| Publication | Date of Publication | Type |
|---|
| Functional Uniform-in-Bandwidth Moderate Deviation Principle for the Local Empirical Processes Involving Functional Data | 2024-05-06 | Paper |
| Weak convergence of the conditional U-statistics for locally stationary functional time series | 2024-04-29 | Paper |
| On the strong approximation of the non-overlapping \(k\)-spacings process with application to the moment convergence rates | 2024-01-31 | Paper |
| Multivariate wavelet estimators for weakly dependent processes: strong consistency rate | 2023-11-17 | Paper |
| Asymptotic normality of the regression mode in the nonparametric random design model for censored data | 2023-09-11 | Paper |
| Nonparametric recursive estimation for multivariate derivative functions by stochastic approximation method | 2023-08-21 | Paper |
| Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data | 2023-08-07 | Paper |
| On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm | 2023-08-07 | Paper |
| General tests of conditional independence based on empirical processes indexed by functions | 2023-07-25 | Paper |
| Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence | 2023-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6174114 | 2023-07-13 | Paper |
| Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds | 2023-05-17 | Paper |
| The \(k\)-nearest neighbors method in single index regression model for functional quasi-associated time series data | 2023-05-09 | Paper |
| Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data | 2023-04-04 | Paper |
| Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain | 2023-03-17 | Paper |
| General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters | 2023-02-17 | Paper |
| Asymptotic properties of semiparametric \(M\)-estimators with multiple change points | 2023-01-17 | Paper |
| Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data | 2022-12-13 | Paper |
| Local linear estimate of the functional expectile regression | 2022-12-02 | Paper |
| The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications | 2022-11-23 | Paper |
| Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes | 2022-10-25 | Paper |
| Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications | 2022-05-30 | Paper |
| Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method | 2022-05-18 | Paper |
| Nonparametric recursive method for moment generating function kernel-type estimators | 2022-03-04 | Paper |
| Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions | 2022-03-01 | Paper |
| Some Characteristics of the Conditional Set-Indexed Empirical Process Involving Functional Ergodic Data | 2022-02-22 | Paper |
| The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors | 2022-02-18 | Paper |
| Nonparametric estimation of expectile regression in functional dependent data | 2022-02-18 | Paper |
| Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes | 2021-09-30 | Paper |
| Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence | 2021-09-01 | Paper |
| On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation | 2021-09-01 | Paper |
| Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data | 2021-05-19 | Paper |
| A nonparametric test of independence based on L_1-error | 2021-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5857050 | 2021-03-30 | Paper |
| The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data | 2021-03-12 | Paper |
| Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points | 2021-03-04 | Paper |
| Cramér's type results for some bootstrapped \(U\)-statistics | 2020-11-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3305889 | 2020-08-12 | Paper |
| On the nonparametric estimation of the functional expectile regression | 2020-08-03 | Paper |
| Regression analysis of stochastic fatigue crack growth model in a martingale difference framework | 2020-07-07 | Paper |
| Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data | 2020-06-24 | Paper |
| Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences | 2019-11-14 | Paper |
| Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests | 2019-09-18 | Paper |
| Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method | 2019-09-05 | Paper |
| Statistical tests in the partially linear additive regression models | 2019-03-13 | Paper |
| General tests of independence based on empirical processes indexed by functions | 2019-03-13 | Paper |
| A semiparametric maximum likelihood ratio test for the change point in copula models | 2019-01-14 | Paper |
| The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions | 2018-10-10 | Paper |
| Nonparametric recursive method for kernel-type function estimators for spatial data | 2018-06-20 | Paper |
| Almost sure central limit theorem for the hybrid process | 2018-06-20 | Paper |
| Uniform in bandwidth consistency of nonparametric regression based on copula representation | 2018-06-14 | Paper |
| On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications | 2018-04-10 | Paper |
| Some asymptotic results for the integrated empirical process with applications to statistical tests | 2017-07-27 | Paper |
| Strong approximations for weighted bootstrap of empirical and quantile processes with applications | 2017-06-29 | Paper |
| Limiting law results for a class of conditional mode estimates for functional stationary ergodic data | 2017-05-24 | Paper |
| Additive regression model for stationary and ergodic continuous time processes | 2017-05-02 | Paper |
| Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results | 2017-04-25 | Paper |
| Some applications of the strong approximation of the integrated empirical copula processes | 2017-04-21 | Paper |
| Kac's representation for empirical copula process from an asymptotic viewpoint | 2017-02-21 | Paper |
| On the hybrids of \(k\)-spacing empirical and partial sum processes | 2017-01-31 | Paper |
| Some uniform consistency results in the partially linear additive model components estimation | 2016-05-25 | Paper |
| On the Local Time of the Weighted Bootstrap and Compound Empirical Processes | 2015-10-23 | Paper |
| Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests | 2015-03-13 | Paper |
| Asymptotic results for hybrids of empirical and partial sums processes | 2014-10-24 | Paper |
| Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points | 2014-10-15 | Paper |
| Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes | 2014-08-07 | Paper |
| \(K\)-sample problem using strong approximations of empirical copula processes | 2014-03-10 | Paper |
| New kernel-type estimator of Shanonn's entropy | 2014-03-05 | Paper |
| On general bootstrap of empirical estimator of a semi-Markov kernel with applications | 2014-01-10 | Paper |
| Asymptotic behavior of weighted multivariate Cramér-von Mises-type statistics under contiguous alternatives | 2013-11-21 | Paper |
| Strong approximation of empirical copula processes by Gaussian processes | 2013-11-21 | Paper |
| Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel | 2013-10-18 | Paper |
| New Entropy Estimator with an Application to Test of Normality | 2013-07-04 | Paper |
| A Strong Invariance Theorem of the Tail Empirical Copula Processes | 2013-06-25 | Paper |
| Dual divergence estimators of the tail index | 2013-06-03 | Paper |
| Uniform-in-bandwidth consistency for kernel-type estimators of Shannon's entropy | 2013-05-28 | Paper |
| On the strong approximation of bootstrapped empirical copula processes with applications | 2013-01-23 | Paper |
| New two-sample tests based on the integrated empirical copula processes | 2012-06-25 | Paper |
| Test of symmetry based on copula function | 2012-05-04 | Paper |
| General bootstrap for dual \(\phi\)-divergence estimates | 2012-03-13 | Paper |
| Some new multivariate tests of independence | 2011-11-24 | Paper |
| On the Multivariate Two-Sample Problem Using Strong Approximations of Empirical Copula Processes | 2011-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581153 | 2010-08-16 | Paper |
| New estimates and tests of independence in some copula models | 2010-05-28 | Paper |
| A semiparametric test of independence in copula models for censored data | 2010-04-15 | Paper |
| Uniform in bandwidth consistency of the kernel-type estimator of the Shannon's entropy | 2010-03-29 | Paper |
| A New Test Procedure of Independence in Copula Models via χ2-Divergence | 2010-03-18 | Paper |
| A strong consistency of a nonparametric estimate of entropy under random censorship | 2009-06-30 | Paper |
| Estimation and tests of independence in copula models via divergences | 2009-06-10 | Paper |
| A test of independence in some copula models | 2009-06-02 | Paper |
| Approximation for general bootstrap of empirical processes with an application to kernel-type density estimation | 2009-03-28 | Paper |
| On the strong approximation and functional limit laws for the increments of the non-overlapping k-spacings processes | 2008-07-24 | Paper |
