| Publication | Date of Publication | Type |
|---|
| Robust relation of streamwise velocity autocorrelation in atmospheric surface layers based on an autoregressive moving average model | 2024-03-04 | Paper |
| Estimating COVID-19 vaccine protection rates via dynamic epidemiological models -- a study of 10 countries | 2024-01-16 | Paper |
| Sharp optimality for high-dimensional covariance testing under sparse signals | 2024-01-04 | Paper |
| Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding | 2023-06-29 | Paper |
| Weighted Distributed Estimation under Heterogeneity | 2022-09-14 | Paper |
| Mann–Whitney Test with Adjustments to Pretreatment Variables for Missing Values and Observational Study | 2022-07-11 | Paper |
| Matrix Completion under Low-Rank Missing Mechanism | 2022-03-04 | Paper |
| Distributed statistical inference for massive data | 2021-12-03 | Paper |
| Concentration Inequalities for Statistical Inference | 2021-09-29 | Paper |
| Discussion on: ``The timing and effectiveness of implementing mild interventions of COVID-19 in large industrial regions via a synthetic control method | 2021-05-03 | Paper |
| High-dimensional empirical likelihood inference | 2021-04-08 | Paper |
| Matrix Completion With Covariate Information | 2019-08-19 | Paper |
| Tests for High Dimensional Generalized Linear Models | 2019-06-12 | Paper |
| Two-sample and ANOVA tests for high dimensional means | 2019-05-10 | Paper |
| HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS | 2018-11-22 | Paper |
| Detecting rare and faint signals via thresholding maximum likelihood estimators | 2018-05-18 | Paper |
| Bandwidth Selection for High-Dimensional Covariance Matrix Estimation | 2017-10-13 | Paper |
| Peter Hall's contributions to the bootstrap | 2016-11-18 | Paper |
| Functional coefficient moving average model with application to forecasting Chinese CPI | 2016-10-26 | Paper |
| Testing super-diagonal structure in high dimensional covariance matrices | 2016-09-06 | Paper |
| Nonparametric estimation for a class of Lévy processes | 2016-08-04 | Paper |
| Parameter estimation and bias correction for diffusion processes | 2016-07-04 | Paper |
| More powerful tests for sparse high-dimensional covariances matrices | 2016-06-03 | Paper |
| On the second-order properties of empirical likelihood with moment restrictions | 2016-05-27 | Paper |
| An adaptive empirical likelihood test for parametric time series regression models | 2016-05-27 | Paper |
| On smoothing estimation for seasonal time series with long cycles | 2015-12-10 | Paper |
| Tests for High-Dimensional Regression Coefficients With Factorial Designs | 2015-06-17 | Paper |
| Tests for High-Dimensional Covariance Matrices | 2015-06-15 | Paper |
| Local Post-Stratification in Dual System Accuracy and Coverage Evaluation for the U.S. Census | 2015-06-11 | Paper |
| High dimensional generalized empirical likelihood for moment restrictions with dependent data | 2015-05-06 | Paper |
| On implied volatility for options -- some reasons to smile and more to correct | 2014-08-07 | Paper |
| Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence | 2014-04-04 | Paper |
| Estimation in semiparametric models with missing data | 2013-11-11 | Paper |
| Parameter estimation and model testing for Markov processes via conditional characteristic functions | 2013-03-07 | Paper |
| Test for bandedness of high-dimensional covariance matrices and bandwidth estimation | 2012-12-10 | Paper |
| On the approximate maximum likelihood estimation for diffusion processes | 2012-09-03 | Paper |
| Two sample tests for high-dimensional covariance matrices | 2012-08-29 | Paper |
| Nonparametric regression with discrete covariate and missing values | 2012-08-18 | Paper |
| Properties of Census Dual System Population Size Estimators | 2012-06-08 | Paper |
| Two sample tests for high-dimensional covariance matrices | 2012-06-05 | Paper |
| Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation | 2011-12-19 | Paper |
| SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION | 2011-08-16 | Paper |
