| Publication | Date of Publication | Type |
|---|
| Guiding light: an essay for Professor Lincheng Zhao on the occasion of his 80th birthday | 2024-04-16 | Paper |
| Large-dimensional random matrix theory and its applications in deep learning and wireless communications | 2023-11-08 | Paper |
| Ridgelized Hotelling’s T2 test on mean vectors of large dimension | 2023-11-08 | Paper |
| Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices | 2023-08-07 | Paper |
| Exact and approximate computation of critical values of the largest root test in high dimension | 2023-07-18 | Paper |
| The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices | 2023-06-05 | Paper |
| No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices | 2023-03-22 | Paper |
| Application of fused graphical lasso to statistical inference for multiple sparse precision matrices | 2023-03-02 | Paper |
| Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices | 2023-02-03 | Paper |
| Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis | 2023-02-03 | Paper |
| Revisit of a Diaconis urn model | 2022-11-29 | Paper |
| Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression | 2022-09-28 | Paper |
| Bayesian statistical inference based on rounded data | 2022-07-04 | Paper |
| RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices | 2022-06-01 | Paper |
| A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions | 2022-05-15 | Paper |
| CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data | 2022-04-07 | Paper |
| Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications | 2022-03-27 | Paper |
| Test on the linear combinations of covariance matrices in high-dimensional data | 2022-01-14 | Paper |
| In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute | 2022-01-03 | Paper |
| Approximation of the power functions of Roy’s largest root test under general spiked alternatives | 2021-11-19 | Paper |
| Multi-sample test for high-dimensional covariance matrices | 2021-10-28 | Paper |
| Partial generalized four moment theorem revisited | 2021-09-10 | Paper |
| Erratum to: ``Central limit theorems for eigenvalues in a spiked population model | 2021-07-23 | Paper |
| Spiked eigenvalues of noncentral Fisher matrix with applications | 2021-04-10 | Paper |
| Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices | 2020-12-07 | Paper |
| A modified BDS test | 2020-10-12 | Paper |
| Modified Pillai's trace statistics for two high-dimensional sample covariance matrices | 2020-02-28 | Paper |
| A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test | 2019-09-18 | Paper |
| Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices | 2019-06-21 | Paper |
| Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices | 2019-06-14 | Paper |
| Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices | 2019-05-17 | Paper |
| Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices | 2019-04-11 | Paper |
| Estimating the Number of Sources in Magnetoencephalography Using Spiked Population Eigenvalues | 2018-11-02 | Paper |
| Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression | 2018-10-30 | Paper |
| Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT | 2018-10-30 | Paper |
| Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China | 2018-09-19 | Paper |
| Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis | 2018-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4639594 | 2018-05-09 | Paper |
| A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test | 2017-12-23 | Paper |
| ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX | 2017-09-11 | Paper |
| A new nonlinearity test to circumvent the limitation of Volterra expansion with application | 2017-08-16 | Paper |
| Test on the linear combinations of mean vectors in high-dimensional data | 2017-08-15 | Paper |
| Eigen-Inference for Energy Estimation of Multiple Sources | 2017-07-27 | Paper |
| Optimal modification of the LRT for the equality of two high-dimensional covariance matrices | 2017-06-21 | Paper |
| A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices | 2017-05-05 | Paper |
| CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications | 2017-04-05 | Paper |
| On the semicircular law of large-dimensional random quaternion matrices | 2016-10-11 | Paper |
| Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices | 2016-09-16 | Paper |
| On the limit of extreme eigenvalues of large dimensional random quaternion matrices | 2016-03-01 | Paper |
| Analysis of rounded data from dependent sequences | 2016-02-01 | Paper |
| CLT for linear spectral statistics of a rescaled sample precision matrix | 2015-12-30 | Paper |
| Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix | 2015-11-24 | Paper |
| Order Determination of Large Dimensional Dynamic Factor Model | 2015-11-08 | Paper |
| Convergence of the empirical spectral distribution function of beta matrices | 2015-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5260147 | 2015-06-29 | Paper |
| Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing | 2015-05-11 | Paper |
| Extreme eigenvalues of large dimensional quaternion sample covariance matrices | 2015-05-06 | Paper |
| Large Sample Covariance Matrices and High-Dimensional Data Analysis | 2015-04-22 | Paper |
