| Publication | Date of Publication | Type |
|---|
| Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data | 2024-07-25 | Paper |
| Quantile difference estimation with censoring indicators missing at random | 2024-07-11 | Paper |
| Empirical likelihood in single-index partially functional linear model with missing observations | 2024-02-23 | Paper |
| Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations | 2023-10-24 | Paper |
| Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces | 2023-10-04 | Paper |
| Bayesian analysis in single-index quantile regression with missing observation | 2023-09-11 | Paper |
| Empirical likelihood in single-index quantile regression with high dimensional and missing observations | 2023-06-26 | Paper |
| Bayesian empirical likelihood of quantile regression with missing observations | 2023-04-11 | Paper |
| Local likelihood of quantile difference under left-truncated, right-censored and dependent assumptions | 2023-03-06 | Paper |
| Nonparametric inference for quantile cointegrations with stationary covariates | 2022-09-14 | Paper |
| Change point estimation in regression model with response missing at random | 2022-09-14 | Paper |
| A probability inequality for sums of independent Banach space valued random variables | 2022-06-30 | Paper |
| Empirical likelihood in varying-coefficient quantile regression with missing observations | 2022-05-25 | Paper |
| Asymptotic normality of conditional density estimation under truncated, censored and dependent data | 2022-05-20 | Paper |
| Empirical likelihood of conditional quantile difference with left-truncated and dependent data | 2022-04-27 | Paper |
| Empirical likelihood of quantile difference with missing response when high-dimensional covariates are present | 2022-01-12 | Paper |
| Local M-estimation of nonparametric regression with left-truncated and dependent data | 2021-12-17 | Paper |
| CLT for integrated square error of density estimators with censoring indicators missing at random | 2021-06-03 | Paper |
| Quantile regression of partially linear single-index model with missing observations | 2021-05-03 | Paper |
| Dimension reduction estimation for central mean subspace with missing multivariate response | 2019-11-22 | Paper |
| Asymptotic properties for LS estimators in EV regression model with dependent errors | 2018-12-18 | Paper |
| Weighted estimation of conditional mean function with truncated, censored and dependent data | 2018-12-03 | Paper |
| Asymptotic normality of estimators in heteroscedastic errors-in-variables model | 2018-11-09 | Paper |
| Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models | 2018-10-29 | Paper |
| Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random | 2018-08-17 | Paper |
| Quantile regression and its empirical likelihood with missing response at random | 2018-08-02 | Paper |
| Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information | 2018-06-01 | Paper |
| A weighted estimator of conditional hazard rate with left-truncated and dependent data | 2018-02-08 | Paper |
| Wavelet estimation of density for censored data with censoring indicator missing at random | 2018-01-12 | Paper |
| An extension of Feller's strong law of large numbers | 2017-12-22 | Paper |
| Weak convergence to stochastic integrals for econometric applications | 2017-05-10 | Paper |
| Convergence rate of wavelet density estimator with data missing randomly when covariables are present | 2017-04-27 | Paper |
| Hypothesis test on response mean with inequality constraints under data missing when covariables are present | 2017-03-07 | Paper |
| Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models | 2017-03-07 | Paper |
| A note on symmetrization procedures for the laws of large numbers | 2016-12-15 | Paper |
| Berry-Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions | 2016-08-29 | Paper |
| Berry-Esseen type bounds in heteroscedastic errors-in-variables model | 2016-08-26 | Paper |
| Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors | 2016-04-20 | Paper |
| Asymptotic normality of conditional density estimation with left-truncated and dependent data | 2016-03-18 | Paper |
| Asymptotic properties of conditional quantile estimator for censored dependent observations | 2016-02-01 | Paper |
| Conditional quantile estimation with truncated, censored and dependent data | 2016-01-06 | Paper |
| Nonlinear wavelet density estimation with data missing at random when covariates are present | 2015-11-06 | Paper |
| A comparison theorem for the law of large numbers in Banach spaces | 2015-06-24 | Paper |
