| Publication | Date of Publication | Type |
|---|
| Prior‐free Bayes Factors Based on Data Splitting | 2023-11-10 | Paper |
| Bagging cross-validated bandwidths with application to big data | 2022-01-19 | Paper |
| Risk Assessment for Performance-Driven Building Design with BIM-Based Parametric Methods | 2021-09-17 | Paper |
| Testing equality of a large number of densities under mixing conditions | 2020-05-06 | Paper |
| A two-sample test for the equality of univariate marginal distributions for high-dimensional data | 2019-11-22 | Paper |
| Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior | 2019-05-29 | Paper |
| Local and Omnibus Goodness-of-Fit Tests in Classical Measurement Error Models | 2019-04-30 | Paper |
| Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios | 2018-08-15 | Paper |
| Nonparametric goodness of fit via cross-validation Bayes factors | 2018-02-23 | Paper |
| Fully robust one-sided cross-validation for regression functions | 2017-09-08 | Paper |
| Fully robust one-sided cross-validation for regression functions | 2017-02-27 | Paper |
| Corrigendum | 2016-11-04 | Paper |
| A nonparametric test of stationarity for independent data | 2015-11-19 | Paper |
| Indirect Cross-Validation for Density Estimation | 2015-06-11 | Paper |
| One-sided cross-validation for nonsmooth regression functions | 2013-11-21 | Paper |
| Density Estimation in Several Populations With Uncertain Population Membership | 2012-01-18 | Paper |
| A change-point estimator using local Fourier series | 2011-07-22 | Paper |
| Frequentist-Bayes lack-of-fit tests based on Laplace approximations | 2011-04-18 | Paper |
| Goodness-of-fit tests in mixed models | 2011-01-22 | Paper |
| Rejoinder to: Goodness-of-fit tests in mixed models | 2011-01-22 | Paper |
| Bootstrapping in a high dimensional but very low-sample size problem | 2010-09-17 | Paper |
| Discussion of ‘Parametric versus nonparametrics: two alternative methodologies’ | 2009-05-19 | Paper |
| Constrained local likelihood estimators for semiparametric skew-normal distributions | 2008-07-21 | Paper |
| Smoothing-inspired lack-of-fit tests based on ranks | 2008-05-15 | Paper |
| Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors | 2008-04-23 | Paper |
| Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models | 2007-03-21 | Paper |
| Evaluating proportions of undetected geological events in the case of erroneous identifications | 2007-01-24 | Paper |
| Bayesian-motivated tests of function fit and their asymptotic frequentist properties | 2005-09-12 | Paper |
| Robustness of one-sided cross-validation to autocorrelation | 2005-08-05 | Paper |
| Nonparametric maximum likelihood estimators for ar and ma time series | 2004-06-22 | Paper |
| Automatic Smoothing and Estimation in Single Index Poisson Regression | 2003-06-24 | Paper |
| Testing the Fit of a Parametric Function | 2002-07-30 | Paper |
| Bootstrapping the order selection test | 2001-01-01 | Paper |
| Testing lack of fit in multiple regression | 2000-01-01 | Paper |
| Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests | 2000-01-01 | Paper |
| One-Sided Cross-Validation | 1999-11-28 | Paper |
| Tests for Change in a Mean Function when the Data are Dependent | 1999-03-15 | Paper |
| Some automated methods of smoothing time-dependent data | 1998-01-05 | Paper |
| An \(L_2\) error test with order selection and thresholding | 1998-01-01 | Paper |
| Smoothing-based lack-of-fit tests: variations on a theme | 1997-12-14 | Paper |
| Nonparametric smoothing and lack-of-fit tests | 1997-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298924 | 1994-06-29 | Paper |
| ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER | 1994-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272612 | 1993-12-20 | Paper |
| Consistency of cross-validation when the data are curves | 1993-06-29 | Paper |
| Kernel Regression When the Boundary Region is Large, With an Application to Testing the Adequacy of Polynomial Models | 1993-05-16 | Paper |
| Bandwidth Choice for Average Derivative Estimation | 1993-04-01 | Paper |
| Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives | 1991-01-01 | Paper |
| Nonparametric regression with long-range dependence | 1990-01-01 | Paper |
| Convergence rates in density estimation for data from infinite-order moving average processes | 1990-01-01 | Paper |
| Data-driven bandwidth choice for density estimation based on dependent data | 1990-01-01 | Paper |
| Bootstrap Test for Difference Between Means in Nonparametric Regression | 1990-01-01 | Paper |
| Differencing as an approximate de-trending device | 1989-01-01 | Paper |
| An ARMA type probability density estimator | 1988-01-01 | Paper |
| Kernel Regression Estimation Using Repeated Measurements Data | 1986-01-01 | Paper |
| The ARMA method of approximating probability density functions | 1985-01-01 | Paper |
| DATA-BASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR | 1985-01-01 | Paper |
| On the choice of a truncation point in fourier series density estimation | 1985-01-01 | Paper |
| On the modal resolution of kernel density estimators | 1984-01-01 | Paper |
| On the marginal distribution of a first order autoregressive process | 1984-01-01 | Paper |
| Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model | 1984-01-01 | Paper |
