David Ruppert

From MaRDI portal
Person:261039

Available identifiers

zbMath Open ruppert.davidMaRDI QIDQ261039

List of research outcomes

PublicationDate of PublicationType
Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction2023-11-17Paper
Model Checking for Logistic Models When the Number of Parameters Tends to Infinity2023-10-09Paper
Bootstrap Inference for Quantile-based Modal Regression2023-07-03Paper
Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares2023-05-23Paper
Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate2022-05-19Paper
Optimal Sampling for Generalized Linear Models Under Measurement Constraints2022-03-29Paper
Iterative Likelihood: A Unified Inference Tool2022-03-29Paper
Additive Function-on-Function Regression2022-03-28Paper
Density Deconvolution With Additive Measurement Errors Using Quadratic Programming2022-03-28Paper
A mixed model approach to measurement error in semiparametric regression2021-12-09Paper
A projection-based consistent test incorporating dimension-reduction in partial linear models2021-10-06Paper
Density estimation on a network2021-05-07Paper
Profile Estimation for Partial Functional Partially Linear Single-Index Model2021-04-27Paper
Dynamic Shrinkage Processes2019-12-04Paper
Linear Non-Gaussian Component Analysis Via Maximum Likelihood2019-08-19Paper
Fast BivariateP-Splines: The Sandwich Smoother2019-05-09Paper
Modeling and prediction of multiple correlated functional outcomes2019-02-18Paper
Semiparametric Regression with R2019-02-18Paper
Bayesian Models for Multiple Outcomes in Domains With Application to the Seychelles Child Development Study2017-08-04Paper
Fast covariance estimation for high-dimensional functional data2016-07-29Paper
Estimating the density of a conditional expectation2016-03-30Paper
Restricted likelihood ratio tests for linearity in scalar-on-function regression2016-03-22Paper
Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models2016-03-16Paper
Comment on article by Dominici et al.2016-03-02Paper
Variance function additive partial linear models2016-01-07Paper
Optimal Prediction in an Additive Functional Model2015-11-03Paper
Can Tests for Jumps be Viewed as Tests for Clusters?2015-11-03Paper
Statistics and Data Analysis for Financial Engineering2015-05-06Paper
Uncertainty analysis for computationally expensive models with multiple outputs2015-01-07Paper
Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis2014-12-09Paper
An evaluation of independent component analyses with an application to resting‐state fMRI2014-06-17Paper
Flexible Copula Density Estimation with Penalized Hierarchical B-splines2013-12-19Paper
Multilevel Bayesian framework for modeling the production, propagation and detection of ultra-high energy cosmic rays2013-12-10Paper
On the asymptotics of penalized spline smoothing2013-05-28Paper
Semiparametric regression during 2003--20072013-05-27Paper
Bayesian adaptive B-spline estimation in proportional hazards frailty models2013-05-27Paper
Optimal Prediction in an Additive Functional Model2013-01-21Paper
Modeling Functional Data with Spatially Heterogeneous Shape Characteristics2012-09-14Paper
Local Asymptotics of P-splines2012-01-03Paper
Simple Incorporation of Interactions into Additive Models2011-03-01Paper
Statistics and Data Analysis for Financial Engineering2010-12-03Paper
Empirical Likelihood‐Based Inferences for Generalized Partially Linear Models2010-04-22Paper
Bayesian Models for Multiple Outcomes Nested in Domains2010-01-21Paper
Additive partial linear models with measurement errors2009-09-30Paper
Density Estimation in the Presence of Heteroscedastic Measurement Error2009-06-12Paper
On the asymptotics of penalized splines2009-06-10Paper
Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data2008-06-13Paper
Exploring the Information in p‐Values for the Analysis and Planning of Multiple‐Test Experiments2008-04-29Paper
Nonlinear and Nonparametric Regression and Instrumental Variables2007-08-20Paper
Taylor series approximations of transformation kernel density estimators2007-04-16Paper
Discussion: Conditional growth charts2007-02-22Paper
Measurement Error in Nonlinear Models2006-07-11Paper
Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model2006-06-26Paper
https://portal.mardi4nfdi.de/entity/Q57010612005-11-02Paper
Exact likelihood ratio tests for penalised splines2005-09-05Paper
Kriging with Nonparametric Variance Function Estimation2005-04-13Paper
