| Publication | Date of Publication | Type |
|---|
Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey
Metrika | 2024-03-21 | Paper |
Bernstein-based estimation of the cross ratio function
Statistics | 2024-03-11 | Paper |
Nonparametric estimation of risk ratios for bivariate data
Journal of Nonparametric Statistics | 2022-11-23 | Paper |
Preadjusted Non-Parametric Estimation of a Conditional Distribution Function
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Quantiles of the conditional residual lifetime
Statistics | 2022-06-27 | Paper |
Omnibus test for covariate effects in conditional copula models
Journal of Multivariate Analysis | 2021-10-28 | Paper |
Efficiency behaviour of kernel-smoothed kernel distribution function estimators
South African Statistical Journal | 2021-02-16 | Paper |
Nonparametric estimation of the cross ratio function
Annals of the Institute of Statistical Mathematics | 2020-05-27 | Paper |
A note on the behaviour of a kernel-smoothed kernel density estimator
Statistics \& Probability Letters | 2020-01-20 | Paper |
Score tests for covariate effects in conditional copulas
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Smooth copula-based estimation of the conditional density function with a single covariate
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Nonparametric testing for no covariate effects in conditional copulas
Statistics | 2017-07-20 | Paper |
Copula-graphic estimation with left-truncated and right-censored data
Statistics | 2017-07-20 | Paper |
Large sample properties of nonparametric copula estimators under bivariate censoring
Statistics | 2017-01-04 | Paper |
Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
Test | 2016-07-06 | Paper |
Conditional copulas, association measures and their applications
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Estimation of a copula when a covariate affects only marginal distributions
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
Partial and average copulas and association measures
Electronic Journal of Statistics | 2015-11-25 | Paper |
Discussion: Statistical models and methods for dependence in insurance data
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
A note on the asymptotic behavior of the Bernstein estimator of the copula density
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Generalized copula-graphic estimator
Test | 2013-08-05 | Paper |
Multivariate and functional covariates and conditional copulas
Electronic Journal of Statistics | 2013-05-28 | Paper |
Bootstrapping the conditional copula
Journal of Statistical Planning and Inference | 2012-10-30 | Paper |
Estimation of a conditional copula and association measures
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Semiparametric estimation of conditional copulas
Journal of Multivariate Analysis | 2012-08-13 | Paper |
Large sample behavior of the Bernstein copula estimator
Journal of Statistical Planning and Inference | 2012-05-04 | Paper |
Busy period, time of the first loss of a customer and the number of customers in $ M^{\varkappa}|G^{\delta}|1|B$
| 2011-03-21 | Paper |
Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
Journal of Mathematical Analysis and Applications | 2010-05-10 | Paper |
Empirical likelihood for non-smooth criterion functions
Scandinavian Journal of Statistics | 2010-04-22 | Paper |
Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process
Stochastic Models | 2009-11-10 | Paper |
Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
The Annals of Statistics | 2009-08-19 | Paper |
Bayes prediction based on right censored data
Statistical Papers | 2009-06-02 | Paper |
New tests for exponentiality against new better than used inpth quantile
Journal of Nonparametric Statistics | 2009-02-18 | Paper |
A conditional Koziol-Green model under dependent censoring
Statistics \& Probability Letters | 2008-06-05 | Paper |
MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
Statistics \& Probability Letters | 2008-03-12 | Paper |
On several two-boundary problems for a particular class of Lévy processes
Journal of Theoretical Probability | 2008-02-18 | Paper |
Modifying the kernel distribution function estimator towards reduced bias
Statistics | 2007-09-12 | Paper |
Bootstrapping regression quantiles
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
The accuracy of normal approximations in censoring models
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Regression quantiles under dependent censoring
Statistics | 2007-03-08 | Paper |
Empirical Likelihood in a Semi-Parametric Model for Missing Response Data
Communications in Statistics: Theory and Methods | 2006-08-21 | Paper |
A copula-graphic estimator for the conditional survival function under dependent censoring
The Canadian Journal of Statistics | 2006-01-16 | Paper |
Cox's Regression Model Under Partially Informative Censoring
Communications in Statistics: Theory and Methods | 2005-10-17 | Paper |
Relative hazard rate estimation for right censored and left truncated data
Test | 2005-09-01 | Paper |
Bootstrapping modified goodness-of-fit statistics with estimated parameters
Statistics \& Probability Letters | 2005-08-01 | Paper |
Bootstrapping the conditional survival function estimator in the partial Koziol–Green model
Journal of Nonparametric Statistics | 2005-05-06 | Paper |
Presmoothed Kaplan–Meier and Nelson–Aalen estimators
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
Testing for the partial Koziol-Green model with covariates.
Journal of Statistical Planning and Inference | 2003-07-01 | Paper |
Density and hazard estimation in censored regression models
Bernoulli | 2003-03-26 | Paper |
The modified bootstrap error process for Kaplan-Meier quantiles
Statistics \& Probability Letters | 2002-09-05 | Paper |
EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Modified bootstrap consistency rates for \(U\)-quantiles
Statistics \& Probability Letters | 2002-06-30 | Paper |
Hazard rate estimation in nonparametric regression with censored data
Annals of the Institute of Statistical Mathematics | 2002-06-24 | Paper |
Estimation of the quantiles of the duration of old age
Journal of Statistical Planning and Inference | 2002-01-02 | Paper |
Relative density estimation and local bandwidth selection for censored data
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
Estimation of the conditional distribution in regression with censored data: a comparative study.
