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Li Xing Zhu - MaRDI portal

Li Xing Zhu

From MaRDI portal
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Person:186407

Available identifiers

zbMath Open zhu.lixingDBLP30/8507WikidataQ40822116 ScholiaQ40822116MaRDI QIDQ186407

List of research outcomes

PublicationDate of PublicationType
Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach2024-04-25Paper
A functional nonlinear mixed effects modeling framework for longitudinal functional responses2024-03-25Paper
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors2024-03-06Paper
Rank-Based Greedy Model Averaging for High-Dimensional Survival Data2024-01-08Paper
Significance test for semiparametric conditional average treatment effects and other structural functions2023-11-28Paper
Detecting change structures of nonparametric regressions2023-11-28Paper
Model Checking for Parametric Ordinary Differential Equations Systems2023-11-23Paper
Scaled Partial Envelope Model in Multivariate Linear Regression2023-11-09Paper
Robust estimation in regression and classification methods for large dimensional data2023-08-22Paper
Byzantine-robust distributed one-step estimation2023-07-15Paper
Order determination for spiked-type models with a divergent number of spikes2023-07-11Paper
Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models2023-07-07Paper
Adaptive-to-Model Hybrid of Tests for Regressions2023-07-03Paper
Detecting Multiple Change Points: The PULSE Criterion2023-05-23Paper
Quantum Implementation of Numerical Methods for Convection-Diffusion Equations: Toward Computational Fluid Dynamics2023-04-21Paper
Independence tests with random subspace of two random vectors in high dimension2023-03-17Paper
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models2022-11-23Paper
The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect2022-10-06Paper
A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families2022-09-14Paper
Outcome regression-based estimation of conditional average treatment effect2022-08-17Paper
Optimal subsampling for linear quantile regression models2022-08-02Paper
Order Determination for Spiked Type Models2022-07-19Paper
Estimating the number of equal components for two high-dimensional mean vectors2022-05-25Paper
A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION2022-03-30Paper
Asymptotic properties of adaptive Dantzig selector2022-03-21Paper
Penalized maximum likelihood estimation for skew normal mixtures2022-03-21Paper
Total-effect test is superfluous for establishing complementary mediation2022-03-04Paper
Integrated conditional moment test and beyond: when the number of covariates is divergent2022-02-15Paper
Weighted residual empirical processes, martingale transformations and model checking for regressions2022-01-29Paper
Stable correlation and robust feature screening2022-01-24Paper
Residual-based closure model for density-stratified incompressible turbulent flows2021-11-16Paper
On IPW-based estimation of conditional average treatment effects2021-11-10Paper
Optimal prediction for kernel-based semi-functional linear regression2021-10-29Paper
Modified martingale difference correlations2021-09-01Paper
https://portal.mardi4nfdi.de/entity/Q50040362021-07-30Paper
Determining the number of canonical correlation pairs for high-dimensional vectors2021-07-28Paper
Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach2021-07-16Paper
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes2021-06-22Paper
Pairwise distance-based heteroscedasticity test for regressions2021-05-05Paper
Variationally derived interface stabilization for discrete multiphase flows and relation with the ghost-penalty method2021-04-26Paper
A link-free sparse group variable selection method for single-index model2020-12-04Paper
Outcome regression-based estimation of conditional average treatment effect2020-09-22Paper
A projection-based model checking for heterogeneous treatment effect2020-09-22Paper
Doubly robust estimation for conditional treatment effect: a study on asymptotics2020-09-11Paper
Generalized kernel-based inverse regression methods for sufficient dimension reduction2020-06-16Paper
Doubly robust estimation of average treatment effect revisited2020-05-29Paper
Nonparametric variable selection and its application to additive models2020-05-27Paper
Dimensionality determination: a thresholding double ridge ratio approach2020-05-07Paper
