| Publication | Date of Publication | Type |
|---|
| Bandwidth selection for large covariance and precision matrices | 2025-01-27 | Paper |
| Tests for high-dimensional generalized linear models under general covariance structure | 2024-10-29 | Paper |
| Single-Index-Based CoVaR With Very High-Dimensional Covariates | 2024-10-23 | Paper |
| The COR criterion for optimal subset selection in distributed estimation | 2024-09-17 | Paper |
| Testing semiparametric model-equivalence hypotheses based on the characteristic function | 2024-08-13 | Paper |
| Data-driven slicing for dimension reduction in regressions: A likelihood-ratio approach | 2024-04-25 | Paper |
| A functional nonlinear mixed effects modeling framework for longitudinal functional responses | 2024-03-25 | Paper |
| Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors | 2024-03-06 | Paper |
| Rank-Based Greedy Model Averaging for High-Dimensional Survival Data | 2024-01-08 | Paper |
| Significance test for semiparametric conditional average treatment effects and other structural functions | 2023-11-28 | Paper |
| Detecting change structures of nonparametric regressions | 2023-11-28 | Paper |
| Model Checking for Parametric Ordinary Differential Equations Systems | 2023-11-23 | Paper |
| Scaled Partial Envelope Model in Multivariate Linear Regression | 2023-11-09 | Paper |
| Robust estimation in regression and classification methods for large dimensional data | 2023-08-22 | Paper |
| Byzantine-robust distributed one-step estimation | 2023-07-15 | Paper |
| Order determination for spiked-type models with a divergent number of spikes | 2023-07-11 | Paper |
| Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models | 2023-07-07 | Paper |
| Adaptive-to-Model Hybrid of Tests for Regressions | 2023-07-03 | Paper |
| Detecting Multiple Change Points: The PULSE Criterion | 2023-05-23 | Paper |
| Quantum Implementation of Numerical Methods for Convection-Diffusion Equations: Toward Computational Fluid Dynamics | 2023-04-21 | Paper |
| Independence tests with random subspace of two random vectors in high dimension | 2023-03-17 | Paper |
| A scalable quasi-Newton estimation algorithm for dynamic generalised linear models | 2022-11-23 | Paper |
| The role of propensity score structure in asymptotic efficiency of estimated conditional quantile treatment effect | 2022-10-06 | Paper |
| A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families | 2022-09-14 | Paper |
| Outcome regression-based estimation of conditional average treatment effect | 2022-08-17 | Paper |
| Optimal subsampling for linear quantile regression models | 2022-08-02 | Paper |
| Order Determination for Spiked Type Models | 2022-07-19 | Paper |
| Estimating the number of equal components for two high-dimensional mean vectors | 2022-05-25 | Paper |
| A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION | 2022-03-30 | Paper |
| Asymptotic properties of adaptive Dantzig selector | 2022-03-21 | Paper |
| Penalized maximum likelihood estimation for skew normal mixtures | 2022-03-21 | Paper |
| Total-effect test is superfluous for establishing complementary mediation | 2022-03-04 | Paper |
| Integrated conditional moment test and beyond: when the number of covariates is divergent | 2022-02-15 | Paper |
| Weighted residual empirical processes, martingale transformations and model checking for regressions | 2022-01-29 | Paper |
| Stable correlation and robust feature screening | 2022-01-24 | Paper |
| Residual-based closure model for density-stratified incompressible turbulent flows | 2021-11-16 | Paper |
| On IPW-based estimation of conditional average treatment effects | 2021-11-10 | Paper |
| Optimal prediction for kernel-based semi-functional linear regression | 2021-10-29 | Paper |
| Modified martingale difference correlations | 2021-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5004036 | 2021-07-30 | Paper |
| Determining the number of canonical correlation pairs for high-dimensional vectors | 2021-07-28 | Paper |
| Testing for conditional independence: A groupwise dimension reduction‐based adaptive‐to‐model approach | 2021-07-16 | Paper |
| Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes | 2021-06-22 | Paper |
| Pairwise distance-based heteroscedasticity test for regressions | 2021-05-05 | Paper |
| Variationally derived interface stabilization for discrete multiphase flows and relation with the ghost-penalty method | 2021-04-26 | Paper |
| A link-free sparse group variable selection method for single-index model | 2020-12-04 | Paper |
| Outcome regression-based estimation of conditional average treatment effect | 2020-09-22 | Paper |
| A projection-based model checking for heterogeneous treatment effect | 2020-09-22 | Paper |
| Doubly robust estimation for conditional treatment effect: a study on asymptotics | 2020-09-11 | Paper |
| Generalized kernel-based inverse regression methods for sufficient dimension reduction | 2020-06-16 | Paper |
