| Publication | Date of Publication | Type |
|---|
| On the Estimation of Integrated Volatility With Jumps and Microstructure Noise | 2025-01-20 | Paper |
| Clustering based on Kolmogorov-Smirnov statistic with application to bank card transaction data | 2024-11-27 | Paper |
| On the statistical analysis of high-dimensional factor models | 2024-11-18 | Paper |
| On Estimation of Hurst Parameter Under Noisy Observations | 2024-10-23 | Paper |
| Collaborative Filtering With Awareness of Social Networks | 2024-10-17 | Paper |
| Adapted Chatterjee correlation coefficient | 2024-09-16 | Paper |
| Flexible, efficient, and accurate tests for epidemics | 2024-08-30 | Paper |
| High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise | 2024-08-29 | Paper |
| Incorporating relative error criterion to conformal prediction for positive data | 2024-02-28 | Paper |
| Subsampling spectral clustering for stochastic block models in large-scale networks | 2023-11-28 | Paper |
| A semi-supervised density peaks clustering algorithm | 2023-09-16 | Paper |
| Grouped spatial autoregressive model | 2022-12-06 | Paper |
| Nonparametric regression with nearly integrated regressors under long-run dependence | 2022-08-02 | Paper |
| Fused-MCP With Application to Signal Processing | 2022-03-28 | Paper |
| Local neighborhood-based approach of link prediction in networks | 2022-03-18 | Paper |
| Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM) | 2022-03-04 | Paper |
| Community detection on mixture multilayer networks via regularized tensor decomposition | 2022-02-07 | Paper |
| Crawling subsampling for multivariate spatial autoregression model in large-scale networks | 2021-10-11 | Paper |
| Convergence of Gaussian process regression: Optimality, robustness, and relationship with kernel ridge regression | 2021-04-20 | Paper |
| Transforming the empirical likelihood towards better accuracy | 2020-04-23 | Paper |
| Estimating the integrated volatility using high-frequency data with zero durations | 2018-04-18 | Paper |
| Jackknife empirical likelihood method for case-control studies with gene-environment independence on controls | 2018-03-27 | Paper |
| Likelihood Ratio Test for Multi-Sample Mixture Model and Its Application to Genetic Imprinting | 2017-10-13 | Paper |
| ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS | 2017-05-16 | Paper |
| On the jump activity index for semimartingales | 2016-08-15 | Paper |
| Cramér-type moderate deviation for Studentized compound Poisson sum | 2016-01-13 | Paper |
| Evaluating the hedging error in price processes with jumps present | 2015-12-10 | Paper |
| FDR control in multiple testing under non-normality | 2015-10-21 | Paper |
| Jackknife Empirical Likelihood | 2015-06-10 | Paper |
| Testing for pure-jump processes for high-frequency data | 2015-05-11 | Paper |
| On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous | 2015-03-13 | Paper |
| Testing for diffusion in a discretely observed semimartingale | 2014-08-06 | Paper |
| The asymptotics of the integrated self-weighted cross volatility estimator | 2014-01-27 | Paper |
| On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps | 2013-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5327209 | 2013-08-07 | Paper |
| Self-normalized moderate deviations for independent random variables | 2013-01-28 | Paper |
| Modeling high-frequency financial data by pure jump processes | 2012-08-29 | Paper |
| Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data | 2011-10-28 | Paper |
| Nonparametric estimate of spectral density functions of sample covariance matrices: a first step | 2011-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561134 | 2010-05-25 | Paper |
| On normal approximations to \(U\)-statistics | 2010-05-17 | Paper |
| A note on minimal d-separation trees for structural learning | 2010-05-07 | Paper |
| Stochastic regression and its application to hedging in finance | 2009-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597874 | 2009-02-09 | Paper |
| Asymptotic normality in partial linear models based on dependent errors | 2009-01-30 | Paper |
