| Publication | Date of Publication | Type |
|---|
On the asymptotic normality of persistent Betti numbers
Advances in Applied Probability | 2025-12-16 | Paper |
Testing For Global Covariate Effects in Dynamic Interaction Event Networks
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
A flexible approach for normal approximation of geometric and topological statistics
Bernoulli | 2024-08-20 | Paper |
Bootstrapping persistent Betti numbers and other stabilizing statistics
The Annals of Statistics | 2024-01-04 | Paper |
Bootstrapping persistent Betti numbers and other stabilizing statistics
The Annals of Statistics | 2024-01-04 | Paper |
| A Flexible Approach for Normal Approximation of Geometric and Topological Statistics | 2022-10-19 | Paper |
On approximation theorems for the Euler characteristic with applications to the bootstrap
Electronic Journal of Statistics | 2021-10-11 | Paper |
On approximation theorems for the Euler characteristic with applications to the bootstrap
Electronic Journal of Statistics | 2021-10-11 | Paper |
Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications
The Annals of Statistics | 2021-07-05 | Paper |
Estimating factor models for multivariate volatilities: an innovation expansion method
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
Nonparametric inference for continuous-time event counting and link-based dynamic network models
Electronic Journal of Statistics | 2019-09-13 | Paper |
Nonparametric inference for continuous-time event counting and link-based dynamic network models
Electronic Journal of Statistics | 2019-09-13 | Paper |
On the choice of weight functions for linear representations of persistence diagrams
Journal of Applied and Computational Topology | 2019-09-11 | Paper |
Nonparametric confidence regions for level sets: statistical properties and geometry
Electronic Journal of Statistics | 2019-05-17 | Paper |
Nonparametric confidence regions for level sets: statistical properties and geometry
Electronic Journal of Statistics | 2019-05-17 | Paper |
| On the asymptotic normality of persistent Betti numbers | 2019-03-07 | Paper |
Extrema of rescaled locally stationary Gaussian fields on manifolds
Bernoulli | 2018-02-15 | Paper |
| Neighborhood selection with application to social networks | 2017-11-16 | Paper |
Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity
Journal of Time Series Analysis | 2017-01-12 | Paper |
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Journal of Econometrics | 2016-06-22 | Paper |
Theoretical analysis of nonparametric filament estimation
The Annals of Statistics | 2016-06-09 | Paper |
Theoretical analysis of nonparametric filament estimation
The Annals of Statistics | 2016-06-09 | Paper |
| Extrema of locally stationary Gaussian fields on growing manifolds | 2015-10-23 | Paper |
Confidence regions for level sets
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Mode Identification of Volatility in Time-Varying Autoregression
Journal of the American Statistical Association | 2012-11-09 | Paper |
Comment
Journal of the American Statistical Association | 2012-01-18 | Paper |
Empirical spectral processes for locally stationary time series
Bernoulli | 2010-11-15 | Paper |
PRIM analysis
Journal of Multivariate Analysis | 2010-02-12 | Paper |
Asymptotic normality of plug-in level set estimates
The Annals of Applied Probability | 2009-07-17 | Paper |
Multivariate mode hunting: Data analytic tools with measures of significance
Journal of Multivariate Analysis | 2009-04-21 | Paper |
Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional
Journal of the American Statistical Association | 2007-08-20 | Paper |
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes
The Annals of Statistics | 2007-07-12 | Paper |
Estimation of regression contour clusters -- an application of the excess mass approach to regression
Journal of Multivariate Analysis | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 1944035 (Why is no real title available?) | 2003-07-01 | Paper |
Set-indexed conditional empirical and quantile processes based on dependent data
Journal of Multivariate Analysis | 2002-09-20 | Paper |
| Conditional Minimum Volume Predictive Regions for Stochastic Processes | 2002-07-30 | Paper |
Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods
The Annals of Statistics | 2001-01-30 | Paper |
The silhouette, concentration functions and ML-density estimation under order restrictions.
The Annals of Statistics | 1999-11-09 | Paper |
Minimum volume sets and generalized quantile processes
Stochastic Processes and their Applications | 1999-01-14 | Paper |
Density estimation under qualitative assumptions in higher dimensions
Journal of Multivariate Analysis | 1996-10-08 | Paper |
Measuring mass concentrations and estimating density contour clusters -- An excess mass approach
The Annals of Statistics | 1996-03-18 | Paper |
| scientific article; zbMATH DE number 108302 (Why is no real title available?) | 1993-01-23 | Paper |
Multivariate Gaussian Approximation for Random Forest via Region-based Stabilization
(available as arXiv preprint) | N/A | Paper |
