| Publication | Date of Publication | Type |
|---|
| Robust estimation of high-dimensional linear regression with changepoints | 2025-01-23 | Paper |
| Spatial-sign-based high-dimensional white noises test | 2025-01-10 | Paper |
| Support recovery of Gaussian graphical model with false discovery rate control | 2024-08-29 | Paper |
| Activation discovery with FDR control: application to fMRI data | 2024-08-26 | Paper |
| Testing the differential network between two gaussian graphical models with false discovery rate control | 2024-06-10 | Paper |
| A spatially adaptive large-scale multiple-testing procedure | 2024-06-03 | Paper |
| Powerful nonparametric checks for parametric single-index quantile models with missing responses | 2024-05-27 | Paper |
| Model checking for parametric single-index quantile models | 2024-05-19 | Paper |
| Covariate-assisted matrix completion with multiple structural breaks | 2024-04-03 | Paper |
| On the reducibility of scalar generalized Verma modules associated to two-step nilpotent parabolic subalgebras | 2023-10-11 | Paper |
| Change-point testing for parallel data sets with FDR control | 2023-07-11 | Paper |
| Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling | 2023-05-23 | Paper |
| Spatial-sign based High Dimensional White Noises Test | 2023-03-19 | Paper |
| An adaptive lack of fit test for big data | 2023-03-07 | Paper |
| Goodness-of-fit-based outlier detection for Phase I monitoring | 2022-06-29 | Paper |
| Rank-based multiple change-point detection | 2022-05-18 | Paper |
| Outlier detection for multinomial data with a large number of categories | 2021-01-12 | Paper |
| TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION | 2020-11-16 | Paper |
| Singularities of plane gravitational waves in Einstein's general relativity | 2020-05-13 | Paper |
| Multiple change-points detection in high dimension | 2020-04-30 | Paper |
| Thresholding-based outlier detection for high-dimensional data | 2020-04-23 | Paper |
| Two-sample spatial rank test using projection | 2020-04-23 | Paper |
| On-line monitoring data quality of high-dimensional data streams | 2020-04-01 | Paper |
| Likelihood ratio-based distribution-free sequential change-point detection | 2020-03-12 | Paper |
| The computation of average run length and average time to signal: an overview | 2020-03-11 | Paper |
| A scalable nonparametric specification testing for massive data | 2019-08-09 | Paper |
| Comparison of a large number of regression curves | 2017-11-09 | Paper |
| Composite $T^2$ test for high-dimensional data | 2017-07-13 | Paper |
| Likelihood ratio test-based chart for monitoring the process variability | 2017-03-03 | Paper |
| An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts | 2016-09-16 | Paper |
| A simpler spatial-sign-based two-sample test for high-dimensional data | 2016-06-03 | Paper |
| Nonparametric testing in regression models with Wilcoxon-type generalized likelihood ratio | 2016-01-28 | Paper |
| Outlier detection for high-dimensional data | 2015-12-11 | Paper |
| Comparisons of control schemes for monitoring the means of processes subject to drifts | 2015-10-14 | Paper |
| A necessary test for complete independence in high dimensions using rank-correlations | 2015-06-25 | Paper |
| Robust comparison of regression curves | 2015-06-15 | Paper |
| Robust spline-based variable selection in varying coefficient model | 2015-02-19 | Paper |
| Empirical likelihood for high-dimensional linear regression models | 2014-12-05 | Paper |
| A multivariate partially linear EV model with B-spline | 2014-11-03 | Paper |
| Nonparametric maximum likelihood approach to multiple change-point problems | 2014-08-04 | Paper |
| Multivariate Change Point Control Chart Based on Data Depth for Phase I Analysis | 2014-05-30 | Paper |
| Multivariate sign-based high-dimensional tests for sphericity | 2014-04-16 | Paper |
| A multivariate control chart for simultaneously monitoring process mean and variability | 2014-04-14 | Paper |
| A control chart based on likelihood ratio test for detecting patterned mean and variance shifts | 2014-04-14 | Paper |
| Rank-based score tests for high-dimensional regression coefficients | 2013-09-06 | Paper |
| Calibration of the empirical likelihood for high-dimensional data | 2013-08-07 | Paper |
| Using \(p\) values to design statistical process control charts | 2013-06-13 | Paper |
| A Sequential Rank-Based Nonparametric Adaptive EWMA Control Chart | 2013-05-13 | Paper |
| Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes | 2012-11-09 | Paper |
| A spatial rank-based multivariate EWMA control chart | 2012-10-15 | Paper |
| Local Walsh-average regression for semiparametric varying-coefficient models | 2012-09-21 | Paper |
| Rank-based inference for the single-index model | 2012-05-18 | Paper |
| Local Walsh-average regression | 2012-03-22 | Paper |
| Nonparametric regression function estimation for errors-in-variables models with validation data | 2011-10-21 | Paper |
| A New Chart for Detecting the Process Mean and Variability | 2011-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071697 | 2011-02-05 | Paper |
| Adaptive CUSUM of the Q chart | 2010-10-26 | Paper |
| Self-starting control chart for simultaneously monitoring process mean and variance | 2010-10-25 | Paper |
| Cusum of Q chart with variable sampling intervals for monitoring the process mean | 2010-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571618 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571644 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571493 | 2010-07-08 | Paper |
| Adaptive Nonparametric Comparison of Regression Curves | 2010-06-08 | Paper |
| Adaptive CUSUM control chart with variable sampling intervals | 2010-04-01 | Paper |
| Control chart based on likelihood ratio for monitoring linear profiles | 2010-03-30 | Paper |
| Pulsation mode and period-luminosity relation of Mira variables | 2010-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318953 | 2009-07-22 | Paper |
| Nonparametric control chart based on change-point model | 2009-06-02 | Paper |
| Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries | 2009-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597836 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599643 | 2009-02-09 | Paper |
| CUSUM control charts based on likelihood ratio for preliminary analysis | 2007-07-30 | Paper |
| Empirical likelihood ratio test for the change-point problem | 2007-04-19 | Paper |
| The application of kernel smoothing to time series data | 2006-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426863 | 2003-09-17 | Paper |
| THE MEDIAN ABSOLUTE DEVIATIONS AND THEIR APPLICATIONS TO SHEWHART CONTROL CHARTS | 2003-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4361679 | 2003-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801950 | 2002-01-01 | Paper |
| Uniform design sampling and its application to stock market | 2001-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516583 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4499051 | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368152 | 1997-12-03 | Paper |
| Constructing orthogonal fractional factorial designs with the same confounding structure | 1997-10-26 | Paper |
| A necessary and sufficient condition of existence of orthogonal arrays debarring some combinations | 1996-10-31 | Paper |
