| Publication | Date of Publication | Type |
|---|
Nonparametric estimation of the multivariate Spearman's footrule: a further discussion
Fuzzy Sets and Systems | 2024-08-19 | Paper |
Fitting copulas in the case of missing data
Statistical Papers | 2024-07-30 | Paper |
Constructing models for spherical and elliptical densities
Dependence Modeling | 2024-05-31 | Paper |
Semiparametric estimation of the high-dimensional elliptical distribution
Journal of Multivariate Analysis | 2023-03-17 | Paper |
Kendall regression coefficient
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
| On combining star-shaped distributions and copulas | 2020-05-13 | Paper |
Modelling with star-shaped distributions
Dependence Modeling | 2020-04-28 | Paper |
Copula-based dependence measures for piecewise monotonicity
Dependence Modeling | 2018-02-15 | Paper |
Goodness-of-approximation of copulas by a parametric family
Springer Proceedings in Mathematics & Statistics | 2016-11-18 | Paper |
Approximation of distributions by using the Anderson Darling statistic
Communications in Statistics. Theory and Methods | 2016-11-11 | Paper |
Copula-based dependence measures
Dependence Modeling | 2015-06-23 | Paper |
Copula-based dependence measures
Dependence Modeling | 2014-01-10 | Paper |
| Reliability analysis and quality management | 2013-09-13 | Paper |
Model checks for parametric regression models
Test | 2013-04-05 | Paper |
Erratum to ``Construction of asymmetric multivariate copulas
Journal of Multivariate Analysis | 2011-03-25 | Paper |
| Semiparametric estimation of the parameters of multivariate copulas | 2010-04-22 | Paper |
| Semiparametric estimation of the parameters of multivariate copulas | 2010-04-22 | Paper |
Construction of asymmetric multivariate copulas
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
Journal of Time Series Analysis | 2006-05-24 | Paper |
Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems
Annals of the Institute of Statistical Mathematics | 2006-03-10 | Paper |
A semiparametric density estimator based on elliptical distributions
Journal of Multivariate Analysis | 2005-08-05 | Paper |
Semiparametric Density Estimators Using Copulas
Communications in Statistics: Theory and Methods | 2005-05-23 | Paper |
| scientific article; zbMATH DE number 1959627 (Why is no real title available?) | 2003-08-05 | Paper |
Strong convergence of estimators in nonlinear autoregressive models
Journal of Multivariate Analysis | 2003-05-19 | Paper |
Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics
Mathematical Methods of Statistics | 2003-02-10 | Paper |
Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition
Annals of the Institute of Statistical Mathematics | 2002-08-20 | Paper |
Estimation of the density and the regression function under mixing conditions.
Statistics & Decisions | 2001-05-06 | Paper |
Estimating the density of the residuals in autoregressive models
Statistical Inference for Stochastic Processes | 2001-03-11 | Paper |
Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition
Statistics & Probability Letters | 2000-11-20 | Paper |
Central limit theorems for sums of α-mixing random variables
Stochastics and Stochastic Reports | 2000-11-08 | Paper |
| scientific article; zbMATH DE number 1202597 (Why is no real title available?) | 1999-03-15 | Paper |
Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence
Statistics | 1999-02-09 | Paper |
Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Strong convergence of kernel estimators for product densities of absolutely regular point processes
Journal of Nonparametric Statistics | 1998-03-23 | Paper |
A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains
Statistical Papers | 1997-11-23 | Paper |
Strong convergence of sums of \(\varphi\)-mixing random variables
Mathematical Methods of Statistics | 1996-09-18 | Paper |
Density estimation for Markov chains
Statistics | 1995-02-13 | Paper |
Central Limit Theorems for Markov‐Connected Random Variables
Mathematische Nachrichten | 1992-12-14 | Paper |
| scientific article; zbMATH DE number 48913 (Why is no real title available?) | 1992-09-17 | Paper |
Kernel estimators for probability densities with discontinuities
Statistics | 1992-06-25 | Paper |
Hermite series estimators for probability densities
Metrika | 1990-01-01 | Paper |