Computational Statistics and Data Analysis | 2001-08-20 | Paper |
The partial Koziol-Green model with covariates
Journal of Statistical Planning and Inference | 2001-04-17 | Paper |
Bootstrapping quantiles in a fixed design regression model with censored data
Journal of Statistical Planning and Inference | 2001-01-29 | Paper |
scientific article; zbMATH DE number 1138641 (Why is no real title available?)
| 2001-01-18 | Paper |
scientific article; zbMATH DE number 1515787 (Why is no real title available?)
| 2000-10-10 | Paper |
Estimation and bootstrap with censored data in fixed design nonparametric regression
Annals of the Institute of Statistical Mathematics | 2000-05-08 | Paper |
Relative Density Estimation with Censored Data
The Canadian Journal of Statistics | 2000-01-01 | Paper |
Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process
Communications in Statistics: Theory and Methods | 1999-04-26 | Paper |
Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles
Communications in Statistics: Theory and Methods | 1997-09-23 | Paper |
Cramer type large deviations for survival function estimators
Journal of Nonparametric Statistics | 1997-07-17 | Paper |
Change-point problem and bootstrap
Journal of Nonparametric Statistics | 1996-12-08 | Paper |
Scale measures for bandwidth selection
Journal of Nonparametric Statistics | 1996-12-08 | Paper |
scientific article; zbMATH DE number 854581 (Why is no real title available?)
| 1996-04-22 | Paper |
Bootstrapping a nonparametric polytomous regression model
Mathematical Methods of Statistics | 1995-10-24 | Paper |
Asymptotic Results for U-Functions of Concomitants of Order Statistics
Statistics | 1995-03-29 | Paper |
Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
Insurance Mathematics \& Economics | 1994-06-28 | Paper |
Bootstrapping u - statistics with estimated parameters
Communications in Statistics: Theory and Methods | 1993-10-07 | Paper |
Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator
The Annals of Statistics | 1992-06-26 | Paper |
On the asymptotic normality of functions of uniform spacings
The Canadian Journal of Statistics | 1991-01-01 | Paper |
Nonparametric estimators for the probability of ruin
Insurance Mathematics \& Economics | 1990-01-01 | Paper |
U-statistics on Winsorized and trimmed samples
Statistics \& Probability Letters | 1990-01-01 | Paper |
Resampling from centered data in the two-sample problem
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4143250 (Why is no real title available?)
| 1989-01-01 | Paper |
Quantile estimation in the proportional hazards model of random censorship
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Sequential fixed-width confidence intervals for quantiles in the presence of censoring
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
Moderate and Cramér-type large deviation theorems for M-estimators
Statistics \& Probability Letters | 1988-01-01 | Paper |
Weak and strong representations for trimmed U-statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
Weak asymptotic representations for quantiles of the product-limit estimator
Journal of Statistical Planning and Inference | 1988-01-01 | Paper |
A kernel-type estimator for generalized quantiles
Statistics \& Probability Letters | 1987-01-01 | Paper |
Sequential confidence intervals based on generalized m-statistics
Sequential Analysis | 1987-01-01 | Paper |
Asymptotic normality of U-statistics based on trimmed samples
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
On nonparametric regression estimators based on regression quantiles
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4098501 (Why is no real title available?)
| 1987-01-01 | Paper |
Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
The Annals of Statistics | 1985-01-01 | Paper |
Cramér type large deviations for Studentized U-statistics
Metrika | 1985-01-01 | Paper |
Studentized estimation of a certain functional of a probability density function
Scandinavian Actuarial Journal | 1985-01-01 | Paper |
Asymptotic normality for a general class of statistical functions and applications to measures of spread
The Annals of Statistics | 1984-01-01 | Paper |
Estimates for the probability of ruin with special emphasis on the possibility of large claims
Insurance Mathematics \& Economics | 1982-01-01 | Paper |
Cramer type large deviations for linear combinations of order statistics
The Annals of Probability | 1982-01-01 | Paper |
A cramer type large deviation theorem for trimmed linear combinations of order statistics
Communications in Statistics: Theory and Methods | 1982-01-01 | Paper |
Exponential estimates for the stop-loss premium
Scandinavian Actuarial Journal | 1981-01-01 | Paper |
The order of the normal approximation for a Studentized U-statistic
The Annals of Statistics | 1981-01-01 | Paper |
An Edgeworth expansion for U-statistics
The Annals of Statistics | 1980-01-01 | Paper |
Subexponentiality and infinite divisibility
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3655070 (Why is no real title available?)
| 1979-01-01 | Paper |
Asymptotic behaviour of Wiener-Hopf factors of a random walk
Stochastic Processes and their Applications | 1977-01-01 | Paper |
scientific article; zbMATH DE number 3651486 (Why is no real title available?)
| 1976-01-01 | Paper |
The exponential rate of convergence of the distribution of the maximum of a random walk. Part II
Journal of Applied Probability | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3495460 (Why is no real title available?)
| 1975-01-01 | Paper |
The exponential rate of convergence of the distribution of the maximum of a random walk
Journal of Applied Probability | 1975-01-01 | Paper |
