| Publication | Date of Publication | Type |
|---|
Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application
Journal of Applied Statistics | 2024-07-26 | Paper |
Robust and efficient subsampling algorithms for massive data logistic regression
Journal of Applied Statistics | 2024-07-26 | Paper |
Stein-rule M-estimation in sparse partially linear models
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
Professor Heinz Neudecker and matrix differential calculus
Statistical Papers | 2024-07-25 | Paper |
Nonnegative group bridge and application in financial index tracking
Statistical Papers | 2024-06-03 | Paper |
Time-weighted nonnegative bridge index-tracking model and its application
Lobachevskii Journal of Mathematics | 2024-05-27 | Paper |
Portfolio selection based on semivariance and distance correlation under minimum variance framework
Statistica Neerlandica | 2023-12-14 | Paper |
Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions
Statistica Neerlandica | 2023-12-13 | Paper |
Local influence analysis for Poisson autoregression with an application to stock transaction data
Statistica Neerlandica | 2023-12-12 | Paper |
Distributed penalized modal regression for massive data
Journal of Systems Science and Complexity | 2023-09-22 | Paper |
Optimal subsampling algorithms for composite quantile regression in massive data
Statistics | 2023-08-17 | Paper |
Modeling heavy-tailed bounded data by the trapezoidal beta distribution with applications
| 2022-09-22 | Paper |
Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications
Statistical Papers | 2022-07-05 | Paper |
Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic
Journal of Applied Statistics | 2022-05-06 | Paper |
Matrix differential calculus with applications in the multivariate linear model and its diagnostics
Journal of Multivariate Analysis | 2022-01-03 | Paper |
Portfolio selection: shrinking the time-varying inverse conditional covariance matrix
Statistical Papers | 2021-06-03 | Paper |
Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
Computational Statistics | 2021-02-25 | Paper |
Spatial system estimators for panel models: a sensitivity and simulation study
Mathematics and Computers in Simulation | 2021-02-18 | Paper |
Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
Journal of Applied Statistics | 2020-12-03 | Paper |
On propensity score methodology
Statistics for Data Science and Policy Analysis | 2020-07-21 | Paper |
Robust multivariate control charts based on Birnbaum–Saunders distributions
Journal of Statistical Computation and Simulation | 2020-04-23 | Paper |
Time series analysis using SAS enterprise guide
SpringerBriefs in Statistics | 2020-04-01 | Paper |
Influence diagnostics in a vector autoregressive model
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
A shape-based cutting and clustering algorithm for multiple change-point detection
Journal of Computational and Applied Mathematics | 2020-02-05 | Paper |
On circular correlation for data on the torus
Statistical Papers | 2019-11-21 | Paper |
Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications”
Applied Stochastic Models in Business and Industry | 2019-09-17 | Paper |
Markov-switching linked autoregressive model for non-continuous wind direction data
Journal of Agricultural, Biological and Environmental Statistics | 2018-11-13 | Paper |
Local influence analysis in general spatial models
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
Influence diagnostics in log-linear integer-valued GARCH models
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
Book review of: C. Ley and T. Verdebout, Modern directional statistics
Statistical Papers | 2018-03-22 | Paper |
Influence diagnostics in possibly asymmetric circular-linear multivariate regression models
Sankhyā. Series B | 2017-10-27 | Paper |
Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
Statistical Methods and Applications | 2017-08-08 | Paper |
Simulating the characteristics of populations at the small area level: new validation techniques for a spatial microsimulation model in Australia
Computational Statistics and Data Analysis | 2017-06-29 | Paper |
Book review of: Charles B. Moss, Mathematical statistics for applied econometrics
Statistical Papers | 2017-03-07 | Paper |
Book review of: N. Fieller, Basics of matrix algebra for statistics with R
Statistical Papers | 2016-12-01 | Paper |
Sensitivity analysis in linear models
Special Matrices | 2016-05-23 | Paper |
Shrinkage estimation for the mean of the inverse Gaussian population
Metrika | 2014-10-17 | Paper |
Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions
Statistical Papers | 2014-09-26 | Paper |
Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
Estimation of order-restricted means of two normal populations under the LINEX loss function
Metrika | 2013-08-19 | Paper |
Sensitivity analysis of SAR estimators: a numerical approximation
Journal of Statistical Computation and Simulation | 2013-04-17 | Paper |
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models
Statistical Papers | 2011-10-25 | Paper |
Some comments on several matrix inequalities with applications to canonical correlations: historical background and recent developments
| 2010-08-12 | Paper |
On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
Mathematics and Computers in Simulation | 2009-06-18 | Paper |
Asymptotic theory of simultaneous estimation of Poisson means
Linear Algebra and its Applications | 2009-05-12 | Paper |
Further inequalities involving the Khatri-Rao product
Linear Algebra and its Applications | 2009-05-12 | Paper |
Matrix trace Wielandt inequalities with statistical applications
Journal of Statistical Planning and Inference | 2009-04-30 | Paper |
Hadamard, Khatri-Rao, Kronecker and other matrix products
| 2008-09-29 | Paper |
On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
Statistical Papers | 2008-09-22 | Paper |
On diagnostics in conditionally heteroskedastic time series models under elliptical distributions
Journal of Applied Probability | 2004-10-25 | Paper |
scientific article; zbMATH DE number 1975285 (Why is no real title available?)
