| Publication | Date of Publication | Type |
|---|
Arc length asymptotics for multivariate time series
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Autocovariance estimation in the presence of changepoints
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
A robust regression methodology via M-estimation
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
A comparison of single and multiple changepoint techniques for time series data
Computational Statistics and Data Analysis | 2022-04-22 | Paper |
Autocovariance Estimation in the Presence of Changepoints
(available as arXiv preprint) | 2021-02-21 | Paper |
Robust adaptive Lasso for variable selection
Communications in Statistics: Theory and Methods | 2017-08-03 | Paper |
Estimating covariate-adjusted measures of diagnostic accuracy based on pooled biomarker assessments
Biometrical Journal | 2016-08-12 | Paper |
Changepoints in the North Atlantic Tropical Cyclone Record
Journal of the American Statistical Association | 2015-06-17 | Paper |
ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
Journal of Time Series Analysis | 2015-01-12 | Paper |
Semiparametric group testing regression models
Biometrika | 2014-10-02 | Paper |
Mean shift testing in correlated data
Journal of Time Series Analysis | 2014-08-06 | Paper |
The growth rate of significant regressors for high dimensional data
Statistics & Probability Letters | 2014-02-11 | Paper |
Adaptively weighted kernel regression
Journal of Nonparametric Statistics | 2013-11-21 | Paper |
Arc length tests for equivalent autocovariances
Journal of Statistical Computation and Simulation | 2013-06-12 | Paper |
Adaptive penalized quantile regression for high dimensional data
Journal of Statistical Planning and Inference | 2013-05-02 | Paper |
New weighted portmanteau statistics for time series goodness of fit testing
Journal of the American Statistical Association | 2013-04-22 | Paper |
A new proof of the Wiener-Hopf factorization via Basu's theorem
Journal of Applied Probability | 2012-10-29 | Paper |
Generalized varying coefficient models with unknown link function
Biometrika | 2011-10-12 | Paper |
A new test for sphericity of the covariance matrix for high dimensional data
Journal of Multivariate Analysis | 2010-11-10 | Paper |
A new test for sphericity of the covariance matrix for high dimensional data
Journal of Multivariate Analysis | 2010-11-01 | Paper |
Local adaptive smoothing in kernel regression estimation
Statistics & Probability Letters | 2010-04-01 | Paper |
| Comparisons of two and three dimensional regression surfaces. | 2008-11-19 | Paper |
A small sample confidence interval for autoregressive parameters
Journal of Statistical Planning and Inference | 2008-10-29 | Paper |
Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests
International Mathematical Forum | 2008-08-12 | Paper |
VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
| scientific article; zbMATH DE number 1799342 (Why is no real title available?) | 2002-09-11 | Paper |
TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
A method for fitting stable autoregressive models using the autocovariation function
Statistics & Probability Letters | 2002-04-07 | Paper |
| scientific article; zbMATH DE number 1301876 (Why is no real title available?) | 2000-10-11 | Paper |
