| Publication | Date of Publication | Type |
|---|
| Local linear smoothing in additive models as data projection | 2024-03-22 | Paper |
| Hilbertian additive regression with parametric help | 2023-09-19 | Paper |
| Nonparametric estimation of locally stationary Hawkes processes | 2023-06-02 | Paper |
| Variable selection, monotone likelihood ratio and group sparsity | 2023-05-10 | Paper |
| Smooth Backfitting of Proportional Hazards With Multiplicative Components | 2023-03-14 | Paper |
| Uncoupled Isotonic Regression with Discrete Errors | 2023-01-24 | Paper |
| Locally polynomial Hilbertian additive regression | 2022-05-16 | Paper |
| Missing link survival analysis with applications to available pandemic data | 2022-02-18 | Paper |
| Backfitting tests in generalized structured models | 2022-02-15 | Paper |
| Statistical inference in sparse high-dimensional additive models | 2021-09-28 | Paper |
| Calendar effect and in-sample forecasting | 2021-03-17 | Paper |
| Ill-posed estimation in high-dimensional models with instrumental variables | 2021-02-09 | Paper |
| A general semiparametric approach to inference with marker-dependent hazard rate models | 2021-02-04 | Paper |
| A nested copula duration model for competing risks with multiple spells | 2020-06-16 | Paper |
| Time-dependent Poisson reduced rank models for political text data analysis | 2019-11-22 | Paper |
| Nonparametric inference for continuous-time event counting and link-based dynamic network models | 2019-09-13 | Paper |
| A nonparametric approach to identify age, time, and cohort effects | 2019-08-09 | Paper |
| In-sample forecasting with local linear survival densities | 2019-06-24 | Paper |
| Double One-sided Cross-validation of Local Linear Hazards | 2019-06-12 | Paper |
| A comparison of in-sample forecasting methods | 2019-05-24 | Paper |
| Expansion for moments of regression quantiles with applications to nonparametric testing | 2019-04-30 | Paper |
| Generated Covariates in Nonparametric Estimation: A Short Review | 2019-01-09 | Paper |
| Generalized partially linear regression with misclassified data and an application to labour market transitions | 2018-08-14 | Paper |
| Nonparametric estimation in case of endogenous selection | 2018-07-17 | Paper |
| Structured nonparametric curve estimation | 2018-03-08 | Paper |
| SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES | 2017-04-28 | Paper |
| Asymptotics for parametric GARCH-in-mean models | 2016-09-06 | Paper |
| Generalised structured models | 2016-06-27 | Paper |
| Nonparametric transformation to white noise | 2016-06-03 | Paper |
| Local linear smoothing for sparse high dimensional varying coefficient models | 2016-05-03 | Paper |
| Specification and structural break tests for additive models with applications to realized variance data | 2015-07-27 | Paper |
| Time Series Modelling With Semiparametric Factor Dynamics | 2015-06-22 | Paper |
| In-sample forecasting applied to reserving and mesothelioma mortality | 2015-05-26 | Paper |
| Discussion on: ``Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Further theoretical and practical insight to the do-validated bandwidth selector | 2014-08-11 | Paper |
| Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression | 2014-08-07 | Paper |
| Nonparametric estimation of noisy integral equations of the second kind | 2014-08-01 | Paper |
| Rejoinder: Nonparametric estimation of noisy integral equations of the second kind | 2014-08-01 | Paper |
| Statistical convergence of Markov experiments to diffusion limits | 2014-05-05 | Paper |
| Comment | 2014-04-01 | Paper |
| Bandwidth selection for kernel regression with correlated errors | 2014-03-14 | Paper |
| Discussion of ``Nonparametric (smoothed) likelihood and integral equations, by Piet Groeneboom | 2014-01-23 | Paper |
| Confidence regions for level sets | 2014-01-13 | Paper |
| Surrogate Data — A Qualitative and Quantitative Analysis | 2013-09-25 | Paper |
| Non‐parametric models in binary choice fixed effects panel data | 2013-04-17 | Paper |
| Semi-parametric regression: efficiency gains from modeling the nonparametric part | 2012-09-19 | Paper |
| Nonparametric regression with nonparametrically generated covariates | 2012-08-29 | Paper |
| Generalized linear time series regression | 2011-12-28 | Paper |
| Do-Validation for Kernel Density Estimation | 2011-10-28 | Paper |
| Nonparametric regression with filtered data | 2011-09-02 | Paper |
| ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION | 2011-07-26 | Paper |
| Backfitting and smooth backfitting for additive quantile models | 2010-11-15 | Paper |
| ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY | 2010-07-23 | Paper |
| Identification and estimation of local average derivatives in non-separable models without monotonicity | 2010-06-08 | Paper |
| Testing in Semiparametric Models with Interaction, with Applications to Gene–Environment Interactions | 2010-04-08 | Paper |
| Empirical risk minimization in inverse problems | 2010-02-19 | Paper |
| Nonparametric Modeling in Financial Time Series | 2009-11-27 | Paper |
| EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING | 2009-09-25 | Paper |
| Additive isotone regression | 2009-08-03 | Paper |
| Nonparametric additive regression for repeatedly measured data | 2009-06-17 | Paper |
