| Publication | Date of Publication | Type |
|---|
| Boundary crossing probabilities for \((q,d)\)-Slepian-processes | 2016-09-13 | Paper |
| On Designs for Recursive Least Squares Residuals to Detect Alternatives | 2016-06-28 | Paper |
| The Cameron-Martin theorem for (\(p\)-)Slepian processes | 2016-06-27 | Paper |
| Optimal designs which are efficient for lack of fit tests | 2012-09-03 | Paper |
| Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data | 2011-01-14 | Paper |
| Cusum techniques for timeslot sequences with applications to network surveillance | 2010-04-01 | Paper |
| The limit of the partial sums process of spatial least squares residuals | 2009-11-13 | Paper |
| An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend | 2008-01-23 | Paper |
| Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree | 2006-10-05 | Paper |
| Efficient lack of fit designs that are optimal to estimate the highest coefficient of a polynomial | 2006-10-05 | Paper |
| Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests | 2006-02-08 | Paper |
| A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend | 2005-09-29 | Paper |
| Adaptive two-stage test procedures to find the best treatment in clinical trials | 2005-09-05 | Paper |
| Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test | 2004-09-27 | Paper |
| On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models. | 2004-02-14 | Paper |
| Asymptotics of a boundary crossing probability of a Brownian bridge with general trend | 2004-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431554 | 2003-10-22 | Paper |
| Optimal lower and upper bounds for the \(\mathbb{L}_p\)-mean deviation of functions of a random variable | 2003-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4787690 | 2003-01-08 | Paper |
| Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems | 2002-02-05 | Paper |
| Asymptotically optimal tests for some growth curve models under non-normal error structure | 2002-01-29 | Paper |
| A note on change point estimation in dose-response trials | 2001-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4239808 | 2001-01-29 | Paper |
| The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution | 2000-01-01 | Paper |
| A functional central limit theorem for regression models | 1999-11-09 | Paper |
| On distributions whose conditional distributions are normal. A vector space approach | 1998-03-01 | Paper |
| Lower Bounds for the Efficiency of Designs with Respect to theD-Criterion when the Observations are Correlated | 1997-06-03 | Paper |
| On maximin designs for correlated observations | 1996-07-02 | Paper |
| Characterizing multivariate normal distributions by some of its conditionals | 1996-06-05 | Paper |
| Minimax estimation for the bounded mean of a bivariate normal distribution | 1996-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855265 | 1995-12-03 | Paper |
| Determinant formulas with applications to designing when the observations are correlated | 1995-11-08 | Paper |
| On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response | 1993-12-05 | Paper |
| On least favourable two point priors and minimax estimators under absolute error loss | 1993-10-18 | Paper |
| On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions | 1993-05-16 | Paper |
| On exact \(D\)-optimal designs for regression models with correlated observations | 1993-04-01 | Paper |
| Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\) | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4008976 | 1992-09-27 | Paper |
| Characterization of the multivariate normal distribution by conditional normal distributions | 1992-06-27 | Paper |
| Normal distribution assumption and least squares estimation function in the model of polynomial regression | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3204358 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734627 | 1988-01-01 | Paper |
| A characterization of the normal distribution by sufficiency of the least squares estimation | 1987-01-01 | Paper |
