| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5889111 | 2023-04-27 | Paper |
| Testing for distributional features in varying coefficient panel data models | 2022-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991182 | 2021-06-02 | Paper |
| Stairway to hell | 2020-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4687041 | 2018-10-10 | Paper |
| Assessing skewness, kurtosis and normality in linear mixed models | 2017-09-18 | Paper |
| The statistical impact of inflation on interest rates | 2017-08-23 | Paper |
| Discrimination, Binomials and Glass Ceiling Effects | 2017-07-20 | Paper |
| Distribution-free specification tests of conditional models | 2016-06-06 | Paper |
| Dynamic binomials with an application to gender bias analysis | 2016-04-29 | Paper |
| The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables | 2016-01-04 | Paper |
| Identification of survival functions through hazard functions in the Clayton-family | 2014-06-05 | Paper |
| Point processes in statistical risk analysis | 2014-04-08 | Paper |
| Empirical copulas for consecutive survival data | 2013-11-28 | Paper |
| The statistical analysis of self exciting point processes | 2013-08-28 | Paper |
| Rank transformations in Kernel density estimation | 2013-06-24 | Paper |
| Kernel adjusted nonparametric regression | 2012-09-04 | Paper |
| Kernel adjusted nonparametric regression | 2012-09-01 | Paper |
| Efficient estimation of moments in linear mixed models | 2012-03-29 | Paper |
| Kernel adjusted density estimation | 2011-05-01 | Paper |
| Kernel adjusted density estimation | 2011-03-31 | Paper |
| The statistical analysis of consecutive survival data under serial dependence | 2010-09-20 | Paper |
| Nonparametric comparison of regression functions | 2010-09-01 | Paper |
| On the probability of holes in truncated samples | 2010-03-18 | Paper |
| The Bahadur Representation of the TTT-Transform | 2009-11-16 | Paper |
| Purchase timing models in marketing: a review | 2009-10-13 | Paper |
| Model diagnosis for parametric regression in high-dimensional spaces | 2009-06-10 | Paper |
| Martingale representations of the Lynden-Bell estimator with applications | 2009-04-03 | Paper |
| The central limit theorem under random truncation | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597474 | 2009-02-09 | Paper |
| A SHOT NOISE MODEL FOR FINANCIAL ASSETS | 2008-08-26 | Paper |
| Almost sure representations of weightedU-statistics with applications | 2008-07-02 | Paper |
| Empirical Likelihood Inference in Nonlinear Errors-in-Covariables Models With Validation Data | 2007-09-18 | Paper |
| Shot-noise processes and the minimal martingale measure | 2007-08-23 | Paper |
| Nonparametric prediction intervals for explosive ar(1)-processes | 2007-04-16 | Paper |
| The CLT under right censorship and reporting delays | 2007-02-14 | Paper |
| Projected elliptical distributions | 2006-10-09 | Paper |
| Model checks of higher order time series | 2006-08-04 | Paper |
| Testing for Differences Between Conditional Means in a Time Series Context | 2006-06-26 | Paper |
| On Sign Tests in ARMA Models with Possibly Infinite Error Variance | 2005-10-28 | Paper |
| Nonparametric checks for single-index models | 2005-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4811450 | 2004-09-06 | Paper |
| Nonparametric estimation of a discontinuity in regression | 2004-06-15 | Paper |
| Model Checks for Generalized Linear Models | 2004-03-16 | Paper |
| Residual analysis for \(\text{ARCH}(p)\)-time series. | 2003-05-18 | Paper |
| Model checks under random censorship | 2003-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4944577 | 2000-07-17 | Paper |
| Regression model fitting with long memory errors | 2000-02-21 | Paper |
| Nonparametric model checks for regression | 1999-11-28 | Paper |
| Model checks for regression: an innovation process approach | 1999-11-09 | Paper |
| Nonparametric model checks for time series | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247392 | 1999-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838097 | 1998-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378670 | 1998-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348092 | 1997-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353090 | 1997-09-04 | Paper |
| The jackknife estimate of variance of a Kaplan-Meier integral | 1997-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718572 | 1997-03-06 | Paper |
| The sequential probability ratio test under random censorship | 1997-01-07 | Paper |
| NN goodness-of-fit tests for linear models | 1996-09-05 | Paper |
| Bootstrap of linear model with AR-error structure | 1996-06-04 | Paper |