Multiple permutation test for high-dimensional data: a components-combined algorithm2020-04-27Paper
Confidence interval estimation for negative binomial group distribution2020-04-01Paper
Comparison of several Birnbaum–Saunders distributions2020-03-12Paper
Model checks for functional linear regression models based on projected empirical processes2020-01-30Paper
On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence2019-10-01Paper
Composite Estimation: An Asymptotically Weighted Least Squares Approach2019-08-01Paper
An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models2019-08-01Paper
Adaptive-to-model checking for regressions with diverging number of predictors2019-07-18Paper
Estimation for biased partial linear single index models2019-07-12Paper
A combined \(p\)-value test for the mean difference of high-dimensional data2019-06-20Paper
Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach2019-06-12Paper
Model checking for general linear regression with nonignorable missing response2019-05-29Paper
A goodness-of-fit test for variable-adjusted models2019-05-29Paper
A minimum projected-distance test for parametric single-index Berkson models2019-05-17Paper
Inference on the Primary Parameter of Interest with the Aid of Dimension Reduction Estimation2019-04-30Paper
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data2019-03-21Paper
Bootstrap maximum likelihood for quasi-stationary distributions2019-01-28Paper
Transformation-based estimation2018-11-23Paper
Empirical likelihood inference in linear regression with nonignorable missing response2018-11-23Paper
Nonparametric feature screening2018-11-02Paper
Dimension reduction with missing response at random2018-11-02Paper
Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models2018-10-29Paper
Pairwise distance-based tests for conditional symmetry2018-10-17Paper
Semiparametric double robust and efficient estimation for mean functionals with response missing at random2018-10-17Paper
Generalized principal Hessian directions for mixture multivariate skew elliptical distributions2018-10-16Paper
A robust adaptive-to-model enhancement test for parametric single-index models2018-09-25Paper
Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach2018-08-15Paper
Principal minimax support vector machine for sufficient dimension reduction with contaminated data2018-08-15Paper
Inference for biased transformation models2018-08-14Paper
Enhancements of Non‐parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction2018-08-08Paper
Dimension reduction-based significance testing in nonparametric regression2018-05-28Paper
On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression2018-05-18Paper
Flexible dimension reduction in regression2018-05-09Paper
A Review on Dimension-Reduction Based Tests For Regressions2018-03-29Paper
Empirical likelihood in some nonparametric and semiparametric models2018-03-27Paper
Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models2018-03-08Paper
Estimating a sparse reduction for general regression in high dimensions2018-02-28Paper
A modified Hosmer–Lemeshow test for large data sets2018-02-21Paper
A projection-based adaptive-to-model test for regressions2018-01-26Paper
Estimating moments in ANOVA-type mixed models2017-12-01Paper
Single‐index varying coefficient model for functional responses2017-09-07Paper
Upper expectation parametric regression2017-07-13Paper
Composite $T^2$ test for high-dimensional data2017-07-13Paper
An adaptive-to-model test for partially parametric single-index models2017-06-30Paper
Sparse sufficient dimension reduction using optimal scoring2017-06-29Paper
New variable selection for linear mixed-effects models2017-05-22Paper
An adaptive-to-model test for parametric single-index models with missing responses2017-05-16Paper
Overlapped groupwise dimension reduction2017-05-05Paper
Multiple-population shrinkage estimation via sliced inverse regression2017-03-23Paper
Sufficient dimension reduction with mixture multivariate skew elliptical distributions2017-02-17Paper
Automatic variable selection for longitudinal generalized linear models2016-10-31Paper
Asymtotics of Dantzig selector for a general single-index model2016-10-21Paper
Group-wise semiparametric modeling: a SCSE approach2016-10-14Paper
Penalized Weighted Least Squares to Small Area Estimation2016-09-21Paper