Local Polynomial Regression and Simulation–Extrapolation2005-04-11Paper
Likelihood Ratio Tests in Linear Mixed Models with One Variance Component2005-04-11Paper
https://portal.mardi4nfdi.de/entity/Q48209802004-10-04Paper
Likelihood ratio tests for goodness-of-fit of a nonlinear regression model2004-10-01Paper
https://portal.mardi4nfdi.de/entity/Q48185282004-09-28Paper
Bayesian Smoothing and Regression Splines for Measurement Error Problems2004-06-10Paper
Penalized Spline Estimation for Partially Linear Single-Index Models2004-06-10Paper
Semiparametric Regression2003-11-18Paper
Incorporation of Historical Controls Using Semiparametric Mixed Models2003-10-20Paper
Equivalence of regression calibration methods in main study/external validation study designs2003-05-19Paper
https://portal.mardi4nfdi.de/entity/Q45304262002-10-23Paper
Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming2002-02-07Paper
Estimation of regression parameters in a semiparametric transformation model2001-05-17Paper
A Fully Automated Bandwidth Selection Method for Fitting Additive Models2001-02-01Paper
Nonparametric regression in the presence of measurement error2000-06-13Paper
Local Estimating Equations1999-04-26Paper
Local Polynomial Variance-Function Estimation1998-06-25Paper
Fitting a bivariate additive model by local polynomial regression1997-08-26Paper
An Effective Bandwidth Selector for Local Least Squares Regression1997-08-11Paper
Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation1997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48887341996-08-19Paper
Asymptotics for the transformation kernel density estimator1996-06-23Paper
https://portal.mardi4nfdi.de/entity/Q48453891995-12-13Paper
Multivariate locally weighted least squares regression1995-10-03Paper
Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model1995-08-21Paper
https://portal.mardi4nfdi.de/entity/Q43077501995-02-06Paper
Bias reduction in kernel density estimation by smoothed empirical transformations1994-09-18Paper
Fitting Heteroscedastic Regression Models1994-07-10Paper
Estimation of Lag in Misregistered, Averaged Images1994-07-10Paper
Breakdown in Nonlinear Regression1993-05-16Paper
On One-Step GM Estimates and Stability of Inferences in Linear Regression1993-04-01Paper
CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION1992-10-12Paper
https://portal.mardi4nfdi.de/entity/Q39950781992-09-17Paper
Transformations in Density Estimation1992-06-26Paper
Estimation Following a Sequentially Designed Experiment1992-06-25Paper
Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions1989-01-01Paper
Random-Effect Models in Nonlinear Regression with Applications to Bioassay1989-01-01Paper
Transformations to Symmetry and Homoscedasticity1989-01-01Paper
The Effect of Estimating Weights in Weighted Least Squares1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38174501988-01-01Paper
M-estimation for discrete data: Asymptotic distribution theory and implications1987-01-01Paper
What Is Kurtosis?: An Influence Function Approach1987-01-01Paper
Diagnostics and Robust Estimation When Transforming the Regression Model and the Response1987-01-01Paper
Some New Estimation Methods for Weighted Regression When There Are Possible Outliers1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47255021986-01-01Paper
A Newton-Raphson version of the multivariate Robbins-Monro procedure1985-01-01Paper
Sequential nonparametric age replacement policies1985-01-01Paper
Transformations in Regression: A Robust Analysis1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37096741985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30384021983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33321071983-01-01Paper
Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise1982-01-01Paper
Weak convergence of bounded influence regression estimates with applications to repeated significance testing1982-01-01Paper
Robust estimation in heteroscedastic linear models1982-01-01Paper
A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37063621982-01-01Paper
On robust tests for heteroscedasticity1981-01-01Paper
Stochastic approximation of an implicitly defined function1981-01-01Paper
On prediction and the power transformation family1981-01-01Paper
Trimmed Least Squares Estimation in the Linear Model1980-01-01Paper
A new dynamic stochastic approximation procedure1979-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: David Ruppert