| Changepoint Problems Under Random Censorship | 1996-05-22 | Paper |
| \(U\)-statistic processes: A martingale approach | 1996-03-05 | Paper |
| The central limit theorem under random censorship | 1996-01-24 | Paper |
| Improved estimation under random censorship | 1995-08-17 | Paper |
| Universally consistent conditional \(U\)-statistics | 1995-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322401 | 1995-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320773 | 1995-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3137086 | 1995-01-05 | Paper |
| Strong and weak representations of cumulative hazard function and Kaplan- Meier estimators on increasing sets | 1994-12-18 | Paper |
| \(L^ p\)-convergence of conditional \(U\)-statistics | 1994-12-11 | Paper |
| Weak and strong quantile representations for randomly truncated data with applications, | 1994-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306185 | 1994-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306153 | 1994-10-13 | Paper |
| Convergence of the Kaplan-Meier estimator in weighted sup-norms | 1994-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4294319 | 1994-05-24 | Paper |
| The strong law under random censorship | 1994-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4277246 | 1994-02-07 | Paper |
| Almost sure representations of the product-limit estimator for truncated data | 1993-08-23 | Paper |
| Bootstrap based goodness-of-fit-tests | 1993-08-08 | Paper |
| Consistent estimation under random censorship when covariables are present | 1993-06-29 | Paper |
| Strong consistency of the MLE under random censoring | 1993-01-16 | Paper |
| Strong consistency under the Koziol-Green model | 1992-12-14 | Paper |
| Convergence of changepoint estimators | 1992-10-04 | Paper |
| Modified cross-validation in density estimation | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973909 | 1992-06-26 | Paper |
| Conditional \(U\)-statistics | 1992-06-25 | Paper |
| Bootstrap of the linear correlation model | 1990-01-01 | Paper |
| Nearest neighbor smoothing in linear regression | 1990-01-01 | Paper |
| Der historische Streit zwischen R. A. Fisher und J. Neyman oder: Ein Sittengemälde aus der Blütezeit der englischen Schule für Statistik. (The historical controversy between R. A. Fisher and J. Neyman or: a portrayal of customs belonging to the blossom time of the English school of statistics) | 1989-01-01 | Paper |
| Kernel density and hazard function estimation in the presence of censoring | 1988-01-01 | Paper |
| Empirische Prozesse in der Datenanalyse. (Empirical processes in data analysis) | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3798051 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777247 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3757167 | 1987-01-01 | Paper |
| Conditional empirical processes | 1986-01-01 | Paper |
| On almost sure convergence of conditional empirical distribution functions | 1986-01-01 | Paper |
| Parameter estimation in smooth empirical processes | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738313 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3692622 | 1984-01-01 | Paper |
| RIESZ Representation of p-Linear Forms onC(X) | 1984-01-01 | Paper |
| The oscillation behavior of empirical processes: The multivariate case | 1984-01-01 | Paper |
| Asymptotic normality of nearest neighbor regression function estimates | 1984-01-01 | Paper |
| On a class of stopping times for M-estimators | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3331986 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038404 | 1983-01-01 | Paper |
| Empirical processes indexed by smooth functions | 1983-01-01 | Paper |
| Sequential fixed-width confidence intervals for a nonparametric density function | 1983-01-01 | Paper |
| The oscillation behavior of empirical processes | 1982-01-01 | Paper |
| A law of the logarithm for kernel density estimators | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862788 | 1980-01-01 | Paper |
| Empirical processes: A survey of results for independent and identically distributed random variables | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4183994 | 1978-01-01 | Paper |
| On central limit theorems for martingale triangular arrays | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130130 | 1977-01-01 | Paper |
| Convergence rates for the isotrope discrepancy | 1977-01-01 | Paper |
| On a generalization of the Glivenko-Cantelli theorem | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130729 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4119848 | 1976-01-01 | Paper |