| A central limit theorem in non-parametric regression with truncated, censored and dependent data | 2015-03-09 | Paper |
| Asymptotic properties for an M-estimator of the regression function with truncation and dependent data | 2014-09-26 | Paper |
| Global \(L_2\) error of wavelet density estimator with truncated and strong mixing observations | 2014-08-11 | Paper |
| Empirical likelihood inference for semiparametric model with linear process errors | 2014-08-04 | Paper |
| Empirical likelihood for longitudinal partially linear model with \(\alpha\)-mixing errors | 2014-01-27 | Paper |
| Kernel estimation of conditional density with truncated, censored and dependent data | 2014-01-13 | Paper |
| The limit law of the iterated logarithm in Banach space | 2013-12-06 | Paper |
| Local polynomial quasi-likelihood regression with truncated and dependent data | 2013-11-21 | Paper |
| Empirical likelihood inference for partially time-varying coefficient errors-in-variables models | 2013-05-28 | Paper |
| Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data | 2013-04-10 | Paper |
| Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors | 2013-02-19 | Paper |
| Asymptotic normality of wavelet estimator in heteroscedastic model with \(\alpha\)-mixing errors | 2013-01-31 | Paper |
| Self-normalized moderate deviations for independent random variables | 2013-01-28 | Paper |
| Statistical inference for partially time-varying coefficient errors-in-variables models | 2012-12-28 | Paper |
| Empirical likelihood for conditional quantile with left-truncated and dependent data | 2012-12-27 | Paper |
| Weighted nonparametric regression estimation with truncated and dependent data | 2012-12-20 | Paper |
| Local polynomial estimation of a conditional mean function with dependent truncated data | 2012-11-15 | Paper |
| Asymptotic normality of estimators in heteroscedastic semi-parametric model with strong mixing errors | 2012-10-23 | Paper |
| Berry-Esseen bounds for density estimates under NA assumption | 2012-09-23 | Paper |
| Empirical likelihood for a heteroscedastic partial linear errors-in-variables model | 2012-08-02 | Paper |
| Empirical likelihood for partially time-varying coefficient models with dependent observations | 2012-06-25 | Paper |
| Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions | 2012-06-13 | Paper |
| NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS | 2011-08-16 | Paper |
| Conditional quantile estimation with auxiliary information for left-truncated and dependent data | 2011-08-01 | Paper |
| Berry-Esseen type bounds in heteroscedastic semi-parametric model | 2011-08-01 | Paper |
| Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors | 2011-07-22 | Paper |
| Asymptotic properties of conditional quantile estimator under left-truncated and \(\alpha \)-mixing conditions | 2011-07-20 | Paper |
| Asymptotic normality for regression function estimate under truncation and \(\alpha \)-mixing conditions | 2011-07-13 | Paper |
| Empirical likelihood for a heteroscedastic partial linear model | 2011-06-10 | Paper |
| Strong convergence for weighted sums of negatively associated arrays | 2011-04-06 | Paper |
| Wavelet estimation of conditional density with truncated, censored and dependent data | 2011-03-14 | Paper |
| Convergence rate of wavelet estimator in semiparametric models with dependent MA(\(\infty\)) error process | 2011-02-05 | Paper |
| Nonlinear wavelet estimator of the regression function under left-truncated dependent data | 2010-06-18 | Paper |
| Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations | 2010-06-16 | Paper |
| Empirical likelihood for conditional density under left truncation and \(\alpha \)-mixing condition | 2010-05-21 | Paper |
| Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data | 2010-04-06 | Paper |
| Complete moment and integral convergence for sums of negatively associated random variables | 2010-03-17 | Paper |
| Recursive density estimation of NA samples | 2009-07-22 | Paper |
| Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions | 2009-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622306 | 2009-04-28 | Paper |
| A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples | 2009-04-21 | Paper |
| A BERRY-ESSEEN TYPE BOUND OF REGRESSION ESTIMATOR BASED ON LINEAR PROCESS ERRORS | 2009-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599657 | 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 |
| Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors | 2008-12-10 | Paper |
| Strong convergence in nonparametric regression with truncated dependent data | 2008-12-10 | Paper |
