Stefan Sperlich

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Person:235802

Available identifiers

zbMath Open sperlich.stefanDBLP13/2404WikidataQ102200621 ScholiaQ102200621MaRDI QIDQ235802

List of research outcomes





PublicationDate of PublicationType
Bootstrap-based statistical inference for linear mixed effects under misspecifications2024-10-29Paper
Nonparametric Specification Testing of Conditional Asset Pricing Models2024-10-17Paper
Bias calibration for robust estimation in small areas2024-09-16Paper
Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors2024-01-08Paper
A Complete Framework for Model-Free Difference-in-Differences Estimation2023-12-19Paper
Simultaneous inference for linear mixed model parameters with an application to small area estimation2023-12-15Paper
Bandwidth selection for statistical matching and prediction2023-07-12Paper
Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas2023-07-03Paper
https://portal.mardi4nfdi.de/entity/Q51017232022-08-30Paper
Comments on: ``Hybrid semiparametric Bayesian networks2022-08-04Paper
Modeling heterogeneous treatment effects in the presence of endogeneity2022-06-09Paper
Backfitting tests in generalized structured models2022-02-15Paper
A Review and Comparison of Bandwidth Selection Methods for Kernel Regression2019-07-16Paper
Semiparametric Inference in Generalized Mixed Effects Models2019-04-30Paper
SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES2018-12-21Paper
Bandwidth selection for kernel density estimation: a review of fully automatic selectors2018-11-08Paper
Varying Coefficient Models Revisited: An Econometric View2017-07-20Paper
Nonparametric long term prediction of stock returns with generated bond yields2016-11-21Paper
Modeling heterogeneity: a praise for varying-coefficient models in causal analysis2016-08-12Paper
Kernel-based semiparametric multinomial logit modelling of political party preferences2016-03-17Paper
SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC2016-01-22Paper
Nonparametric prediction of stock returns based on yearly data: the long-term view2015-12-14Paper
Book Reviews2015-06-17Paper
Further theoretical and practical insight to the do-validated bandwidth selector2014-08-11Paper
Discussion: Nonparametric estimation of noisy integral equations of the second kind2014-08-01Paper
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation2014-04-14Paper
Semiparametric indirect utility and consumer demand2014-04-14Paper
Fractional white noise perturbations of parabolic Volterra equations2013-12-02Paper
Comments on: ``An updated review of goodness-of-fit tests for regression models2013-09-05Paper
Comments on: Model-free model-fitting and predictive distributions2013-08-05Paper
Problems in statistics for Bachelor and Master students. A working book with an introduction to R2013-04-15Paper
Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition2013-01-31Paper
Kernel smoothers and bootstrapping for semiparametric mixed effects models2013-01-16Paper
A new class of semi-mixed effects models and its application in small area estimation2012-12-30Paper
Do-Validation for Kernel Density Estimation2011-10-28Paper
Exercises in statistics for bachelor and master students. A working book with an introduction to R.2011-10-20Paper
Comments on: A review on empirical likelihood methods for regression2011-01-22Paper
Low dimensional semiparametric estimation in a censored regression model2010-11-25Paper
A note on non-parametric estimation with predicted variables2010-10-15Paper
Local polynomial inference for small area statistics: estimation, validation and prediction2010-09-20Paper
A note on structural adaptive dimension reduction2009-10-27Paper
Testing the link when the index is semiparametric -- a comparative study2009-06-02Paper
On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions2009-03-03Paper
https://portal.mardi4nfdi.de/entity/Q36019692009-02-12Paper
Statistics for Bachelor and Master students. An introduction for economists and social scientists2009-01-15Paper
Estimation of a semiparametric transformation model2008-04-23Paper
About Sense and Nonsense of Non- and Semiparametric Analysis in Applied Economics2007-09-28Paper
Comparison of Separable Components in Different Samples2007-05-29Paper
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS2005-10-18Paper
Rate optimal estimation with the integration method in the presence of many covariates2005-09-29Paper
Smooth Backfitting in Practice2005-05-06Paper
Prediction of Stock Returns: A New Way to Look at It2005-03-30Paper
A comparison of different nonparametric methods for inference on additive models2005-02-21Paper
Nonparametric and semiparametric models.2004-10-04Paper
Structural Tests in Additive Regression2004-06-10Paper
Derivative estimation and testing in generalized additive models2003-07-30Paper
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS2003-05-18Paper
Asymptotic normality of maximum likelihood estimators for nonparametric multivariate regression models2003-03-09Paper
A note on the parametric three step estimator in structural labor supply models2002-03-03Paper
Integration and backfitting methods in additive models -- finite sample properties and comparison2000-06-13Paper
Estimation of Derivatives for Additive Separable Models2000-06-13Paper
Semiparametric single index versus fixed link function modelling1997-09-09Paper
Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q48540251996-02-04Paper

Research outcomes over time

This page was built for person: Stefan Sperlich