| A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix | 2015-04-01 | Paper |
| Weighted estimating equation: modified GEE in longitudinal data analysis | 2015-02-27 | Paper |
| Functional CLT of eigenvectors for large sample covariance matrices | 2015-02-06 | Paper |
| Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices | 2015-02-06 | Paper |
| Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices | 2015-01-29 | Paper |
| Strong representation of weak convergence | 2015-01-22 | Paper |
| Inference on multiple correlation coefficients with moderately high dimensional data | 2014-10-02 | Paper |
| Analysis of rounded data in measurement error regression | 2014-08-07 | Paper |
| Analysis of accumulated rounding errors in autoregressive processes | 2014-08-06 | Paper |
| Limiting spectral distribution of a symmetrized auto-cross covariance matrix | 2014-06-13 | Paper |
| CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis | 2014-05-08 | Paper |
| Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix | 2014-03-06 | Paper |
| Spectral Theory of Large Dimensional Random Matrices and Its Applications to Wireless Communications and Finance Statistics | 2014-02-19 | Paper |
| Estimation of the population spectral distribution from a large dimensional sample covariance matrix | 2014-01-24 | Paper |
| Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices | 2014-01-13 | Paper |
| Testing linear hypotheses in high-dimensional regressions | 2013-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5327211 | 2013-08-07 | Paper |
| CLT for linear spectral statistics of random matrix $S^{-1}T$ | 2013-05-06 | Paper |
| A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix | 2013-05-02 | Paper |
| Rounded data analysis based on multi-layer ranked set sampling | 2013-03-18 | Paper |
| Testing the independence of sets of large-dimensional variables | 2013-02-19 | Paper |
| Analysis of rounded data in mixture normal model | 2013-01-03 | Paper |
| Rounded data analysis based on ranked set sample | 2012-09-20 | Paper |
| Limit theorems for functions of marginal quantiles | 2012-09-19 | Paper |
| NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES | 2012-06-26 | Paper |
| A note on rate of convergence in probability to semicircular law | 2012-06-22 | Paper |
| ESTIMATION OF SPIKED EIGENVALUES IN SPIKED MODELS | 2012-05-18 | Paper |
| On sample eigenvalues in a generalized spiked population model | 2012-03-22 | Paper |
| Limiting behavior of eigenvectors of large Wigner matrices | 2012-03-02 | Paper |
| Convergence rates to the Marchenko-Pastur type distribution | 2012-01-04 | Paper |
| Asymptotic properties of eigenmatrices of a large sample covariance matrix | 2012-01-04 | Paper |
| Test statistics for prospect and Markowitz stochastic dominances with applications | 2011-07-27 | Paper |
| Multivariate causality tests with simulation and application | 2011-07-26 | Paper |
| The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test | 2011-07-26 | Paper |
| Super efficient frequency estimation | 2011-05-23 | Paper |
| Functional CLT for sample covariance matrices | 2011-02-28 | Paper |
| Multivariate linear and nonlinear causality tests | 2010-11-30 | Paper |
| The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix | 2010-09-01 | Paper |
| Revisit of Sheppard corrections in linear regression | 2010-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3551026 | 2010-04-08 | Paper |
| Rank regression for analysis of clustered data: a natural induced smoothing approach | 2010-04-06 | Paper |
| Probability Inequalities | 2010-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656486 | 2010-01-13 | Paper |
| Corrections to LRT on large-dimensional covariance matrix by RMT | 2009-12-09 | Paper |
| ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY | 2009-12-07 | Paper |
| Spectral analysis of large dimensional random matrices | 2009-11-30 | Paper |
| CLT for linear spectral statistics of Wigner matrices | 2009-11-20 | Paper |
| Central limit theorems for eigenvalues in a spiked population model | 2009-10-08 | Paper |
| Statistical analysis for rounded data | 2009-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622265 | 2009-04-28 | Paper |
| Asymptotic Performance of MMSE Receivers for Large Systems Using Random Matrix Theory | 2008-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502461 | 2008-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502462 | 2008-05-23 | Paper |
| Semicircle Law for Hadamard Products | 2008-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5448112 | 2008-03-20 | Paper |
| On the signal-to-interference ratio of CDMA systems in wireless communications | 2008-01-18 | Paper |
| On asymptotics of eigenvectors of large sample covariance matrix | 2007-07-12 | Paper |
| On limit theorem for the eigenvalues of product of two random matrices | 2007-01-09 | Paper |
| On the convergence of the spectral empirical process of Wigner matrices | 2006-11-06 | Paper |
| Asymptotics of adaptive design with two alternating generating matrices | 2006-08-17 | Paper |
| Rooted edges of a minimal directed spanning tree on random points | 2006-06-19 | Paper |
| On asymptotic joint distributions of eigenvalues of random matrices which arise from components of covariance model | 2006-01-13 | Paper |
