| Publication | Date of Publication | Type |
|---|
| Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold | 2025-01-20 | Paper |
| A Varying-Coefficient Expectile Model for Estimating Value at Risk | 2025-01-20 | Paper |
| A varying-coefficient partially linear transformation model for length-biased data with an application to HIV vaccine studies | 2024-11-12 | Paper |
| Kernel Averaging Estimators | 2024-08-13 | Paper |
| Semiparametric recovery of central dimension reduction space with nonignorable nonresponse | 2024-06-14 | Paper |
| Model averaging for estimating treatment effects | 2024-01-16 | Paper |
| Missing data analysis with sufficient dimension reduction | 2023-11-02 | Paper |
| Jackknife model averaging for high‐dimensional quantile regression | 2023-10-30 | Paper |
| Model averaging for support vector classifier by cross-validation | 2023-08-16 | Paper |
| Frequentist Model Averaging for the Nonparametric Additive Model | 2023-05-23 | Paper |
| AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories | 2023-03-09 | Paper |
| Frequentist model averaging under inequality constraints | 2022-07-20 | Paper |
| A semiparametric generalized ridge estimator and link with model averaging | 2022-06-07 | Paper |
| A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors | 2022-06-07 | Paper |
| Model averaging for interval-valued data | 2022-05-20 | Paper |
| Model averaging in a multiplicative heteroscedastic model | 2022-03-04 | Paper |
| Optimal model averaging for multivariate regression models | 2022-03-01 | Paper |
| A model averaging approach for the ordered probit and nested logit models with applications | 2022-02-23 | Paper |
| Reducing Simulation Input-Model Risk via Input Model Averaging | 2021-06-23 | Paper |
| A varying coefficient approach to estimating hedonic housing price functions and their quantiles | 2020-12-04 | Paper |
| Predicting daily highs and lows of exchange rates: a cointegration analysis | 2020-09-28 | Paper |
| A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model | 2019-08-27 | Paper |
| On the asymptotic non‐equivalence of efficient‐GMM and MEL estimators in models with missing data | 2019-06-07 | Paper |
| Smoothed Rank Regression for the Accelerated Failure Time Competing Risks Model with Missing Cause of Failure | 2019-02-28 | Paper |
| A semiparametric linear transformation model for general biased-sampling and right-censored data | 2018-11-16 | Paper |
| Quantile regression methods with varying-coefficient models for censored data | 2018-08-21 | Paper |
| Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects | 2018-08-15 | Paper |
| Partially linear transformation model for length-biased and right-censored data | 2018-05-28 | Paper |
| Efficient Quantile Regression Analysis With Missing Observations | 2017-10-13 | Paper |
| Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance | 2016-08-04 | Paper |
| Least squares model averaging by Mallows criterion | 2016-08-01 | Paper |
| Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market | 2016-01-12 | Paper |
| A varying-coefficient approach to estimating multi-level clustered data models | 2015-06-26 | Paper |
| A quantile varying-coefficient regression approach to length-biased data modeling | 2015-01-14 | Paper |
| On estimation and inference in a partially linear hazard model with varying coefficients | 2014-09-10 | Paper |
| Frequentist model averaging with missing observations | 2014-04-14 | Paper |
| Model averaging by jackknife criterion in models with dependent data | 2014-03-18 | Paper |
| Stein-type improved estimation of standard error under asymmetric LINEX loss function | 2014-03-12 | Paper |
| Model averaging for varying-coefficient partially linear measurement error models | 2013-05-28 | Paper |
| The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions | 2013-01-09 | Paper |
| Adaptive LASSO for varying-coefficient partially linear measurement error models | 2012-10-30 | Paper |
| Optimal Weight Choice for Frequentist Model Average Estimators | 2012-01-18 | Paper |
| Combining least-squares and quantile regressions | 2011-10-10 | Paper |
| Estimating Equations Inference With Missing Data | 2011-02-01 | Paper |
| Robustness of Stein-type estimators under a non-scalar error covariance structure | 2009-11-13 | Paper |
| On the sensitivity of the one-sided \(t\) test to covariance misspecification | 2009-06-24 | Paper |
| Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted | 2009-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5503176 | 2009-01-12 | Paper |
| On the sensitivity of the restricted least squares estimators to covariance misspecification | 2008-01-09 | Paper |
| Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors | 2007-07-23 | Paper |
| Further results on optimal critical values of pre‐test when estimating the regression error variance | 2006-05-26 | Paper |
| ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS | 2006-01-17 | Paper |
| Generalized Liu Type Estimators Under Zellner's Balanced Loss Function | 2005-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4651417 | 2005-02-21 | Paper |
| SEPARATE VERSUS SYSTEM METHODS OF STEIN-RULE ESTIMATION IN SEEMINGLY UNRELATED REGRESSION MODELS | 2004-11-26 | Paper |
| ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION | 2004-09-21 | Paper |
| The moments of the operational almost unbiased ridge regression estimator | 2004-08-06 | Paper |
| On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. | 2004-01-06 | Paper |
| Admissible and minimax estimation of the parameter \(n\) in the binomial distribution | 2003-05-19 | Paper |
| Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure | 2003-05-04 | Paper |
| Improved multivariate prediction in a general linear model with an unknown error covariance matrix. | 2003-04-02 | Paper |
| On generalized ridge regression estimators under collinearity and balanced loss | 2003-01-28 | Paper |
| Operational variants of the minimum mean squared error estimator in linear regression models with non-spherical disturbances | 2003-01-08 | Paper |
| Simultaneous estimation of several stratum means under error-in-variables superpopulation models | 2002-11-27 | Paper |
| STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES | 2002-07-28 | Paper |
| Double \(k\)-class estimators in regression models with non-spherical disturbances | 2002-06-10 | Paper |
| On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss | 2001-08-17 | Paper |
| Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted | 2001-04-17 | Paper |
| Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances | 2001-02-19 | Paper |
| Minimum mean-squared error estimation in linear regression with an inequality constraint | 2000-12-14 | Paper |
| A note on almost unbiased generalized ridge regression estimator under asymmetric loss | 2000-05-18 | Paper |
| An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss | 1999-11-29 | Paper |
| THE OPTIMAL CRITICAL VALUE OF A PRE‐TEST FOR AN INEQUALITY RESTRICTION IN A MIS‐SPECIFIED REGRESSION MODEL | 1999-11-08 | Paper |
| On the Sampling Performance of an Improved Stein Inequality Restricted Estimator | 1999-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3842971 | 1998-12-02 | Paper |
| The exact density and distribution functions of the inequality constrained and pre-test estimators | 1998-04-27 | Paper |
| Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients | 1998-03-17 | Paper |
| On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms | 1997-05-19 | Paper |
| Risk comparison of the inequality constrained least squares and other related estimators under balanced loss | 1997-02-27 | Paper |
| Estimating the error variance after a pre-test for an inequality restriction on the coefficients | 1996-09-05 | Paper |
| THE SAMPLING PERFORMANCE OF INEQUALITY RESTRICTED AND PRE‐TEST ESTIMATORS IN A MIS‐SPECIFIED LINEAR MODEL | 1996-01-24 | Paper |
| The non-optimality of interval restricted and pre-test estimators under squared error loss | 1995-08-17 | Paper |
| Risk comparison of the inequality constrained least squares and other related estimators under balanced loss | 1995-03-01 | Paper |
