| Publication | Date of Publication | Type |
|---|
| Permutation testing for dependence in time series | 2023-08-22 | Paper |
| Inference in Experiments With Matched Pairs | 2023-07-06 | Paper |
| Confidence intervals for seroprevalence | 2022-08-10 | Paper |
| Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences | 2022-03-16 | Paper |
| CLT For U-statistics With Growing Dimension | 2022-03-04 | Paper |
| Testing Statistical Hypotheses | 2021-05-18 | Paper |
| Exact tests via multiple data splitting | 2020-12-18 | Paper |
| Control of Directional Errors in Fixed Sequence Multiple Testing | 2019-08-01 | Paper |
| Subsampling Inference with K Populations and a Non‐standard Behrens–Fisher Problem | 2019-06-20 | Paper |
| Randomization Tests Under an Approximate Symmetry Assumption | 2019-02-01 | Paper |
| A Practical Two-Step Method for Testing Moment Inequalities | 2019-01-29 | Paper |
| Resurrecting weighted least squares | 2017-01-30 | Paper |
| Multivariate and multiple permutation tests | 2016-05-18 | Paper |
| Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing | 2016-04-22 | Paper |
| Asymptotically valid and exact permutation tests based on two-sample \(U\)-statistics | 2015-12-22 | Paper |
| On stepwise control of directional errors under independence and some dependence | 2015-09-21 | Paper |
| On the uniform asymptotic validity of subsampling and the bootstrap | 2014-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326851 | 2013-07-31 | Paper |
| Exact and asymptotically robust permutation tests | 2013-07-24 | Paper |
| Stepup procedures for control of generalizations of the familywise error rate | 2012-09-03 | Paper |
| Discussion: Controlling the false discovery rate | 2010-08-13 | Paper |
| Inference for the Identified Set in Partially Identified Econometric Models | 2010-03-18 | Paper |
| Balanced control of generalized error rates | 2010-02-19 | Paper |
| \(K\)-sample subsampling in general spaces: the case of independent time series | 2010-01-12 | Paper |
| Optimal testing of multiple hypotheses with common effect direction | 2009-06-17 | Paper |
| FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES | 2009-06-11 | Paper |
| Control of the false discovery rate under dependence using the bootstrap and subsampling | 2009-06-02 | Paper |
| Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling | 2009-06-02 | Paper |
| Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’ | 2009-05-19 | Paper |
| Inference for identifiable parameters in partially identified econometric models | 2008-06-11 | Paper |
| A Generalized Sidak-Holm Procedure and Control of Generalized Error Rates under Independence | 2008-02-18 | Paper |
| Control of generalized error rates in multiple testing | 2007-10-17 | Paper |
| Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing | 2007-08-20 | Paper |
| Control of generalized error rates in multiple testing | 2007-08-01 | Paper |
| Stepwise Multiple Testing as Formalized Data Snooping | 2006-10-24 | Paper |
| Improved nonparametric confidence intervals in time series regressions | 2006-07-13 | Paper |
| Optimal testing of equivalence hypotheses | 2005-10-18 | Paper |
| On optimality of stepdown and stepup multiple test procedures | 2005-10-18 | Paper |
| Generalizations of the familywise error rate | 2005-10-18 | Paper |
| Testing Statistical Hypotheses | 2005-07-19 | Paper |
| On Non-parametric Testing, the Uniform Behaviour of the t-test, and Related Problems | 2005-05-20 | Paper |
| Inference for Autocorrelations in the Possible Presence of a Unit Root | 2004-11-24 | Paper |
| EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE | 2004-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2770361 | 2003-03-10 | Paper |
| Finite sample nonparametric inference and large sample efficiency. | 2002-11-14 | Paper |
| On Subsampling Estimators with Unknown Rate of Convergence | 2002-07-30 | Paper |
| Subsampling, symmetrization, and robust interpolation | 2002-07-28 | Paper |
| Subsampling inference for the mean in the heavy-tailed case. | 2002-01-29 | Paper |
| A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\) | 2002-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736781 | 2001-09-11 | Paper |
| Multivariate density estimation with general flat-top kernels of infinite order | 2001-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939077 | 2000-10-29 | Paper |
| Weak convergence of dependent empirical measures with application to subsampling in function spaces | 2000-08-30 | Paper |
| Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain | 2000-05-24 | Paper |
| An invariance principle for triangular arrays of dependent variables with application to autocovariance estimation | 1999-12-19 | Paper |
| Subsampling | 1999-10-12 | Paper |
| Subsampling for heteroskedastic time series | 1997-11-04 | Paper |
| Inference For Autocorrelations Under Weak Assumptions | 1997-06-12 | Paper |
| On flat-top kernel spectral density estimators for homogeneous random fields | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869559 | 1996-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844346 | 1996-01-24 | Paper |
| Large sample confidence regions based on subsamples under minimal assumptions | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839388 | 1995-10-31 | Paper |
| BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION | 1995-05-04 | Paper |
| The Stationary Bootstrap | 1995-02-23 | Paper |
| Nonparametric resampling for homogeneous strong mixing random fields | 1994-09-18 | Paper |
| A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation | 1993-05-16 | Paper |
| On the sample variance of linear statistics derived from mixing sequences | 1993-05-16 | Paper |
| Bootstrap Technology and Applications | 1993-04-01 | Paper |
| Bootstrap confidence bands for spectra and cross-spectra | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011458 | 1992-09-27 | Paper |
| Empirical likelihood is Bartlett-correctable | 1991-01-01 | Paper |
| Bootstrap choice of tuning parameters | 1990-01-01 | Paper |
| Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families | 1990-01-01 | Paper |
| Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles | 1990-01-01 | Paper |
| On the Behavior of Randomization Tests Without a Group Invariance Assumption | 1990-01-01 | Paper |
| On smoothing and the bootstrap | 1989-01-01 | Paper |
| Bootstrap and randomization tests of some nonparametric hypotheses | 1989-01-01 | Paper |
| Do Bootstrap Confidence Procedures Behave Well Uniformly in P? | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831879 | 1989-01-01 | Paper |
| Comparison of parametric and empirical likelihood functions | 1989-01-01 | Paper |
| The automatic percentile method: Accurate confidence limits in parametric models | 1989-01-01 | Paper |
| On weak convergence and optimality of kernel density estimates of the mode | 1988-01-01 | Paper |
| Bootstrapping the mode | 1988-01-01 | Paper |
| A Bootstrap Revival of Some Nonparametric Distance Tests | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825949 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713233 | 1986-01-01 | Paper |
| Evaluating inclusion functionals for random convex hulls | 1985-01-01 | Paper |
| Bootstrap confidence cones for directional data | 1985-01-01 | Paper |
| Coverage problems and random convex hulls | 1982-01-01 | Paper |