| Maxima in hypercubes | 2005-11-15 | Paper |
| Asymptotics in randomized urn models | 2005-04-29 | Paper |
| The broken sample problem | 2005-04-28 | Paper |
| Berry-{E}sseen bounds for the number of maxima in planar regions | 2005-03-08 | Paper |
| CLT for linear spectral statistics of large-dimensional sample covariance matrices. | 2004-09-15 | Paper |
| Some results on two-stage clinical trials | 2004-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458154 | 2004-03-17 | Paper |
| A chi-square test for dimensionality with non-Gaussian data | 2004-02-03 | Paper |
| Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices | 2004-01-18 | Paper |
| Ranked set sampling. Theory and applications | 2003-12-08 | Paper |
| Weighted \(W\) test for normality and asymptotics a revisit of Chen--Shapiro test for normality | 2003-05-19 | Paper |
| Convergence rate of the best-\(r\)-point-average estimator for the maximizer of a nonparametric regression function. | 2003-05-19 | Paper |
| The exact and limiting distributions for the number of successes in success runs within a sequence of Markov-dependent two-state trials | 2003-05-11 | Paper |
| Gaussian approximation theorems for urn models and their applications | 2003-05-06 | Paper |
| An efficient algorithm for estimating the parameters of superimposed exponential signals | 2003-04-09 | Paper |
| On the theory of ranked-set sampling and its ramifications | 2003-04-03 | Paper |
| Positivity of the best unbiased \(L\)-estimator of the scale parameter with complete or selected order statistics from location-scale distribution | 2003-01-15 | Paper |
| Asymptotic distributions of the maximal depth estimators for regression and multivariate location | 2003-01-08 | Paper |
| Asymptotic properties of adaptive designs for clinical trials with delayed response | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2725223 | 2002-11-05 | Paper |
| An adaptive design for multi-arm clinical trials | 2002-07-08 | Paper |
| R-estimation in autoregression with square-integrable score function | 2002-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2720362 | 2002-06-23 | Paper |
| A kind of urn model for adaptive sequential design | 2001-10-14 | Paper |
| A note on sequential estimation of the size of a population under a general loss function | 2001-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736812 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736817 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736848 | 2001-09-11 | Paper |
| Limit theorems for the number of maxima in random samples from planar regions | 2001-08-01 | Paper |
| The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics | 2001-01-24 | Paper |
| Asymptotic theorems for urn models with nonhomogeneous generating matrices | 2001-01-17 | Paper |
| Exact separation of eigenvalues of large dimensional sample covariance matrices | 2000-11-22 | Paper |
| Marcinkiewicz strong laws for linear statistics | 2000-11-20 | Paper |
| On the variance of the number of maxima in random vectors and its applications | 2000-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488850 | 2000-01-01 | Paper |
| Normal approximations of the number of records in geometrically distributed random variables | 1999-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4267666 | 1999-11-29 | Paper |
| Model selection with data-oriented penalty | 1999-11-28 | Paper |
| No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices | 1999-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257273 | 1999-10-07 | Paper |
| Remarks on the convergence rate of the spectral distributions of Wigner matrices | 1999-09-23 | Paper |
| A paradox in least-squares estimation of linear regression models | 1999-06-10 | Paper |
| The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics | 1999-01-01 | Paper |
| On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models | 1998-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214043 | 1998-10-15 | Paper |
| Error bound in a central limit theorem of double-indexed permutation statistics | 1998-09-30 | Paper |
| A note on the convergence rate of the spectral distributions of large random matrices | 1998-09-13 | Paper |
| General \(M\)-estimation | 1998-06-22 | Paper |
| Circular law | 1997-06-09 | Paper |
| Mixtures of global and local Edgeworth expansions and their applications | 1997-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365881 | 1997-01-01 | Paper |
| Some new results on covariances involving order statistics from dependent random variables | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882268 | 1996-10-28 | Paper |
| Optimal strong convergence rates in nonparametric regression | 1996-07-08 | Paper |
| On the empirical distribution of eigenvalues of a class of large dimensional random matrices | 1996-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839962 | 1995-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840384 | 1995-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4310811 | 1995-01-05 | Paper |
| Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case | 1994-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4293659 | 1994-07-20 | Paper |
