| Publication | Date of Publication | Type |
|---|
| Focused estimation and model averaging with penalization methods: an overview | 2024-12-03 | Paper |
| Zoom-in-out joint graphical lasso for different coarseness scales | 2024-11-21 | Paper |
| Unravelling the predictive power of telematics data in car insurance pricing | 2024-11-20 | Paper |
| Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models | 2024-11-08 | Paper |
| Nonparametric estimation of densities on the hypersphere using a parametric guide | 2024-09-19 | Paper |
| Exact post-selection inference for adjusted R squared selection | 2024-07-29 | Paper |
| A tradeoff between false discovery and true positive proportions for sparse high-dimensional logistic regression | 2024-03-25 | Paper |
| Automatic bias correction for testing in high‐dimensional linear models | 2023-12-15 | Paper |
| Robust and efficient estimation of nonparametric generalized linear models | 2023-12-12 | Paper |
| Discussion on: “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Dai, Lin, Zing, Liu | 2023-10-18 | Paper |
| Uniformly valid inference for partially linear high-dimensional single-index models | 2023-10-17 | Paper |
| Linear Manifold Modeling and Graph Estimation based on Multivariate Functional Data with Different Coarseness Scales | 2023-10-09 | Paper |
| Exact uniformly most powerful postselection confidence distributions | 2023-04-21 | Paper |
| Optimal finite sample post-selection confidence distributions in generalized linear models | 2022-09-28 | Paper |
| Modeling the occurrence of events subject to a reporting delay via an EM algorithm | 2022-08-10 | Paper |
| Nonparametric C- and D-vine-based quantile regression | 2022-03-01 | Paper |
| Nonlinear mixed effects modeling and warping for functional data using B-splines | 2022-02-09 | Paper |
| Fixed Effects Testing in High-Dimensional Linear Mixed Models | 2021-01-22 | Paper |
| Missing covariates in logistic regression, estimation and distribution selection | 2020-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4969113 | 2020-10-05 | Paper |
| Detangling robustness in high dimensions: composite versus model-averaged estimation | 2020-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295345 | 2020-07-08 | Paper |
| Discussion on “Model Confidence Bounds for Variable Selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin | 2020-02-07 | Paper |
| Variable selection in partially linear wavelet models | 2019-09-10 | Paper |
| Composite versus model-averaged quantile regression | 2019-08-09 | Paper |
| ‘Asymptotic properties of penalized spline estimators’ | 2019-06-24 | Paper |
| A Multiresolution Approach to Time Warping Achieved by a Bayesian Prior–Posterior Transfer Fitting Strategy | 2019-04-30 | Paper |
| Minimax optimal procedures for testing the structure of multidimensional functions | 2019-01-25 | Paper |
| Asymptotic post-selection inference for the Akaike information criterion | 2018-12-10 | Paper |
| A High‐dimensional Focused Information Criterion | 2018-04-17 | Paper |
| Multivariate mixtures of Erlangs for density estimation under censoring | 2017-08-16 | Paper |
| Copula based flexible modeling of associations between clustered event times | 2017-08-16 | Paper |
| Multivariate Functional Halfspace Depth | 2017-08-04 | Paper |
| On model selection and model misspecification in causal inference | 2017-06-30 | Paper |
| Copula directed acyclic graphs | 2017-03-23 | Paper |
| An Akaike information criterion for multiple event mixture cure models | 2016-07-06 | Paper |
| Confidence intervals for high-dimensional partially linear single-index models | 2016-06-03 | Paper |
| Minimum mean squared error model averaging in likelihood models | 2016-03-30 | Paper |
| A focused information criterion for graphical models in fMRI connectivity with high-dimensional data | 2016-03-29 | Paper |
| A focused information criterion for graphical models | 2016-02-23 | Paper |
| Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases | 2015-10-28 | Paper |
| Simultaneous Confidence Bands for Penalized Spline Estimators | 2015-06-15 | Paper |
| Hyperbolic wavelet thresholding methods and the curse of dimensionality through the maxiset approach | 2014-07-16 | Paper |
| Focused model selection in quantile regression | 2014-04-29 | Paper |
| Order selection tests with multiply imputed data | 2014-04-14 | Paper |
| A comparison of robust versions of the AIC based on M-, S- and MM-estimators | 2013-06-25 | Paper |
| Phase and amplitude-based clustering for functional data | 2012-12-07 | Paper |
| Lack-of-fit tests in linear mixed models with application to wavelet tests | 2011-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096120 | 2011-11-08 | Paper |
| Goodness-of-fit tests in mixed models | 2011-01-22 | Paper |
| Nonparametric estimation of mean and dispersion functions in extended generalized linear models | 2011-01-22 | Paper |
| Rejoinder to: Goodness-of-fit tests in mixed models | 2011-01-22 | Paper |
| Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging | 2010-04-08 | Paper |
| Asymptotic properties of penalized spline estimators | 2009-09-29 | Paper |
| MINIMIZING AVERAGE RISK IN REGRESSION MODELS | 2009-06-11 | Paper |
| Non-Parametric Small Area Estimation Using Penalized Spline Regression | 2009-06-10 | Paper |
| PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS | 2009-03-17 | Paper |
| Variable Selection with Incomplete Covariate Data | 2008-12-22 | Paper |
| Model-assisted estimation for complex surveys using penalised splines | 2008-12-10 | Paper |
| Model Selection and Model Averaging | 2008-09-29 | Paper |
| One-sided tests in shared frailty models | 2008-09-22 | Paper |
| An asymptotic theory for model selection inference in general semiparametric problems | 2008-03-11 | Paper |
| Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion | 2007-07-27 | Paper |
| Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model | 2007-04-23 | Paper |
| Bayesian-motivated tests of function fit and their asymptotic frequentist properties | 2005-09-12 | Paper |
| Exact likelihood ratio tests for penalised splines | 2005-09-05 | Paper |
| Goodness of Fit via Non-parametric Likelihood Ratios | 2005-05-20 | Paper |
| Restricted Likelihood Ratio Lack-of-Fit Tests Using Mixed Spline Models | 2005-04-22 | Paper |
| Frequentist Model Average Estimators | 2004-06-10 | Paper |
| The Focused Information Criterion | 2004-06-10 | Paper |
| Bootstrap confidence bands for regression curves and their derivatives | 2004-05-27 | Paper |
| A quadratic bootstrap method and improved estimation in logistic regression. | 2004-03-14 | Paper |
| Empirical likelihood confidence regions for comparison distributions and ROC curves | 2004-03-07 | Paper |
| Theory & Methods: Data Sharpening for Hazard Rate Estimation | 2003-10-21 | Paper |
| Local multiple imputation | 2003-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496027 | 2003-04-21 | Paper |
| Effect of dependence on stochastic measures of accuracy of density estimators | 2002-11-14 | Paper |
| Testing the Fit of a Parametric Function | 2002-07-30 | Paper |
| Some theory for penalized spline generalized additive models | 2002-06-16 | Paper |
| Bootstrap tests for misspecified models, with application to clustered binary data. | 2001-08-20 | Paper |
| On local estimating equations in additive multiparameter models | 2001-07-19 | Paper |
| Bootstrapping pseudolikelihood models for clustered binary data | 2000-06-13 | Paper |
| Bootstrapping local polynomial estimators in likelihood-based models | 2000-04-27 | Paper |
| Testing lack of fit in multiple regression | 2000-01-01 | Paper |
| Local Polynomial Estimation in Multiparameter Likelihood Models | 1998-02-08 | Paper |
