| Publication | Date of Publication | Type |
|---|
| On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics | 2024-03-14 | Paper |
| Supremal inequalities for convex M-estimators with applications to complete and quick convergence | 2023-11-29 | Paper |
| Distributional hyperspace-convergence of Argmin-sets in convex đ-estimation | 2023-10-12 | Paper |
| Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process | 2023-06-05 | Paper |
| On the locations of maxima and minima in a sequence of exchangeable random variables | 2021-12-22 | Paper |
| A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes | 2021-12-10 | Paper |
| Weak convergence of probability measures to Choquet capacity functionals | 2019-05-08 | Paper |
| Estimation of rating classes and default probabilities in credit risk models with dependencies | 2019-02-08 | Paper |
| Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models | 2018-03-29 | Paper |
| On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics | 2018-02-15 | Paper |
| Density estimation via best $L^2$-approximation on classes of step functions | 2017-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2822241 | 2016-09-27 | Paper |
| Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula | 2014-05-23 | Paper |
| Optimal constants in the Marcinkiewicz-Zygmund inequalities | 2014-04-09 | Paper |
| Minimum distance estimation in normed linear spaces with Donsker-classes | 2014-03-10 | Paper |
| Estimation of Crossing Points of Continuous Distribution Functions | 2013-06-13 | Paper |
| Binary regression: Total gain in positive and negative predictive values | 2012-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2892538 | 2012-06-18 | Paper |
| Weak Convergence of the Empirical Process and the Rescaled Empirical Distribution Function in the Skorokhod Product Space | 2011-08-16 | Paper |
| Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals | 2011-01-14 | Paper |
| Estimation of split-points in binary regression | 2010-07-30 | Paper |
| Argmax-stable marked empirical processes | 2009-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5457408 | 2008-04-14 | Paper |
| Estimation of the Jump-Point in a Hazard Function | 2008-04-03 | Paper |
| Weighted Least Squares Estimators for a Change-Point | 2007-09-18 | Paper |
| On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677169 | 2005-05-20 | Paper |
| A two-dimensional CramĂ©râvon Mises test for the two-sample problem with dispersion alternatives | 2005-04-19 | Paper |
| Maximal asymptotic power and efficiency of two-sample tests based on generalized U-statistics | 2004-10-01 | Paper |
| Boundary estimation based on set-indexed empirical processes | 2004-09-27 | Paper |
| A continuous mapping theorem for the argmaxâfunctional in the nonâunique case | 2004-06-15 | Paper |
| A functional law of the iterated logarithm for U-statistic type processes | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431560 | 2003-10-22 | Paper |
| The exact distribution of the maximizing point of the two-sample empirical process | 2003-06-23 | Paper |
| Analysis of change-point estimators under the null hypothesis | 2003-03-10 | Paper |
| Exponential and polynomial tailbounds for change-point estimators | 2002-11-14 | Paper |
| Estimation of the change point of a distribution based on the number of failed test items | 2002-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4237841 | 2001-07-19 | Paper |
| Optimal tests for the general two-sample problem | 2000-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494133 | 2000-08-10 | Paper |
| On the uniqueness of maximizers of Markov-Gaussian processes | 2000-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940338 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217113 | 1999-03-04 | Paper |
| Optimal bounds for the Prokhorov distance of the Miller - Sen process and Brownian motion | 1999-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351962 | 1997-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892798 | 1997-01-19 | Paper |
| Nonparametric tests for nonstandard change-point problems | 1996-07-31 | Paper |
| The joint distribution of the running maximum and its location of D-valued Markov processes | 1996-04-08 | Paper |
| Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation | 1995-07-17 | Paper |
| Change-point estimators in case of small disorders | 1995-01-24 | Paper |
| On the power of nonparametric changepoint-tests | 1995-01-19 | Paper |
| An extension of the CsörgĆ-HorvĂĄth functional limit theorem and its applications to changepoint problems | 1994-12-11 | Paper |
| Nonparametric detection of changepoints for sequentially observed data | 1994-11-30 | Paper |
| On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes | 1994-11-14 | Paper |
| On the rate of almost sure convergence of DĂŒmbgen's change-point estimators | 1994-09-13 | Paper |
| Convergence of changepoint estimators | 1992-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4001377 | 1992-09-18 | Paper |
