| Publication | Date of Publication | Type |
|---|
| Efficient density estimation in an AR(1) model | 2024-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991181 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991214 | 2021-06-02 | Paper |
| Inference about the slope in linear regression: an empirical likelihood approach | 2019-03-21 | Paper |
| Maximum empirical likelihood estimation and related topics | 2018-09-24 | Paper |
| Efficiency for heteroscedastic regression with responses missing at random | 2018-06-15 | Paper |
| Signed rank based empirical likelihood for the symmetric location model | 2018-06-14 | Paper |
| Estimation of the error distribution in a varying coefficient regression model | 2018-05-28 | Paper |
| Estimating the Error Distribution in a Single-Index Model | 2018-03-29 | Paper |
| Efficient estimation of the error distribution in a varying coefficient regression model | 2018-02-07 | Paper |
| Asymptotic normality of quadratic forms with random vectors of increasing dimension | 2017-12-21 | Paper |
| Efficiency transfer for regression models with responses missing at random | 2017-09-21 | Paper |
| Convergence rates of density estimators for sums of powers of observations | 2015-10-14 | Paper |
| Estimators in step regression models | 2015-06-11 | Paper |
| The transfer principle: a tool for complete case analysis | 2014-09-15 | Paper |
| Professor Hira Lal Koul’s Contribution to Statistics | 2014-07-02 | Paper |
| Testing for additivity in partially linear regression with possibly missing responses | 2014-06-04 | Paper |
| Uniform convergence of convolution estimators for the response density in nonparametric regression | 2014-02-04 | Paper |
| Density estimation for power transformations | 2013-11-21 | Paper |
| Non Standard Behavior of Density Estimators for Functions of Independent Observations | 2013-11-14 | Paper |
| Empirical likelihood approach to goodness of fit testing | 2013-08-16 | Paper |
| Variance bounds for estimators in autoregressive models with constraints | 2013-06-25 | Paper |
| Weighted least squares estimation with missing responses: an empirical likelihood approach | 2013-05-29 | Paper |
| On efficient estimation of densities for sums of squared observations | 2012-09-18 | Paper |
| Asymptotic properties of the GMLE with case 2 interval-censored data | 2012-09-02 | Paper |
| Optimal plug-in estimators for multivariate distributions with conditionally independent components | 2011-12-21 | Paper |
| Estimating the error distribution function in semiparametric additive regression models | 2011-11-10 | Paper |
| Some developments in semiparametric statistics | 2011-04-18 | Paper |
| Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution | 2011-02-11 | Paper |
| Tests for normality based on density estimators of convolutions | 2011-02-11 | Paper |
| Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes | 2011-02-05 | Paper |
| Plug-in estimators for higher-order transition densities in autoregression | 2010-01-21 | Paper |
| Non-standard behavior of density estimators for sums of squared observations | 2010-01-06 | Paper |
| Improving efficient marginal estimators in bivariate models with parametric marginals | 2009-11-18 | Paper |
| Improved Density Estimators for Invertible Linear Processes | 2009-11-16 | Paper |
| Estimating the innovation distribution in nonparametric autoregression | 2009-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3623878 | 2009-04-27 | Paper |
| Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates | 2009-04-15 | Paper |
| A covariate-matched estimator of the error variance in nonparametric regression | 2009-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506408 | 2009-01-28 | Paper |
| Estimators for alternating nonlinear autoregression | 2009-01-22 | Paper |
| Optimality of estimators for misspecified semi-Markov models | 2008-05-15 | Paper |
| Prediction in moving average processes | 2008-03-11 | Paper |
| Estimating the error distribution function in semiparametric regression | 2008-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310570 | 2007-10-11 | Paper |
| Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses | 2007-09-03 | Paper |
| Prediction in invertible linear processes | 2007-08-23 | Paper |
| Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms | 2007-06-26 | Paper |
| Efficient prediction for linear and nonlinear autoregressive models | 2007-03-12 | Paper |
| Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes | 2006-10-25 | Paper |
| Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach | 2005-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317351 | 2005-09-16 | Paper |
| Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach | 2005-07-01 | Paper |
| Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes | 2005-03-30 | Paper |
| Estimation of linear functionals of bivariate distributions with parametric marginals | 2005-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660422 | 2005-03-21 | Paper |
| Rootnconsistent density estimators for sums of independent random variables | 2005-03-07 | Paper |
| Estimating functionals of the error distribution in parametric and nonparametric regression | 2004-12-20 | Paper |
| Root n consistent and optimal density estimators for moving average processes | 2004-11-24 | Paper |
| Estimating invariant laws of linear processes by \(U\)-statistics. | 2004-09-15 | Paper |
| On the construction of efficient estimators in semiparametric models | 2004-05-18 | Paper |
| Efficient estimators for functionals of Markov chains with parametric marginals. | 2004-03-14 | Paper |
| Estimating the error variance in nonparametric regression by a covariate-matched u-statistic | 2004-03-08 | Paper |
| Estimating linear functionals of the error distribution in nonparametric regression | 2004-01-06 | Paper |
| Testing for superiority among two regression curves | 2003-10-14 | Paper |
| On efficient estimation of linear functionals of a bivariate distribution with known marginals. | 2003-05-07 | Paper |
| Estimating the innovation distribution in nonlinear autoregressive models | 2003-04-27 | Paper |
| Efficient estimation of invariant distributions of some semiparametric Markov chain models. | 2003-02-10 | Paper |
| Improved estimators for constrained Markov chain models | 2003-01-13 | Paper |
| Sample splitting with Markov chains | 2002-11-14 | Paper |
| Estimating joint distributions of Markov chains | 2002-06-16 | Paper |
| Efficient estimation in a semiparametric autoregressive model | 2002-05-13 | Paper |
| Efficient estimation of a shift in nonparametric regression | 2002-04-25 | Paper |
| Inference about the ratio of scale parameters in a two-sample setting with current status data | 2001-04-09 | Paper |
| On asymptotic differentiability of averages. | 2001-01-01 | Paper |
| The information in the marginal law of a Markov chain | 2001-01-01 | Paper |
| Consistency of the GMLE with Mixed Case Interval‐Censored Data | 2000-05-24 | Paper |
| Efficient estimates in linear and nonlinear regression with heteroscedastic errors | 2000-03-22 | Paper |
| Estimating a shift in nonparametric regression via \(U\)-statistics | 2000-03-14 | Paper |
| Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response | 2000-02-13 | Paper |
| An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors | 2000-01-11 | Paper |
| Adaptive estimation in a random coefficient autoregressive model | 1999-02-22 | Paper |
| Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models | 1999-01-06 | Paper |
| Root-n consistent estimation in partly linear regression models | 1998-10-11 | Paper |
| Testing for the equality of two nonparametric regression curves | 1998-08-12 | Paper |
| √n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL | 1998-04-05 | Paper |
| On U-statistics with random kernels | 1998-03-08 | Paper |
| Asymptotic properties of the GMLE in the case 1 interval-censorship model with discrete inspection times | 1998-01-01 | Paper |
| Asymptotically uniformly most powerful tests in parametric and semiparametric models | 1997-04-16 | Paper |
| Efficient estimation in nonlinear autoregressive time-series models | 1997-01-01 | Paper |
| Weighted least squares estimates in partly linear regression models | 1996-09-30 | Paper |
| Efficient estimation in a semiparametric additive regression model with autoregressive errors | 1996-09-01 | Paper |
| Correction to: On efficient estimation in regression models | 1996-06-05 | Paper |
| On efficient estimation in regression models with unknown scale functions | 1995-11-12 | Paper |
| On efficient estimation in regression models | 1995-03-05 | Paper |
| Estimation of the autocorrelation coefficient in the presence of a regression trend | 1995-01-09 | Paper |
| Estimation in two sample type II censoring models | 1990-01-01 | Paper |
| An infinite dimensional convolution theorem with applications to random censoring and missing data models | 1990-01-01 | Paper |
| Inference with paired data and partial control | 1990-01-01 | Paper |
| Correction to ``A note on the construction of asymptotically linear estimators | 1989-01-01 | Paper |
| Efficient estimation in some missing data problems | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814561 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204951 | 1988-01-01 | Paper |
| A note on the construction of asymptotically linear estimators | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3768183 | 1987-01-01 | Paper |
| On asymptotically efficient estimation in semiparametric models | 1986-01-01 | Paper |
