| Publication | Date of Publication | Type |
|---|
| Residual and local influence analyses for unit gamma regressions | 2023-12-14 | Paper |
| Penalized maximum likelihood estimation in the modified extended Weibull distribution | 2022-07-01 | Paper |
| Resampling-based prediction intervals in beta regressions under correct and incorrect model specification | 2022-06-21 | Paper |
| Modified likelihood ratio tests for unit gamma regressions | 2022-02-25 | Paper |
| Bimodal Birnbaum–Saunders generalized autoregressive score model | 2022-02-23 | Paper |
| Improved testing inferences for beta regressions with parametric mean link function | 2021-10-19 | Paper |
| Inference in a bimodal Birnbaum-Saunders model | 2021-03-01 | Paper |
| Nonnested hypothesis testing in the class of varying dispersion beta regressions | 2020-11-04 | Paper |
| A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model | 2020-10-12 | Paper |
| Approximate inference in heteroskedastic regressions: A numerical evaluation | 2020-09-29 | Paper |
| Bootstrap-based testing inference in beta regressions | 2020-05-13 | Paper |
| Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model | 2020-04-28 | Paper |
| Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches | 2020-04-27 | Paper |
| Beta seasonal autoregressive moving average models | 2020-04-23 | Paper |
| Non-nested hypothesis testing inference for GAMLSS models | 2020-04-22 | Paper |
| On testing inference in beta regressions | 2020-03-09 | Paper |
| Modified likelihood ratio statistics for inflated beta regressions | 2020-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5207076 | 2020-01-06 | Paper |
| A new log-linear bimodal Birnbaum-Saunders regression model with application to survival data | 2019-05-22 | Paper |
| Improved inference for the generalized Pareto distribution | 2018-11-06 | Paper |
| Erratum to: ``Bootstrap prediction intervals in beta regressions | 2018-02-07 | Paper |
| Erratum to: ``Beta autoregressive moving average models | 2018-02-01 | Paper |
| On nonlinear beta regression residuals | 2017-08-18 | Paper |
| Improved Birnbaum-Saunders inference under type II censoring | 2017-06-29 | Paper |
| Model selection criteria in beta regression with varying dispersion | 2017-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3186718 | 2016-08-12 | Paper |
| Testing Inference in Inflated Beta Regressions under Model Misspecification | 2016-05-30 | Paper |
| Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form | 2016-02-01 | Paper |
| Bootstrap-based model selection criteria for beta regressions | 2016-01-14 | Paper |
| Dealing with monotone likelihood in a model for speckled data | 2016-01-12 | Paper |
| Erratum to ``Improved point and interval estimation for a beta regression model | 2016-01-12 | Paper |
| Bootstrap prediction intervals in beta regressions | 2015-03-05 | Paper |
| Testing inference in heteroskedastic fixed effects models | 2015-02-19 | Paper |
| Foreword: Special section on statistical image and signal processing | 2014-10-29 | Paper |
| Errata: Inference Under Heteroskedasticity and Leveraged Data,Communications in Statistics, Theory and Methods, 36, 1877–1888, 2007 | 2014-07-30 | Paper |
| An introduction to Bartlett correction and bias reduction | 2014-06-18 | Paper |
| Detecting Model Misspecification in Inflated Beta Regressions | 2014-05-19 | Paper |
| New heteroskedasticity-robust standard errors for the linear regression model | 2014-05-02 | Paper |
| Improved maximum likelihood estimation in a new class of beta regression models | 2013-09-16 | Paper |
| Testing inference in variable dispersion beta regressions | 2013-06-12 | Paper |
| Bartlett corrections in beta regression models | 2012-12-28 | Paper |
| Diagnostic tools in beta regression with varying dispersion | 2011-08-19 | Paper |
| A sequence of improved standard errors under heteroskedasticity of unknown form | 2011-08-01 | Paper |
| Beta autoregressive moving average models | 2011-01-22 | Paper |
| A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model | 2010-11-04 | Paper |
| Improved likelihood inference in Birnbaum-Saunders regressions | 2010-04-06 | Paper |
| Improved testing inference in mixed linear models | 2010-04-01 | Paper |
| Heteroskedasticity-Robust Inference in Linear Regressions | 2010-03-22 | Paper |
| A generalization of the exponential-Poisson distribution | 2009-12-04 | Paper |
| Heteroskedasticity-consistent interval estimators | 2009-10-27 | Paper |
| Robust estimation in long-memory processes under additive outliers | 2009-08-01 | Paper |
| Influence diagnostics in beta regression | 2009-06-16 | Paper |
| On Birnbaum-Saunders inference | 2009-06-16 | Paper |