| Doubly robust estimation of average treatment effect revisited | 2020-05-29 | Paper |
| Nonparametric variable selection and its application to additive models | 2020-05-27 | Paper |
| Dimensionality determination: a thresholding double ridge ratio approach | 2020-05-07 | Paper |
| Multiple permutation test for high-dimensional data: a components-combined algorithm | 2020-04-27 | Paper |
| Confidence interval estimation for negative binomial group distribution | 2020-04-01 | Paper |
| Comparison of several Birnbaum–Saunders distributions | 2020-03-12 | Paper |
| Model checks for functional linear regression models based on projected empirical processes | 2020-01-30 | Paper |
| On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence | 2019-10-01 | Paper |
| Composite Estimation: An Asymptotically Weighted Least Squares Approach | 2019-08-01 | Paper |
| An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models | 2019-08-01 | Paper |
| Adaptive-to-model checking for regressions with diverging number of predictors | 2019-07-18 | Paper |
| Estimation for biased partial linear single index models | 2019-07-12 | Paper |
| A combined \(p\)-value test for the mean difference of high-dimensional data | 2019-06-20 | Paper |
| Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach | 2019-06-12 | Paper |
| Model checking for general linear regression with nonignorable missing response | 2019-05-29 | Paper |
| A goodness-of-fit test for variable-adjusted models | 2019-05-29 | Paper |
| A minimum projected-distance test for parametric single-index Berkson models | 2019-05-17 | Paper |
| Inference on the Primary Parameter of Interest with the Aid of Dimension Reduction Estimation | 2019-04-30 | Paper |
| Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data | 2019-03-21 | Paper |
| Bootstrap maximum likelihood for quasi-stationary distributions | 2019-01-28 | Paper |
| Transformation-based estimation | 2018-11-23 | Paper |
| Empirical likelihood inference in linear regression with nonignorable missing response | 2018-11-23 | Paper |
| Nonparametric feature screening | 2018-11-02 | Paper |
| Dimension reduction with missing response at random | 2018-11-02 | Paper |
| Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models | 2018-10-29 | Paper |
| Pairwise distance-based tests for conditional symmetry | 2018-10-17 | Paper |
| Semiparametric double robust and efficient estimation for mean functionals with response missing at random | 2018-10-17 | Paper |
| Generalized principal Hessian directions for mixture multivariate skew elliptical distributions | 2018-10-16 | Paper |
| A robust adaptive-to-model enhancement test for parametric single-index models | 2018-09-25 | Paper |
| Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach | 2018-08-15 | Paper |
| Principal minimax support vector machine for sufficient dimension reduction with contaminated data | 2018-08-15 | Paper |
| Inference for biased transformation models | 2018-08-14 | Paper |
| Enhancements of Non‐parametric Generalized Likelihood Ratio Test: Bias Correction and Dimension Reduction | 2018-08-08 | Paper |
| Dimension reduction-based significance testing in nonparametric regression | 2018-05-28 | Paper |
| On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression | 2018-05-18 | Paper |
| Flexible dimension reduction in regression | 2018-05-09 | Paper |
| A Review on Dimension-Reduction Based Tests For Regressions | 2018-03-29 | Paper |
| Empirical likelihood in some nonparametric and semiparametric models | 2018-03-27 | Paper |
| Pivotal variable detection of the covariance matrix and its application to high-dimensional factor models | 2018-03-08 | Paper |
| Estimating a sparse reduction for general regression in high dimensions | 2018-02-28 | Paper |
| A modified Hosmer–Lemeshow test for large data sets | 2018-02-21 | Paper |
| A projection-based adaptive-to-model test for regressions | 2018-01-26 | Paper |
| Estimating moments in ANOVA-type mixed models | 2017-12-01 | Paper |
| Single‐index varying coefficient model for functional responses | 2017-09-07 | Paper |
| Upper expectation parametric regression | 2017-07-13 | Paper |
| Composite $T^2$ test for high-dimensional data | 2017-07-13 | Paper |
| An adaptive-to-model test for partially parametric single-index models | 2017-06-30 | Paper |
| Sparse sufficient dimension reduction using optimal scoring | 2017-06-29 | Paper |
| New variable selection for linear mixed-effects models | 2017-05-22 | Paper |
| An adaptive-to-model test for parametric single-index models with missing responses | 2017-05-16 | Paper |
| Overlapped groupwise dimension reduction | 2017-05-05 | Paper |
| Multiple-population shrinkage estimation via sliced inverse regression | 2017-03-23 | Paper |
| Sufficient dimension reduction with mixture multivariate skew elliptical distributions | 2017-02-17 | Paper |
| Automatic variable selection for longitudinal generalized linear models | 2016-10-31 | Paper |
