| Publication | Date of Publication | Type |
|---|
| Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate | 2024-01-05 | Paper |
| Distributional Robustness and Transfer Learning Through Empirical Bayes | 2023-12-13 | Paper |
| Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models | 2023-10-18 | Paper |
| No need for an oracle: the nonparametric maximum likelihood decision in the compound decision problem is minimax | 2023-09-20 | Paper |
| Response to the ASA’s Statement on p-Values: Context, Process, and Purpose | 2023-04-03 | Paper |
| Statistical Theory | 2023-02-13 | Paper |
| Generalized maximum likelihood estimation of the mean of parameters of mixtures. With applications to sampling and to observational studies | 2022-12-19 | Paper |
| Design of c-optimal experiments for high-dimensional linear models | 2022-12-19 | Paper |
| Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series | 2022-07-26 | Paper |
| On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions | 2022-05-11 | Paper |
| Optimal linear discriminators for the discrete choice model in growing dimensions | 2022-02-07 | Paper |
| Rank-Constrained Least-Squares: Prediction and Inference | 2021-11-28 | Paper |
| High-Dimensional Varying Coefficient Models with Functional Random Effects | 2021-10-12 | Paper |
| Scalable Monte Carlo inference and rescaled local asymptotic normality | 2021-09-10 | Paper |
| Generalized maximum likelihood estimation of the mean of parameters of mixtures, with applications to sampling | 2021-07-20 | Paper |
| Inference without compatibility: using exponential weighting for inference on a parameter of a linear model | 2021-07-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998899 | 2021-07-09 | Paper |
| On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions | 2021-05-24 | Paper |
| Design of $c$-Optimal Experiments for High dimensional Linear Models | 2020-10-23 | Paper |
| Robust estimation of mixing measures in finite mixture models | 2020-02-12 | Paper |
| Comment: Empirical Bayes, compound decisions and exchangeability | 2019-09-27 | Paper |
| Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series | 2019-09-25 | Paper |
| Generalized Maximum Likelihood Estimators and their applications to stratified sampling and post-stratification with many unobserved strata | 2019-09-20 | Paper |
| Inference In High-dimensional Single-Index Models Under Symmetric Designs | 2019-09-08 | Paper |
| Discussion of ‘Gene hunting with hidden Markov model knockoffs’ | 2019-05-08 | Paper |
| Inference Without Compatibility | 2019-03-14 | Paper |
| Sparse Reconstruction Algorithm for Nonhomogeneous Counting Rate Estimation | 2019-02-08 | Paper |
| Semiparametric Curve Alignment and Shift Density Estimation for Biological Data | 2018-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5361286 | 2017-09-27 | Paper |
| On Bayesian robust regression with diverging number of predictors | 2017-01-11 | Paper |
| An Exponential Inequality for U-Statistics with Applications to Testing | 2016-05-11 | Paper |
| The Bayesian analysis of complex, high-dimensional models: can it be CODA? | 2016-03-04 | Paper |
| Tie the straps: uniform bootstrap confidence bands for semiparametric additive models | 2015-02-04 | Paper |
| On asymptotically optimal confidence regions and tests for high-dimensional models | 2014-08-04 | Paper |
| Empirical Bayes improvement of Kalman filter type of estimators | 2014-06-04 | Paper |
| On asymptotically optimal confidence regions and tests for high-dimensional models | 2014-06-01 | Paper |
| Remarks on ``Correlated variables in regression: clustering and sparse estimation | 2014-01-24 | Paper |
| Predicting the continuation of a function with applications to call center data | 2014-01-20 | Paper |
| Asymptotic efficiency of simple decisions for the compound decision problem | 2013-09-03 | Paper |
| The Poisson Compound Decision Problem Revisited | 2013-08-07 | Paper |
| Mean–variance efficient portfolios with many assets: 50% short | 2013-03-14 | Paper |
| Compound decision in the presence of proxies | 2013-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4906202 | 2013-02-08 | Paper |
| On the Viterbi process with continuous state space | 2012-09-19 | Paper |
| Bootstrap confidence bands and partial linear quantile regression | 2012-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2880900 | 2012-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096179 | 2011-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3093367 | 2011-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3076071 | 2011-02-17 | Paper |
| Local Procrustes for manifold embedding: a measure of embedding quality and embedding algorithms | 2010-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561143 | 2010-05-25 | Paper |
| On the trasductive arguments in statistics | 2010-03-07 | Paper |
| Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach | 2009-11-20 | Paper |
| Importance Sampling for rare events and conditioned random walks | 2009-10-09 | Paper |
| Discussion of: Treelets -- an adaptive multi-scale basis for sparse unordered data | 2009-08-07 | Paper |
| Simultaneous analysis of Lasso and Dantzig selector | 2009-07-22 | Paper |
| Discussion: The Dantzig selector: statistical estimation when $p$ is much larger than $n$ | 2008-03-21 | Paper |
