| Publication | Date of Publication | Type |
|---|
| Multiple change point detection in functional data with applications to biomechanical fatigue data | 2025-01-17 | Paper |
| Validating approximate slope homogeneity in large panels | 2025-01-16 | Paper |
| Optimal designs for thermal spraying | 2024-11-29 | Paper |
| Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery | 2024-10-29 | Paper |
| Prediction in Locally Stationary Time Series | 2024-10-17 | Paper |
| Confidence Corridors for Multivariate Generalized Quantile Regression | 2024-10-09 | Paper |
| Statistical inference for high-dimensional panel functional time series | 2024-09-10 | Paper |
| Linear spectral statistics of sequential sample covariance matrices | 2024-09-02 | Paper |
| An RKHS approach for pivotal inference in functional linear regression | 2024-08-26 | Paper |
| Prediction in regression models with continuous observations | 2024-07-25 | Paper |
| Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics | 2024-06-05 | Paper |
| Rearranged dependence measures | 2024-03-26 | Paper |
| Testing equivalence of multinomial distributions -- a constrained bootstrap approach | 2024-02-13 | Paper |
| Comparing regression curves: an \(L^1\)-point of view | 2024-01-16 | Paper |
| Statistical inference for function-on-function linear regression | 2024-01-16 | Paper |
| Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions | 2023-11-08 | Paper |
| Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions | 2023-09-26 | Paper |
| Detecting relevant changes in the spatiotemporal mean function | 2023-08-24 | Paper |
| A portmanteau-type test for detecting serial correlation in locally stationary functional time series | 2023-07-06 | Paper |
| Fluctuations of the diagonal entries of a large sample precision matrix | 2023-07-04 | Paper |
| A CLT for the difference of eigenvalue statistics of sample covariance matrices | 2023-06-15 | Paper |
| Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators | 2023-05-23 | Paper |
| The effect of intraday periodicity on realized volatility measures | 2023-04-11 | Paper |
| A reinforced learning approach to optimal design under model uncertainty | 2023-03-28 | Paper |
| Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices | 2023-03-09 | Paper |
| RDM | 2023-02-24 | Software |
| The integrated copula spectrum | 2023-01-12 | Paper |
| Statistical inference for the slope parameter in functional linear regression | 2022-12-19 | Paper |
| Nonparametric and high-dimensional functional graphical models | 2022-12-19 | Paper |
| Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes | 2022-10-20 | Paper |
| Pivotal tests for relevant differences in the second order dynamics of functional time series | 2022-09-28 | Paper |
| Quantifying deviations from separability in space-time functional processes | 2022-09-28 | Paper |
| A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes | 2022-08-22 | Paper |
| Sequential change point detection in high dimensional time series | 2022-07-15 | Paper |
| A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression | 2022-07-11 | Paper |
| Testing Relevant Hypotheses in Functional Time Series via Self-Normalization | 2022-07-08 | Paper |
| Design admissibility and de la Garza phenomenon in multifactor experiments | 2022-06-24 | Paper |
| Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach | 2022-04-04 | Paper |
| An RKHS approach for pivotal inference in functional linear regression | 2022-02-16 | Paper |
| Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators | 2022-02-07 | Paper |
| Bio-equivalence tests in functional data by maximum deviation | 2022-01-19 | Paper |
| Rearranged dependence measures | 2022-01-10 | Paper |
| Optimal designs for comparing regression curves: dependence within and between groups | 2022-01-03 | Paper |
| The integrated copula spectrum | 2021-12-13 | Paper |
| A distribution free test for changes in the trend function of locally stationary processes | 2021-10-11 | Paper |
| A nonparametric test for stationarity in functional time series | 2021-10-06 | Paper |
| OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA | 2021-10-06 | Paper |
| Identifying shifts between two regression curves | 2021-09-28 | Paper |
| Confidence surfaces for the mean of locally stationary functional time series | 2021-09-08 | Paper |
| Optimal designs for model averaging in non-nested models | 2021-09-01 | Paper |
| Statistical inference for the slope parameter in functional linear regression | 2021-08-16 | Paper |
| Detecting structural breaks in eigensystems of functional time series | 2021-08-09 | Paper |
| Linear spectral statistics of sequential sample covariance matrices | 2021-07-21 | Paper |
| A new approach for open‐end sequential change point monitoring | 2021-06-30 | Paper |
| Multiscale change point detection for dependent data | 2021-06-22 | Paper |
| Optimal designs for frequentist model averaging | 2021-04-20 | Paper |
| Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes | 2021-04-19 | Paper |
| Nonparametric and high-dimensional functional graphical models | 2021-03-18 | Paper |
| Optimal designs for comparing regression curves -- dependence within and between groups | 2021-01-14 | Paper |
| A test for separability in covariance operators of random surfaces | 2020-12-14 | Paper |
