| Publication | Date of Publication | Type |
|---|
Efficient estimation in invertible linear processes
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Blockwise empirical likelihood and efficiency for Markov chains
Journal of Time Series Analysis | 2026-01-07 | Paper |
Empirical likelihood for martingale differences
Journal of Time Series Analysis | 2026-01-07 | Paper |
Estimation for Markov chains with periodically missing observations
Journal of Time Series Analysis | 2024-11-12 | Paper |
Efficient density estimation in an AR(1) model
Electronic Journal of Statistics | 2024-01-05 | Paper |
| Convergence in weighted \(L_1\)-norms of convolution estimators for the response density in nonparametric regression | 2021-06-02 | Paper |
| scientific article; zbMATH DE number 7353803 (Why is no real title available?) | 2021-06-02 | Paper |
Inference about the slope in linear regression: an empirical likelihood approach
Annals of the Institute of Statistical Mathematics | 2019-03-21 | Paper |
Maximum empirical likelihood estimation and related topics
Electronic Journal of Statistics | 2018-09-24 | Paper |
Efficiency for heteroscedastic regression with responses missing at random
Journal of Statistical Planning and Inference | 2018-06-15 | Paper |
Signed rank based empirical likelihood for the symmetric location model
Statistics & Probability Letters | 2018-06-14 | Paper |
Estimation of the error distribution in a varying coefficient regression model
Journal of Nonparametric Statistics | 2018-05-28 | Paper |
Estimating the error distribution in a single-index model
From Statistics to Mathematical Finance | 2018-03-29 | Paper |
Efficient estimation of the error distribution in a varying coefficient regression model
Mathematical Methods of Statistics | 2018-02-07 | Paper |
Asymptotic normality of quadratic forms with random vectors of increasing dimension
Journal of Multivariate Analysis | 2017-12-21 | Paper |
Efficiency transfer for regression models with responses missing at random
Bernoulli | 2017-09-21 | Paper |
Convergence rates of density estimators for sums of powers of observations
Metrika | 2015-10-14 | Paper |
Estimators in step regression models
Statistics & Probability Letters | 2015-06-11 | Paper |
The transfer principle: a tool for complete case analysis
The Annals of Statistics | 2014-09-15 | Paper |
The transfer principle: a tool for complete case analysis
The Annals of Statistics | 2014-09-15 | Paper |
Professor Hira Lal Koul’s Contribution to Statistics
Contemporary Developments in Statistical Theory | 2014-07-02 | Paper |
Testing for additivity in partially linear regression with possibly missing responses
Journal of Multivariate Analysis | 2014-06-04 | Paper |
Uniform convergence of convolution estimators for the response density in nonparametric regression
Bernoulli | 2014-02-04 | Paper |
Density estimation for power transformations
Journal of Nonparametric Statistics | 2013-11-21 | Paper |
Non standard behavior of density estimators for functions of independent observations
Communications in Statistics. Theory and Methods | 2013-11-14 | Paper |
Empirical likelihood approach to goodness of fit testing
Bernoulli | 2013-08-16 | Paper |
Empirical likelihood approach to goodness of fit testing
Bernoulli | 2013-08-16 | Paper |
Variance bounds for estimators in autoregressive models with constraints
Statistics | 2013-06-25 | Paper |
Weighted least squares estimation with missing responses: an empirical likelihood approach
Electronic Journal of Statistics | 2013-05-29 | Paper |
On efficient estimation of densities for sums of squared observations
Statistics & Probability Letters | 2012-09-18 | Paper |
Asymptotic properties of the GMLE with case 2 interval-censored data
Statistics & Probability Letters | 2012-09-02 | Paper |
Optimal plug-in estimators for multivariate distributions with conditionally independent components
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
Estimating the error distribution function in semiparametric additive regression models
Journal of Statistical Planning and Inference | 2011-11-10 | Paper |
Some developments in semiparametric statistics
Journal of Statistical Theory and Practice | 2011-04-18 | Paper |
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
Statistics & Probability Letters | 2011-02-11 | Paper |
Tests for normality based on density estimators of convolutions
Statistics & Probability Letters | 2011-02-11 | Paper |
Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Plug-in estimators for higher-order transition densities in autoregression
ESAIM: Probability and Statistics | 2010-01-21 | Paper |
Non-standard behavior of density estimators for sums of squared observations
Statistics & Decisions | 2010-01-06 | Paper |
Improving efficient marginal estimators in bivariate models with parametric marginals
Statistics & Probability Letters | 2009-11-18 | Paper |
Improved Density Estimators for Invertible Linear Processes
Communications in Statistics: Theory and Methods | 2009-11-16 | Paper |
Estimating the innovation distribution in nonparametric autoregression
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2009-05-13 | Paper |
| Convergence rates in weighted L₁ spaces of kernel density estimators for linear processes | 2009-04-27 | Paper |
Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
Statistics & Probability Letters | 2009-04-15 | Paper |
A covariate-matched estimator of the error variance in nonparametric regression
Journal of Nonparametric Statistics | 2009-04-08 | Paper |
| scientific article; zbMATH DE number 5499387 (Why is no real title available?) | 2009-01-28 | Paper |
Estimators for alternating nonlinear autoregression
Journal of Multivariate Analysis | 2009-01-22 | Paper |
Optimality of estimators for misspecified semi-Markov models
Stochastics | 2008-05-15 | Paper |
Prediction in moving average processes
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Estimating the error distribution function in semiparametric regression
Statistics & Decisions | 2008-02-22 | Paper |
| Efficient estimator for time series | 2007-10-11 | Paper |
Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses
The Annals of Statistics | 2007-09-03 | Paper |
Prediction in invertible linear processes
Statistics & Probability Letters | 2007-08-23 | Paper |
Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
Journal of Statistical Planning and Inference | 2007-06-26 | Paper |
Efficient prediction for linear and nonlinear autoregressive models
The Annals of Statistics | 2007-03-12 | Paper |
Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes
Statistics & Probability Letters | 2006-10-25 | Paper |
Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
Journal of Multivariate Analysis | 2005-09-29 | Paper |
| scientific article; zbMATH DE number 2206043 (Why is no real title available?) | 2005-09-16 | Paper |
Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach
Statistics & Decisions | 2005-07-01 | Paper |
Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
Bernoulli | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 2148869 (Why is no real title available?) | 2005-03-21 | Paper |
Estimation of linear functionals of bivariate distributions with parametric marginals
Statistics & Decisions | 2005-03-21 | Paper |
Root<i>n</i>consistent density estimators for sums of independent random variables
Journal of Nonparametric Statistics | 2005-03-07 | Paper |
Estimating functionals of the error distribution in parametric and nonparametric regression
Journal of Nonparametric Statistics | 2004-12-20 | Paper |
Root n consistent and optimal density estimators for moving average processes
Scandinavian Journal of Statistics | 2004-11-24 | Paper |
Estimating invariant laws of linear processes by U-statistics.
The Annals of Statistics | 2004-09-15 | Paper |
On the construction of efficient estimators in semiparametric models
Statistics & Decisions | 2004-05-18 | Paper |
Efficient estimators for functionals of Markov chains with parametric marginals.
Statistics & Probability Letters | 2004-03-14 | Paper |
Estimating the error variance in nonparametric regression by a covariate-matched u-statistic
Statistics | 2004-03-08 | Paper |
Estimating linear functionals of the error distribution in nonparametric regression
Journal of Statistical Planning and Inference | 2004-01-06 | Paper |
Testing for superiority among two regression curves
Journal of Statistical Planning and Inference | 2003-10-14 | Paper |
On efficient estimation of linear functionals of a bivariate distribution with known marginals.
Statistics & Probability Letters | 2003-05-07 | Paper |
Estimating the innovation distribution in nonlinear autoregressive models
Annals of the Institute of Statistical Mathematics | 2003-04-27 | Paper |
Efficient estimation of invariant distributions of some semiparametric Markov chain models.
