| Publication | Date of Publication | Type |
|---|
| Empirical likelihood M-estimation for the varying-coefficient model with functional response | 2024-09-19 | Paper |
| Efficient Byzantine-robust distributed inference with regularization: a trade-off between compression and adversary | 2024-07-11 | Paper |
| More communication-efficient distributed sparse learning | 2024-05-29 | Paper |
| Communication-efficient and privacy-preserving large-scale federated learning counteracting heterogeneity | 2024-04-10 | Paper |
| Functional Response Quantile Regression Model | 2023-11-14 | Paper |
| Wavelet-L1-estimation for non parametric location-scale models under a general dependence framework | 2023-07-03 | Paper |
| Discussion of: ‘A review of distributed statistical inference’ | 2023-03-07 | Paper |
| Reproducing kernel‐based functional linear expectile regression | 2022-08-02 | Paper |
| Asymptotics for \(L_1\)-wavelet method for nonparametric regression | 2022-01-20 | Paper |
| Robust wavelet-based estimation for varying coefficient dynamic models under long-dependent structures | 2021-12-13 | Paper |
| Wavelet estimation in time-varying coefficient time series models with measurement errors | 2021-10-28 | Paper |
| Uniform convergence rates for wavelet curve estimation in sup-norm loss | 2021-09-17 | Paper |
| The asymptotic properties of SCAD penalized generalized linear models with adaptive designs | 2021-04-08 | Paper |
| Berry-Esseen bounds for wavelet estimator in time-varying coefficient models with censored dependent data | 2020-12-30 | Paper |
| Wavelet-M-estimation for time-varying coefficient time series models | 2020-10-14 | Paper |
| Wavelet-based LASSO in functional linear quantile regression | 2020-04-27 | Paper |
| Wavelet estimation in time-varying coefficient models | 2019-11-04 | Paper |
| A General Framework for Quantile Estimation with Incomplete Data | 2019-09-26 | Paper |
| Wavelet estimation in varying coefficient models for censored dependent data | 2017-01-16 | Paper |
| Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data | 2016-03-17 | Paper |
| Asymptotics of a wavelet estimator in the nonparametric regression model with repeated measurements under a NA error process | 2015-04-21 | Paper |
| Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure | 2015-03-13 | Paper |
| Complete \(q\)-order moment convergence of moving average processes under \(\varphi \)-mixing assumptions. | 2014-09-19 | Paper |
| Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout | 2014-08-07 | Paper |
| Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout | 2014-07-11 | Paper |
| On complete convergence for strong mixing sequences | 2014-04-25 | Paper |
| Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes | 2014-02-12 | Paper |
| Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution | 2014-01-27 | Paper |
| Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors | 2014-01-13 | Paper |
| Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure | 2013-09-10 | Paper |
| Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure | 2013-06-25 | Paper |
| On moments of the maximum of partial sums of moving average processes under dependence assumptions | 2013-03-18 | Paper |
| A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error's structure | 2012-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2885895 | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886859 | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109586 | 2012-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3114036 | 2012-01-27 | Paper |
| Complete moment convergence of moving average processes under ρ-mixing assumption | 2011-11-11 | Paper |
| On the strong laws for weighted sums of \(\rho^*\)-mixing random variables | 2011-05-13 | Paper |
| The Monte Carlo EM method for estimating multinomial probit latent variable models | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072258 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073357 | 2011-02-05 | Paper |
| On complete convergence for arrays of rowwise \(\rho \)-mixing random variables and its applications | 2010-12-06 | Paper |
| Moment consistency of estimators in partially linear models under NA samples | 2010-10-29 | Paper |
| Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariatet-Distribution | 2010-03-22 | Paper |
| Complete moment convergence of moving average processes under \(\varphi \)-mixing assumptions | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402759 | 2010-02-12 | Paper |
| The EM algorithm for the extended finite mixture of the factor analyzers model | 2009-06-16 | Paper |
