| Publication | Date of Publication | Type |
|---|
| Spectrum of high-dimensional sample covariance and related matrices: a selective review | 2024-11-28 | Paper |
| A little book of martingales | 2024-08-30 | Paper |
| Modelling COVID-19 -- II: spatio-temporal models with application to Kerala data | 2024-08-27 | Paper |
| Estimation of Bergsma's covariance | 2024-04-02 | Paper |
| Joint convergence of sample cross-covariance matrices | 2024-02-05 | Paper |
| The "visible" Wigner matrix | 2023-12-19 | Paper |
| Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices | 2023-11-08 | Paper |
| Convergence of high dimensional Toeplitz and related matrices with correlated inputs | 2023-10-05 | Paper |
| Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes | 2023-07-24 | Paper |
| Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices | 2023-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5881785 | 2023-03-13 | Paper |
| Erratum: Some patterned matrices with independent entries | 2022-07-26 | Paper |
| Modelling COVID-19. I: A dynamic SIR(D) model with application to Indian data | 2022-07-01 | Paper |
| Random matrices with independent entries: beyond non-crossing partitions | 2022-06-01 | Paper |
| $XX^T$ Matrices With Independent Entries | 2022-05-22 | Paper |
| Kernel based estimation of the distribution function for length biased data | 2022-04-04 | Paper |
| Sample covariance matrices and special symmetric partitions | 2021-12-30 | Paper |
| Some patterned matrices with independent entries | 2021-12-27 | Paper |
| Random Matrices and Non-Commutative Probability | 2021-11-08 | Paper |
| Extremum of circulant type matrices: a survey | 2021-06-02 | Paper |
| Distribution of Eigenvalues of Matrix Ensembles arising from Wigner and Palindromic Toeplitz Blocks | 2021-02-10 | Paper |
| Kernel density estimates in a non-standard situation | 2021-01-28 | Paper |
| Asymptotic freeness of sample covariance matrices via embedding | 2021-01-16 | Paper |
| A white noise test under weak conditions | 2021-01-06 | Paper |
| Construction of product $*$-probability spaces via free cumulants | 2020-07-21 | Paper |
| Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application | 2020-05-19 | Paper |
| Limiting spectral distribution of the product of truncated Haar unitary matrices | 2020-04-22 | Paper |
| Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application | 2020-01-15 | Paper |
| Brown measure and asymptotic freeness of elliptic and related matrices | 2019-09-23 | Paper |
| Erratum to: ``Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1} \to y \in (0,\ \infty)\). | 2019-08-30 | Paper |
| Consistency of large dimensional sample covariance matrix under weak dependence | 2019-03-13 | Paper |
| Characterization of non-commutative free Gaussian variables | 2018-10-30 | Paper |
| \(U\)-statistics, \(M_m\)-estimators and resampling | 2018-10-02 | Paper |
| Random circulant matrices | 2018-09-27 | Paper |
| Large covariance and autocovariance matrices | 2018-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4642509 | 2018-05-23 | Paper |
| Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) | 2018-04-18 | Paper |
| Largest eigenvalue of large random block matrices: a combinatorial approach | 2017-10-20 | Paper |
| Convergence of a Class of Hankel-type Matrices | 2017-09-27 | Paper |
| Patterned sparse random matrices: A moment approach | 2017-09-22 | Paper |
| A note on concomitants of records | 2017-06-29 | Paper |
| Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\) | 2016-12-20 | Paper |
| Bulk behaviour of some patterned block matrices | 2016-12-13 | Paper |
| Large sample behaviour of high dimensional autocovariance matrices | 2016-05-12 | Paper |
| Poisson convergence of eigenvalues of circulant type matrices | 2016-01-22 | Paper |
| Asymptotic properties of near Pfeifer records | 2016-01-22 | Paper |
| Limiting spectral distribution of a class of Hankel type random matrices | 2015-11-06 | Paper |
| Estimation of autocovariance matrices for infinite dimensional vector linear process | 2014-12-17 | Paper |
