| Publication | Date of Publication | Type |
|---|
| The Exact Likelihood Ratio Test for Equality of Two Normal Populations | 2023-02-02 | Paper |
| Some specific density functions of aggregated discounted claims with dependent risks | 2021-09-03 | Paper |
| Projection sparse principal component analysis: an efficient least squares method | 2019-10-01 | Paper |
| Nonparametric Multiple Change Point Detection for Non-Stationary Times Series | 2019-01-10 | Paper |
| Case deletion diagnostics for GMM estimation | 2018-08-15 | Paper |
| A new hybrid estimation method for the generalized pareto distribution | 2016-08-26 | Paper |
| Estimation and inference for varying-coefficient regression models with error-prone covariates | 2015-04-27 | Paper |
| Statistical inference for multivariate partially linear regression models | 2013-10-09 | Paper |
| A Note on the Likelihood Ratio Test for Equality ofkNormal Populations | 2013-02-11 | Paper |
| Tests of transformation in nonlinear regression | 2013-01-01 | Paper |
| Deletion, replacement and mean-shift for diagnostics in linear mixed models | 2012-06-20 | Paper |
| Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions | 2012-03-01 | Paper |
| A new quantile function based model for modeling price behaviors in financial markets | 2012-01-25 | Paper |
| Weighted profile least squares estimation for a panel data varying-coefficient partially linear model | 2011-04-06 | Paper |
| A Note on Bartlett'sMTest for Homogeneity of Variances | 2010-11-22 | Paper |
| Influence Measures for General Linear Models With Correlated Errors | 2010-03-11 | Paper |
| Strong consistency of the empirical martingale simulation option price estimator | 2009-11-13 | Paper |
| Graphing Kendall's \(\tau \) | 2009-05-29 | Paper |
| Case deletion diagnostics in multilevel models | 2008-11-06 | Paper |
| Local influence in multilevel models | 2008-09-25 | Paper |
| Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood | 2008-08-08 | Paper |
| Detection of outliers in multilevel models | 2008-08-06 | Paper |
| On inference for a semiparametric partially linear regression model with serially correlated errors | 2008-07-21 | Paper |
| Statistical inference of partially linear regression models with heteroscedastic errors | 2007-10-24 | Paper |
| Hierarchical linear regression models for conditional quantiles | 2007-03-14 | Paper |
| Corrected local polynomial estimation in varying-coefficient models with measurement errors | 2007-01-30 | Paper |
| Semiparametric generalized least squares estimation in partially linear regression models with correlated errors | 2006-10-30 | Paper |
| Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models | 2006-10-09 | Paper |
| Block empirical likelihood for longitudinal partially linear regression models | 2006-07-14 | Paper |
| A class of partially linear single-index survival models | 2006-07-14 | Paper |
| Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model | 2006-04-28 | Paper |
| Wild bootstrap estimation in partially linear models with heteroscedasticity | 2006-04-28 | Paper |
| An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models | 2006-03-09 | Paper |
| Testing heteroscedasticity in partially linear regression models | 2005-11-25 | Paper |
| Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors | 2005-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4679765 | 2005-06-21 | Paper |
| A New Multivariate Control Chart for Monitoring Both Location and Dispersion | 2005-05-23 | Paper |
| Block external bootstrap in partially linear models with nonstationary strong mixing error terms | 2005-04-29 | Paper |
| Jackknifing in partially linear regression models with serially correlated errors | 2005-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4651085 | 2005-02-21 | Paper |
| Computing Average Run Lengths for the MaxEWMA Chart | 2005-01-17 | Paper |
| Delete-group jackknife estimate in partially linear regression models with heteroscedasticity | 2004-09-22 | Paper |
| Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors | 2004-06-22 | Paper |
| CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS | 2004-02-04 | Paper |
| PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS | 2004-02-04 | Paper |
| A new test for normality in linear autoregressive models | 2004-01-13 | Paper |
| Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models | 2003-07-24 | Paper |
| Box-Cox transformations in linear models: Large sample theory and tests of normality | 2003-06-24 | Paper |
| Weak convergence of the empirical process of residuals in linear models with many parameters | 2002-11-14 | Paper |
| A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models | 2002-10-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549039 | 2002-08-27 | Paper |
| A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES | 2002-07-28 | Paper |
| Theory & Methods: On a Class of Nonlinear AR(P) Models with Nonlinear ARCH Errors | 2002-07-28 | Paper |
| A NOTE ON EWMA CHARTS FOR MONITORING MEAN CHANGES IN NORMAL PROCESSES | 2002-07-28 | Paper |
| Percentage points and power of a Kolmogorov-Smirnov type test for linearity in autoregressive time series | 2002-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801934 | 2002-01-01 | Paper |
| Geometric ergodicity of nonlinear autoregressive models with changing conditional variances | 2001-04-08 | Paper |
| The run length distributions of theR, sands2control charts when σ is estimated | 1999-06-14 | Paper |
| The exact \(u\) chart can be obtained using simple adjustments | 1998-10-19 | Paper |
| Box‐Cox transformed linear models: A parameter‐based asymptotic approach | 1998-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378121 | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378133 | 1998-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351061 | 1997-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353271 | 1997-11-06 | Paper |
| EDF tests of goodness of fit for transform‐both‐sides models | 1997-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844348 | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844352 | 1996-01-02 | Paper |
| LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS | 1995-11-28 | Paper |
| Some specific contiguous alternatives to the normal error assumption in linear models | 1993-05-16 | Paper |
