| Publication | Date of Publication | Type |
|---|
| Bayesian model selection via composite likelihood for high-dimensional data integration | 2024-11-04 | Paper |
| Generalized least-squares in dimension expansion method for nonstationary processes | 2024-10-28 | Paper |
| Outlier detection via a minimum ridge covariance determinant estimator | 2024-10-18 | Paper |
| Robust two-stage estimation in general spatial dynamic panel data models | 2024-08-29 | Paper |
| On robust estimation of hidden semi-Markov regime-switching models | 2024-08-15 | Paper |
| Estimation and variable selection for high-dimensional spatial dynamic panel data models | 2024-02-13 | Paper |
| Robust hypothesis testing in functional linear models | 2024-01-23 | Paper |
| A new reproducing kernel‐based nonlinear dimension reduction method for survival data | 2023-10-11 | Paper |
| B-spline method for spatio-temporal inverse model | 2023-09-22 | Paper |
| Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks | 2023-09-20 | Paper |
| A novel group VIF regression for group variable selection with application to multiple change-point detection | 2023-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5867825 | 2022-09-19 | Paper |
| A note on the semiparametric approach to dimension reduction | 2022-05-18 | Paper |
| Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC | 2022-04-27 | Paper |
| Detection of a change-point in variance by a weighted sum of powers of variances test | 2022-02-23 | Paper |
| Robust detection of abnormality in highly corrupted medical images | 2022-02-09 | Paper |
| An empirical-characteristic-function-based change-point test for detection of multiple distributional changes | 2021-11-09 | Paper |
| Notes on M-estimation in exponential signal models | 2021-08-19 | Paper |
| High-dimensional sign-constrained feature selection and grouping | 2021-07-28 | Paper |
| Asymptotic properties on high-dimensional multivariate regression M-estimation | 2021-04-29 | Paper |
| Estimation and model selection in general spatial dynamic panel data models | 2021-03-12 | Paper |
| A segmented regime-switching model with its application to stock market indices | 2020-09-30 | Paper |
| General matching quantiles M-estimation | 2020-05-19 | Paper |
| Beta approximation and its applications | 2020-04-28 | Paper |
| A segmented generalized Markov regime-switching model with its application in financial time series data | 2020-04-28 | Paper |
| Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search | 2020-04-07 | Paper |
| An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem | 2019-09-13 | Paper |
| Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data | 2019-07-03 | Paper |
| Consistent and powerful graph-based change-point test for high-dimensional data | 2019-01-11 | Paper |
| Efficient estimation of nonparametric spatial models with general correlation structures | 2018-02-16 | Paper |
| On nonparametric change point estimator based on empirical characteristic functions | 2017-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2974136 | 2017-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2967956 | 2017-03-09 | Paper |
| Consistent two‐stage multiple change‐point detection in linear models | 2016-12-19 | Paper |
| A sequential multiple change-point detection procedure via VIF regression | 2016-08-04 | Paper |
| Markov regime-switching quantile regression models and financial contagion detection | 2016-05-12 | Paper |
| A statistical test of change-point in mean that almost surely has zero error probabilities | 2016-05-02 | Paper |
| A procedure for estimating the number of clusters in logistic regression clustering | 2016-04-01 | Paper |
| A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models | 2015-10-16 | Paper |
| A sequential multiple change-point detection procedure via VIF regression | 2015-06-03 | Paper |
| A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence | 2014-08-07 | Paper |
| Approximation to the moments of ratios of cumulative sums | 2014-06-26 | Paper |
| Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models | 2014-03-18 | Paper |
| Penalized M-Estimation-Based Model Selection for Regression by Cross-Validation | 2013-06-21 | Paper |
| Tuning parameter selection for penalized likelihood estimation of Gaussian graphical model | 2012-08-24 | Paper |
| Consistency of modified kernel regression estimation for functional data | 2012-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3105138 | 2012-01-05 | Paper |
| Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3062177 | 2011-01-03 | Paper |
| A note on asymptotic approximations of inverse moments of nonnegative random variables | 2010-07-13 | Paper |
| Strong convergence rate of estimators of change point and its application | 2010-03-30 | Paper |