| Asymtotics of Dantzig selector for a general single-index model | 2016-10-21 | Paper |
| Group-wise semiparametric modeling: a SCSE approach | 2016-10-14 | Paper |
| Penalized Weighted Least Squares to Small Area Estimation | 2016-09-21 | Paper |
| Dimensionality determination: a thresholding double ridge ratio criterion | 2016-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993349 | 2016-08-10 | Paper |
| Inference for biased models: a quasi-instrumental variable approach | 2016-02-29 | Paper |
| The dual central subspaces in dimension reduction | 2016-02-29 | Paper |
| Testing for positive expectation dependence | 2016-02-23 | Paper |
| Checking nonparametric component for partial linear regression model with missing response | 2015-12-22 | Paper |
| Estimation of a groupwise additive multiple-index model and its applications | 2015-11-03 | Paper |
| Two-sample behrens-fisher problem for high-dimensional data | 2015-10-26 | Paper |
| Goodness-of-fit testing for varying-coefficient models | 2015-10-14 | Paper |
| Heteroscedasticity diagnostics for \(t\) linear regression models | 2015-10-14 | Paper |
| Shrinkage estimation of large dimensional precision matrix using random matrix theory | 2015-10-08 | Paper |
| Consistently determining the number of factors in multivariate volatility modelling | 2015-10-08 | Paper |
| Difference-based variance estimation in nonparametric regression with repeated measurement data | 2015-09-21 | Paper |
| Nonparametric check for partial linear errors-in-covariables models with validation data | 2015-07-21 | Paper |
| Model checking for parametric regressions with response missing at random | 2015-07-01 | Paper |
| Dimension Reduction in Regressions Through Cumulative Slicing Estimation | 2015-06-17 | Paper |
| Groupwise Dimension Reduction | 2015-06-16 | Paper |
| Robust comparison of regression curves | 2015-06-15 | Paper |
| Variable selection and estimation for semi-parametric multiple-index models | 2015-05-19 | Paper |
| Surrogate dimension reduction in measurement error regressions | 2015-04-28 | Paper |
| Covariance-enhanced discriminant analysis | 2015-04-24 | Paper |
| A distribution-based Lasso for a general single-index model | 2015-03-26 | Paper |
| Heteroscedasticity checks for single index models | 2015-03-24 | Paper |
| Transformation-based model averaged tail area inference | 2015-03-05 | Paper |
| Robust estimating equation-based sufficient dimension reduction | 2015-02-04 | Paper |
| Moment conditions for almost stochastic dominance | 2015-01-12 | Paper |
| Transformed sufficient dimension reduction | 2014-12-22 | Paper |
| Inference for mixed models of ANOVA type with high-dimensional data | 2014-11-28 | Paper |
| Testing equality of shape parameters in several inverse Gaussian populations | 2014-10-17 | Paper |
| Empirical likelihood based goodness-of-fit testing for generalized linear mixed models | 2014-08-29 | Paper |
| Ultrahigh dimensional time course feature selection | 2014-07-22 | Paper |
| A note on almost stochastic dominance | 2014-06-03 | Paper |
| Variance Components Testing in <scp>ANOVA</scp>‐Type Mixed Models | 2014-05-26 | Paper |
| Dimension reduction and predictor selection in semiparametric models | 2014-04-22 | Paper |
| Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach | 2014-01-23 | Paper |
| Multi-index regression models with missing covariates at random | 2014-01-13 | Paper |
| Component Selection in the Additive Regression Model | 2013-10-09 | Paper |
| A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates | 2013-05-28 | Paper |
| Penalized minimum average variance estimation | 2013-05-13 | Paper |
| Model selection consistency of Dantzig selector | 2013-05-13 | Paper |
| On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models | 2013-04-26 | Paper |
| Shrinkage estimation analysis of correlated binary data with a diverging number of parameters | 2013-04-08 | Paper |
| Estimation of general semi-parametric quantile regression | 2013-02-28 | Paper |
| Testing the adequacy of varying coefficient models with missing responses at random | 2013-02-25 | Paper |
| Estimation of and testing for random effects in dynamic panel data models | 2013-02-05 | Paper |
| Partial linear single index models with distortion measurement errors | 2013-01-28 | Paper |
| Sufficient dimension reduction in regressions through cumulative Hessian directions | 2012-12-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145543 | 2012-12-21 | Paper |
| Robust rank correlation based screening | 2012-12-10 | Paper |
| A new test for random effects in linear mixed models with longitudinal data | 2012-10-30 | Paper |
| On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors | 2012-10-16 | Paper |
| Nonlinear models with measurement errors subject to single-indexed distortion | 2012-09-26 | Paper |
| Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors | 2012-09-23 | Paper |
| Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors | 2012-09-23 | Paper |
| Correction: Estimation for a partial-linear single-index model | 2012-09-03 | Paper |
| An alternating determination-optimization approach for an additive multi-index model | 2012-07-16 | Paper |
| On model-free conditional coordinate tests for regressions | 2012-07-04 | Paper |
| Non-convex penalized estimation in high-dimensional models with single-index structure | 2012-07-04 | Paper |
| A maximum smoothed likelihood estimator in the current status continuous mark model | 2012-06-25 | Paper |
| Asymptotics of SIMEX-based variance estimation | 2012-06-13 | Paper |
| Checking for normality in linear mixed models | 2012-05-31 | Paper |
| Efficient estimation of moments in linear mixed models | 2012-03-29 | Paper |
| Model-Free Feature Screening for Ultrahigh-Dimensional Data | 2012-03-22 | Paper |
| Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters | 2012-03-13 | Paper |
| Estimation for a marginal generalized single-index longitudinal model | 2012-03-13 | Paper |
| Tests for variance components in varying coefficient mixed models | 2012-03-08 | Paper |
| Model-Free Feature Screening for Ultrahigh-Dimensional Data | 2011-12-01 | Paper |
| On Variance Components in Semiparametric Mixed Models for Longitudinal Data | 2011-11-26 | Paper |
| On a dimension reduction regression with covariate adjustment | 2011-10-28 | Paper |
| A two-stage estimation method for random coefficient differential equation models with application to longitudinal HIV dynamic data | 2011-10-21 | Paper |
| Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression | 2011-10-10 | Paper |
| The EFM approach for single-index models | 2011-09-14 | Paper |
| Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors | 2011-07-28 | Paper |
| Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data | 2011-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014846 | 2011-07-19 | Paper |
| Dimension Reduction in Regressions through Weighted Variance Estimation | 2011-07-13 | Paper |
| Consistent tuning parameter selection in high dimensional sparse linear regression | 2011-06-29 | Paper |
| Stable direction recovery in single-index models with a diverging number of predictors | 2011-02-25 | Paper |
| Diagnostic checking for conditional heteroscedasticity models | 2011-02-25 | Paper |
| An Orthogonality-Based Estimation of Moments for Linear Mixed Models | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3074777 | 2011-02-10 | Paper |
| On a Projective Resampling Method for Dimension Reduction With Multivariate Responses | 2011-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057801 | 2010-11-17 | Paper |
| Empirical likelihood ratio tests for multivariate regression models | 2010-09-22 | Paper |
| Sufficient dimension reduction through discretization-expectation estimation | 2010-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580597 | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571628 | 2010-07-08 | Paper |
| On an asymptotically more efficient estimation of the single-index model | 2010-06-25 | Paper |
| Adaptive confidence region for the direction in semiparametric regressions | 2010-05-05 | Paper |
| Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models | 2010-04-22 | Paper |
| An Adaptive Two‐stage Estimation Method for Additive Models | 2010-04-22 | Paper |
| A sparse eigen-decomposition estimation in semiparametric regression | 2010-04-06 | Paper |
| Goodness-of-fit tests for vector autoregressive models in time series | 2010-03-19 | Paper |
| Testing for random effects in linear mixed models for longitudinal data under moment conditions | 2010-03-17 | Paper |
| Bias-corrected empirical likelihood in a multi-link semiparametric model | 2010-03-01 | Paper |
| Estimation for a partial-linear single-index model | 2010-02-19 | Paper |
| Testing the adequacy of GARCH-type models in time series | 2010-02-12 | Paper |
| Empirical likelihood inference in partially linear single-index models for longitudinal data | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405579 | 2010-02-10 | Paper |
| Bias-corrected smoothed score function for single-index models | 2010-01-25 | Paper |
| A note on parameter estimation of panel vector autoregressive models with intercorrelation | 2010-01-18 | Paper |
| Empirical likelihood-based evaluations of value at risk models | 2009-12-11 | Paper |
| A data-adaptive hybrid method for dimension reduction | 2009-10-16 | Paper |
| Influence diagnostics and outlier tests for varying coefficient mixed models | 2009-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5323645 | 2009-07-23 | Paper |
| Covariate-adjusted nonlinear regression | 2009-07-22 | Paper |
| Model diagnosis for parametric regression in high-dimensional spaces | 2009-06-10 | Paper |
| On hybrid methods of inverse regression-based algorithms | 2009-05-29 | Paper |
