (Why is no real title available?) | 1985-01-01 | Paper |
Linear serial rank tests for randomness against ARMA alternatives
The Annals of Statistics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3967739 (Why is no real title available?) | 1984-01-01 | Paper |
Spectral factorization of nonstationary moving average processes
The Annals of Statistics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3831132 (Why is no real title available?) | 1983-01-01 | Paper |
The Swedish automobile portfolio in 1977
Scandinavian Actuarial Journal | 1983-01-01 | Paper |
Nonstationary Yule-Walker equations
Statistics & Probability Letters | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3763130 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3787899 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3787900 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3761256 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3707629 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3694443 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3679486 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3716641 (Why is no real title available?) | 1980-01-01 | Paper |
Band strategies: The random walk of reserves
Blätter der DGVFM | 1979-01-01 | Paper |
Mixed autoregressive-moving average multivariate processes with time- dependent coefficients
Journal of Multivariate Analysis | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3587908 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3585249 (Why is no real title available?) | 1977-01-01 | Paper |
Subjectively mixed strategies. The public event case
International Journal of Game Theory | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3550507 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3410826 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3430405 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3540591 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3388840 (Why is no real title available?) | 1972-01-01 | Paper |
Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics
(available as arXiv preprint) | N/A | Paper |
Nonparametric Measure-Transportation-Based Methods for Directional Data
(available as arXiv preprint) | N/A | Paper |
Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours
(available as arXiv preprint) | N/A | Paper |
