| Publication | Date of Publication | Type |
|---|
| Asymptotic distribution of the most powerful invariant test for invariant families | 2012-07-26 | Paper |
| Two tests for multivariate normality based on the characteristic function | 2009-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497659 | 2009-07-27 | Paper |
| Minimax estimators of the coverage probability of the impermissible error for a location family | 2008-05-05 | Paper |
| Empirical depth processes | 2008-03-06 | Paper |
| On the Bahadur slope of the Lilliefors and the Cramér–von Mises tests of normality | 2007-09-12 | Paper |
| Large deviations for M-estimators | 2006-09-12 | Paper |
| Some new tests for normality based on U-processes | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314853 | 2005-09-05 | Paper |
| Convergence of the optimal M-estimator over a parametric family of M-estimators | 2005-09-01 | Paper |
| The large deviation principle for certain series | 2005-04-26 | Paper |
| The Large Deviation Principle for Stochastic Processes. Part I | 2004-12-16 | Paper |
| The Large Deviation Principle for Stochastic Processes. II | 2004-12-16 | Paper |
| On the asymptotic accuracy of the bootstrap under arbitrary resampling size | 2004-10-05 | Paper |
| Distributional limit theorems over a stationary Gaussian sequence of random vectors. | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4473012 | 2004-07-07 | Paper |
| Nonparametric Estimation of a Distribution Subject to a Stochastic Precedence Constraint | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410082 | 2004-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4445179 | 2004-01-28 | Paper |
| Asymptotic distribution of regression M-estimators | 2003-08-07 | Paper |
| Moderate deviations for \(M\)-estimators | 2003-05-18 | Paper |
| On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint. | 2002-11-14 | Paper |
| Large and moderate deviations of empirical processes with nonstandard rates | 2002-09-05 | Paper |
| M-estimators converging to a stable limit | 2002-03-26 | Paper |
| Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp | 2001-02-27 | Paper |
| The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables | 2001-01-04 | Paper |
| Weak convergence for the row sums of a triangular array of empirical processes under bracketing conditions | 2000-03-01 | Paper |
| Second order representations of the least absolute deviation regression estimator | 2000-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263955 | 2000-01-04 | Paper |
| The law of the iterated logarithm over a stationary Gaussian sequence of random vectors | 1999-11-23 | Paper |
| Lp–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density | 1999-11-23 | Paper |
| A remark on approximate \(M\)-estimators | 1999-09-21 | Paper |
| Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions | 1999-07-08 | Paper |
| A general approach to Bahadur-Kiefer representations for \(M\)-estimators | 1999-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387134 | 1998-12-02 | Paper |
| Weak convergence of convex stochastic processes | 1998-10-11 | Paper |
| The law of large numbers for \(U\)-statistics under absolute regularity | 1998-07-05 | Paper |
| The Bahadur-Kiefer representation of the two dimensional spatial medians | 1998-06-11 | Paper |
| The law of the iterated logarithm for a triangular array of empirical processes | 1998-03-08 | Paper |
| The Bahadur-Kiefer representation for \(U\)-quantiles | 1996-12-01 | Paper |
| Weak convergence of stochastic processes indexed by smooth functions | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884160 | 1996-07-08 | Paper |
| Some remarks on the uniform weak convergence of stochastic processes | 1996-07-02 | Paper |
| Asymptotic normality of multivariate trimmed means | 1996-06-06 | Paper |
| The asymptotic accuracy of the bootstrap of \(U\)-quantiles | 1996-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869547 | 1996-04-22 | Paper |
| Some strong limit theorems for M-estimators | 1996-04-21 | Paper |
| On the central limit theorem for \(U\)-statistics under absolute regularity | 1996-04-08 | Paper |
| On the law of the iterated logarithm for canonical \(U\)-statistics and processes | 1996-01-15 | Paper |
| Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors | 1995-12-20 | Paper |
| On the law of the iterated logarithm for Gaussian processes | 1995-10-31 | Paper |
| A Bernstein-type inequality for \(U\)-statistics and \(U\)-processes | 1995-08-21 | Paper |
| The law of the iterated logarithm for empirical processes under absolute regularity | 1995-05-23 | Paper |
| The central limit theorem for \(U\)-processes indexed by Hölder's functions | 1995-03-15 | Paper |
| Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics | 1995-02-28 | Paper |
| Distributional convergence of M-estimators under unusual rates | 1995-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315070 | 1994-12-07 | Paper |
| \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters | 1994-11-08 | Paper |
| Limit theorems for \(U\)-processes | 1994-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139505 | 1994-04-26 | Paper |
| Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences | 1994-03-10 | Paper |
| The law of the iterated logarithm for \(U\)-processes | 1993-12-06 | Paper |
| On decoupling, series expansions, and tail behavior of chaos processes | 1993-05-16 | Paper |
| On the arg max of a Gaussian process | 1993-02-22 | Paper |
| Large deviations for \(U\)-statistics | 1993-01-17 | Paper |
| On the bootstrap of \(U\) and \(V\) statistics | 1992-09-27 | Paper |
| Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size | 1992-06-28 | Paper |
| Some bootstrap tests of symmetry for univariate continuous distributions | 1992-06-26 | Paper |
| The bootstrap of the mean with arbitrary bootstrap sample size | 1989-01-01 | Paper |
