| Publication | Date of Publication | Type |
|---|
| Functional Autoregression for Sparsely Sampled Data | 2024-11-08 | Paper |
| Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate | 2024-11-01 | Paper |
| A semiparametric risk score for physical activity | 2024-10-29 | Paper |
| Bias-corrected estimation of the density of a conditional expectation in nested simulation problems | 2024-08-08 | Paper |
| Measurement errors in semi-parametric generalised regression models | 2024-04-24 | Paper |
| Ensemble Subset Regression (ENSURE): Efficient High-dimensional Prediction | 2023-11-17 | Paper |
| Model Checking for Logistic Models When the Number of Parameters Tends to Infinity | 2023-10-09 | Paper |
| Bootstrap Inference for Quantile-based Modal Regression | 2023-07-03 | Paper |
| Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares | 2023-05-23 | Paper |
| Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate | 2022-05-19 | Paper |
| Optimal Sampling for Generalized Linear Models Under Measurement Constraints | 2022-03-29 | Paper |
| Iterative Likelihood: A Unified Inference Tool | 2022-03-29 | Paper |
| Density Deconvolution With Additive Measurement Errors Using Quadratic Programming | 2022-03-28 | Paper |
| Additive Function-on-Function Regression | 2022-03-28 | Paper |
| A mixed model approach to measurement error in semiparametric regression | 2021-12-09 | Paper |
| A projection-based consistent test incorporating dimension-reduction in partial linear models | 2021-10-06 | Paper |
| Density estimation on a network | 2021-05-07 | Paper |
| Partial functional partially linear single-index models | 2021-04-27 | Paper |
| Dynamic shrinkage processes | 2019-12-04 | Paper |
| Linear Non-Gaussian Component Analysis Via Maximum Likelihood | 2019-08-19 | Paper |
| Fast BivariateP-Splines: The Sandwich Smoother | 2019-05-09 | Paper |
| Semiparametric regression with R | 2019-02-18 | Paper |
| Modeling and prediction of multiple correlated functional outcomes | 2019-02-18 | Paper |
| Bayesian models for multiple outcomes in domains with application to the Seychelles child development study | 2017-08-04 | Paper |
| Fast covariance estimation for high-dimensional functional data | 2016-07-29 | Paper |
| Estimating the density of a conditional expectation | 2016-03-30 | Paper |
| Restricted likelihood ratio tests for linearity in scalar-on-function regression | 2016-03-22 | Paper |
| Selection strategy for covariance structure of random effects in linear mixed-effects models | 2016-03-16 | Paper |
| Comment on article by Dominici et al. | 2016-03-02 | Paper |
| Variance function additive partial linear models | 2016-01-07 | Paper |
| Optimal Prediction in an Additive Functional Model | 2015-11-03 | Paper |
| Can Tests for Jumps be Viewed as Tests for Clusters? | 2015-11-03 | Paper |
| Statistics and Data Analysis for Financial Engineering | 2015-05-06 | Paper |
| Uncertainty analysis for computationally expensive models with multiple outputs | 2015-01-07 | Paper |
| Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis | 2014-12-09 | Paper |
| An evaluation of independent component analyses with an application to resting-state fMRI | 2014-06-17 | Paper |
| Flexible copula density estimation with penalized hierarchical B-splines | 2013-12-19 | Paper |
| Multilevel Bayesian framework for modeling the production, propagation and detection of ultra-high energy cosmic rays | 2013-12-10 | Paper |
| Latent factor regression models for grouped outcomes | 2013-11-13 | Paper |
| On the asymptotics of penalized spline smoothing | 2013-05-28 | Paper |
| Semiparametric regression during 2003--2007 | 2013-05-27 | Paper |
| Bayesian adaptive B-spline estimation in proportional hazards frailty models | 2013-05-27 | Paper |
| Optimal Prediction in an Additive Functional Model | 2013-01-21 | Paper |
| Modeling functional data with spatially heterogeneous shape characteristics | 2012-09-14 | Paper |
| Local Asymptotics of P-splines | 2012-01-03 | Paper |
| Simple incorporation of interactions into additive models | 2011-03-01 | Paper |
| Statistics and Data Analysis for Financial Engineering | 2010-12-03 | Paper |
| Empirical likelihood-based inferences for generalized partially linear models | 2010-04-22 | Paper |
| Bayesian models for multiple outcomes nested in domains | 2010-01-21 | Paper |
| Additive partial linear models with measurement errors | 2009-09-30 | Paper |
| Density Estimation in the Presence of Heteroscedastic Measurement Error | 2009-06-12 | Paper |
| On the asymptotics of penalized splines | 2009-06-10 | Paper |
| Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data | 2008-06-13 | Paper |
| Exploring the Information in p‐Values for the Analysis and Planning of Multiple‐Test Experiments | 2008-04-29 | Paper |
| Nonlinear and Nonparametric Regression and Instrumental Variables | 2007-08-20 | Paper |
| Taylor series approximations of transformation kernel density estimators | 2007-04-16 | Paper |
| Discussion: Conditional growth charts | 2007-02-22 | Paper |
| Measurement Error in Nonlinear Models | 2006-07-11 | Paper |
| Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5701061 | 2005-11-02 | Paper |
| Exact likelihood ratio tests for penalised splines | 2005-09-05 | Paper |
| Kriging with Nonparametric Variance Function Estimation | 2005-04-13 | Paper |
| Likelihood Ratio Tests in Linear Mixed Models with One Variance Component | 2005-04-11 | Paper |
| Local Polynomial Regression and Simulation–Extrapolation | 2005-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4820980 | 2004-10-04 | Paper |
| Likelihood ratio tests for goodness-of-fit of a nonlinear regression model | 2004-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818528 | 2004-09-28 | Paper |
| Penalized Spline Estimation for Partially Linear Single-Index Models | 2004-06-10 | Paper |
| Bayesian Smoothing and Regression Splines for Measurement Error Problems | 2004-06-10 | Paper |
| Semiparametric Regression | 2003-11-18 | Paper |
| Incorporation of Historical Controls Using Semiparametric Mixed Models | 2003-10-20 | Paper |
| Equivalence of regression calibration methods in main study/external validation study designs | 2003-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4530426 | 2002-10-23 | Paper |
| Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming | 2002-02-07 | Paper |
| Estimation of regression parameters in a semiparametric transformation model | 2001-05-17 | Paper |
| A Fully Automated Bandwidth Selection Method for Fitting Additive Models | 2001-02-01 | Paper |
| Nonparametric regression in the presence of measurement error | 2000-06-13 | Paper |
| Local Estimating Equations | 1999-04-26 | Paper |
| Local Polynomial Variance-Function Estimation | 1998-06-25 | Paper |
| Fitting a bivariate additive model by local polynomial regression | 1997-08-26 | Paper |
| An Effective Bandwidth Selector for Local Least Squares Regression | 1997-08-11 | Paper |
| Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4888734 | 1996-08-19 | Paper |
| Asymptotics for the transformation kernel density estimator | 1996-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845389 | 1995-12-13 | Paper |
| Multivariate locally weighted least squares regression | 1995-10-03 | Paper |
| Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307750 | 1995-02-06 | Paper |
| Bias reduction in kernel density estimation by smoothed empirical transformations | 1994-09-18 | Paper |
| Estimation of Lag in Misregistered, Averaged Images | 1994-07-10 | Paper |
| Fitting Heteroscedastic Regression Models | 1994-07-10 | Paper |
| Breakdown in Nonlinear Regression | 1993-05-16 | Paper |
| On One-Step GM Estimates and Stability of Inferences in Linear Regression | 1993-04-01 | Paper |
| CORRECTING FOR KURTOSIS IN DENSITY ESTIMATION | 1992-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3995078 | 1992-09-17 | Paper |
| Transformations in Density Estimation | 1992-06-26 | Paper |
| Estimation Following a Sequentially Designed Experiment | 1992-06-25 | Paper |
| Random-Effect Models in Nonlinear Regression with Applications to Bioassay | 1989-01-01 | Paper |
| Recursive estimators for stationary, strong mixing processes - a representation theorem and asymptotic distributions | 1989-01-01 | Paper |
| Transformations to Symmetry and Homoscedasticity | 1989-01-01 | Paper |
| The Effect of Estimating Weights in Weighted Least Squares | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3817450 | 1988-01-01 | Paper |
| Diagnostics and Robust Estimation When Transforming the Regression Model and the Response | 1987-01-01 | Paper |
| What Is Kurtosis?: An Influence Function Approach | 1987-01-01 | Paper |
| M-estimation for discrete data: Asymptotic distribution theory and implications | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725502 | 1986-01-01 | Paper |
| Some New Estimation Methods for Weighted Regression When There Are Possible Outliers | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709674 | 1985-01-01 | Paper |
| A Newton-Raphson version of the multivariate Robbins-Monro procedure | 1985-01-01 | Paper |
| Transformations in Regression: A Robust Analysis | 1985-01-01 | Paper |
| Sequential nonparametric age replacement policies | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038402 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3332107 | 1983-01-01 | Paper |
| Robust estimation in heteroscedastic linear models | 1982-01-01 | Paper |
| Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706362 | 1982-01-01 | Paper |
| A Comparison Between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model | 1982-01-01 | Paper |
| Weak convergence of bounded influence regression estimates with applications to repeated significance testing | 1982-01-01 | Paper |
| On robust tests for heteroscedasticity | 1981-01-01 | Paper |
| On prediction and the power transformation family | 1981-01-01 | Paper |
| Stochastic approximation of an implicitly defined function | 1981-01-01 | Paper |
| Trimmed Least Squares Estimation in the Linear Model | 1980-01-01 | Paper |
| A new dynamic stochastic approximation procedure | 1979-01-01 | Paper |