| Some theoretical properties of phase-randomized multivariate surrogates | 2009-06-15 | Paper |
| NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES | 2009-06-11 | Paper |
| Empirical risk minimization in inverse problems: Extended technical version | 2009-04-20 | Paper |
| A General Approach to the Predictability Issue in Survival Analysis with Applications | 2009-02-26 | Paper |
| Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains | 2008-12-01 | Paper |
| Smooth backfitting in generalized additive models | 2008-03-12 | Paper |
| Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions | 2008-02-26 | Paper |
| Identification of Marginal Effects in Nonseparable Models Without Monotonicity | 2008-02-15 | Paper |
| Correlation and Marginal Longitudinal Kernel Nonparametric Regression | 2007-09-28 | Paper |
| A simple smooth backfitting method for additive models | 2007-03-12 | Paper |
| Optimal estimation in additive regression models | 2006-11-06 | Paper |
| Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 | 2006-10-24 | Paper |
| Edgeworth-type expansions for transition densities of Markov chains converging to diffusions | 2006-07-26 | Paper |
| BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS | 2005-10-18 | Paper |
| Bandwidth selection for smooth backfitting in additive models | 2005-10-18 | Paper |
| Nonparametric estimation of an additive model with a link function | 2005-09-12 | Paper |
| Properties of the nonparametric autoregressive bootstrap | 2005-05-20 | Paper |
| Local approximations of Markov random walks by diffusions. | 2005-02-25 | Paper |
| More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors | 2004-06-10 | Paper |
| A general projection framework for constrained smoothing. | 2004-05-27 | Paper |
| Edgeworth type expansions for Euler schemes for stochastic differential equations. | 2004-01-11 | Paper |
| ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY | 2003-05-18 | Paper |
| Bootstrap of kernel smoothing in nonlinear time series | 2003-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791418 | 2003-02-06 | Paper |
| A bootstrap test for single index models | 2002-11-06 | Paper |
| Local limit theorems for transition densities of Markov chains converging to diffusions | 2002-10-23 | Paper |
| Testing Parametric versus Semiparametric Modeling in Generalized Linear Models | 2002-07-30 | Paper |
| On Estimation of Monotone and Concave Frontier Functions | 2002-07-30 | Paper |
| The existence and asymptotic properties of a backfitting projection algorithm under weak conditions | 2002-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524041 | 2002-03-06 | Paper |
| Smooth discrimination analysis | 2001-06-05 | Paper |
| Yield curve estimation by kernel smoothing methods | 2001-01-01 | Paper |
| Smoothing Splines and Shape Restrictions | 2000-03-01 | Paper |
| Direct estimation of low-dimensional components in additive models. | 1999-11-09 | Paper |
| The existence and asymptotic properties of a backfitting projection algorithm under weak conditions | 1999-10-01 | Paper |
| Local Adaptivity of Kernel Estimates with Plug-in Local Bandwidth Selectors | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389417 | 1999-05-05 | Paper |
| Penalized quasi-likelihood estimation in partial linear models | 1998-11-24 | Paper |
| Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors | 1998-04-29 | Paper |
| Optimal smoothing in adaptive location estimation | 1997-11-23 | Paper |
| Locally adaptive regression splines | 1997-09-29 | Paper |
| Testing for multimodality | 1997-02-27 | Paper |
| Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets | 1997-02-12 | Paper |
| Empirical process of residuals for high-dimensional linear models | 1997-01-07 | Paper |
| Mass recentred kernel smoothers | 1997-01-01 | Paper |
| Power Robustification of Approximately Linear Tests | 1996-08-21 | Paper |
| Asymptotical minimax recovery of sets with smooth boundaries | 1996-04-08 | Paper |
| On general resampling algorithms and their performance in distribution estimation | 1996-01-02 | Paper |
| Testing for multimodality | 1995-08-17 | Paper |
| On Qualitative Smoothness of Kernel Density Estimates1 | 1995-04-10 | Paper |
| Comparing nonparametric versus parametric regression fits | 1994-04-18 | Paper |
| Bootstrap and wild bootstrap for high dimensional linear models | 1993-09-20 | Paper |
| Bootstrap, wild bootstrap, and asymptotic normality | 1993-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4021148 | 1993-01-17 | Paper |
| When does bootstrap work! Asymptotic results and simulations | 1992-09-18 | Paper |
| Some asymptotics for multimodality tests based on kernel density estimates | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973907 | 1992-06-26 | Paper |
| Estimating a smooth monotone regression function | 1992-06-25 | Paper |
| Nonparametric regression under qualitative smoothness assumptions | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349792 | 1991-01-01 | Paper |
| A short note on optimal bandwidth selection for kernel estimators | 1990-01-01 | Paper |
| Asymptotics with increasing dimension for robust regression with applications to the bootstrap | 1989-01-01 | Paper |
| Optimal local Gaussian approximation of an exponential family | 1987-01-01 | Paper |
| The statistical information contained in additional observations | 1986-01-01 | Paper |
