| Publication | Date of Publication | Type |
|---|
A short simple probabilistic proof of a well known identity and the derivation of related new identities involving the Bernoulli numbers and the Euler numbers
Integers | 2025-08-19 | Paper |
A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
South African Statistical Journal | 2024-10-30 | Paper |
Construction of bivariate symmetric and asymmetric copulas and its relationship to ratios of conditional hazard rate functions
Communications in Statistics. Theory and Methods | 2024-07-16 | Paper |
Nonparametric estimation of risk ratios for bivariate data
Journal of Nonparametric Statistics | 2022-11-23 | Paper |
The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
Journal of Nonparametric Statistics | 2021-09-01 | Paper |
Efficiency behaviour of kernel-smoothed kernel distribution function estimators
South African Statistical Journal | 2021-02-16 | Paper |
Nonparametric estimation of the cross ratio function
Annals of the Institute of Statistical Mathematics | 2020-05-27 | Paper |
A note on the behaviour of a kernel-smoothed kernel density estimator
Statistics & Probability Letters | 2020-01-20 | Paper |
| scientific article; zbMATH DE number 6951497 (Why is no real title available?) | 2018-10-10 | Paper |
| A note on Brownian areas and arcsine laws | 2018-10-10 | Paper |
| A different view on evaluating the performance of bootstrap critical values | 2018-10-10 | Paper |
| New semiparametric and nonparametric bootstrap tests for Spearman's rho | 2018-10-10 | Paper |
| Three methods to apply the bootstrap correctly to hypothesis testing | 2018-10-10 | Paper |
| Comments: A review of testing procedures based on the empirical characteristic function | 2018-10-10 | Paper |
On the asymptotic theory of new bootstrap confidence bounds
The Annals of Statistics | 2018-04-27 | Paper |
Smooth copula-based estimation of the conditional density function with a single covariate
Journal of Multivariate Analysis | 2017-08-03 | Paper |
Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
Test | 2016-07-06 | Paper |
A general result on the uniform in bandwidth consistency of kernel-type function estimators
Test | 2016-03-23 | Paper |
Uniform in bandwidth consistency of kernel estimators of the density of mixed data
Electronic Journal of Statistics | 2015-08-25 | Paper |
Uniform in bandwidth limit laws for kernel distribution function estimators
Institute of Mathematical Statistics Collections | 2015-07-30 | Paper |
Erratum to: ``A general result on the uniform in bandwidth consistency of kernel-type function estimators''
Test | 2015-06-15 | Paper |
On a generalization of a theorem by Euler
Journal of Number Theory | 2015-02-04 | Paper |
The probability weighted characteristic function and goodness-of-fit testing
Journal of Statistical Planning and Inference | 2014-01-23 | Paper |
A note on the asymptotic behavior of the Bernstein estimator of the copula density
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Some new results on the empirical copula estimator with applications
Statistics & Probability Letters | 2013-12-06 | Paper |
Two new data-dependent choices of \(m\) when applying the \(m\)-out-of-\(n\) bootstrap to hypothesis testing
Journal of Statistical Computation and Simulation | 2013-06-28 | Paper |
Large sample behavior of the Bernstein copula estimator
Journal of Statistical Planning and Inference | 2012-05-04 | Paper |
New tests for exponentiality against new better than used in<i>p</i>th quantile
Journal of Nonparametric Statistics | 2009-02-18 | Paper |
A class of goodness-of-fit tests based on a new characterization of the exponential distribution
Journal of Nonparametric Statistics | 2008-10-14 | Paper |
Modifying the kernel distribution function estimator towards reduced bias
Statistics | 2007-09-12 | Paper |
Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
Statistics & Probability Letters | 2007-07-16 | Paper |
A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
Scandinavian Journal of Statistics | 2006-05-24 | Paper |
Bootstrapping modified goodness-of-fit statistics with estimated parameters
Statistics & Probability Letters | 2005-08-01 | Paper |
Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics
Annals of the Institute of Statistical Mathematics | 2003-04-27 | Paper |
The modified bootstrap error process for Kaplan-Meier quantiles
Statistics & Probability Letters | 2002-09-05 | Paper |
EFFICIENCY OF LINEAR REGRESSION ESTIMATORS BASED ON PRESMOOTHING
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Modified bootstrap consistency rates for \(U\)-quantiles
Statistics & Probability Letters | 2002-06-30 | Paper |
The limiting behavior of a modified maximal symmetric 2s-spacing with applications
The Annals of Statistics | 1999-11-09 | Paper |
The bootstrap applied to sequential analysis
Sequential Analysis | 1994-07-07 | Paper |
The asymptotic normality of an intermediate order statistic of the ranges of sub-samples
Annals of the Institute of Statistical Mathematics | 1993-12-02 | Paper |
A new nonparametric estimator for the mean of the selected population
Communications in Statistics: Theory and Methods | 1993-10-12 | Paper |
A modified bootstrap estimator for the mean of an asymmetric distribution
The Canadian Journal of Statistics | 1993-08-25 | Paper |
Some new model selection criteria in simple regression
Journal of Statistical Computation and Simulation | 1993-08-23 | Paper |
| scientific article; zbMATH DE number 150208 (Why is no real title available?) | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 4163928 (Why is no real title available?) | 1990-01-01 | Paper |
On a new test for autocorrelation in regression models under nonnormality
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap
Journal of Statistical Computation and Simulation | 1989-01-01 | Paper |
On an extension of a theorem by woodroofe and yu
Sequential Analysis | 1988-01-01 | Paper |
Mean intergrated squared error properties and optimal kernels when estimating a diatribution function
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Optimal kernels when estimating non-smooth densities
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
On the construction of nonparametric density function estimators using the bootstrap
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
A note on proving that the (modified) bootstrap works
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3923869 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3925985 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3936196 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3866378 (Why is no real title available?) | 1984-01-01 | Paper |
Bootstrap selection procedures based on robust estimators
Communications in Statistics: Theory and Methods | 1983-01-01 | Paper |
Nonparametric procedures for selecting the largest of K truncation parameters
Communications in Statistics. Part C: Sequential Analysis | 1983-01-01 | Paper |
Fixed width confidence intervals based on bootstrap procedures
Communications in Statistics. Part C: Sequential Analysis | 1983-01-01 | Paper |
Fixed width confidence intervals for the location parameter of an exponential distribution
Communications in Statistics: Theory and Methods | 1982-01-01 | Paper |
An overview on selection methods
Suid-Afrikaanse Tydskrif vir Natuurwetenskap en Tegnologie | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3740614 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3740578 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3682883 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3581485 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3578207 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3578260 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3529256 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3529257 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3529260 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3529298 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3507804 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3541823 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3424966 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3436453 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3356071 (Why is no real title available?) | 1971-01-01 | Paper |