| A note on the conditional distribution of \(X\) when \(| X-y|\) is given | 1994-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280949 | 1994-04-14 | Paper |
| Limit of the smallest eigenvalue of a large dimensional sample covariance matrix | 1994-01-19 | Paper |
| On solvability of an equation arising in the theory of m-estimates | 1993-10-17 | Paper |
| Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices | 1993-10-11 | Paper |
| Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices | 1993-10-11 | Paper |
| MANOVA type tests under a convex discrepancy function for the standard multivariate linear model | 1993-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5286548 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036447 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4030911 | 1993-04-01 | Paper |
| Edgeworth expansions for errors-in-variables models | 1993-01-17 | Paper |
| Inadmissibility of the maximum likelihood estimator in the sequential estimation of the size of a population | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983778 | 1992-06-27 | Paper |
| Edgeworth expansion of a function of sample means | 1992-06-26 | Paper |
| Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models | 1990-01-01 | Paper |
| Asymptotic theory of least distances estimate in multivariate linear models | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349812 | 1990-01-01 | Paper |
| A theorem of Feller revisited | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473963 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473999 | 1989-01-01 | Paper |
| On rates of convergence of efficient detection criteria in signal processing with white noise | 1989-01-01 | Paper |
| Kernel estimators of density function of directional data | 1988-10-01 | Paper |
| Kernel estimators of density function of directional data | 1988-01-01 | Paper |
| On the limit of the largest eigenvalue of the large dimensional sample covariance matrix | 1988-01-01 | Paper |
| Convergence to the semicircle law | 1988-01-01 | Paper |
| A note on the largest eigenvalue of a large dimensional sample covariance matrix | 1988-01-01 | Paper |
| Limiting properties of occurrence/exposure rate and simple risk rate | 1988-01-01 | Paper |
| Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix | 1988-01-01 | Paper |
| Strong consistency of the information criterion for model selection in multivariate analysis | 1988-01-01 | Paper |
| On determination of the order of an autoregressive model | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476122 | 1988-01-01 | Paper |
| Multivariate components of covariance model in unbalanced case | 1988-01-01 | Paper |
| On the maximum-likelihood estimator for the location parameter of a cauchy distribution | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774709 | 1987-01-01 | Paper |
| On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix | 1987-01-01 | Paper |
| Limiting properties of large systems of random linear equations | 1986-01-01 | Paper |
| Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang | 1986-01-01 | Paper |
| On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic | 1986-01-01 | Paper |
| On detection of the number of signals in presence of white noise | 1986-01-01 | Paper |
| On detection of the number of signals when the noise covariance matrix is arbitrary | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725366 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736700 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3763393 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766568 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3794985 | 1986-01-01 | Paper |
| The strong consistency of error probability estimates in nn discrimination | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217356 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703126 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3718864 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723475 | 1985-01-01 | Paper |
| A note on the rates of asymptotic normality of linear permutation statistics | 1984-01-01 | Paper |
| Distributions of class \(L_{\alpha}\) | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327533 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333893 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3666045 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3684893 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685004 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687535 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3690854 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3733877 | 1984-01-01 | Paper |
| Limiting behavior of the eigenvalues of a multivariate F matrix | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036469 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330329 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670353 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662353 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966843 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745041 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703103 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706230 | 1981-01-01 | Paper |
