| Publication | Date of Publication | Type |
|---|
| Using proxies to improve forecast evaluation | 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 | 2022-10-25 | Paper |
| Measurability of functionals and of ideal point forecasts | 2022-10-18 | Paper |
| Statistically Optimal Estimation of Signals in Modulation Spaces Using Gabor Frames | 2022-07-13 | Paper |
| Non-Parametric Confidence Bands in Deconvolution Density Estimation | 2022-07-11 | Paper |
| Measurability of functionals and of ideal point forecasts | 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 | 2020-10-07 | Paper |
| Testing for spherical and elliptical symmetry | 2020-09-29 | Paper |
| Adaptive estimation in the supremum norm for semiparametric mixtures of regressions | 2020-05-13 | Paper |
| Weak convergence of quantile and expectile processes under general assumptions | 2019-12-05 | Paper |
| Asymptotic confidence sets for the jump curve in bivariate regression problems | 2019-10-01 | Paper |
| Nonparametric Identification in the Dynamic Stochastic Block Model | 2019-07-19 | Paper |
| Adaptive confidence sets for kink estimation | 2019-05-17 | Paper |
| Uniform approximation in classical weak convergence theory | 2019-03-23 | Paper |
| Erratum Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment | 2019-01-23 | Paper |
| Testing for the number of states in hidden Markov models | 2018-08-15 | Paper |
| Discussion of ``Elicitability and backtesting: perspectives for banking regulation | 2018-02-19 | Paper |
| Focusing on regions of interest in forecast evaluation | 2018-02-19 | Paper |
| The triangular model with random coefficients | 2017-09-28 | Paper |
| Testing for Image Symmetries—With Application to Confocal Microscopy | 2017-08-08 | Paper |
| Asymptotics for the expected shortfall | 2016-11-22 | Paper |
| Expectile asymptotics | 2016-09-07 | Paper |
| Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering | 2016-02-23 | Paper |
| Weighted angle Radon transform: Convergence rates and efficient estimation | 2016-01-28 | Paper |
| Nonparametric identification in panels using quantiles | 2015-08-13 | Paper |
| Demonstrating Single and Multiple Currents Through the E. coli-SecYEG-Pore: Testing for the Number of Modes of Noisy Observations | 2015-06-11 | Paper |
| Asymptotics for spectral regularization estimators in statistical inverse problems | 2015-02-18 | Paper |
| The role of the information set for forecasting -- with applications to risk management | 2014-06-10 | Paper |
| Confidence regions for images observed under the Radon transform | 2014-06-04 | Paper |
| Testing for two components in a switching regression model | 2014-04-14 | Paper |
| Model selection strategies for identifying most relevant covariates in homoscedastic linear models | 2014-04-14 | Paper |
| Testing for intercept-scale switch in linear autoregression | 2013-10-29 | Paper |
| Semiparametric location mixtures with distinct components | 2013-06-25 | Paper |
| Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation | 2013-05-29 | Paper |
| DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION | 2011-07-26 | Paper |
| Improving PSF calibration in confocal microscopic imaging -- estimating and exploiting bilateral symmetry | 2011-06-20 | Paper |
| Confidence bands for inverse regression models | 2010-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580478 | 2010-08-12 | Paper |
| Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging | 2010-04-08 | Paper |
| A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU | 2009-10-09 | Paper |
| The likelihood ratio test for hidden Markov models in two-sample problems | 2009-06-12 | Paper |
| Testing for two states in a hidden Markov model | 2009-05-22 | Paper |
| Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions | 2009-02-28 | Paper |
| Testing Parametric Assumptions on Band- or Time-Limited Signals Under Noise | 2008-12-21 | Paper |
| Statistical inference for inverse problems | 2008-06-24 | Paper |
| Testing parametric models in the presence of instrumental variables | 2008-04-28 | Paper |
| Markov partitions for fibre expanding systems | 2008-02-01 | Paper |
| Tests in a Case–control Design Including Relatives | 2007-12-16 | Paper |
| Identifiability of Finite Mixtures of Elliptical Distributions | 2007-12-16 | Paper |
| Integrated Square Error Asymptotics for Supersmooth Deconvolution | 2007-12-16 | Paper |
| Estimation of a quadratic regression functional using the sinc kernel | 2007-02-14 | Paper |
| Density testing in a contaminated sample | 2007-01-09 | Paper |
| The central limit theorem for stationary Markov processes with normal generator—with applications to hypergroups | 2005-11-15 | Paper |
| THE CENTRAL LIMIT THEOREM FOR STATIONARY MARKOV CHAINS UNDER INVARIANT SPLITTINGS | 2005-11-03 | Paper |
| Martingale approximations for continuous-time and discrete-time stationary Markov processes | 2005-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461269 | 2005-07-25 | Paper |
| Almost sure limit theorems for \(U\)-statistics | 2005-04-21 | Paper |
