| Publication | Date of Publication | Type |
|---|
| Modeling and forecasting of stock index volatility with APARCH models under ordered restriction | 2023-12-12 | Paper |
| SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection | 2023-12-12 | Paper |
| Estimation of multivariate frailty models with varying coefficients | 2022-05-23 | Paper |
| Uniform asymptotics for discounted aggregate claims in dependent multi-risk model | 2022-05-23 | Paper |
| Optimal reinsurance under the standard deviation principle | 2021-12-17 | Paper |
| Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\) | 2021-12-15 | Paper |
| Precise large deviations for sums of WUOD and \(\phi\)-mixing random variables with dominated variation | 2021-10-01 | Paper |
| Robust image segmentation via Bayesian type criterion | 2021-10-01 | Paper |
| System availability of inspection constant to the dormant failures considering replacement or repair together with inspection downtime period | 2021-01-19 | Paper |
| Variable selection in the high-dimensional continuous generalized linear model with current status data | 2020-10-28 | Paper |
| Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model | 2019-09-04 | Paper |
| Nonparametric estimation of the ROC curve based on the Bernstein polynomial | 2019-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5381503 | 2019-06-21 | Paper |
| SCAD Ridge penalized likelihood estimators for ultra-high dimensional models | 2019-03-06 | Paper |
| Some new measures of dependence for random variables based on Spearman's ρ and Kendall's τ | 2018-12-03 | Paper |
| Statistical inference for partially linear stochastic models with heteroscedastic errors | 2018-10-19 | Paper |
| Modeling clustered long-term survivors using marginal mixture cure model | 2018-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4581309 | 2018-08-16 | Paper |
| New sequences with continued fraction towards Euler's constant | 2018-06-07 | Paper |
| A new continued fraction approximation and inequalities for the gamma function via the tri-gamma function | 2018-05-31 | Paper |
| New asymptotic formulas and inequalities for the gamma function based on continued fractions | 2018-04-13 | Paper |
| Some new approximations and proofs for Mills' ratio | 2018-04-13 | Paper |
| Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models | 2018-02-15 | Paper |
| New continued fraction expansions and inequalities for \(n!\) into negative powers of a triangular number | 2017-10-04 | Paper |
| Some asymptotic formulas and inequalities about gamma and psi functions based on continued fractions | 2017-10-04 | Paper |
| Precise large deviation for the difference of non-random sums of NA random variables | 2017-07-14 | Paper |
| Precise large deviations of nonnegative, non-identical and negatively associated random variables | 2017-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2984054 | 2017-05-17 | Paper |
| U-statistics testing method in testing the equality of two population variances of two populations | 2017-05-17 | Paper |
| Precise large deviations for the difference of two sums of END random variables with heavy tails | 2017-04-27 | Paper |
| Precise large deviations for the difference of two sums of WUOD and non identically distributed random variables with dominatedly varying tails | 2017-04-27 | Paper |
| Some quicker continued fraction approximations and inequalities towards Euler's constant | 2017-02-24 | Paper |
| Combined-penalized likelihood estimations with a diverging number of parameters | 2016-12-21 | Paper |
| Some quicker approximations and inequalities of the Wallis ratio by continued fraction | 2016-11-29 | Paper |
| Precise large deviations of nonnegative, non-identical and negatively associated random variables | 2016-10-06 | Paper |
| A quicker continued fraction approximation of the gamma function related to the Windschitl's formula | 2016-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993358 | 2016-08-10 | Paper |
| Precise large deviations for claim surplus risk model | 2016-08-10 | Paper |
| Precise large deviations for sums of independent random variables with consistently varying tails | 2016-06-28 | Paper |
| Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model | 2016-06-28 | Paper |
| Profile likelihood inferences on the partially linear model with a diverging number of parameters | 2016-06-28 | Paper |
| Some new asymptotic approximations of the gamma function based on Nemes' formula, Ramanujan's formula and Burnside's formula | 2016-06-21 | Paper |
| Large deviations for sum of UEND andφ-mixing random variables with heavy tails | 2016-06-10 | Paper |
| Quadratic approximation via the SCAD penalty with a diverging number of parameters | 2016-05-30 | Paper |
| Precise large deviation for the difference of two sums of random variables | 2016-05-25 | Paper |
| Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate | 2016-03-08 | Paper |
| Some new approximations of Glaisher-Kinkelin's and Bendersky-Adamchik's constants by continued fraction | 2016-02-29 | Paper |
| Precise large deviations for compound renewal risk model with negative dependence claims | 2016-01-15 | Paper |
| SCAD-penalized least absolute deviation regression in high-dimensional models | 2016-01-05 | Paper |
| Precise large deviations for compound renewal risk models with negative dependence claims | 2015-10-28 | Paper |
| Some results of Jordan Lie superalgebras | 2015-10-28 | Paper |
| Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain | 2015-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5257186 | 2015-06-29 | Paper |
| Precise large deviations for random sum of \(UEND\) and \(\varphi\)-mixing random variables | 2015-02-11 | Paper |
| On finite time ruin probability with random interest rate in a multi-risk model | 2015-02-11 | Paper |
| Some new continued fraction approximation of Euler's constant | 2014-11-20 | Paper |
| The exit probabilities of Brownian motion with variable dimension applying to the control of population growth | 2014-10-29 | Paper |
| A generated approximation of the gamma function related to Windschitl's formula | 2014-08-27 | Paper |
| Using convex combination of copulas and EM algorithm for credibility | 2014-06-06 | Paper |
| A note on the inflated-parameter binomial distribution | 2013-12-06 | Paper |
| Identification for semiparametric varying coefficient partially linear models | 2013-11-29 | Paper |
| Tuning parameter selector for the penalized likelihood method in multivariate generalized linear models | 2013-11-26 | Paper |
| Empirical likelihood inference of parameters in a censored nonlinear semiparametric regression model | 2013-06-20 | Paper |
| Risk evaluation and capital allocation based on TVaR and EVaR with copula | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900627 | 2013-01-24 | Paper |
| Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure | 2012-10-23 | Paper |
| Bayesian estimation of a time varying parameter autoregression model | 2012-10-05 | Paper |
| A test for the equality of the probability distributions of two populations with nominal scales | 2012-10-05 | Paper |
| Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes | 2012-09-18 | Paper |
| The asymptotic behavior of a Brownian motion with a drift from a random domain | 2012-08-02 | Paper |
| Bridge Estimators in the Partially Linear Model with High Dimensionality | 2012-06-19 | Paper |
| Adaptive lasso variable selection for the accelerated failure models | 2012-06-19 | Paper |
| Estimation of Pareto distribution parameters under a \(q\)-symmetric entropy loss function | 2012-06-01 | Paper |
| A new method of option pricing based on Black-Scholes model | 2012-06-01 | Paper |
| Empirical Likelihood for Threshold Autoregressive Models | 2012-05-18 | Paper |
| A note on the estimate of Gamma distribution | 2012-03-13 | Paper |
| The first exit time of a Brownian motion from the Minimum and maximum parabolic domains | 2012-02-13 | Paper |
| The U-statistics testing method in testing the equality of two population means | 2012-01-27 | Paper |
| Further results of recursive evaluation for compound distribution with the severity distribution of mixed type | 2011-12-18 | Paper |
| The asymptotic estimate for the sum of two correlated classes of discounted aggregate claims with heavy tails | 2011-11-15 | Paper |
| Hypothesis testing for the equality of \(K\) one-parameter exponential populations | 2011-08-25 | Paper |
| On the expected discounted penalty function for a risk process with stochastic return on investments | 2011-07-19 | Paper |
| \(M\)-estimator of a generalized linear model with measurement errors | 2011-03-23 | Paper |
| Copula based certainty equivalent risk measures and insurance premium principles | 2011-02-05 | Paper |
| Asymptotic distribution of a kind of Dirichlet distributions | 2011-02-05 | Paper |
| Estimation of the scale parameter in the exponential family class under a weighted quadratic loss function | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071651 | 2011-02-05 | Paper |
| Empirical likelihood inference for MA(\(q\)) model | 2010-11-05 | Paper |
| Estimation of parameters of Poisson distributions in a Bayesian frame | 2010-11-05 | Paper |
| Two classes of dependence stochastic orders and their properties | 2010-11-05 | Paper |
| Interval estimation of the unknown parameter \(p\) in the negative binomial distribution | 2010-11-05 | Paper |
| Bayes estimation of two general parameters of Burr distributions under order constraints | 2010-11-05 | Paper |
| Fracture mechanics analysis of thermally tempered glass plate: fracture induced by an embedded crack | 2010-10-12 | Paper |