| Strong uniform convergence of the recursive regression estimator under \(\phi\)-mixing conditions. | 2008-11-19 | Paper |
| A note on the almost sure central limit theorem for negatively associated fields | 2008-09-29 | Paper |
| Asymptotic normality of wavelet estimator in heteroscedastic regression model | 2008-08-06 | Paper |
| Wavelet estimation in heteroscedastic model under censored samples | 2008-04-15 | Paper |
| A wide class of heavy-tailed distributions and its applications | 2008-03-31 | Paper |
| ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS | 2008-01-28 | Paper |
| The LIL for the Bickel-Rosenblatt test statistic | 2007-06-26 | Paper |
| WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES | 2007-03-20 | Paper |
| Law of the iterated logarithm for self-normalized sums and their increments | 2007-01-08 | Paper |
| On a semiparametric regression model whose errors form a linear process with negatively associated innovations | 2006-11-07 | Paper |
| Self-normalized LIL for Hanson-Russo type increments | 2006-10-31 | Paper |
| Wavelet estimation in nonparametric model under martingale difference errors | 2006-09-11 | Paper |
| Asymptotics of estimators in semi-parametric model under NA samples | 2006-08-14 | Paper |
| Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations | 2006-06-29 | Paper |
| Asymptotic normality of recursive density estimates under some dependence assumptions | 2006-02-08 | Paper |
| Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences | 2005-09-29 | Paper |
| CONVERGENCE OF WEIGHTED SUMS FOR DEPENDENT RANDOM VARIABLES | 2005-05-09 | Paper |
| On the convergence of moving average processes under dependent conditions | 2005-04-11 | Paper |
| Convergence in the law of logarithm for NA sequences | 2004-05-18 | Paper |
| A WEAK LAW FOR WEIGHTED SUMS OF ARRAY OF ROW NA RANDOM VARIABLES | 2004-03-29 | Paper |
| On the convergence of moving average processes under negatively associated random variables | 2003-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4807170 | 2003-09-24 | Paper |
| Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples | 2003-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796091 | 2003-03-13 | Paper |
| Convergence of Jamison-type weighted sums of pairwise negatively quadrant dependent random variables | 2002-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778284 | 2002-11-14 | Paper |
| On the Logarithm Law for Strictly Stationary and Negatively Associated Arrays | 2002-09-18 | Paper |
| On the best constant in Marcinkiewicz-Zygmund inequality | 2002-08-28 | Paper |
| Equivalent conditions of complete convergence for \(m\)-dimensional products of iid random variables and application to strong law of large numbers | 2002-08-15 | Paper |
| Convergence rates for sums of non-identically distributed random elements | 2002-07-29 | Paper |
| Convergence rates in the law of large numbers for \(B\)-valued random elements | 2002-07-22 | Paper |
| A strong approximation theorem for processes with independent increments | 2002-05-05 | Paper |
| Convergence rates in the law of logarithm of random elements | 2002-01-17 | Paper |
| Some discussion on the conditions of complete convergence for sums of \(B\)-valued random elements | 2001-07-11 | Paper |
| Inequalities for Banach space-valued martingales and some characterizations of geometric properties of Banach spaces | 2001-06-27 | Paper |
| Complete convergence for weighted sums of negatively associated random variables | 2001-05-20 | Paper |
| Equivalence of complete convergence and law of large numbers for B-valued random elements | 2001-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4507929 | 2001-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4509340 | 2001-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4500054 | 2001-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528271 | 2001-01-31 | Paper |
| A note on convergence rates for sums of \(\rho\)-mixing sequences | 2000-05-09 | Paper |
| Complete convergence for \(B\)-valued \(L^p\)-mixingale sequences | 2000-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3837204 | 2000-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705850 | 1999-11-25 | Paper |
| Complete convergence for weighted sums of NA sequences | 1999-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392080 | 1999-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392118 | 1999-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884513 | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856319 | 1996-02-20 | Paper |