| Bulk behavior of Schur-Hadamard products of symmetric random matrices | 2014-10-01 | Paper |
| Mixed markets in bilateral monopoly | 2014-08-29 | Paper |
| Limiting spectral distribution of sample autocovariance matrices | 2014-08-08 | Paper |
| Pfeifer records process | 2014-07-11 | Paper |
| Bulk behaviour of skew-symmetric patterned random matrices | 2014-02-15 | Paper |
| Finite diagonal random matrices | 2013-11-04 | Paper |
| Convergence of a class of Toeplitz type matrices | 2013-10-21 | Paper |
| Noncrossing partitions, Catalan words, and the semicircle law | 2013-07-19 | Paper |
| Density estimation using bootstrap bandwidth selector | 2013-01-25 | Paper |
| Limiting spectral distribution of random \(k\)-circulants | 2012-11-01 | Paper |
| Joint convergence of several copies of different patterned random matrices | 2012-10-23 | Paper |
| Spectral properties of random triangular matrices | 2012-10-16 | Paper |
| Limiting spectral distribution of block matrices with Toeplitz block structure | 2012-08-30 | Paper |
| Half independence and half cumulants | 2012-06-22 | Paper |
| Product of exponentials and spectral radius of random \(k\)-circulants | 2012-06-04 | Paper |
| Limiting spectral distributions of some band matrices | 2012-02-13 | Paper |
| Resampling in Time Series Models | 2012-01-05 | Paper |
| Convergence of linear functions of Pfeifer records | 2011-11-26 | Paper |
| Patterned random matrices and method of moments | 2011-11-11 | Paper |
| Circulant type matrices with heavy tailed entries | 2011-10-28 | Paper |
| Convergence of joint moments for independent random patterned matrices | 2011-10-10 | Paper |
| Spectral norm of circulant type matrices with heavy tailed entries | 2011-09-09 | Paper |
| Balanced random and Toeplitz matrices | 2011-09-09 | Paper |
| Spectral norm of circulant-type matrices | 2011-06-28 | Paper |
| Bootstrapping a weighted linear estimator of the ARCH parameters | 2011-02-22 | Paper |
| Multicolor urn models with reducible replacement matrices | 2010-11-15 | Paper |
| Limiting spectral distribution of \(XX^{\prime }\) matrices | 2010-10-04 | Paper |
| Strong consistency of minimum contrast estimators with applications | 2010-08-12 | Paper |
| A contemporary review and bibliography of infinitely divisible distributions and processes | 2010-08-12 | Paper |
| On the design of piece-rate contracts | 2010-07-20 | Paper |
| Nonparametric estimation of multivariate density with direct and auxiliary data and application | 2010-07-09 | Paper |
| \(L_{1}\) regression estimate and its bootstrap | 2009-12-07 | Paper |
| Another look at the moment method for large dimensional random matrices | 2009-11-20 | Paper |
| Limiting spectral distribution of circulant type matrices with dependent inputs | 2009-11-20 | Paper |
| Strong Laws for Balanced Triangular Urns | 2009-07-15 | Paper |
| Coverage of generalized confidence intervals | 2009-06-09 | Paper |
| Maxima of Dirichlet and triangular arrays of gamma variables | 2008-11-14 | Paper |
| A note on random coin tossing | 2008-02-04 | Paper |
| Convergence of tail sum for records | 2007-12-16 | Paper |
| On asymptotic properties of the rank of a special random adjacency matrix | 2007-11-19 | Paper |
| Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices | 2007-11-19 | Paper |
| Maxima of the cells of an equiprobable multinomial | 2007-11-19 | Paper |
| ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS | 2007-05-29 | Paper |
| Partial sum process for records | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3367562 | 2006-01-24 | Paper |
| Generalized bootstrap for estimating equations | 2005-06-23 | Paper |
| Asymptotic properties of sums of upper records | 2005-05-20 | Paper |
| A new method for bounding rates of convergence of empirical spectral distributions | 2005-04-07 | Paper |
| Convergence of lower records and infinite divisibility | 2004-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810562 | 2004-08-16 | Paper |
