| Publication | Date of Publication | Type |
|---|
| Double shrinkage priors for a normal mean matrix | 2023-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6073216 | 2023-10-17 | Paper |
| On High-Dimensional Asymptotic Properties of Model Averaging Estimators | 2023-08-18 | Paper |
| A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model | 2023-01-04 | Paper |
| Enriched standard conjugate priors and the right invariant prior for Wishart distributions | 2022-12-06 | Paper |
| Improved nearly minimax prediction for independent Poisson processes under Kullback-Leibler loss | 2022-09-29 | Paper |
| Asymptotic analysis of parameter estimation for the Ewens--Pitman partition | 2022-07-05 | Paper |
| Shrinkage priors for single-spiked covariance models | 2021-11-12 | Paper |
| Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes | 2021-09-07 | Paper |
| Shrinkage Priors on Complex-Valued Circular- Symmetric Autoregressive Processes | 2021-09-07 | Paper |
| Minimax predictive density for sparse count data | 2021-07-09 | Paper |
| Bayes Extended Estimators for Curved Exponential Families | 2021-02-24 | Paper |
| Enriched standard conjugate priors and the right invariant prior for Wishart distributions | 2021-01-13 | Paper |
| Second-order matching prior family parametrized by sample size and matching probability | 2020-11-02 | Paper |
| Adjacency-based regularization for partially ranked data with non-ignorable missing | 2020-03-10 | Paper |
| Time Series Decomposition into Oscillation Components and Phase Estimation | 2019-06-06 | Paper |
| Multivariate Time Series Decomposition into Oscillation Components | 2019-06-06 | Paper |
| Empirical Bayes matrix completion | 2019-05-24 | Paper |
| Scoring rules for statistical models on spheres | 2018-06-20 | Paper |
| Asymptotically minimax prediction in infinite sequence models | 2017-10-12 | Paper |
| On $\varepsilon$-Admissibility in High Dimension and Nonparametrics | 2017-08-12 | Paper |
| Information criteria for prediction when distributions of data and target variables are different | 2017-07-13 | Paper |
| Empirical Bayes Matrix Completion | 2017-06-05 | Paper |
| Relations Between the Conditional Normalized Maximum Likelihood Distributions and the Latent Information Priors | 2017-04-28 | Paper |
| Non-asymptotic Bayesian Minimax Adaptation | 2016-09-04 | Paper |
| An Estimation Procedure for Contingency Table Models Based on Nested Geometry | 2016-06-10 | Paper |
| Bayesian testing of a point null hypothesis based on the latent information prior | 2016-05-10 | Paper |
| Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different | 2016-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3465095 | 2016-01-28 | Paper |
| Singular value shrinkage priors for Bayesian prediction | 2016-01-08 | Paper |
| Simultaneous prediction for independent Poisson processes with different durations | 2015-10-21 | Paper |
| Edge selection based on the geometry of dually flat spaces for Gaussian graphical models | 2015-10-16 | Paper |
| Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model | 2013-07-18 | Paper |
| Asymptotically minimax Bayesian predictive densities for multinomial models | 2013-05-28 | Paper |
| Bayesian predictive densities based on latent information priors | 2011-10-10 | Paper |
| Information geometry of small diffusions | 2011-02-05 | Paper |
| On Prior Selection and Covariate Shift of β-Bayesian Prediction Under α-Divergence Risk | 2010-08-19 | Paper |
| A modification of profile empirical likelihood for the exponential-tilt model | 2010-05-28 | Paper |
| A superharmonic prior for the autoregressive process of the second-order | 2010-04-22 | Paper |
| Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model | 2009-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3626528 | 2009-05-22 | Paper |
| Bayesian shrinkage prediction for the regression problem | 2008-11-06 | Paper |
| The Information Geometric Structure of Generalized Empirical Likelihood Estimators | 2008-08-08 | Paper |
| Bayesian prediction and model selection for locally asymptotically mixed normal models | 2007-10-26 | Paper |
| Bayesian prediction based on a class of shrinkage priors for location-scale models | 2007-04-26 | Paper |
| A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles | 2006-10-05 | Paper |
| Shrinkage priors for Bayesian prediction | 2006-08-03 | Paper |
| Nonparametric bootstrap prediction | 2005-06-23 | Paper |
| On Parametric Bootstrapping and Bayesian Prediction | 2005-05-20 | Paper |
| Simultaneous prediction of independent Poisson observables | 2004-09-15 | Paper |
| A shrinkage predictive distribution for multivariate Normal observables | 2002-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4249440 | 1999-12-14 | Paper |
| An Estimating Method for Parametric Spectral Densities of Gaussian Time Series | 1999-09-14 | Paper |
| On asymptotic properties of predictive distributions | 1997-06-26 | Paper |
| Homogeneous Gaussian Markov processes on general lattices | 1996-05-12 | Paper |
| State-space modelling of time series sampled from continuous processes with pulses | 1994-05-16 | Paper |
| A unified model for Kakutani's interval splitting and Rényi's random packing | 1993-01-16 | Paper |
