Hendrik P. Lopuhaä

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Person:418234

Available identifiers

zbMath Open lopuhaa.hendrik-pDBLP24/8556WikidataQ102255099 ScholiaQ102255099MaRDI QIDQ418234

List of research outcomes





PublicationDate of PublicationType
Regression analysis on serial dilution data from virus validation robustness studies2024-07-17Paper
Consistency and asymptotic normality of least squares estimators in generalized STAR models2024-07-16Paper
A central limit theorem for the Hellinger loss of Grenander‐type estimators2024-01-16Paper
Smooth estimation of a monotone hazard and a monotone density under random censoring2023-12-12Paper
Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties2020-04-29Paper
Central limit theorems for the \(L_p\)-error of smooth isotonic estimators2019-05-17Paper
Limit theory in monotone function estimation2019-03-06Paper
Smoothed Isotonic Estimators of a Monotone Baseline Hazard in the Cox Model2018-10-08Paper
The distance between a naive cumulative estimator and its least concave majorant2018-06-20Paper
Isotonized smooth estimators of a monotone baseline hazard in the Cox model2017-10-20Paper
Functional central limit theorems for single-stage sampling designs2017-09-08Paper
A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation2015-01-14Paper
Testing equality of functions under monotonicity constraints2013-11-21Paper
Shape constrained non-parametric estimators of the baseline distribution in Cox proportional hazards model2013-10-09Paper
An Asymptotic Linear Representation for the Breslow Estimator2013-06-13Paper
Approximation of rejective sampling inclusion probabilities and application to high order correlations2013-05-28Paper
The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators2012-12-10Paper
Central limit theorem and influence function for the MCD estimators at general multivariate distributions2012-05-28Paper
Asymptotic expansion of the minimum covariance determinant estimators2010-11-10Paper
Distribution of global measures of deviation between the empirical distribution function and its concave majorant2008-06-04Paper
The limit process of the difference between the empirical distribution function and its concave majorant2006-10-25Paper
The behavior of the NPMLE of a decreasing density near the boundaries of the support2006-08-03Paper
Asymptotic normality of the \(L_k\)-error of the Grenander estimator2006-04-28Paper
A Modern Introduction to Probability and Statistics2005-07-18Paper
Kernel-type estimators for the extreme value index2004-05-27Paper
Asymptotics of reweighted estimators of multivariate location and scatter2001-03-29Paper
Asymptotic normality of the \(L_1\) error of the Grenander estimator2001-01-30Paper
An extremal limit theorem for the argmax process of Brownian motion minus a parabolic drift1999-09-14Paper
Asymptotic expansion of S‐estimators of location and covariance1997-09-17Paper
Isotonic estimators of monotone densities and distribution functions: basic facts1993-12-12Paper
Highly efficient estimators of multivariate location with high breakdown point1992-09-27Paper
Multivariate τ-Estimators for Location and Scatter1992-06-27Paper
Breakdown points of affine equivariant estimators of multivariate location and covariance matrices1991-01-01Paper
On the relation between S-estimators and M-estimators of multivariate location and covariance1989-01-01Paper

Research outcomes over time

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