| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6195665 | 2024-03-14 | Paper |
| Empirical Bayes and selective inference | 2024-03-05 | Paper |
| Splitting strategies for post-selection inference | 2024-02-09 | Paper |
| Local asymptotics of selection models | 2023-11-14 | Paper |
| A Simple Analysis of the Exact Probability Matching Prior in the Location-Scale Model | 2023-05-23 | Paper |
| Block bootstrap optimality and empirical block selection for sample quantiles with dependent data | 2022-01-19 | Paper |
| Better bootstrapping by constrained prepivoting | 2019-07-12 | Paper |
| Distribution of likelihood-basedp-values under a local alternative hypothesis | 2019-06-24 | Paper |
| Principled Statistical Inference in Data Science | 2018-11-01 | Paper |
| Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences | 2018-05-11 | Paper |
| The formal relationship between analytic and bootstrap approaches to parametric inference | 2017-10-20 | Paper |
| Optimal hybrid block bootstrap for sample quantiles under weak dependence | 2017-10-06 | Paper |
| Routes to higher-order accuracy in parametric inference | 2016-06-01 | Paper |
| Recent developments in bootstrap methodology | 2016-03-02 | Paper |
| Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics | 2015-11-23 | Paper |
| Parametric bootstrap under model mis-specification | 2012-12-07 | Paper |
| Objective Bayes, conditional inference and the signed root likelihood ratio statistic | 2012-09-21 | Paper |
| Objective Bayes and conditional inference in exponential families | 2010-08-19 | Paper |
| Essentials of Statistical Inference | 2010-06-09 | Paper |
| Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families | 2009-09-30 | Paper |
| Variance Stabilization for a Scalar Parameter | 2006-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5468803 | 2006-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378801 | 2006-04-04 | Paper |
| Essentials of Statistical Inference | 2005-10-17 | Paper |
| Parametric bootstrapping with nuisance parameters | 2005-08-01 | Paper |
| Saddlepoint approximations and tests based on multivariate \(M\)-estimates. | 2004-07-01 | Paper |
| The Bootstrap and Kriging Prediction Intervals | 2004-03-16 | Paper |
| Prepivoting by weighted bootstrap iteration | 2004-03-16 | Paper |
| On the effect of covariance function estimation on the accuracy of kriging predictors | 2002-06-30 | Paper |
| The smoothed median and the bootstrap | 2002-05-13 | Paper |
| Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals | 2001-07-05 | Paper |
| Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author | 2001-02-07 | Paper |
| The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals | 1999-05-18 | Paper |
| Nonparametric likelihood ratio confidence intervals | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363942 | 1998-05-14 | Paper |
| On the effect of inliers on the spatial median | 1997-12-15 | Paper |
| Asymptotic iterated bootstrap confidence intervals | 1996-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864288 | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864291 | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839376 | 1995-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839387 | 1995-07-17 | Paper |
| A note on coverage error of bootstrap confidence intervals for quantiles | 1994-11-17 | Paper |
| Analytical approximations to conditional distribution functions | 1994-07-04 | Paper |
| Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression | 1994-06-30 | Paper |
| Bootstrapping the correlation coefficient: a comparison of smoothing strategies | 1993-08-23 | Paper |
| Smoothing the Bootstrap | 1993-01-16 | Paper |
| Fast and accurate approximate double bootstrap confidence intervals | 1992-11-29 | Paper |
| An invariance property of marginal density and tail probability approximations for smooth functions | 1992-06-27 | Paper |
| Bootstrap bias | 1990-01-01 | Paper |
| A note on bootstrapping the correlation coefficient | 1988-01-01 | Paper |
| The bootstrap: To smooth or not to smooth? | 1987-01-01 | Paper |
