Tom Rohmer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fast inference in copula models with categorical explanatory variables using the one-step procedure Computational Statistics	2026-02-25	Paper
A closed-form alternative estimator for GLM with categorical explanatory variables Communications in Statistics. Simulation and Computation	2025-06-12	Paper
One-step closed-form estimator for generalized linear model with categorical explanatory variables Statistics and Computing	2023-11-17	Paper
Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling Computational Statistics	2020-07-28	Paper
Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions Statistics & Probability Letters	2016-12-01	Paper
Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions Statistics & Probability Letters	2016-10-31	Paper
Testing the constancy of Spearman's rho in multivariate time series Annals of the Institute of Statistical Mathematics	2016-09-16	Paper
Detecting changes in cross-sectional dependence in multivariate time series Journal of Multivariate Analysis	2014-11-01	Paper
Detecting changes in cross-sectional dependence in multivariate time series Journal of Multivariate Analysis	2014-10-08	Paper

Research outcomes over time

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