| Publication | Date of Publication | Type |
|---|
| Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility | 2024-11-20 | Paper |
| Parameter estimation and applications for stochastic volatility model with time-varying leverage effect | 2024-08-26 | Paper |
| Predictive and sensitive analysis of a bivariate skewed spatial process based on the Bayesian framework | 2024-06-03 | Paper |
| Multinomial logistic factor regression for multi-source functional block-wise missing data | 2023-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6080482 | 2023-10-02 | Paper |
| Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data | 2023-09-22 | Paper |
| Incorporating variation and quality of the underlying effects in meta-analysis | 2023-09-22 | Paper |
| Testing the volatility jumps based on the high frequency data | 2023-08-22 | Paper |
| Discrepancy Between Global and Local Principal Component Analysis on Large-Panel High-Frequency Data | 2023-07-04 | Paper |
| Iterative weighted estimation based on variance modelling in linear regression models | 2022-07-01 | Paper |
| Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function | 2022-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5075217 | 2022-05-10 | Paper |
| Semiparametric jump-detection-based estimation for single-index models with jumps | 2022-03-21 | Paper |
| Main-effect plans with blocks of natural size | 2022-03-21 | Paper |
| Local modal regression for the spatio-temporal model | 2022-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5062772 | 2022-03-17 | Paper |
| Estimation of semi-varying coefficient models for longitudinal data with irregular error structure | 2022-02-18 | Paper |
| Asymptotics for the in nite-time absolute ruin probabilities in time-dependent renewal risk models | 2021-12-17 | Paper |
| Wavelet estimation in time-varying coefficient time series models with measurement errors | 2021-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3380801 | 2021-09-29 | Paper |
| Adaptive semiparametric estimation for single index models with jumps | 2021-05-07 | Paper |
| Performance of preliminary test estimators for error variance based on W, LR and LM tests | 2021-01-21 | Paper |
| Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data | 2021-01-12 | Paper |
| Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data | 2020-11-04 | Paper |
| Testing for varying zero-inflation and dispersion in generalized Poisson regression models | 2020-09-29 | Paper |
| Case-deletion Influence Measures for the Data from Multivariate t Distributions | 2020-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306308 | 2020-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3307475 | 2020-08-12 | Paper |
| Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data | 2020-05-28 | Paper |
| Estimation and testing for panel data partially linear single-index models with errors correlated in space and time | 2020-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196516 | 2019-10-02 | Paper |
| Test for heteroscedasticity in partially linear regression models | 2019-08-23 | Paper |
| Estimation and test of jump discontinuities in varying coefficient models with empirical applications | 2019-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5383666 | 2019-06-21 | Paper |
| Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models | 2019-03-07 | Paper |
| Matrix image method for ranking nonregular fractional factorial designs | 2018-11-07 | Paper |
| Semiparametric jump-preserving estimation for single-index models | 2018-09-17 | Paper |
| Parameter estimation of population pharmacokinetic models with stochastic differential equations: implementation of an estimation algorithm | 2018-08-28 | Paper |
| Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors | 2018-08-21 | Paper |
| A robust and efficient estimation method for nonparametric models with jump points | 2018-04-30 | Paper |
| A two-step estimation of diffusion processes using noisy observations | 2018-04-10 | Paper |
| Two-stage orthogonality based estimation for semiparametric varying-coefficient models and its applications in analyzing AIDS data | 2018-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132432 | 2018-01-29 | Paper |
| Score tests for zero-inflated double Poisson regression models | 2018-01-19 | Paper |
| Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix | 2017-12-06 | Paper |
| Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data | 2017-09-20 | Paper |
| Jump-detection-based estimation in time-varying coefficient models and empirical applications | 2017-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5276455 | 2017-07-14 | Paper |
| Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis | 2017-06-27 | Paper |
| Score test for homogeneity of dispersion in generalized Poisson mixed models with excess zeros | 2017-03-03 | Paper |
| Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors | 2017-02-14 | Paper |
| Nonparametric estimation of multivariate multiparameter conditional copulas | 2017-02-09 | Paper |
| Wavelet estimation in varying coefficient models for censored dependent data | 2017-01-16 | Paper |
| Bayesian zero-inflated generalized Poisson regression model: estimation and case influence diagnostics | 2016-12-21 | Paper |
| Designs containing partially clear main effects | 2016-12-15 | Paper |
| Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence | 2016-11-01 | Paper |
| Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification | 2016-10-31 | Paper |
| Orthogonal arrays robust to a specified set of nonnegligible effects | 2016-10-20 | Paper |
| Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method | 2016-08-04 | Paper |
| Nonparametric spatial regression with spatial autoregressive error structure | 2016-07-19 | Paper |
| Adaptive jump-preserving estimates in varying-coefficient models | 2016-06-03 | Paper |
| Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data | 2016-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462883 | 2016-01-15 | Paper |
| A new class of copulas involved geometric distribution: estimation and applications | 2016-01-05 | Paper |
| Construction of main-effect plans orthogonal through the block factor | 2015-12-22 | Paper |
| Further results on orthogonal arrays for the estimation of global sensitivity indices based on alias matrix | 2015-11-13 | Paper |
| Construction of main effects plans orthogonal through the block factor based on level permutation | 2015-11-12 | Paper |
| SOME NEW RESULTS ON WEIGHTED GEOMETRIC MEAN FOR COPULAS | 2015-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195893 | 2015-10-28 | Paper |
| Heteroscedasticity diagnostics for \(t\) linear regression models | 2015-10-14 | Paper |
| Generalized variable resolution designs | 2015-09-17 | Paper |
| Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models | 2015-08-04 | Paper |
| Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation | 2015-07-29 | Paper |
| Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation | 2015-07-29 | Paper |
| Bayesian variable selection in multinomial probit model for classifying high-dimensional data | 2015-07-24 | Paper |
| Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process | 2015-04-21 | Paper |
| Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure | 2015-03-13 | Paper |
| An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes | 2015-02-27 | Paper |
| On estimation of measurement error models with replication under heavy-tailed distributions | 2015-02-18 | Paper |
| The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks | 2015-02-11 | Paper |
| The large sample properties of the solutions of general estimating equations | 2015-01-27 | Paper |
| Diagnostics on nonlinear model with scale mixtures of skew-normal and first-order autoregressive errors | 2014-12-22 | Paper |
| Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis | 2014-12-05 | Paper |
| Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory | 2014-11-24 | Paper |
| Optimal properties of orthogonal arrays based on ANOVA high-dimensional model representation | 2014-11-03 | Paper |
| Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate | 2014-11-03 | Paper |
| Bayesian analysis for mixed-effects models defined by stochastic differential equations | 2014-11-03 | Paper |
| Statistical diagnostics for functional linear regression models with Gaussian process errors | 2014-11-03 | Paper |
| The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims | 2014-10-13 | Paper |
| Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions. | 2014-09-19 | Paper |
| Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments | 2014-08-18 | Paper |
| Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout | 2014-08-07 | Paper |
| Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout | 2014-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980166 | 2014-06-30 | Paper |
| On complete convergence for strong mixing sequences | 2014-04-25 | Paper |
| Asymptotic properties of the score test for varying dispersion in exponential family nonlinear models | 2014-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5400118 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398811 | 2014-02-28 | Paper |
| Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes | 2014-02-12 | Paper |
| Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors | 2014-01-13 | Paper |
| Finite-time ruin probability of a dependent risk model with a constant interest rate | 2013-11-19 | Paper |
| Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure | 2013-09-10 | Paper |
| Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic | 2013-08-02 | Paper |
| Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure | 2013-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4927599 | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4927829 | 2013-06-20 | Paper |
| Tail dependence for regularly varying time series | 2013-06-11 | Paper |
| Empirical likelihood estimation for population pharmacokinetic study based on generalized linear model | 2013-06-03 | Paper |
| Diagnostics for elliptical linear mixed models with first-order autoregressive errors | 2013-04-16 | Paper |
| On moments of the maximum of partial sums of moving average processes under dependence assumptions | 2013-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901547 | 2013-01-24 | Paper |
| Precise large deviations for widely orthant dependent random variables with dominatedly varying tails | 2012-12-06 | Paper |
| Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs | 2012-11-30 | Paper |
| A consistent test for heteroscedasticity in semi-parametric regression with nonparametric variance function based on the kernel method | 2012-11-30 | Paper |
| Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs | 2012-11-12 | Paper |
| A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure | 2012-10-17 | Paper |
| Monotonicity of the tail dependence for multivariate \(t\)-copula | 2012-10-05 | Paper |
| Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors | 2012-09-23 | Paper |
| Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data | 2012-07-03 | Paper |
