Anton Schick

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Person:180756

Available identifiers

zbMath Open schick.antonDBLP91/1505WikidataQ102105441 ScholiaQ102105441MaRDI QIDQ180756

List of research outcomes





PublicationDate of PublicationType
Estimation for Markov chains with periodically missing observations2024-11-12Paper
Efficient density estimation in an AR(1) model2024-01-05Paper
https://portal.mardi4nfdi.de/entity/Q49912142021-06-02Paper
https://portal.mardi4nfdi.de/entity/Q49911812021-06-02Paper
Inference about the slope in linear regression: an empirical likelihood approach2019-03-21Paper
Maximum empirical likelihood estimation and related topics2018-09-24Paper
Efficiency for heteroscedastic regression with responses missing at random2018-06-15Paper
Signed rank based empirical likelihood for the symmetric location model2018-06-14Paper
Estimation of the error distribution in a varying coefficient regression model2018-05-28Paper
Estimating the Error Distribution in a Single-Index Model2018-03-29Paper
Efficient estimation of the error distribution in a varying coefficient regression model2018-02-07Paper
Asymptotic normality of quadratic forms with random vectors of increasing dimension2017-12-21Paper
Efficiency transfer for regression models with responses missing at random2017-09-21Paper
Convergence rates of density estimators for sums of powers of observations2015-10-14Paper
Estimators in step regression models2015-06-11Paper
The transfer principle: a tool for complete case analysis2014-09-15Paper
Professor Hira Lal Koul’s Contribution to Statistics2014-07-02Paper
Testing for additivity in partially linear regression with possibly missing responses2014-06-04Paper
Uniform convergence of convolution estimators for the response density in nonparametric regression2014-02-04Paper
Density estimation for power transformations2013-11-21Paper
Non Standard Behavior of Density Estimators for Functions of Independent Observations2013-11-14Paper
Empirical likelihood approach to goodness of fit testing2013-08-16Paper
Variance bounds for estimators in autoregressive models with constraints2013-06-25Paper
Weighted least squares estimation with missing responses: an empirical likelihood approach2013-05-29Paper
On efficient estimation of densities for sums of squared observations2012-09-18Paper
Asymptotic properties of the GMLE with case 2 interval-censored data2012-09-02Paper
Optimal plug-in estimators for multivariate distributions with conditionally independent components2011-12-21Paper
Estimating the error distribution function in semiparametric additive regression models2011-11-10Paper
Some developments in semiparametric statistics2011-04-18Paper
Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution2011-02-11Paper
Tests for normality based on density estimators of convolutions2011-02-11Paper
Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes2011-02-05Paper
Plug-in estimators for higher-order transition densities in autoregression2010-01-21Paper
Non-standard behavior of density estimators for sums of squared observations2010-01-06Paper
Improving efficient marginal estimators in bivariate models with parametric marginals2009-11-18Paper
Improved Density Estimators for Invertible Linear Processes2009-11-16Paper
Estimating the innovation distribution in nonparametric autoregression2009-05-13Paper
https://portal.mardi4nfdi.de/entity/Q36238782009-04-27Paper
Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates2009-04-15Paper
A covariate-matched estimator of the error variance in nonparametric regression2009-04-08Paper
https://portal.mardi4nfdi.de/entity/Q55064082009-01-28Paper
Estimators for alternating nonlinear autoregression2009-01-22Paper
Optimality of estimators for misspecified semi-Markov models2008-05-15Paper
Prediction in moving average processes2008-03-11Paper
Estimating the error distribution function in semiparametric regression2008-02-22Paper
https://portal.mardi4nfdi.de/entity/Q53105702007-10-11Paper
Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses2007-09-03Paper
Prediction in invertible linear processes2007-08-23Paper
Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms2007-06-26Paper
Efficient prediction for linear and nonlinear autoregressive models2007-03-12Paper
Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes2006-10-25Paper
Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach2005-09-29Paper
https://portal.mardi4nfdi.de/entity/Q53173512005-09-16Paper
Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach2005-07-01Paper
Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes2005-03-30Paper
Estimation of linear functionals of bivariate distributions with parametric marginals2005-03-21Paper
https://portal.mardi4nfdi.de/entity/Q46604222005-03-21Paper
Rootnconsistent density estimators for sums of independent random variables2005-03-07Paper
Estimating functionals of the error distribution in parametric and nonparametric regression2004-12-20Paper
Root n consistent and optimal density estimators for moving average processes2004-11-24Paper
Estimating invariant laws of linear processes by \(U\)-statistics.2004-09-15Paper
On the construction of efficient estimators in semiparametric models2004-05-18Paper
Efficient estimators for functionals of Markov chains with parametric marginals.2004-03-14Paper
Estimating the error variance in nonparametric regression by a covariate-matched u-statistic2004-03-08Paper
Estimating linear functionals of the error distribution in nonparametric regression2004-01-06Paper
Testing for superiority among two regression curves2003-10-14Paper
On efficient estimation of linear functionals of a bivariate distribution with known marginals.2003-05-07Paper
Estimating the innovation distribution in nonlinear autoregressive models2003-04-27Paper
Efficient estimation of invariant distributions of some semiparametric Markov chain models.2003-02-10Paper
Improved estimators for constrained Markov chain models2003-01-13Paper
Sample splitting with Markov chains2002-11-14Paper
Estimating joint distributions of Markov chains2002-06-16Paper
Efficient estimation in a semiparametric autoregressive model2002-05-13Paper
Efficient estimation of a shift in nonparametric regression2002-04-25Paper
Inference about the ratio of scale parameters in a two-sample setting with current status data2001-04-09Paper
Regression models with time series errors2001-03-01Paper
The information in the marginal law of a Markov chain2001-01-01Paper
On asymptotic differentiability of averages.2001-01-01Paper
Consistency of the GMLE with Mixed Case Interval‐Censored Data2000-05-24Paper
Efficient estimates in linear and nonlinear regression with heteroscedastic errors2000-03-22Paper
Estimating a shift in nonparametric regression via \(U\)-statistics2000-03-14Paper
Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response2000-02-13Paper
An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors2000-01-11Paper
Adaptive estimation in a random coefficient autoregressive model1999-02-22Paper
Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models1999-01-06Paper
Root-n consistent estimation in partly linear regression models1998-10-11Paper
Testing for the equality of two nonparametric regression curves1998-08-12Paper
√n‐CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL1998-04-05Paper
On U-statistics with random kernels1998-03-08Paper
Asymptotic properties of the GMLE in the case 1 interval-censorship model with discrete inspection times1998-01-01Paper
Asymptotically uniformly most powerful tests in parametric and semiparametric models1997-04-16Paper
Efficient estimation in nonlinear autoregressive time-series models1997-01-01Paper
Weighted least squares estimates in partly linear regression models1996-09-30Paper
Efficient estimation in a semiparametric additive regression model with autoregressive errors1996-09-01Paper
Correction to: On efficient estimation in regression models1996-06-05Paper
On efficient estimation in regression models with unknown scale functions1995-11-12Paper
On efficient estimation in regression models1995-03-05Paper
Estimation of the autocorrelation coefficient in the presence of a regression trend1995-01-09Paper
Inference with paired data and partial control1990-01-01Paper
An infinite dimensional convolution theorem with applications to random censoring and missing data models1990-01-01Paper
Estimation in two sample type II censoring models1990-01-01Paper
Correction to ``A note on the construction of asymptotically linear estimators1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42049511988-01-01Paper
Efficient estimation in some missing data problems1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38145611988-01-01Paper
A note on the construction of asymptotically linear estimators1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37681831987-01-01Paper
On asymptotically efficient estimation in semiparametric models1986-01-01Paper

Research outcomes over time

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