| Publication | Date of Publication | Type |
|---|
| Nonparametric estimation of univariate and bivariate survival functions under right censoring: a survey | 2024-03-21 | Paper |
| Bernstein-based estimation of the cross ratio function | 2024-03-11 | Paper |
| Nonparametric estimation of risk ratios for bivariate data | 2022-11-23 | Paper |
| Preadjusted Non-Parametric Estimation of a Conditional Distribution Function | 2022-07-11 | Paper |
| Quantiles of the conditional residual lifetime | 2022-06-27 | Paper |
| Omnibus test for covariate effects in conditional copula models | 2021-10-28 | Paper |
| Efficiency behaviour of kernel-smoothed kernel distribution function estimators | 2021-02-16 | Paper |
| Nonparametric estimation of the cross ratio function | 2020-05-27 | Paper |
| A note on the behaviour of a kernel-smoothed kernel density estimator | 2020-01-20 | Paper |
| Smooth copula-based estimation of the conditional density function with a single covariate | 2017-08-03 | Paper |
| Score tests for covariate effects in conditional copulas | 2017-08-03 | Paper |
| Copula-graphic estimation with left-truncated and right-censored data | 2017-07-20 | Paper |
| Nonparametric testing for no covariate effects in conditional copulas | 2017-07-20 | Paper |
| Large sample properties of nonparametric copula estimators under bivariate censoring | 2017-01-04 | Paper |
| Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals | 2016-07-06 | Paper |
| Conditional copulas, association measures and their applications | 2016-01-12 | Paper |
| Estimation of a Copula when a Covariate Affects only Marginal Distributions | 2016-01-08 | Paper |
| Partial and average copulas and association measures | 2015-11-25 | Paper |
| Discussion: Statistical models and methods for dependence in insurance data | 2014-09-30 | Paper |
| A note on the asymptotic behavior of the Bernstein estimator of the copula density | 2014-01-13 | Paper |
| Generalized copula-graphic estimator | 2013-08-05 | Paper |
| Multivariate and functional covariates and conditional copulas | 2013-05-28 | Paper |
| Bootstrapping the conditional copula | 2012-10-30 | Paper |
| Estimation of a Conditional Copula and Association Measures | 2012-09-01 | Paper |
| Semiparametric estimation of conditional copulas | 2012-08-13 | Paper |
| Large sample behavior of the Bernstein copula estimator | 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 | 2010-05-10 | Paper |
| Empirical Likelihood for Non‐Smooth Criterion Functions | 2010-04-22 | Paper |
| Intersections of an Interval By a Difference of a Compound Poisson Process and a Compound Renewal Process | 2009-11-10 | Paper |
| Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing | 2009-08-19 | Paper |
| Bayes prediction based on right censored data | 2009-06-02 | Paper |
| New tests for exponentiality against new better than used inpth quantile | 2009-02-18 | Paper |
| A conditional Koziol-Green model under dependent censoring | 2008-06-05 | Paper |
| MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions | 2008-03-12 | Paper |
| On several two-boundary problems for a particular class of Lévy processes | 2008-02-18 | Paper |
| Modifying the kernel distribution function estimator towards reduced bias | 2007-09-12 | Paper |
| The accuracy of normal approximations in censoring models | 2007-04-16 | Paper |
| Bootstrapping regression quantiles | 2007-04-16 | Paper |
| Regression quantiles under dependent censoring | 2007-03-08 | Paper |
| Empirical Likelihood in a Semi-Parametric Model for Missing Response Data | 2006-08-21 | Paper |
| A copula-graphic estimator for the conditional survival function under dependent censoring | 2006-01-16 | Paper |
| Cox's Regression Model Under Partially Informative Censoring | 2005-10-17 | Paper |
| Relative hazard rate estimation for right censored and left truncated data | 2005-09-01 | Paper |
| Bootstrapping modified goodness-of-fit statistics with estimated parameters | 2005-08-01 | Paper |
| Bootstrapping the conditional survival function estimator in the partial Koziol–Green model | 2005-05-06 | Paper |
| Presmoothed Kaplan–Meier and Nelson–Aalen estimators | 2005-02-21 | Paper |
| Testing for the partial Koziol-Green model with covariates. | 2003-07-01 | Paper |
| Density and hazard estimation in censored regression models | 2003-03-26 | Paper |
| The modified bootstrap error process for Kaplan-Meier quantiles | 2002-09-05 | Paper |
| EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING | 2002-07-28 | Paper |
| Modified bootstrap consistency rates for \(U\)-quantiles | 2002-06-30 | Paper |