| Bridge estimation for generalized linear models with a diverging number of parameters | 2010-09-24 | Paper |
| Mixture normal models in which the proportions of susceptibility are related to dose levels | 2010-09-20 | Paper |
| Sieve least squares estimation for partially nonlinear models | 2010-08-26 | Paper |
| Comparison of nonparametric components in two partially linear models | 2010-08-19 | Paper |
| Ruin functions for two-class of risk processes with a constant interest rate | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404799 | 2010-02-12 | Paper |
| Empirical likelihood inference for AR (\(p\)) model | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3644700 | 2009-11-11 | Paper |
| Testing equality of nonparametric functions in two partially linear models | 2009-11-11 | Paper |
| The first exit time for a Bessel process from the minimum and maximum random domains | 2009-10-13 | Paper |
| A prediction of growth rate by non-mean-square error criterion functions | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320123 | 2009-07-22 | Paper |
| Sieve MLE for generalized partial linear models with type II interval-censored data | 2009-07-22 | Paper |
| Linear B-spline copulas with applications to nonparametric estimation of copulas | 2009-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599630 | 2009-02-09 | Paper |
| A little annotation about interval estimation and hypothesis tests | 2008-11-24 | Paper |
| Estimation and testing of competing risks mixture models | 2008-11-24 | Paper |
| Estimation of Poisson distributions under type-II censoring | 2008-08-06 | Paper |
| Estimation of ordered means of two sample exponential distributions under symmetric entropy loss | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501388 | 2008-06-03 | Paper |
| Bayesian estimation of Pascal distribution parameters under a scaled squared error loss function | 2008-06-03 | Paper |
| Generalized likelihood ratio tests in partially linear models | 2008-06-03 | Paper |
| Empirical mode decomposition method with intermittency test and separation | 2008-04-04 | Paper |
| Testing linearity of nonparametric components in partially linear models | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5431196 | 2007-12-07 | Paper |
| Optimality of the restricted MLE under the Pitman criterion | 2006-10-04 | Paper |
| Estimation and testing for the parameters of \(\operatorname{AR}(p)\)-\(\operatorname {ARCH}(q)\) under ordered restriction | 2006-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3367973 | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5705115 | 2005-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5698227 | 2005-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5698230 | 2005-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5698250 | 2005-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5311576 | 2005-08-23 | Paper |
| Estimation and testing for the parameters of ARCH(q) under ordered restriction | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672665 | 2005-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676512 | 2005-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810981 | 2004-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469026 | 2004-06-14 | Paper |
| Semiparametric credibility ratemaking using a piecewise linear prior. | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4780441 | 2002-11-19 | Paper |
| Asymptotic properties of MLE for Weibull distribution with grouped data | 2002-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539118 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539138 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539189 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539207 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539208 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539212 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539280 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539315 | 2002-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4500444 | 2001-10-04 | Paper |
| Sieve maximal likelihood estimation for partly linear models with type one interval censoring | 2001-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514583 | 2001-05-02 | Paper |
| Asymptotical efficiency of MLE with grouped data | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4521857 | 2000-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516513 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516660 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516721 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516544 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129195 | 1998-10-25 | Paper |
| A Counterexample in the Central Limit Theorem | 1998-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391767 | 1998-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4716352 | 1997-03-23 | Paper |