| Robust estimation in long-memory processes under additive outliers | 2009-06-09 | Paper |
| Improved statistical inference for the two-parameter Birnbaum-Saunders distribution | 2009-05-29 | Paper |
| Improved point and interval estimation for a beta regression model | 2009-04-06 | Paper |
| Improved likelihood inference for the shape parameter in Weibull regression | 2008-12-04 | Paper |
| Asymptotic inference under heteroskedasticity of unknown form | 2008-11-26 | Paper |
| On beta regression residuals | 2008-10-28 | Paper |
| Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution | 2008-04-10 | Paper |
| Adjusted profile likelihoods for the weibull shape parameter | 2007-12-19 | Paper |
| Inference Under Heteroskedasticity and Leveraged Data | 2007-10-24 | Paper |
| Beta Regression for Modelling Rates and Proportions | 2007-09-11 | Paper |
| Long Memory Inflationary Dynamics: The Case of Brazil | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5705586 | 2005-11-09 | Paper |
| Analysis of minute features in speckled imagery with maximum likelihood estimation | 2005-10-28 | Paper |
| Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators | 2005-10-17 | Paper |
| Improved profile likelihood inference | 2005-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4678809 | 2005-05-23 | Paper |
| Leverage-adjusted heteroskedastic bootstrap methods | 2004-10-28 | Paper |
| An improved test for heteroskedasticity using adjusted modified profile likelihood inference | 2004-09-08 | Paper |
| An improved test for heteroskedasticity using adjusted modified profile likelihood inference | 2004-09-01 | Paper |
| Beta Regression for Modelling Rates and Proportions | 2004-08-01 | Paper |
| Asymptotic inference under heteroskedasticity of unknown form | 2004-03-01 | Paper |
| Improved heteroscedasticity-consistent covariance matrix estimators | 2004-01-27 | Paper |
| A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators | 2003-08-14 | Paper |
| Econometric and statistical computing using Ox | 2003-08-06 | Paper |
| Improved estimation of clutter properties in speckled imagery. | 2003-01-21 | Paper |
| Corrected modified profile likelihood heteroskedasticity tests | 2002-09-05 | Paper |
| The size and power of analytical amd bootstrap corrections to score tests in regression models | 2002-08-26 | Paper |
| Higher-order asymptotic refinements for score tests in proper dispersion models | 2002-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3149046 | 2002-01-01 | Paper |
| Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗ | 2001-12-16 | Paper |
| Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria | 2001-08-20 | Paper |
| On the robustness of analytical and bootstrtap corrections to score tests in regressios models | 2001-05-17 | Paper |
| C for econometricians | 2001-01-02 | Paper |
| Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing | 2000-01-11 | Paper |
| On the corrections to information matrix tests | 2000-01-11 | Paper |
| Modified maximum likelihood estimation in one-parameter exponential family models | 1999-09-05 | Paper |
| On bias reduction in exponential and non-exponential family regression models | 1999-05-18 | Paper |
| Bias reduction in one-parameter exponential family models | 1999-04-27 | Paper |
| Improved score tests for one-parameter exponential family models | 1999-02-03 | Paper |
| RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS | 1999-01-01 | Paper |
| On bootstrap and analytical bias corrections | 1998-08-13 | Paper |
| On bartlett and bartlett-type corrections francisco cribari-neto | 1998-04-29 | Paper |
| Second- and third-order bias reduction for one-parameter family models | 1998-04-01 | Paper |
| Miscellanea. Local power of three classic criteria in generalised linear models with unknown dispersion | 1998-02-22 | Paper |
| Second order asymptotics for score tests in exponential family nonlinear models | 1997-11-18 | Paper |
| Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation | 1997-11-04 | Paper |
| Bartlett corrections for one-parameter exponential family models | 1997-11-04 | Paper |
| Bias-corrected maximum likelihood estimation for the beta distribution | 1997-08-05 | Paper |
| Improved test statistics for multivariate regression | 1997-02-28 | Paper |
| Bartlett-corrected tests for heteroskedastic linear models | 1997-02-28 | Paper |
| An improved lagrange multiplier test for heteroskedasticity | 1996-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4323161 | 1995-11-28 | Paper |
| Second order asymptotics for score tests in generalised linear models | 1995-11-12 | Paper |
| On the corrections to the Wald test of nonlinear restrictions | 1994-04-26 | Paper |