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Improved estimators for constrained Markov chain models
Statistics & Probability Letters | 2003-01-13 | Paper |
Sample splitting with Markov chains
Bernoulli | 2002-11-14 | Paper |
Estimating joint distributions of Markov chains
Statistical Inference for Stochastic Processes | 2002-06-16 | Paper |
Efficient estimation in a semiparametric autoregressive model
Statistical Inference for Stochastic Processes | 2002-05-13 | Paper |
Efficient estimation of a shift in nonparametric regression
Statistics & Probability Letters | 2002-04-25 | Paper |
Inference about the ratio of scale parameters in a two-sample setting with current status data
Statistics & Probability Letters | 2001-04-09 | Paper |
Regression models with time series errors
Journal of Time Series Analysis | 2001-03-01 | Paper |
The information in the marginal law of a Markov chain
Bernoulli | 2001-01-01 | Paper |
On asymptotic differentiability of averages.
Statistics & Probability Letters | 2001-01-01 | Paper |
Consistency of the GMLE with Mixed Case Interval‐Censored Data
Scandinavian Journal of Statistics | 2000-05-24 | Paper |
Efficient estimates in linear and nonlinear regression with heteroscedastic errors
Journal of Statistical Planning and Inference | 2000-03-22 | Paper |
Estimating a shift in nonparametric regression via U-statistics
Journal of Statistical Planning and Inference | 2000-03-14 | Paper |
Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response
Journal of Statistical Planning and Inference | 2000-02-13 | Paper |
An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors
Journal of Time Series Analysis | 2000-01-11 | Paper |
Adaptive estimation in a random coefficient autoregressive model
The Annals of Statistics | 1999-02-22 | Paper |
Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
Statistics & Probability Letters | 1999-01-06 | Paper |
Root-n consistent estimation in partly linear regression models
Statistics & Probability Letters | 1998-10-11 | Paper |
Testing for the equality of two nonparametric regression curves
Journal of Statistical Planning and Inference | 1998-08-12 | Paper |
√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL
Australian Journal of Statistics | 1998-04-05 | Paper |
On U-statistics with random kernels
Statistics & Probability Letters | 1998-03-08 | Paper |
Asymptotic properties of the GMLE in the case 1 interval-censorship model with discrete inspection times
The Canadian Journal of Statistics | 1998-01-01 | Paper |
Asymptotically uniformly most powerful tests in parametric and semiparametric models
The Annals of Statistics | 1997-04-16 | Paper |
Efficient estimation in nonlinear autoregressive time-series models
Bernoulli | 1997-01-01 | Paper |
Weighted least squares estimates in partly linear regression models
Statistics & Probability Letters | 1996-09-30 | Paper |
Efficient estimation in a semiparametric additive regression model with autoregressive errors
Stochastic Processes and their Applications | 1996-09-01 | Paper |
Correction to: On efficient estimation in regression models
The Annals of Statistics | 1996-06-05 | Paper |
On efficient estimation in regression models with unknown scale functions
Mathematical Methods of Statistics | 1995-11-12 | Paper |
On efficient estimation in regression models
The Annals of Statistics | 1995-03-05 | Paper |
Estimation of the autocorrelation coefficient in the presence of a regression trend
Statistics & Probability Letters | 1995-01-09 | Paper |
An infinite dimensional convolution theorem with applications to random censoring and missing data models
Journal of Statistical Planning and Inference | 1990-01-01 | Paper |
Estimation in two sample type II censoring models
Statistics & Probability Letters | 1990-01-01 | Paper |
Inference with paired data and partial control
Communications in Statistics: Theory and Methods | 1990-01-01 | Paper |
Correction to ``A note on the construction of asymptotically linear estimators''
Journal of Statistical Planning and Inference | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4124800 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4086765 (Why is no real title available?) | 1988-01-01 | Paper |
Efficient estimation in some missing data problems
Journal of Statistical Planning and Inference | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4026571 (Why is no real title available?) | 1987-01-01 | Paper |
A note on the construction of asymptotically linear estimators
Journal of Statistical Planning and Inference | 1987-01-01 | Paper |
On asymptotically efficient estimation in semiparametric models
The Annals of Statistics | 1986-01-01 | Paper |