| Hazard rate estimation in nonparametric regression with censored data | 2002-06-24 | Paper |
| Estimation of the quantiles of the duration of old age | 2002-01-02 | Paper |
| Estimation of the conditional distribution in regression with censored data: a comparative study. | 2001-08-20 | Paper |
| Relative density estimation and local bandwidth selection for censored data | 2001-08-20 | Paper |
| The partial Koziol-Green model with covariates | 2001-04-17 | Paper |
| Bootstrapping quantiles in a fixed design regression model with censored data | 2001-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4383765 | 2001-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508886 | 2000-10-10 | Paper |
| Estimation and bootstrap with censored data in fixed design nonparametric regression | 2000-05-08 | Paper |
| Relative Density Estimation with Censored Data | 2000-01-01 | Paper |
| Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process | 1999-04-26 | Paper |
| Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles | 1997-09-23 | Paper |
| Cramer type large deviations for survival function estimators | 1997-07-17 | Paper |
| Change-point problem and bootstrap | 1996-12-08 | Paper |
| Scale measures for bandwidth selection | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869553 | 1996-04-22 | Paper |
| Bootstrapping a nonparametric polytomous regression model | 1995-10-24 | Paper |
| Asymptotic Results for U-Functions of Concomitants of Order Statistics | 1995-03-29 | Paper |
| Asymptotic estimates for the probability of ruin in a Poisson model with diffusion | 1994-06-28 | Paper |
| Bootstrapping u - statistics with estimated parameters | 1993-10-07 | Paper |
| Almost sure asymptotic representation for a class of functionals of the Kaplan-Meier estimator | 1992-06-26 | Paper |
| On the asymptotic normality of functions of uniform spacings | 1991-01-01 | Paper |
| U-statistics on Winsorized and trimmed samples | 1990-01-01 | Paper |
| Nonparametric estimators for the probability of ruin | 1990-01-01 | Paper |
| Resampling from centered data in the two-sample problem | 1989-01-01 | Paper |
| Sequential fixed-width confidence intervals for quantiles in the presence of censoring | 1989-01-01 | Paper |
| Quantile estimation in the proportional hazards model of random censorship | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473962 | 1989-01-01 | Paper |
| Weak and strong representations for trimmed U-statistics | 1988-01-01 | Paper |
| Moderate and Cramér-type large deviation theorems for M-estimators | 1988-01-01 | Paper |
| Weak asymptotic representations for quantiles of the product-limit estimator | 1988-01-01 | Paper |
| A kernel-type estimator for generalized quantiles | 1987-01-01 | Paper |
| Asymptotic normality of U-statistics based on trimmed samples | 1987-01-01 | Paper |
| Sequential confidence intervals based on generalized m-statistics | 1987-01-01 | Paper |
| On nonparametric regression estimators based on regression quantiles | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823626 | 1987-01-01 | Paper |
| Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators | 1985-01-01 | Paper |
| Cramér type large deviations for Studentized U-statistics | 1985-01-01 | Paper |
| Studentized estimation of a certain functional of a probability density function | 1985-01-01 | Paper |
| Asymptotic normality for a general class of statistical functions and applications to measures of spread | 1984-01-01 | Paper |
| Estimates for the probability of ruin with special emphasis on the possibility of large claims | 1982-01-01 | Paper |
| Cramer type large deviations for linear combinations of order statistics | 1982-01-01 | Paper |
| A cramer type large deviation theorem for trimmed linear combinations of order statistics | 1982-01-01 | Paper |
| The order of the normal approximation for a Studentized U-statistic | 1981-01-01 | Paper |
| Exponential estimates for the stop-loss premium | 1981-01-01 | Paper |
| An Edgeworth expansion for U-statistics | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3854364 | 1979-01-01 | Paper |
| Subexponentiality and infinite divisibility | 1979-01-01 | Paper |
| Asymptotic behaviour of Wiener-Hopf factors of a random walk | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3851349 | 1976-01-01 | Paper |
| The exponential rate of convergence of the distribution of the maximum of a random walk. Part II | 1976-01-01 | Paper |
| The exponential rate of convergence of the distribution of the maximum of a random walk | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4077317 | 1975-01-01 | Paper |
