| Publication | Date of Publication | Type |
|---|
| Consonance and the closure method in multiple testing | 2024-11-27 | Paper |
| Large Dynamic Covariance Matrices | 2024-11-08 | Paper |
| R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage | 2024-09-12 | Paper |
| A novel estimator of Earth's curvature (allowing for inference as well) | 2024-04-15 | Paper |
| Limits of Cubic Differentials and Buildings | 2022-08-16 | Paper |
| Quadratic shrinkage for large covariance matrices | 2022-05-16 | Paper |
| Shrinkage estimation of large covariance matrices: keep it simple, statistician? | 2021-10-28 | Paper |
| Analytical nonlinear shrinkage of large-dimensional covariance matrices | 2020-12-14 | Paper |
| A Practical Two-Step Method for Testing Moment Inequalities | 2019-01-29 | Paper |
| Numerical implementation of the QuEST function | 2018-08-14 | Paper |
| Optimal estimation of a large-dimensional covariance matrix under Stein's loss | 2018-05-18 | Paper |
| Resurrecting weighted least squares | 2017-01-30 | Paper |
| Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing | 2016-04-22 | Paper |
| Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions | 2015-06-18 | Paper |
| Nonlinear shrinkage estimation of large-dimensional covariance matrices | 2012-08-29 | Paper |
| Nonlinear shrinkage estimation of large-dimensional covariance matrices | 2012-04-01 | Paper |
| Discussion: Controlling the false discovery rate | 2010-08-13 | Paper |
| Balanced control of generalized error rates | 2010-02-19 | 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 |
| Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling | 2009-06-02 | Paper |
| Control of the false discovery rate under dependence using the bootstrap and subsampling | 2009-06-02 | 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 |
| Subsampling the mean of heavy‐tailed dependent observations | 2004-11-24 | 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 |
| A well-conditioned estimator for large-dimensional covariance matrices | 2004-02-03 | Paper |
| A well-conditioned estimator for large-dimensional covariance matrices | 2004-02-01 | Paper |
| On the asymptotic theory of subsampling | 2003-03-10 | Paper |
| Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size | 2002-11-14 | Paper |
| Finite sample nonparametric inference and large sample efficiency. | 2002-11-14 | Paper |
| Subsampling, symmetrization, and robust interpolation | 2002-07-28 | Paper |
| Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. | 2002-03-03 | 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 |
| Weak convergence of dependent empirical measures with application to subsampling in function spaces | 2000-08-30 | Paper |
| Subsampling | 1999-10-12 | Paper |
| Subsampling for heteroskedastic time series | 1997-11-04 | Paper |