| Measurement Errors in Line Transect Surveys Where Detectability Varies with Distance and Size | 2011-03-01 | Paper |
| Sequential Estimation in Line Transect Surveys | 2011-03-01 | Paper |
| Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes | 2011-02-01 | Paper |
| A review on empirical likelihood methods for regression | 2011-01-22 | Paper |
| Rejoinder on: A review on empirical likelihood methods for regression | 2011-01-22 | Paper |
| ANOVA for longitudinal data with missing values | 2011-01-19 | Paper |
| A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression | 2010-11-15 | Paper |
| A two-sample test for high-dimensional data with applications to gene-set testing | 2010-03-24 | Paper |
| Effects of data dimension on empirical likelihood | 2009-09-29 | Paper |
| Improving Semiparametric Estimation by Using Surrogate Data | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3600722 | 2009-02-05 | Paper |
| On Bartlett correction of empirical likelihood in the presence of nuisance parameters | 2009-01-15 | Paper |
| A test for model specification of diffusion processes | 2008-03-12 | Paper |
| Nonparametric estimation of copula functions for dependence modelling | 2008-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3431908 | 2007-04-13 | Paper |
| An Empirical Likelihood Goodness-of-Fit Test for Time Series | 2005-04-29 | Paper |
| Estimation in Independent Observer Line Transect Surveys for Clustered Populations | 2005-04-13 | Paper |
| A Condition for Designing Bus‐Route Type Access Site Surveys to Estimate Recreational Fishing Effort | 2005-04-13 | Paper |
| Measurement Errors in Line Transect Surveys | 2005-04-11 | Paper |
| Coverage accuracy of confidence intervals in nonparametric regression | 2004-06-22 | Paper |
| Information Recovery in a Study With Surrogate Endpoints | 2004-06-10 | Paper |
| Empirical likelihood-based confidence intervals for data with possible zero observations. | 2004-02-14 | Paper |
| Empirical likelihood confidence intervals for local linear smoothers | 2004-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801743 | 2003-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801741 | 2003-09-02 | Paper |
| Confidence Intervals Based on Local Linear Smoother | 2003-08-07 | Paper |
| Local linear smoothers using asymmetric kernels | 2003-04-27 | Paper |
| Empirical likelihood confidence region for parameter in the errors-in-variables models. | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542756 | 2002-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543487 | 2002-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4947004 | 2001-10-03 | Paper |
| Probability density function estimation using gamma kernels | 2001-05-17 | Paper |
| A nonparametric approach to the analysis of two-stage mark-recapture experiments | 2001-03-11 | Paper |
| Beta kernel estimators for density functions | 2000-01-12 | Paper |
| Beta-Bernstein Smoothing for Regression Curves with Compact Support | 1999-08-10 | Paper |
| Beta kernel estimators for density functions | 1999-08-01 | Paper |
| Combined and least squares empirical likelihood | 1999-06-29 | Paper |
| EMPIRICAL LIKELIHOOD‐BASED KERNEL DENSITY ESTIMATION | 1997-08-07 | Paper |
| Studying School Size Effects in Line Transect Sampling Using the Kernel Method | 1997-08-03 | Paper |
| Empirical likelihood confidence intervals for nonparametric density estimation | 1997-06-22 | Paper |
| A Kernel Estimate for the Density of a Biological Population by Using Line Transect Sampling | 1997-02-12 | Paper |
| Comparing empirical likelihood and bootstrap hypothesis tests | 1994-12-11 | Paper |
| On the accuracy of empirical likelihood confidence regions for linear regression model | 1994-11-20 | Paper |
| Empirical likelihood confidence intervals for linear regression coefficients | 1994-10-11 | Paper |
| On the calculation of standard error for quotation in confidence statements | 1994-03-07 | Paper |
| Smoothed empirical likelihood confidence intervals for quantiles | 1994-02-16 | Paper |
