Eckhard Liebscher

Available identifiers

zbMath Open liebscher.eckhardMaRDI QIDQ632758

List of research outcomes

Publication	Date of Publication	Type
Semiparametric estimation of the high-dimensional elliptical distribution	2023-03-17	Paper
Kendall regression coefficient	2021-05-07	Paper
On combining star-shaped distributions and copulas	2020-05-13	Paper
Modelling with star-shaped distributions	2020-04-28	Paper
Copula-based dependence measures for piecewise monotonicity	2018-02-15	Paper
Goodness-of-Approximation of Copulas by a Parametric Family	2016-11-18	Paper
Approximation of distributions by using the Anderson Darling statistic	2016-11-11	Paper
Copula-based dependence measures	2015-06-23	Paper
Copula-based dependence measures	2014-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q2847907	2013-09-13	Paper
Model checks for parametric regression models	2013-04-05	Paper
Erratum to ``Construction of asymmetric multivariate copulas	2011-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q3552467	2010-04-22	Paper
Construction of asymmetric multivariate copulas	2008-11-27	Paper
Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes	2006-05-24	Paper
Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems	2006-03-10	Paper
A semiparametric density estimator based on elliptical distributions	2005-08-05	Paper
Semiparametric Density Estimators Using Copulas	2005-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q4416882	2003-08-05	Paper
Strong convergence of estimators in nonlinear autoregressive models	2003-05-19	Paper
Central limit theorems for \(\alpha\)-mixing triangular arrays with applications to nonparametric statistics	2003-02-10	Paper
Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition	2002-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q2712961	2001-05-06	Paper
Estimating the density of the residuals in autoregressive models	2001-03-11	Paper
Asymptotic normality of nonparametric estimators under \(\alpha\)-mixing condition	2000-11-20	Paper
Central limit theorems for sums of α-mixing random variables	2000-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q4210771	1999-03-15	Paper
Convergence of Hermite Series Density Estimators Under Conditions of Weak Dependence	1999-02-09	Paper
Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation	1998-03-29	Paper
Strong convergence of kernel estimators for product densities of absolutely regular point processes	1998-03-23	Paper
A generalization of the Kaplan-Meier estimator to Harris-recurrent Markov chains	1997-11-23	Paper
Strong convergence of sums of \(\varphi\)-mixing random variables	1996-09-18	Paper
Density estimation for Markov chains	1995-02-13	Paper
Central Limit Theorems for Markov‐Connected Random Variables	1992-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3997749	1992-09-17	Paper
Kernel estimators for probability densities with discontinuities	1992-06-25	Paper
Hermite series estimators for probability densities	1990-01-01	Paper

Research outcomes over time

Doctoral students

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