| A goodness-of-fit test for a varying-coefficients model in longitudinal studies | 2009-05-19 | Paper |
| Inference on a regression model with noised variables and serially correlated errors | 2009-04-21 | Paper |
| Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors | 2009-03-25 | Paper |
| Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data | 2009-02-26 | Paper |
| On splines approximation for sliced average variance estimation | 2009-01-30 | Paper |
| A k-sample test with interval censored data | 2009-01-15 | Paper |
| Diagnostic checking for multivariate regression models | 2008-11-06 | Paper |
| Estimating Moments in Linear Mixed Models | 2008-10-28 | Paper |
| On the distributions of two classes of multiple dependent aggregate claims | 2008-10-27 | Paper |
| Empirical likelihood-based inference in a partially linear model for longitudinal data | 2008-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5449218 | 2008-03-11 | Paper |
| A score type test for general autoregressive models in time series | 2008-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435884 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5431194 | 2007-12-07 | Paper |
| The empirical likelihood goodness-of-fit test for regression models | 2007-10-16 | Paper |
| Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data | 2007-09-18 | Paper |
| Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data | 2007-09-18 | Paper |
| On Sliced Inverse Regression With High-Dimensional Covariates | 2007-08-20 | Paper |
| Asymptotics for sliced average variance estimation | 2007-07-23 | Paper |
| On kernel method for sliced average variance estimation | 2007-07-11 | Paper |
| Asymptotics for a censored generalized linear model with unknown link function | 2007-06-21 | Paper |
| Empirical likelihood confidence regions of the parameters in a partially linear single-index model | 2007-05-29 | Paper |
| A non-iterative approach to estimating parameters in a linear structural equation model | 2007-03-08 | Paper |
| Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model | 2006-11-14 | Paper |
| Asymptotics for kernel estimation of slicing average third-moment estimation | 2006-10-24 | Paper |
| Asymptotics on semiparametric analysis of multivariate failure time data under the additive hazards model | 2006-10-09 | Paper |
| \(L_1\)-norm estimation and random weighting method in a semiparametric model | 2006-10-09 | Paper |
| Empirical likelihood for single-index models | 2006-10-05 | Paper |
| Profile empirical likelihood for parametric and semiparametric models | 2006-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378808 | 2006-04-04 | Paper |
| Nonparametric checks for single-index models | 2005-10-18 | Paper |
| Nonparametric Monte Carlo tests and their applications. | 2005-09-22 | Paper |
| Checking the adequacy of the multivariate semiparametric location shift model | 2005-05-12 | Paper |
| An Adaptive Estimation of Dimension Reduction Space | 2005-04-11 | Paper |
| Some properties of a lack-of-fit test for a linear errors in variables model | 2005-01-25 | Paper |
| Analysis of data from a series of events by a geometric process model | 2005-01-25 | Paper |
| A Semi‐parametric Regression Model with Errors in Variables | 2004-11-24 | Paper |
| Adaptive unified biased estimators of parameters in linear model | 2004-11-05 | Paper |
| Estimation in mixed effects model with errors in variables | 2004-10-01 | Paper |
| Testing lack-of-fit for a polynomial errors-in-variables model | 2004-06-22 | Paper |
| A Lack-of-Fit Test for Quantile Regression | 2004-06-10 | Paper |
| Model Checks for Generalized Linear Models | 2004-03-16 | Paper |
| Comparing \(k\) cumulative incidence functions through resampling methods | 2004-02-14 | Paper |
| Optimal tests for carcinogenicity in a model with fatal and incidental tumours. | 2004-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438061 | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801773 | 2003-10-09 | Paper |
| Resampling Methods for Testing a Semiparametric Random Censorship Model | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709770 | 2003-08-07 | Paper |
| Conditional tests for elliptical symmetry | 2003-05-19 | Paper |
| On the mean residual life regression model | 2003-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4787694 | 2003-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4780492 | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154194 | 2002-11-14 | Paper |
| Heteroscedasticity checks for regression models | 2002-08-15 | Paper |
| ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA | 2002-07-28 | Paper |
| On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution | 2002-02-18 | Paper |
| A Berry-Esseen inequality for the Kaplan-Meier \(L\)-estimator | 2002-01-16 | Paper |
| Permutation tests for reflected symmetry | 2001-12-11 | Paper |
| Nonparametric Monte Carlo tests for multivariate distributions | 2001-09-09 | Paper |