| Hierarchical selection of variables in sparse high-dimensional regression | 2008-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310568 | 2007-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310569 | 2007-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309206 | 2007-10-09 | Paper |
| Tailor-made tests for goodness of fit to semiparametric hypotheses | 2006-08-03 | Paper |
| Minimizing flow-time on a single machine with integer batch sizes | 2005-08-25 | Paper |
| Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization | 2005-02-21 | Paper |
| Flow-shop batch scheduling with identical processing-time jobs | 2005-01-11 | Paper |
| The Golden Chain. Discussion on boosting papers | 2004-11-05 | Paper |
| Nonparametric estimators which can be ``plugged-in. | 2004-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4418802 | 2003-08-11 | Paper |
| Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.) | 2003-03-11 | Paper |
| Externalities, Tangible Externalities, and Queue Disciplines | 2002-04-17 | Paper |
| Homogeneous customers renege from invisible queues at random times under deteriorating waiting conditions | 2001-10-31 | Paper |
| Non- and semiparametric statistics: compared and contrasted | 2001-10-03 | Paper |
| Sampling from a stationary process and detecting a change in the mean of a stationary distribution | 2001-05-02 | Paper |
| Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models | 1999-11-09 | Paper |
| Estimating mass and shape of domains in pet imaging | 1999-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4355973 | 1998-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4399904 | 1998-07-29 | Paper |
| Dynamic sampling applied to problems in optimal control | 1998-03-05 | Paper |
| PM algorithms for calculating minimum \(\chi ^{2}\) estimators with partially observed sub-tables | 1997-02-28 | Paper |
| Inference in hidden Markov models. I: Local asymptotic normality in the stationary case. | 1996-01-01 | Paper |
| Bounds on the error of an approximate invariant subspace for non-self- adjoint matrices | 1995-03-28 | Paper |
| Monotone estimating equations for censored data | 1995-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274902 | 1994-11-28 | Paper |
| Analysis of Contingency Tables by Correspondence Models Subject to Order Constraints | 1994-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4284830 | 1994-07-03 | Paper |
| Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm | 1994-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4277836 | 1994-01-12 | Paper |
| On Series Expansions and Stochastic Matrices | 1993-10-18 | Paper |
| Logarithmic pruning of FFT frequencies | 1993-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027369 | 1993-02-21 | Paper |
| Taylor expansions of eigenvalues of perturbed matrices with applications to spectral radii of nonnegative matrices | 1992-09-27 | Paper |
| Adaptive sampling for detecting a change point in the past | 1992-09-27 | Paper |
| The order-restricted RC model for ordered contingency tables: Estimation and testing for fit | 1992-06-28 | Paper |
| Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions | 1992-06-26 | Paper |
| Large sample theory of estimation in biased sampling regression models. I | 1992-06-25 | Paper |
| Departures from optimal stopping in an anagram task | 1991-01-01 | Paper |
| Decision theoretic optimality of the cusum procedure | 1990-01-01 | Paper |
| Estimation in a linear regression model with censored data | 1990-01-01 | Paper |
| Asymptotic efficient estimation of the change point with unknown distributions | 1990-01-01 | Paper |
| Achieving information bounds in non and semiparametric models | 1990-01-01 | Paper |
| The Convergence of an Algorithm for Finding the Distance between a Ball in a Subspace and a Sum of Subspaces | 1990-01-01 | Paper |
| Inferential Ordinal Correspondence Analysis: Motivation, Derivation and Limitations | 1990-01-01 | Paper |
| Monte Carlo computation of the mean of a function with convex support | 1989-01-01 | Paper |
| Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model | 1989-01-01 | Paper |
| Estimating a signal with noisy nuisance parameters | 1989-01-01 | Paper |
| Reversibility and stochastic networks | 1988-01-01 | Paper |
| Ordinal Association in Contingency Tables: Some Interpretive Aspects | 1988-01-01 | Paper |
| A double sequential procedure for detecting a change in distribution | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831875 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734641 | 1988-01-01 | Paper |
| Minimax estimation of the mean of a general distribution when the parameter space is restricted | 1987-01-01 | Paper |
| Iterative methods for approximating the subdominant modulus of an eigenvalue of a nonnegative matrix | 1987-01-01 | Paper |
| Efficient estimation in the errors in variables model | 1987-01-01 | Paper |
| Asymptotic results in robust quasi-Bayesian estimation | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3794984 | 1987-01-01 | Paper |
| An Approximation to the Stationary Distribution of a Nearly Completely Decomposable Markov Chain and Its Error Bound | 1986-01-01 | Paper |
| Robust Bayes decision procedures: gross error in the data distribution | 1985-01-01 | Paper |
| On a linear pursuit game with an unknown trap | 1984-01-01 | Paper |
