| Publication | Date of Publication | Type |
|---|
| A conversation with Francisco J. Samaniego | 2021-01-12 | Paper |
| Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators | 2018-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5415557 | 2014-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2868667 | 2013-12-18 | Paper |
| Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments | 2011-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3628904 | 2009-05-26 | Paper |
| Contiguity of Probability Measures | 2009-01-13 | Paper |
| On Conditional Independence, Mixing, and Association | 2008-12-12 | Paper |
| Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times | 2008-10-30 | Paper |
| On the convergence rate of fixed design regression estimators for negatively associated random variables | 2007-08-23 | Paper |
| Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation | 2007-04-16 | Paper |
| Joint asymptotic normality of kernel estimates under dependence conditions, with application to hazard rate | 2007-04-16 | Paper |
| Curve estimation in random fields of associated processes | 2007-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3408674 | 2006-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317363 | 2005-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4831054 | 2004-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416318 | 2003-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791822 | 2003-02-03 | Paper |
| An Esseen-type inequality for probability density functions, with an application | 2002-05-23 | Paper |
| Berry-esseen bounds for smooth estimator of a distribution function under association | 2002-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494267 | 2001-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494268 | 2001-06-19 | Paper |
| Asymptotic normality of the kernel estimate of a probability density function under association | 2001-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514048 | 2001-03-11 | Paper |
| Exponential inequality for associated random variables | 2001-02-21 | Paper |
| Smooth estimate of quantiles under association | 2000-10-29 | Paper |
| Weak convergence for smooth estimator of a distribution function under negative association | 1999-12-14 | Paper |
| Kaplan-Meier estimator under association | 1999-03-10 | Paper |
| Efficient Estimation of a Distribution Function under Quadrant Dependence | 1999-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225810 | 1999-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4355994 | 1998-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348090 | 1997-09-22 | Paper |
| Minimum distance regression-type estimates with rates under weak dependence | 1997-04-09 | Paper |
| Fixed-design regression for linear time series | 1996-12-01 | Paper |
| Asymptotic normality of a smooth estimate of a random field distribution function under association | 1996-02-04 | Paper |
| Asymptotic normality of random fields of positively or negatively associated processes | 1994-10-17 | Paper |
| Uniform strong estimation under \(\alpha\)-mixing, with rates | 1993-01-17 | Paper |
| Asymptotic normality of the recursive kernel regression estimate under dependence conditions | 1992-09-27 | Paper |
| Fixed design regression for time series: Asymptotic normality | 1992-06-28 | Paper |
| Kernel estimates under association: Strong uniform consistency | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973916 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979219 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979220 | 1992-06-26 | Paper |
| Recursive estimation of the transition distribution function of a Markov process: Asymptotic normality | 1992-06-25 | Paper |
| Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate | 1990-01-01 | Paper |
| Nonparametric regression estimation under mixing conditions | 1990-01-01 | Paper |
| Hazard rate estimation under dependence conditions | 1989-01-01 | Paper |
| Consistent regression estimation with fixed design points under dependence conditions | 1989-01-01 | Paper |
| Some asymptotic properties of an estimate of the survival function under dependence conditions | 1989-01-01 | Paper |
| Nonparameteric estimation in mixing sequences of random variables | 1988-01-01 | Paper |
| Note on the uniform convergence of density estimates for mixing random variables | 1987-01-01 | Paper |
| Moment inequalities for mixing sequences of random variables | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709552 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3866969 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908313 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3920426 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948490 | 1980-01-01 | Paper |
| Asymptotic expansion of the log-likelihood function based on stopping times defined on a Markov process | 1979-01-01 | Paper |
| Sample size, parameter rates and contiguity the I.I.D. case | 1979-01-01 | Paper |
| Asymptotic distribution of the log-likelihood function for stochastic processes | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3207886 | 1978-01-01 | Paper |
| Asymptotic properties of the maximum probability estimates in Markov processes | 1977-01-01 | Paper |
| Cramer-type conditions and quadratic mean differentiability | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4167395 | 1976-01-01 | Paper |
| Asymptotic normality of the maximum likelihood estimate in the independent not identically distributed case | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4094241 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4144597 | 1975-01-01 | Paper |
| A note on the multivariate logarithmic series distribution | 1974-01-01 | Paper |
| Asymptotic distribution of the likelihood function in the independent not identically distributed case | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5179660 | 1973-01-01 | Paper |
| On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki | 1973-01-01 | Paper |
| On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki | 1973-01-01 | Paper |
| Contiguity of Probability Measures | 1972-01-01 | Paper |
| A Remark on Quadratic Mean Differentiability | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5612962 | 1970-01-01 | Paper |
| Nonparametric estimation in Markov processes | 1969-01-01 | Paper |
| Nonparametric Estimation of the Transition Distribution Function of a Markov Process | 1969-01-01 | Paper |
| Asymptotic normality of the maximum likelihood estimate in Markov processes | 1968-01-01 | Paper |
| Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5578652 | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5558328 | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5341891 | 1965-01-01 | Paper |
| Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate | 1965-01-01 | Paper |
| Asymptotic Inference in Markov Processes | 1965-01-01 | Paper |