| Random weighting method for Cox's proportional hazards model | 2009-12-07 | Paper |
| A note on constrained M-estimation and its recursive analog in multivariate linear regression models | 2009-12-07 | Paper |
| A note on the convergence rate of the kernel density estimator of the mode | 2009-09-14 | Paper |
| \(K\)-sample tests based on the likelihood ratio | 2009-05-29 | Paper |
| Likelihood-ratio tests for normality | 2008-11-26 | Paper |
| Simultaneous change point analysis and variable selection in a regression problem | 2008-11-06 | Paper |
| An \(M\)-estimation-based procedure for determining the number of regression models in regression clustering | 2008-07-28 | Paper |
| On constrained M-estimation and its recursive analog in multivariate linear regression models | 2008-05-23 | Paper |
| Asymptotic normality of the recursive M-estimators of the scale parameters | 2007-09-10 | Paper |
| Strong limit theorems on model selection in generalized linear regression with binomial respon\-ses | 2007-04-13 | Paper |
| On Simultaneous Estimation of the Number of Signals and Frequencies of Multiple Sinusoids When Some Observations Are Missing | 2007-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3369437 | 2006-02-13 | Paper |
| A consistent procedure for determining the number of clusters in regression clustering | 2005-11-22 | Paper |
| Linear model selection by cross-validation | 2005-02-23 | Paper |
| Beta approximation to the distribution of Kolmogorov-Smirnov statistic | 2003-04-27 | Paper |
| A famiy of simple distribution functions to approximate complicted distributions | 2002-06-27 | Paper |
| An m-estimation-based model selection criterion with a data-oriented penalty | 2002-05-23 | Paper |
| A strongly consistent information criterion for linear model selection based on \(M\)-estimation | 2001-12-02 | Paper |
| The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics | 2001-01-24 | Paper |
| A necessary condition for the consistency of LAD estimate | 2000-01-11 | Paper |
| Model selection with data-oriented penalty | 1999-11-28 | Paper |
| The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics | 1999-01-01 | Paper |
| On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models | 1998-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214043 | 1998-10-15 | Paper |
| General \(M\)-estimation | 1998-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391138 | 1998-01-01 | Paper |
| Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models | 1997-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718565 | 1997-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895154 | 1996-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866184 | 1996-04-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852082 | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839962 | 1995-09-19 | Paper |
| Consistency ofl1estimates in censored linear regression models | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839335 | 1995-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4310811 | 1995-01-05 | Paper |
| Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case | 1994-12-11 | Paper |
| On rates of convergence of information theoretic criterion in rank determination of one-way random effects models | 1994-11-07 | Paper |
| Nonexistence of consistent estimates in a density estimation problem | 1994-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280949 | 1994-04-14 | Paper |
| On a necessary condition for the consistency of the l1estimates in linear regression models | 1994-01-20 | Paper |
| On solvability of an equation arising in the theory of m-estimates | 1993-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028191 | 1993-03-28 | Paper |
| On rates of convergence of general information criteria in signal processing when the noise covariance matrix is arbitrary | 1992-06-28 | Paper |
| On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed | 1992-06-26 | Paper |
| Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models | 1990-01-01 | Paper |
| A strongly consistent procedure for model selection in a regression problem | 1989-01-01 | Paper |
| Strong law for mixing sequence | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476147 | 1989-01-01 | Paper |
| On a class of model selection procedures | 1989-01-01 | Paper |
| Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models | 1988-01-01 | Paper |
| Strong consistency of M-estimates in linear models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206562 | 1988-01-01 | Paper |
| Discrimination analysis when the variates are grouped and observed in sequential order | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3771415 | 1985-01-01 | Paper |