| Generalized bootstrap for estimators of minimizers of convex functions | 2003-10-14 | Paper |
| Limiting spectral distribution of a special circulant | 2003-05-07 | Paper |
| Dimension asymptotics for generalised bootstrap in linear regression | 2003-04-27 | Paper |
| Asymptotic distribution of the Kaplan-Meier \(U\)-statistics. | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488846 | 2002-12-03 | Paper |
| Last passage times of minimum contrast estimators | 2002-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542761 | 2002-11-27 | Paper |
| Generalised bootstrap in non-regular M-estimation problems | 2002-09-05 | Paper |
| A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION | 2002-02-18 | Paper |
| Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process | 2001-11-12 | Paper |
| Bahadur representation of \(M_m\) estimates | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251583 | 1999-11-09 | Paper |
| A Glivenko-Cantelli theorem and strong laws for \(L\)-statistics | 1999-10-25 | Paper |
| A Note on the Marcinkiewicz-Zygmund Strong Law | 1999-08-23 | Paper |
| The strong law of large numbers for Kaplan-Meier \(U\)-statistics | 1999-07-06 | Paper |
| Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process | 1999-04-26 | Paper |
| Sequential estimation of the mean of NEF-PVF distributions | 1997-12-14 | Paper |
| Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions | 1997-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864451 | 1996-09-01 | Paper |
| Bias corrected sequential estimation for the mean of nef-pvf distributions | 1996-06-06 | Paper |
| On some asymptotic properties of \(U\) statistics and one-sided estimates | 1996-04-22 | Paper |
| Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions | 1996-03-11 | Paper |
| Estimating the asymptotic dispersion of the \(L_ 1\) median | 1995-11-08 | Paper |
| A note on accelerated sequential estimation of the mean of NEF-PVF distributions | 1995-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311610 | 1995-02-16 | Paper |
| A Note on the Strong Law of Large Numbers | 1995-01-30 | Paper |
| Speed of convergence of the least-squares estimator in autoregressive models | 1994-11-20 | Paper |
| On the dispersion of multivariate median | 1994-11-07 | Paper |
| Sequential estimation via replicated piecewise stopping number in a tow—parameter exponential family of distributions | 1994-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4293667 | 1994-07-07 | Paper |
| Sequential estimation results for a two-parameter exponential family of distributions | 1993-09-13 | Paper |
| Accuracy of the bootstrap approximation | 1992-06-26 | Paper |
| Bootstrap confidence intervals | 1992-06-25 | Paper |
| Bootstrap in moving average models | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203881 | 1990-01-01 | Paper |
| Selecting the t-best cells in a multinomial distribution | 1989-01-01 | Paper |
| Edgeworth correction by bootstrap in autoregressions | 1988-01-01 | Paper |
| Sequential shrinkage estimation in the general linear model | 1988-01-01 | Paper |
| Higher order approximations for autocovariances from linear processes with applications | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212122 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787203 | 1987-01-01 | Paper |
| On selecting the most likely event | 1987-01-01 | Paper |
| Certain non-uniform rates of convergence to normality for martingale differences | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4720554 | 1986-01-01 | Paper |
| A law of large numbers for the scaled age distribution of linear birth-and-death processes | 1986-01-01 | Paper |
| Certain non-uniform rates of convergence to normality for a restricted class of martingales | 1986-01-01 | Paper |
| Certain non-uniform rates of convergence to normality for martingale differences | 1986-01-01 | Paper |
| Unbiased sequential estimation of 1/p: Settlement of a conjecture | 1985-01-01 | Paper |
| Sequential Bernoulli Sampling Plans Re-Examined | 1984-01-01 | Paper |