| Fuzzy statistical analysis of multiple regression with crisp and fuzzy covariates and applications in analyzing economic data of China | 2012-06-20 | Paper |
| On estimation of a heteroscedastic measurement error model under heavy-tailed distributions | 2012-06-08 | Paper |
| Complete \(q\)-moment convergence of moving average processes under \(\varphi\)-mixing assumption | 2012-06-01 | Paper |
| On complete convergence for arrays of rowwise strong mixing random variables | 2012-06-01 | Paper |
| Testing for heteroscedasticity in the mixed effect linear models based on M-estimation | 2012-06-01 | Paper |
| Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims | 2012-04-03 | Paper |
| Estimating generalized state density of near-extreme events and its applications in analyzing stock data | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109324 | 2012-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3114036 | 2012-01-27 | Paper |
| Variable selection in a class of single-index models | 2011-12-14 | Paper |
| Complete moment convergence of moving average processes under ρ-mixing assumption | 2011-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3169937 | 2011-09-29 | Paper |
| A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models | 2011-08-16 | Paper |
| Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors | 2011-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3017333 | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3016951 | 2011-07-19 | Paper |
| Influence analysis of additive mixed-effects nonlinear regression models via EM algorithm | 2011-07-06 | Paper |
| On the strong laws for weighted sums of \(\rho^*\)-mixing random variables | 2011-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072054 | 2011-02-05 | Paper |
| On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications | 2010-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052554 | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3573761 | 2010-07-08 | Paper |
| Detection of outliers and patches in bilinear time series models | 2010-04-23 | Paper |
| Diagnostics for skew-normal nonlinear regression models with AR(1) errors | 2010-04-01 | Paper |
| Score tests for zero-inflated generalized Poisson mixed regression models | 2010-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3406488 | 2010-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404811 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404696 | 2010-02-12 | Paper |
| Statistical Diagnostics for Skew-t-Normal Nonlinear Models | 2009-12-16 | Paper |
| Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function | 2009-11-11 | Paper |
| Heteroscedasticity diagnostics in two-phase linear regression models | 2009-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319416 | 2009-07-22 | Paper |
| Homogeneity diagnostics for skew-normal nonlinear regression models | 2009-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3610123 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3610835 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599664 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599704 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599712 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599743 | 2009-02-09 | Paper |
| Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models | 2008-12-11 | Paper |
| Testing for departures from nominal dispersion in generalized nonlinear models with varying dispersion and/or additive random effects | 2008-12-04 | Paper |
| Generalized nonlinear models and variance function estimation | 2008-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3513710 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3500438 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5448115 | 2008-03-20 | Paper |
| Varying Dispersion Diagnostics for Inverse Gaussian Regression Models | 2007-09-11 | Paper |
| Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors | 2007-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3428960 | 2007-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5490453 | 2006-10-04 | Paper |
| Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors | 2006-09-11 | Paper |
| Testing for varying dispersion of longitudinal binomial data in nonlinear logistic models with random effects | 2006-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461912 | 2005-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159498 | 2005-02-16 | Paper |
| Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors | 2005-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828304 | 2004-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810750 | 2004-08-16 | Paper |
| Testing for varying dispersion in discrete exponential family nonlinear models | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709618 | 2003-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4415786 | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4708779 | 2003-06-18 | Paper |
| Testing for Heteroscedasticity in Nonlinear Regression Models | 2003-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791613 | 2003-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545624 | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4545639 | 2002-08-15 | Paper |
| Estimation of the parameter on a class of special exponential distribution family | 2002-02-18 | Paper |
| Parameter estimations of Rayleigh distribution | 2001-11-19 | Paper |
| A statistical inference for the parameter \(N\) of the discrete uniform distribution on \(\{1,2,\cdots,N\}\) and its application | 2001-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246181 | 1999-08-16 | Paper |
