Colin M. Gallagher

Available identifiers

zbMath Open gallagher.colin-mMaRDI QIDQ222024

List of research outcomes

Publication	Date of Publication	Type
Arc length asymptotics for multivariate time series	2024-07-18	Paper
Autocovariance estimation in the presence of changepoints	2023-01-17	Paper
A robust regression methodology via M-estimation	2022-05-23	Paper
A comparison of single and multiple changepoint techniques for time series data	2022-04-22	Paper
Autocovariance Estimation in the Presence of Changepoints	2021-02-21	Paper
Robust adaptive Lasso for variable selection	2017-08-03	Paper
Estimating covariate-adjusted measures of diagnostic accuracy based on pooled biomarker assessments	2016-08-12	Paper
Changepoints in the North Atlantic Tropical Cyclone Record	2015-06-17	Paper
ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT	2015-01-12	Paper
Semiparametric group testing regression models	2014-10-02	Paper
Mean shift testing in correlated data	2014-08-06	Paper
The growth rate of significant regressors for high dimensional data	2014-02-11	Paper
Adaptively weighted kernel regression	2013-11-21	Paper
Arc length tests for equivalent autocovariances	2013-06-12	Paper
Adaptive penalized quantile regression for high dimensional data	2013-05-02	Paper
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing	2013-04-22	Paper
A New Proof of the Wiener-Hopf Factorization via Basu's Theorem	2012-10-29	Paper
Generalized varying coefficient models with unknown link function	2011-10-12	Paper
A new test for sphericity of the covariance matrix for high dimensional data	2010-11-10	Paper
A new test for sphericity of the covariance matrix for high dimensional data	2010-11-01	Paper
Local adaptive smoothing in kernel regression estimation	2010-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3539622	2008-11-19	Paper
A small sample confidence interval for autoregressive parameters	2008-10-29	Paper
Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests	2008-08-12	Paper
VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION	2004-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q3146107	2002-09-11	Paper
TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA	2002-07-28	Paper
A method for fitting stable autoregressive models using the autocovariation function	2002-04-07	Paper
https://portal.mardi4nfdi.de/entity/Q4247102	2000-10-11	Paper

Research outcomes over time

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