| Publication | Date of Publication | Type |
|---|
Multivariate root-n-consistent smoothing parameter-free matching estimators and estimators of inverse density weighted expectations
The Annals of Statistics | 2026-03-16 | Paper |
Bounded support in linear random coefficient models: identification and variable selection
Econometric Theory | 2026-01-15 | Paper |
From dense to sparse design: optimal rates under the supremum norm for estimating the mean function in functional data analysis
Bernoulli | 2025-05-27 | Paper |
Support estimation and sign recovery in high-dimensional heteroscedastic mean regression
Scandinavian Journal of Statistics | 2025-05-15 | Paper |
Lancaster correlation: a new dependence measure linked to maximum correlation
Scandinavian Journal of Statistics | 2025-02-11 | Paper |
Semiparametric hidden Markov models: identifiability and estimation
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
Using proxies to improve forecast evaluation
The Annals of Applied Statistics | 2024-01-16 | Paper |
| From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis | 2023-06-07 | Paper |
Simultaneous inference for Berkson errors-in-variables regression under fixed design
Annals of the Institute of Statistical Mathematics | 2022-10-25 | Paper |
Measurability of functionals and of ideal point forecasts
Electronic Journal of Statistics | 2022-10-18 | Paper |
Measurability of functionals and of ideal point forecasts
Electronic Journal of Statistics | 2022-10-18 | Paper |
Statistically Optimal Estimation of Signals in Modulation Spaces Using Gabor Frames
IEEE Transactions on Information Theory | 2022-07-13 | Paper |
Non-Parametric Confidence Bands in Deconvolution Density Estimation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Measurability of functionals and of ideal point forecasts
(available as arXiv preprint) | 2022-03-16 | Paper |
| Bounded support in linear random coefficient models: Identification and variable selection | 2021-07-07 | Paper |
Rate-optimal nonparametric estimation for random coefficient regression models
Bernoulli | 2020-10-07 | Paper |
Rate-optimal nonparametric estimation for random coefficient regression models
Bernoulli | 2020-10-07 | Paper |
Testing for spherical and elliptical symmetry
Journal of Multivariate Analysis | 2020-09-29 | Paper |
Adaptive estimation in the supremum norm for semiparametric mixtures of regressions
Electronic Journal of Statistics | 2020-05-13 | Paper |
Weak convergence of quantile and expectile processes under general assumptions
Bernoulli | 2019-12-05 | Paper |
Weak convergence of quantile and expectile processes under general assumptions
Bernoulli | 2019-12-05 | Paper |
Asymptotic confidence sets for the jump curve in bivariate regression problems
Journal of Multivariate Analysis | 2019-10-01 | Paper |
Nonparametric Identification in the Dynamic Stochastic Block Model
IEEE Transactions on Information Theory | 2019-07-19 | Paper |
Adaptive confidence sets for kink estimation
Electronic Journal of Statistics | 2019-05-17 | Paper |
| Uniform approximation in classical weak convergence theory | 2019-03-23 | Paper |
Erratum Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment
Review of Economic Studies | 2019-01-23 | Paper |
Testing for the number of states in hidden Markov models
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Focusing on regions of interest in forecast evaluation
The Annals of Applied Statistics | 2018-02-19 | Paper |
Discussion of ``Elicitability and backtesting: perspectives for banking regulation''
The Annals of Applied Statistics | 2018-02-19 | Paper |
The triangular model with random coefficients
Journal of Econometrics | 2017-09-28 | Paper |
Testing for Image Symmetries—With Application to Confocal Microscopy
IEEE Transactions on Information Theory | 2017-08-08 | Paper |
| Asymptotics for the expected shortfall | 2016-11-22 | Paper |
Expectile asymptotics
Electronic Journal of Statistics | 2016-09-07 | Paper |
Expectile asymptotics
Electronic Journal of Statistics | 2016-09-07 | Paper |
Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering
Statistics and Computing | 2016-02-23 | Paper |
Weighted angle Radon transform: convergence rates and efficient estimation
STATISTICA SINICA | 2016-01-28 | Paper |
Nonparametric identification in panels using quantiles
Journal of Econometrics | 2015-08-13 | Paper |
Demonstrating single and multiple currents through the \textit{E. coli}-secYEG-pore: testing for the number of modes of noisy observations
Journal of the American Statistical Association | 2015-06-11 | Paper |
Asymptotics for spectral regularization estimators in statistical inverse problems
Computational Statistics | 2015-02-18 | Paper |
The role of the information set for forecasting -- with applications to risk management
The Annals of Applied Statistics | 2014-06-10 | Paper |
The role of the information set for forecasting -- with applications to risk management
The Annals of Applied Statistics | 2014-06-10 | Paper |
Confidence regions for images observed under the Radon transform
Journal of Multivariate Analysis | 2014-06-04 | Paper |
Testing for two components in a switching regression model
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Model selection strategies for identifying most relevant covariates in homoscedastic linear models
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Testing for intercept-scale switch in linear autoregression
The Canadian Journal of Statistics | 2013-10-29 | Paper |
Semiparametric location mixtures with distinct components
Statistics | 2013-06-25 | Paper |
Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation
Electronic Journal of Statistics | 2013-05-29 | Paper |
Demand analysis as an ill-posed inverse problem with semiparametric specification
Econometric Theory | 2011-07-26 | Paper |
Improving PSF calibration in confocal microscopic imaging -- estimating and exploiting bilateral symmetry
The Annals of Applied Statistics | 2011-06-20 | Paper |
Confidence bands for inverse regression models
Inverse Problems | 2010-12-14 | Paper |
| scientific article; zbMATH DE number 5769797 (Why is no real title available?) | 2010-08-12 | Paper |
Testing for lack of fit in inverse regression-with applications to biophotonic imaging
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU
AStA. Advances in Statistical Analysis | 2009-10-09 | Paper |
The likelihood ratio test for hidden Markov models in two-sample problems
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Testing for two states in a hidden Markov model
The Canadian Journal of Statistics | 2009-05-22 | Paper |
Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions
Scandinavian Journal of Statistics | 2009-02-28 | Paper |
Testing Parametric Assumptions on Band- or Time-Limited Signals Under Noise
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Statistical inference for inverse problems
Inverse Problems | 2008-06-24 | Paper |
Testing parametric models in the presence of instrumental variables
Statistics & Probability Letters | 2008-04-28 | Paper |
Markov partitions for fibre expanding systems
Colloquium Mathematicum | 2008-02-01 | Paper |
Identifiability of Finite Mixtures of Elliptical Distributions
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Integrated Square Error Asymptotics for Supersmooth Deconvolution
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Tests in a Case–control Design Including Relatives
Scandinavian Journal of Statistics | 2007-12-16 | Paper |
Estimation of a quadratic regression functional using the sinc kernel
Journal of Statistical Planning and Inference | 2007-02-14 | Paper |
Density testing in a contaminated sample
Journal of Multivariate Analysis | 2007-01-09 | Paper |
The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups
Stochastics | 2005-11-15 | Paper |
THE CENTRAL LIMIT THEOREM FOR STATIONARY MARKOV CHAINS UNDER INVARIANT SPLITTINGS
Stochastics and Dynamics | 2005-11-03 | Paper |
Martingale approximations for continuous-time and discrete-time stationary Markov processes
Stochastic Processes and their Applications | 2005-09-29 | Paper |
| scientific article; zbMATH DE number 2188051 (Why is no real title available?) | 2005-07-25 | Paper |
Almost sure limit theorems for \(U\)-statistics
Statistics & Probability Letters | 2005-04-21 | Paper |
