| Publication | Date of Publication | Type |
|---|
| Testing the Diagonality of a Large Covariance Matrix in a Regression Setting | 2025-01-20 | Paper |
| An improved Akaike information criterion for generalized log-gamma regression models | 2024-11-27 | Paper |
| Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets | 2024-10-28 | Paper |
| Covariance Matrix Estimation via Network Structure | 2024-10-23 | Paper |
| Inward and Outward Network Influence Analysis | 2024-10-17 | Paper |
| Imputations for High Missing Rate Data in Covariates Via Semi-supervised Learning Approach | 2024-10-17 | Paper |
| Mutual influence regression model | 2024-08-26 | Paper |
| Functional random effect time-varying coefficient model for longitudinal data | 2024-05-14 | Paper |
| Covariance Model with General Linear Structure and Divergent Parameters | 2024-03-06 | Paper |
| Inference on covariance-mean regression | 2022-09-14 | Paper |
| Regression coefficient and autoregressive order shrinkage and selection via the lasso | 2022-07-11 | Paper |
| Network Influence Analysis | 2022-03-04 | Paper |
| Covariance Regression Model for Non-Normal Data | 2020-12-09 | Paper |
| Tobit model estimation and sliced inverse regression | 2020-10-07 | Paper |
| A robust and efficient approach to causal inference based on sparse sufficient dimension reduction | 2019-05-10 | Paper |
| Clarification: Regression Model Selection—A Residual Likelihood Approach | 2019-04-30 | Paper |
| Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria | 2018-07-06 | Paper |
| Sequential Model Averaging for High Dimensional Linear Regression Models | 2018-01-26 | Paper |
| Quantile Correlations and Quantile Autoregressive Modeling | 2017-10-13 | Paper |
| Tests for covariance structures with high-dimensional repeated measurements | 2017-08-03 | Paper |
| Parameter estimation for a generalized semiparametric model with repeated measurements | 2016-09-16 | Paper |
| Testing a single regression coefficient in high dimensional linear models | 2016-09-13 | Paper |
| Markov-switching model selection using Kullback-Leibler divergence | 2016-05-02 | Paper |
| Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions | 2016-01-15 | Paper |
| Regularization Parameter Selections via Generalized Information Criterion | 2015-06-11 | Paper |
| Tail Index Regression | 2015-06-10 | Paper |
| A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS | 2015-03-03 | Paper |
| Testing covariates in high-dimensional regression | 2014-10-02 | Paper |
| Partially linear single index models for repeated measurements | 2014-07-24 | Paper |
| Penalized profiled semiparametric estimating functions | 2013-11-06 | Paper |
| A Bayesian information criterion for portfolio selection | 2012-06-20 | Paper |
| Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models | 2012-05-14 | Paper |
| Regression Analysis of Asymmetric Pairs in Large-Scale Network Data | 2011-11-25 | Paper |
| Estimation and testing for partially linear single-index models | 2011-01-19 | Paper |
| Estimation and testing for partially linear single-index models | 2010-12-01 | Paper |
| Bias of the corrected AIC criterion for underfitted regression and time series models | 2010-08-13 | Paper |
| Contour projected dimension reduction | 2009-12-09 | Paper |
| Tree-structured model diagnostics for linear regression | 2009-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303261 | 2009-01-15 | Paper |
| Longitudinal data model selection | 2008-12-11 | Paper |
| Isotonic single-index model for high-dimensional database marketing | 2008-11-26 | Paper |
| Constrained regression model selection | 2008-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498640 | 2008-05-16 | Paper |
| Tuning parameter selectors for the smoothly clipped absolute deviation method | 2008-03-20 | Paper |
| Partial inverse regression | 2008-03-20 | Paper |
| Extending the Akaike Information Criterion to Mixture Regression Models | 2007-09-18 | Paper |
| Constrained Inverse Regression for Incorporating Prior Information | 2007-08-20 | Paper |
| The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error | 2007-08-20 | Paper |
| Functional Form Diagnostics for Cox's Proportional Hazards Model | 2007-05-07 | Paper |
| Smoothing parameter selection in quasi-likelihood models | 2007-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5697687 | 2005-10-18 | Paper |
| Tree-augmented Cox proportional hazards models | 2005-09-29 | Paper |
| A note on shrinkage sliced inverse regression | 2005-09-05 | Paper |
| Regression Model Selection—A Residual Likelihood Approach | 2005-04-22 | Paper |
| Assessment of Model Adequacy for Markov Regression Time Series Models | 2005-04-11 | Paper |
| Residual information criterion for single-index model selections | 2004-09-27 | Paper |
| Single-index model selections | 2002-06-27 | Paper |
| Optimal multi-criteria designs for Fourier regression models | 2001-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4525814 | 2001-05-19 | Paper |
| A crossvalidatory AIC for hard wavelet thresholding in spatially adaptive function estimation | 2001-02-18 | Paper |
| Partial Least Squares Estimator for Single-Index Models | 2000-11-06 | Paper |
| Model selection in orthogonal regression | 2000-02-09 | Paper |
| Diagnostics for nonlinearity in generalized linear models. | 1999-04-28 | Paper |
| A Note On the Unification of the Akaike Information Criterion | 1999-04-08 | Paper |
| Semiparametric regression model selections. | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344412 | 1998-11-16 | Paper |
| Miscellanea. Score tests for heteroscedasticity in wavelet regression | 1998-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217272 | 1998-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391127 | 1998-05-26 | Paper |
| Diagnostics for binomial response models using power divergence statistics | 1997-11-10 | Paper |
| Model Selection for Extended Quasi-Likelihood Models in Small Samples | 1997-11-09 | Paper |
| The model selection criterion AICu. | 1997-01-01 | Paper |
| The impact of unsuspected serial correlations on model selection in linear regression | 1996-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4872916 | 1996-06-04 | Paper |
| Relative rates of convergence for efficient model selection criteria in linear regression | 1996-01-16 | Paper |
| Model Selection for Multivariate Regression in Small Samples | 1995-10-22 | Paper |
| Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure | 1995-02-16 | Paper |
| A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION | 1993-06-29 | Paper |
| Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression | 1992-06-25 | Paper |
| DIFFERENTIAL GEOMETRY OF ARMA MODELS | 1990-01-01 | Paper |
| Regression and time series model selection in small samples | 1989-01-01 | Paper |
| Jackknifing and bootstrapping quasi–likelihood estimators | 1988-01-01 | Paper |
| Jackknife-Based Estimators and Confidence Regions in Nonlinear Regression | 1986-01-01 | Paper |