Dimensionality determination: a thresholding double ridge ratio criterion2016-08-15Paper
https://portal.mardi4nfdi.de/entity/Q29933492016-08-10Paper
Inference for biased models: a quasi-instrumental variable approach2016-02-29Paper
The dual central subspaces in dimension reduction2016-02-29Paper
Testing for positive expectation dependence2016-02-23Paper
Checking nonparametric component for partial linear regression model with missing response2015-12-22Paper
Estimation of a groupwise additive multiple-index model and its applications2015-11-03Paper
Two-sample behrens-fisher problem for high-dimensional data2015-10-26Paper
Goodness-of-fit testing for varying-coefficient models2015-10-14Paper
Heteroscedasticity diagnostics for \(t\) linear regression models2015-10-14Paper
Shrinkage estimation of large dimensional precision matrix using random matrix theory2015-10-08Paper
Consistently determining the number of factors in multivariate volatility modelling2015-10-08Paper
Difference-based variance estimation in nonparametric regression with repeated measurement data2015-09-21Paper
Nonparametric check for partial linear errors-in-covariables models with validation data2015-07-21Paper
Model checking for parametric regressions with response missing at random2015-07-01Paper
Dimension Reduction in Regressions Through Cumulative Slicing Estimation2015-06-17Paper
Groupwise Dimension Reduction2015-06-16Paper
Robust comparison of regression curves2015-06-15Paper
Variable selection and estimation for semi-parametric multiple-index models2015-05-19Paper
Surrogate dimension reduction in measurement error regressions2015-04-28Paper
Covariance-enhanced discriminant analysis2015-04-24Paper
A distribution-based Lasso for a general single-index model2015-03-26Paper
Heteroscedasticity checks for single index models2015-03-24Paper
Transformation-based model averaged tail area inference2015-03-05Paper
Robust estimating equation-based sufficient dimension reduction2015-02-04Paper
Moment conditions for almost stochastic dominance2015-01-12Paper
Transformed sufficient dimension reduction2014-12-22Paper
Inference for mixed models of ANOVA type with high-dimensional data2014-11-28Paper
Testing equality of shape parameters in several inverse Gaussian populations2014-10-17Paper
Empirical likelihood based goodness-of-fit testing for generalized linear mixed models2014-08-29Paper
Ultrahigh dimensional time course feature selection2014-07-22Paper
A note on almost stochastic dominance2014-06-03Paper
Variance Components Testing in <scp>ANOVA</scp>‐Type Mixed Models2014-05-26Paper
Dimension reduction and predictor selection in semiparametric models2014-04-22Paper
Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach2014-01-23Paper
Multi-index regression models with missing covariates at random2014-01-13Paper
Component Selection in the Additive Regression Model2013-10-09Paper
A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates2013-05-28Paper
Penalized minimum average variance estimation2013-05-13Paper
Model selection consistency of Dantzig selector2013-05-13Paper
On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models2013-04-26Paper
Shrinkage estimation analysis of correlated binary data with a diverging number of parameters2013-04-08Paper
Estimation of general semi-parametric quantile regression2013-02-28Paper
Testing the adequacy of varying coefficient models with missing responses at random2013-02-25Paper
Estimation of and testing for random effects in dynamic panel data models2013-02-05Paper
Partial linear single index models with distortion measurement errors2013-01-28Paper
Sufficient dimension reduction in regressions through cumulative Hessian directions2012-12-31Paper
https://portal.mardi4nfdi.de/entity/Q31455432012-12-21Paper
Robust rank correlation based screening2012-12-10Paper
A new test for random effects in linear mixed models with longitudinal data2012-10-30Paper
On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors2012-10-16Paper
Nonlinear models with measurement errors subject to single-indexed distortion2012-09-26Paper
Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors2012-09-23Paper
Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors2012-09-23Paper
Correction: Estimation for a partial-linear single-index model2012-09-03Paper
An alternating determination-optimization approach for an additive multi-index model2012-07-16Paper