| On testing for no effect of the predictor on response | 2001-07-03 | Paper |
| A semiparametric model for truncated and censored data | 2001-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4500048 | 2001-05-02 | Paper |
| A mixed-type test for linearity in time series | 2000-12-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516662 | 2000-11-28 | Paper |
| Tests of elliptical symmetry and the asymptotic tail behavior of the statistics | 2000-07-17 | Paper |
| Some blum-kiefer-rosenblatt type tests for the joint independence of variables | 2000-03-12 | Paper |
| Dimension-reduction type test for linearity of a stochastic regression model | 1999-12-14 | Paper |
| Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model | 1999-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4703960 | 1999-12-01 | Paper |
| Model checks for regression: an innovation process approach | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251507 | 1999-10-06 | Paper |
| A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures | 1999-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4235758 | 1999-03-22 | Paper |
| Permutation tests for multivariate location problems | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4208320 | 1998-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392060 | 1998-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392154 | 1998-06-07 | Paper |
| On estimated projection pursuit-type Crámer-von Mises statistics | 1998-06-05 | Paper |
| Asymptotics in addition of pseudo-random sequences | 1998-05-06 | Paper |
| A new class of consistent estimators for stochastic linear regressive models | 1998-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349570 | 1997-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4716346 | 1997-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718572 | 1997-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332114 | 1997-02-13 | Paper |
| A stopping time concerning sphere data and its applications | 1996-12-09 | Paper |
| Asymptotics for kernel estimate of sliced inverse regression | 1996-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882283 | 1996-08-04 | Paper |
| The asymptotic tail behaviours of projection pursuit - type Kolmogorov statistics | 1996-07-18 | Paper |
| M-type estimators of regression function with applications | 1996-06-06 | Paper |
| Universally consistent estimation for stochastic regression models | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864520 | 1996-03-07 | Paper |
| An answer to Li's problem | 1996-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844388 | 1995-11-12 | Paper |
| A test for multivariate normality based on sample entropy and projection pursuit | 1995-10-18 | Paper |
| The accurate distribution of the Kolmogorov statistic with applications to bootstrap approximation | 1995-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307677 | 1994-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4283689 | 1994-07-18 | Paper |
| Exponential bounds for the uniform deviation of a kind of empirical processes. II | 1994-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290505 | 1994-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4287189 | 1994-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280252 | 1994-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4271730 | 1994-01-18 | Paper |
| Probability estimates for the distribution of Kolmogorov distance in the worst direction | 1993-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693700 | 1993-08-17 | Paper |
| A necessary test of goodness of fit for sphericity | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035334 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4034309 | 1993-05-16 | Paper |
| A note on the consistent estimator of nonparametric regression constructed by splines | 1993-02-22 | Paper |
| On PP type estimated Kolmogorov statistics | 1993-01-17 | Paper |
| Inverse regression method in data structure analysis | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015203 | 1992-12-14 | Paper |
| The probability inequalities for the supreme of the empirical processes and applications to the testing of data structure | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3990425 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983418 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3984800 | 1992-06-27 | Paper |
| A consistent estimator for the supremum of the projection index based on sliced inverse regression | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3353973 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3816857 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825966 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727120 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740033 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746584 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713344 | 1984-01-01 | Paper |