| 2003-12-15 | Paper |
Local influence in multivariate elliptical linear regression models
Linear Algebra and its Applications | 2003-02-05 | Paper |
Several inequalities involving Khatri-Rao products of positive semidefinite matrices
Linear Algebra and its Applications | 2003-02-05 | Paper |
Efficiency comparisons between the OLSE and the BLUE in a singular linear model
Journal of Statistical Planning and Inference | 2003-01-08 | Paper |
Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE
Journal of Inequalities and Applications | 2002-12-10 | Paper |
Efficiency comparisons between two estimators based on matrix determinant Kantorovich-type inequalities.
Metrika | 2002-01-29 | Paper |
Empirical realities for a minimal description risky asset model. The need for fractal features
Journal of the Korean Mathematical Society | 2002-01-09 | Paper |
Some statistical properties of Hadamard products of random matrices.
Statistical Papers | 2001-01-01 | Paper |
Statistical properties of the Hadamard product of random vectors.
Statistical Papers | 2001-01-01 | Paper |
Inequalities involving Hadamard products of positive semidefinite matrices
Journal of Mathematical Analysis and Applications | 2000-12-05 | Paper |
On local influence for elliptical linear models
Statistical Papers | 2000-11-16 | Paper |
Matrix results on the Khatri-Rao and Tracy-Singh products
Linear Algebra and its Applications | 2000-05-28 | Paper |
scientific article; zbMATH DE number 1446115 (Why is no real title available?)
| 2000-05-18 | Paper |
scientific article; zbMATH DE number 1222270 (Why is no real title available?)
| 1999-07-01 | Paper |
A survey of Cauchy-Schwarz and Kantorovich-type matrix inequalities
Statistical Papers | 1999-05-18 | Paper |
Experiments with mixtures: Optimal allocations for Becker's models
Metrika | 1998-12-02 | Paper |
Kantorovich inequalities and efficiency comparisons for several classes of estimators in linear models
Statistica Neerlandica | 1998-05-27 | Paper |
scientific article; zbMATH DE number 1135767 (Why is no real title available?)
| 1998-05-04 | Paper |
Equality conditions for matrix Kantorovich-type inequalities
Journal of Mathematical Analysis and Applications | 1998-03-08 | Paper |
Kantorovich and Cauchy-Schwarz inequalities involving positive semidefinite matrices, and efficiency comparisons for a singular linear model
Linear Algebra and its Applications | 1998-02-22 | Paper |
Several matrix Kantorovich-type inequalities
Journal of Mathematical Analysis and Applications | 1997-01-06 | Paper |
The density of the Moore-Penrose inverse of a random matrix
Linear Algebra and its Applications | 1996-12-09 | Paper |
Note on a matrix-concave function
Journal of Mathematical Analysis and Applications | 1996-08-18 | Paper |
The Hadamard Product and Some of its Applications in Statistics
Statistics | 1996-05-20 | Paper |
The heteroskedastic linear regression model and the Hadamard product. A note
Journal of Econometrics | 1996-02-13 | Paper |
Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis
Statistical Papers | 1996-02-13 | Paper |
A \(V\)-optimal design for Scheffé's polynomial model
Statistics \& Probability Letters | 1995-09-19 | Paper |
scientific article; zbMATH DE number 562306 (Why is no real title available?)
| 1994-11-13 | Paper |
A note on the asymptotics of a stochastic vector difference equation
Biometrika | 1994-08-22 | Paper |
Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution
Communications in Statistics: Theory and Methods | 1994-01-31 | Paper |