On model-free conditional coordinate tests for regressions2012-07-04Paper
Non-convex penalized estimation in high-dimensional models with single-index structure2012-07-04Paper
A maximum smoothed likelihood estimator in the current status continuous mark model2012-06-25Paper
Asymptotics of SIMEX-based variance estimation2012-06-13Paper
Checking for normality in linear mixed models2012-05-31Paper
Efficient estimation of moments in linear mixed models2012-03-29Paper
Model-Free Feature Screening for Ultrahigh-Dimensional Data2012-03-22Paper
Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters2012-03-13Paper
Estimation for a marginal generalized single-index longitudinal model2012-03-13Paper
Tests for variance components in varying coefficient mixed models2012-03-08Paper
Model-Free Feature Screening for Ultrahigh-Dimensional Data2011-12-01Paper
On Variance Components in Semiparametric Mixed Models for Longitudinal Data2011-11-26Paper
On a dimension reduction regression with covariate adjustment2011-10-28Paper
A two-stage estimation method for random coefficient differential equation models with application to longitudinal HIV dynamic data2011-10-21Paper
Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression2011-10-10Paper
The EFM approach for single-index models2011-09-14Paper
Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors2011-07-28Paper
Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data2011-07-21Paper
https://portal.mardi4nfdi.de/entity/Q30148462011-07-19Paper
Dimension Reduction in Regressions through Weighted Variance Estimation2011-07-13Paper
Consistent tuning parameter selection in high dimensional sparse linear regression2011-06-29Paper
Stable direction recovery in single-index models with a diverging number of predictors2011-02-25Paper
Diagnostic checking for conditional heteroscedasticity models2011-02-25Paper
An Orthogonality-Based Estimation of Moments for Linear Mixed Models2011-02-22Paper
https://portal.mardi4nfdi.de/entity/Q30747772011-02-10Paper
On a Projective Resampling Method for Dimension Reduction With Multivariate Responses2011-02-01Paper
https://portal.mardi4nfdi.de/entity/Q30578012010-11-17Paper
Empirical likelihood ratio tests for multivariate regression models2010-09-22Paper
Sufficient dimension reduction through discretization-expectation estimation2010-08-19Paper
https://portal.mardi4nfdi.de/entity/Q35805972010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35716282010-07-08Paper
On an asymptotically more efficient estimation of the single-index model2010-06-25Paper
Adaptive confidence region for the direction in semiparametric regressions2010-05-05Paper
Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models2010-04-22Paper
An Adaptive Two‐stage Estimation Method for Additive Models2010-04-22Paper
A sparse eigen-decomposition estimation in semiparametric regression2010-04-06Paper
Goodness-of-fit tests for vector autoregressive models in time series2010-03-19Paper
Testing for random effects in linear mixed models for longitudinal data under moment conditions2010-03-17Paper
Bias-corrected empirical likelihood in a multi-link semiparametric model2010-03-01Paper
Estimation for a partial-linear single-index model2010-02-19Paper
Testing the adequacy of GARCH-type models in time series2010-02-12Paper
Empirical likelihood inference in partially linear single-index models for longitudinal data2010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34055792010-02-10Paper
Bias-corrected smoothed score function for single-index models2010-01-25Paper
A note on parameter estimation of panel vector autoregressive models with intercorrelation2010-01-18Paper
Empirical likelihood-based evaluations of value at risk models2009-12-11Paper
A data-adaptive hybrid method for dimension reduction2009-10-16Paper
Influence diagnostics and outlier tests for varying coefficient mixed models2009-09-28Paper
https://portal.mardi4nfdi.de/entity/Q53236452009-07-23Paper
Covariate-adjusted nonlinear regression2009-07-22Paper
Model diagnosis for parametric regression in high-dimensional spaces2009-06-10Paper
On hybrid methods of inverse regression-based algorithms2009-05-29Paper
A goodness-of-fit test for a varying-coefficients model in longitudinal studies2009-05-19Paper
Inference on a regression model with noised variables and serially correlated errors2009-04-21Paper
Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors2009-03-25Paper
Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data2009-02-26Paper
On splines approximation for sliced average variance estimation2009-01-30Paper
A k-sample test with interval censored data2009-01-15Paper
Diagnostic checking for multivariate regression models2008-11-06Paper
Estimating Moments in Linear Mixed Models2008-10-28Paper
On the distributions of two classes of multiple dependent aggregate claims2008-10-27Paper
Empirical likelihood-based inference in a partially linear model for longitudinal data2008-04-09Paper
https://portal.mardi4nfdi.de/entity/Q54492182008-03-11Paper
A score type test for general autoregressive models in time series2008-01-25Paper
https://portal.mardi4nfdi.de/entity/Q54358842008-01-14Paper
https://portal.mardi4nfdi.de/entity/Q54311942007-12-07Paper
The empirical likelihood goodness-of-fit test for regression models2007-10-16Paper
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data2007-09-18Paper
Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data2007-09-18Paper
On Sliced Inverse Regression With High-Dimensional Covariates2007-08-20Paper
Asymptotics for sliced average variance estimation2007-07-23Paper
On kernel method for sliced average variance estimation2007-07-11Paper
Asymptotics for a censored generalized linear model with unknown link function2007-06-21Paper
Empirical likelihood confidence regions of the parameters in a partially linear single-index model2007-05-29Paper
A non-iterative approach to estimating parameters in a linear structural equation model2007-03-08Paper
Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model2006-11-14Paper
Asymptotics for kernel estimation of slicing average third-moment estimation2006-10-24Paper
Asymptotics on semiparametric analysis of multivariate failure time data under the additive hazards model2006-10-09Paper
\(L_1\)-norm estimation and random weighting method in a semiparametric model2006-10-09Paper
Empirical likelihood for single-index models2006-10-05Paper
Profile empirical likelihood for parametric and semiparametric models2006-09-06Paper
https://portal.mardi4nfdi.de/entity/Q33788082006-04-04Paper
Nonparametric checks for single-index models2005-10-18Paper
Nonparametric Monte Carlo tests and their applications.2005-09-22Paper
Checking the adequacy of the multivariate semiparametric location shift model2005-05-12Paper
An Adaptive Estimation of Dimension Reduction Space2005-04-11Paper
Some properties of a lack-of-fit test for a linear errors in variables model2005-01-25Paper
Analysis of data from a series of events by a geometric process model2005-01-25Paper
A Semi‐parametric Regression Model with Errors in Variables2004-11-24Paper
Adaptive unified biased estimators of parameters in linear model2004-11-05Paper
Estimation in mixed effects model with errors in variables2004-10-01Paper
Testing lack-of-fit for a polynomial errors-in-variables model2004-06-22Paper
A Lack-of-Fit Test for Quantile Regression2004-06-10Paper
Model Checks for Generalized Linear Models2004-03-16Paper
Comparing \(k\) cumulative incidence functions through resampling methods2004-02-14Paper
Optimal tests for carcinogenicity in a model with fatal and incidental tumours.2004-01-06Paper
https://portal.mardi4nfdi.de/entity/Q44380612003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q48017732003-10-09Paper
Resampling Methods for Testing a Semiparametric Random Censorship Model2003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q47097702003-08-07Paper
Conditional tests for elliptical symmetry2003-05-19Paper
On the mean residual life regression model2003-05-19Paper
https://portal.mardi4nfdi.de/entity/Q47876942003-02-16Paper
https://portal.mardi4nfdi.de/entity/Q47804922003-02-06Paper
https://portal.mardi4nfdi.de/entity/Q31541942002-11-14Paper
Heteroscedasticity checks for regression models2002-08-15Paper
ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA2002-07-28Paper
On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution2002-02-18Paper
A Berry-Esseen inequality for the Kaplan-Meier \(L\)-estimator2002-01-16Paper
Permutation tests for reflected symmetry2001-12-11Paper
Nonparametric Monte Carlo tests for multivariate distributions2001-09-09Paper
On testing for no effect of the predictor on response2001-07-03Paper
A semiparametric model for truncated and censored data2001-07-02Paper
https://portal.mardi4nfdi.de/entity/Q45000482001-05-02Paper