| Strong limit theorems for weighted sums of negatively associated random variables | 2008-12-16 | Paper |
| Towards a universal self-normalized moderate deviation | 2008-08-07 | Paper |
| Empirical likelihood for non-degenerate \(U\)-statistics | 2008-04-28 | Paper |
| The Berry-Esséen bound for Studentized statistics | 2008-03-16 | Paper |
| Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality | 2008-01-09 | Paper |
| The LIL for the Bickel-Rosenblatt test statistic | 2007-06-26 | Paper |
| A note on Edgeworth expansions for \(U\)-statistics under minimal conditions | 2006-11-28 | Paper |
| Tail probability approximations for Student's \(t\)-statistics | 2006-10-24 | Paper |
| Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data | 2006-08-21 | Paper |
| Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences | 2005-09-29 | Paper |
| Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions | 2005-09-12 | Paper |
| Estimation by method of moment under two-sample location–scale model with random censorship | 2005-02-21 | Paper |
| Weighted bootstrap for \(U\)-statistics | 2004-11-23 | Paper |
| Empirical likelihood for partial linear models | 2004-10-05 | Paper |
| Edgeworth expansion in censored linear regression model | 2004-10-05 | Paper |
| Adjusted empirical likelihood method for quantiles | 2004-09-27 | Paper |
| Saddlepoint approximations to the trimmed mean | 2004-09-24 | Paper |
| Edgeworth expansion for \(U\)-statistics under minimal conditions. | 2004-07-01 | Paper |
| Self-normalized Cramér-type large deviations for independent random variables. | 2004-07-01 | Paper |
| Partial Saddlepoint Approximations for Transformed Means | 2004-03-16 | Paper |
| Empirical likelihood confidence regions for comparison distributions and ROC curves | 2004-03-07 | Paper |
| Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples | 2003-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801742 | 2003-04-08 | Paper |
| EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP | 2003-01-08 | Paper |
| Empirical Likelihood for Censored Linear Regression | 2002-11-21 | Paper |
| A Martingale-based bootstrap inference with censored data | 2002-07-28 | Paper |
| Empirical likelihood for a class of functionals of survival distribution with censored data | 2002-04-11 | Paper |
| Censored partial linear models and empirical likelihood | 2002-02-04 | Paper |
| An exponential nonuniform Berry-Esseen bound for self-normalized sums | 2001-11-13 | Paper |
| Asymptotic properties for estimation of partial linear models with censored data | 2001-09-17 | Paper |
| Berry-Esséen bound for parametric estimate in partial linear model with censored data. | 2001-09-11 | Paper |
| Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship | 2000-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939584 | 2000-03-20 | Paper |
| On the relative performance of the block bootstrap for dependent data | 1999-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225474 | 1999-01-13 | Paper |
| Empirical likelihood for partial linear models with fixed designs | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4209827 | 1998-11-08 | Paper |
| Global tilting method | 1998-10-11 | Paper |
| Improved Pivotal Methods for Constructing Confidence Regions With Directional Data | 1998-03-05 | Paper |
| Saddlepoint approximations to the two-sample permutation tests | 1998-01-01 | Paper |
| TWO‐SAMPLE NONPARAMETRIC TILTING METHOD | 1997-12-14 | Paper |
| SOME RESAMPLING PROCEDURES UNDER SYMMETRY | 1997-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4715597 | 1996-11-18 | Paper |
| Exponential empirical likelihood is not Bartlett correctable | 1996-11-07 | Paper |
| On blocking rules for the bootstrap with dependent data | 1996-01-25 | Paper |
| BAHADUR SLOPES FOR COMPARISONS OF TESTS BASED ON RESAMPLING | 1996-01-18 | Paper |
| Two-sample empirical likelihood method | 1995-11-26 | Paper |
| Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion | 1995-08-21 | Paper |
| Saddlepoint approximations for marginal and conditional probabilities of transformed variables | 1995-05-18 | Paper |
| On the bootstrap saddlepoint approximations | 1994-10-11 | Paper |
