| Publication | Date of Publication | Type |
|---|
| A modelling framework for regression with collinearity | 2023-09-15 | Paper |
| Measuring credit risk of individual corporate bonds in US energy sector | 2018-12-03 | Paper |
| Empirically effective bond pricing model for USGBs and analysis on term structures of implied interest rates in financial crisis | 2016-05-25 | Paper |
| A CB (Corporate Bond) Pricing Probabilities and Recovery Rates Model for Deriving Default Probabilities and Recovery Rates | 2015-07-30 | Paper |
| Empirically effective bond pricing model and analysis on term structures of implied interest rates in financial crisis | 2013-01-07 | Paper |
| CB--time dependent Markov model for pricing convertible bonds | 2009-04-15 | Paper |
| Pricing mortgage-backed securities (MBS) | 2009-02-06 | Paper |
| New bond pricing models with applications to Japanese data | 2009-02-06 | Paper |
| An extensive analysis on the Japanese markets via S. Taylor's model | 2009-02-06 | Paper |
| An implementation of the HJM model with application to Japanese interest futures | 2009-02-06 | Paper |
| Testing Gaussianity and linearity of Japanese stock returns | 2009-02-06 | Paper |
| CB - time dependent Markov model for pricing convertible bonds | 2009-02-06 | Paper |
| A new control variate estimator for an Asian option | 2006-10-24 | Paper |
| Generalized Least Squares | 2004-10-27 | Paper |
| A maximal extension of the Gauss-Markov theorem and its nonlinear version. | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378667 | 1999-09-05 | Paper |
| Tests for multinormality with applications to time series | 1999-07-07 | Paper |
| Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model | 1999-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369001 | 1998-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718570 | 1997-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4891956 | 1997-10-13 | Paper |
| Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model | 1997-05-05 | Paper |
| Double shrinkage estimators in the GMANOVA model | 1996-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4863069 | 1996-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839961 | 1995-09-14 | Paper |
| LBI tests of independence in bivariate exponential distributions | 1995-07-02 | Paper |
| Quantitative methods for portfolio analysis. MTV model approach | 1995-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4692541 | 1993-06-05 | Paper |
| Bounds for normal approximations to the distributions of generalized least squares predictors and estimators | 1992-09-27 | Paper |
| LBI tests for multivariate normality in exponential power distributions | 1992-06-28 | Paper |
| Equivariant estimation in a model with an ancillary statistic | 1989-01-01 | Paper |
| Correction to: Robustness of multivariate tests | 1989-01-01 | Paper |
| Minimax estimators in the normal MANOVA model | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476134 | 1989-01-01 | Paper |
| Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3821422 | 1988-01-01 | Paper |
| The Class of Models for Which the Durbin-Watson Test is Locally Optimal | 1988-01-01 | Paper |
| On tests for selection of variables and independence under multivariate regression models | 1987-01-01 | Paper |
| Optimality robustness of tests in two population problems | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809030 | 1987-01-01 | Paper |
| Transformations preserving normality and Wishart-ness | 1986-01-01 | Paper |
| An approach to upper bound problems for risks of generalized least squares estimators | 1986-01-01 | Paper |
| A Nonlinear Version of the Gauss-Markov Theorem | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706358 | 1985-01-01 | Paper |
| Nonnull and optimality robustness of some tests | 1985-01-01 | Paper |
| On the nonsingularity of principal submatrices of a random orthogonal matrix | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721602 | 1985-01-01 | Paper |
| A condition for null robustness | 1984-01-01 | Paper |
| Test for independence of two multivariate regression equations with different design matrices | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3676967 | 1984-01-01 | Paper |
| Multivariate tests with incomplete data | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185842 | 1983-01-01 | Paper |
| A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model | 1982-01-01 | Paper |
| A robustness property of Hotelling's \(T^ 2-\)test | 1981-01-01 | Paper |
| Robustness of multivariate tests | 1981-01-01 | Paper |
| Bounds for the Covariance Matrices of Zellner's Estimator in the SUR Model and the 2SAE in a Heteroscedastic Model | 1981-01-01 | Paper |
| Tests for the independence between two seemingly unrelated regression equations | 1981-01-01 | Paper |
| Tests for the independence between two seemingly unrelated regression equations | 1981-01-01 | Paper |
| Locally robust tests for serial correlation in least squares regression | 1980-01-01 | Paper |
| Note on a Condition for Equality of Sample Variances in a Linear Model | 1980-01-01 | Paper |
| The general MANOVA problem | 1978-01-01 | Paper |
| A locally most powerful invariant test for the equality of means associated with covariate discriminant analysis | 1978-01-01 | Paper |
| Robust tests for spherical symmetry | 1977-01-01 | Paper |
| A robustness property of the tests for serial correlation | 1977-01-01 | Paper |