A mixed-type test for linearity in time series2000-12-27Paper
https://portal.mardi4nfdi.de/entity/Q45166622000-11-28Paper
Tests of elliptical symmetry and the asymptotic tail behavior of the statistics2000-07-17Paper
Some blum-kiefer-rosenblatt type tests for the joint independence of variables2000-03-12Paper
Dimension-reduction type test for linearity of a stochastic regression model1999-12-14Paper
Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model1999-12-01Paper
https://portal.mardi4nfdi.de/entity/Q47039601999-12-01Paper
Model checks for regression: an innovation process approach1999-11-09Paper
https://portal.mardi4nfdi.de/entity/Q42515071999-10-06Paper
A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures1999-09-22Paper
https://portal.mardi4nfdi.de/entity/Q42357581999-03-22Paper
Permutation tests for multivariate location problems1999-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42083201998-12-14Paper
https://portal.mardi4nfdi.de/entity/Q43920601998-06-07Paper
https://portal.mardi4nfdi.de/entity/Q43921541998-06-07Paper
On estimated projection pursuit-type Crámer-von Mises statistics1998-06-05Paper
Asymptotics in addition of pseudo-random sequences1998-05-06Paper
A new class of consistent estimators for stochastic linear regressive models1998-04-07Paper
https://portal.mardi4nfdi.de/entity/Q43495701997-08-27Paper
https://portal.mardi4nfdi.de/entity/Q47163461997-03-23Paper
https://portal.mardi4nfdi.de/entity/Q47185721997-03-06Paper
https://portal.mardi4nfdi.de/entity/Q43321141997-02-13Paper
A stopping time concerning sphere data and its applications1996-12-09Paper
Asymptotics for kernel estimate of sliced inverse regression1996-12-01Paper
https://portal.mardi4nfdi.de/entity/Q48822831996-08-04Paper
The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics1996-07-18Paper
M-type estimators of regression function with applications1996-06-06Paper
Universally consistent estimation for stochastic regression models1996-04-08Paper
https://portal.mardi4nfdi.de/entity/Q48645201996-03-07Paper
An answer to Li's problem1996-03-05Paper
https://portal.mardi4nfdi.de/entity/Q48443881995-11-12Paper
A test for multivariate normality based on sample entropy and projection pursuit1995-10-18Paper
The accurate distribution of the Kolmogorov statistic with applications to bootstrap approximation1995-03-01Paper
https://portal.mardi4nfdi.de/entity/Q43076771994-11-20Paper
https://portal.mardi4nfdi.de/entity/Q42836891994-07-18Paper
Exponential bounds for the uniform deviation of a kind of empirical processes. II1994-06-28Paper
https://portal.mardi4nfdi.de/entity/Q42905051994-05-05Paper
https://portal.mardi4nfdi.de/entity/Q42871891994-04-12Paper
https://portal.mardi4nfdi.de/entity/Q42802521994-03-07Paper
https://portal.mardi4nfdi.de/entity/Q42717301994-01-18Paper
Probability estimates for the distribution of Kolmogorov distance in the worst direction1993-10-25Paper
https://portal.mardi4nfdi.de/entity/Q46937001993-08-17Paper
A necessary test of goodness of fit for sphericity1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40353341993-05-18Paper
https://portal.mardi4nfdi.de/entity/Q40343091993-05-16Paper
A note on the consistent estimator of nonparametric regression constructed by splines1993-02-22Paper
On PP type estimated Kolmogorov statistics1993-01-17Paper
Inverse regression method in data structure analysis1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40152031992-12-14Paper
The probability inequalities for the supreme of the empirical processes and applications to the testing of data structure1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39904251992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39834181992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39848001992-06-27Paper
A consistent estimator for the supremum of the projection index based on sliced inverse regression1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33539731990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38168571988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38259661988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47271201987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37400331986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37465841986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37133441984-01-01Paper

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