| Publication | Date of Publication | Type |
|---|
Kolmogorov-Smirnov-type test for dependently double-truncated durations: a copula approach
Lifetime Data Analysis | 2026-09-07 | Paper |
Censored lifespans in a double-truncated sample: maximum likelihood inference for exponential and geometric distribution
Statistics & Probability Letters | 2025-12-19 | Paper |
A powerful nonparametric test of the effect of dementia duration on mortality
Journal of Nonparametric Statistics | 2025-01-22 | Paper |
Testing truncation dependence: the Gumbel-Barnett copula
Journal of Statistical Planning and Inference | 2024-10-08 | Paper |
Left-truncated health insurance claims data: theoretical review and empirical application
AStA. Advances in Statistical Analysis | 2024-06-04 | Paper |
Truncating the exponential with a uniform distribution
Statistical Papers | 2022-08-23 | Paper |
Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood
Statistics | 2022-08-11 | Paper |
Left-censored dementia incidences in estimating cohort effects
Lifetime Data Analysis | 2021-12-17 | Paper |
Consistency for the negative binomial regression with fixed covariate
Metrika | 2020-06-16 | Paper |
Bayesian estimation of a proportional hazards model for double-censored durations
Journal of Statistical Computation and Simulation | 2020-04-22 | Paper |
Modeling rating transitions with instantaneous default
Economics Letters | 2018-09-05 | Paper |
A likelihood ratio test for stationarity of rating transitions
Journal of Econometrics | 2016-07-25 | Paper |
A score-test on measurement errors in rating transition times
Journal of Econometrics | 2014-11-11 | Paper |
Modeling rating transitions
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Book review of: K. Webel and D. Wied, Stochastische Prozesse. Verständliche Einführung für Statistiker und Datenwissenschaftler
Statistical Papers | 2014-09-26 | Paper |
A mixture of beta-Dirichlet processes prior for Bayesian analysis of event history data
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Asymptotic normality for discretely observed Markov jump processes with an absorbing state
Statistics & Probability Letters | 2014-06-11 | Paper |
Maximum likelihood estimation for left-censored survival times in an additive hazard model
Journal of Statistical Planning and Inference | 2014-05-05 | Paper |
Consistent estimation for discretely observed Markov jump processes with an absorbing state
Statistical Papers | 2013-11-11 | Paper |
Consistency of the kernel density estimator: a survey
Statistical Papers | 2012-07-10 | Paper |
Bayesian analysis of multistate event history data: beta-Dirichlet process prior
Biometrika | 2012-03-29 | Paper |
A bootstrap test for the comparison of nonlinear time series
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
A general kernel functional estimator with general bandwidth—strong consistency and applications
Journal of Nonparametric Statistics | 2006-05-22 | Paper |