| A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing | 2020-12-07 | Paper |
| Regularization parameter selection in indirect regression by residual based bootstrap | 2020-11-16 | Paper |
| Equivalence of regression curves sharing common parameters | 2020-10-26 | Paper |
| A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters | 2020-09-15 | Paper |
| Functional data analysis in the Banach space of continuous functions | 2020-08-28 | Paper |
| Robust and efficient design of experiments for the Monod model | 2020-08-24 | Paper |
| Detecting deviations from second-order stationarity in locally stationary functional time series | 2020-07-20 | Paper |
| Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach | 2020-06-12 | Paper |
| Likelihood ratio tests for many groups in high dimensions | 2020-05-19 | Paper |
| Random moment problems under constraints | 2020-05-13 | Paper |
| Efficient tests for bio-equivalence in functional data | 2020-04-26 | Paper |
| Pivotal tests for relevant differences in the second order dynamics of functional time series | 2020-04-09 | Paper |
| Quantifying deviations from separability in space-time functional processes | 2020-03-26 | Paper |
| Design admissibility and de la Garza phenomenon in multi-factor experiments | 2020-03-20 | Paper |
| Statistical Inference for High Dimensional Panel Functional Time Series | 2020-03-12 | Paper |
| Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach | 2020-01-15 | Paper |
| Determinants of block Hankel matrices for random matrix-valued measures | 2019-12-17 | Paper |
| Testing for independence of large dimensional vectors | 2019-10-09 | Paper |
| Goodness-of-fit testing the error distribution in multivariate indirect regression | 2019-09-13 | Paper |
| The empirical process of residuals from an inverse regression | 2019-08-29 | Paper |
| Optimal designs for rational regression models | 2019-08-28 | Paper |
| Optimal designs for regression models with a constant coefficient of variation | 2019-08-27 | Paper |
| Prediction in regression models with continuous observations | 2019-08-12 | Paper |
| Change Point Analysis of Correlation in Non-stationary Time Series | 2019-08-01 | Paper |
| The BLUE in continuous-time regression models with correlated errors | 2019-07-18 | Paper |
| Detecting Relevant Changes in Time Series Models | 2019-06-12 | Paper |
| Optimal Designs for Dose Finding Studies with an Active Control | 2019-05-09 | Paper |
| A Geometric Characterization of Optimal Designs for Regression Models with Correlated Observations | 2019-04-12 | Paper |
| Optimal designs for regression with spherical data | 2019-02-14 | Paper |
| Bayesian D‐optimal designs for error‐in‐variables models | 2019-02-08 | Paper |
| Optimal designs for non-competitive enzyme inhibition kinetic models | 2018-12-03 | Paper |
| `Nearly' universally optimal designs for models with correlated observations | 2018-11-08 | Paper |
| Equivalence of Regression Curves | 2018-11-02 | Paper |
| Change‐Point Detection in Autoregressive Models with no Moment Assumptions | 2018-09-28 | Paper |
| Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations | 2018-09-27 | Paper |
| Relevant change points in high dimensional time series | 2018-09-24 | Paper |
| Testing relevant hypotheses in functional time series via self-normalization | 2018-09-17 | Paper |
| Optimal designs for comparing regression models with correlated observations | 2018-08-14 | Paper |
| Detecting deviations from second-order stationarity in locally stationary functional time series | 2018-08-13 | Paper |
| Multiscale inference for a multivariate density with applications to X-ray astronomy | 2018-05-29 | Paper |
| On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities | 2018-05-16 | Paper |
| Universality in random moment problems | 2018-05-15 | Paper |
| Adaptive grid semidefinite programming for finding optimal designs | 2018-02-27 | Paper |
| A Simple Test for White Noise in Functional Time Series | 2018-02-23 | Paper |
| Fourier Analysis of Serial Dependence Measures | 2018-02-23 | Paper |
| Quantile Spectral Analysis for Locally Stationary Time Series | 2018-02-19 | Paper |
| Hankel determinants of random moment sequences | 2018-01-26 | Paper |
| Optimal designs for dose response curves with common parameters | 2017-12-22 | Paper |
| Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials | 2017-11-17 | Paper |
| Multiscale inference for multivariate deconvolution | 2017-11-10 | Paper |
| Detection of Multiple Structural Breaks in Multivariate Time Series | 2017-10-13 | Paper |
| A new approach to optimal designs for correlated observations | 2017-09-08 | Paper |
| Some Comments on Copula-Based Regression | 2017-08-07 | Paper |
| Determinants of Random Block Hankel Matrices | 2017-06-27 | Paper |
| Detecting long-range dependence in non-stationary time series | 2017-05-16 | Paper |
| Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations | 2017-01-18 | Paper |
| Optimal discrimination designs for semi-parametric models | 2016-12-01 | Paper |
| Smooth backfitting in additive inverse regression | 2016-09-16 | Paper |
| Optimal designs for regression models with autoregressive errors | 2016-06-24 | Paper |
| Optimal designs for comparing curves | 2016-06-09 | Paper |
| Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach | 2016-06-06 | Paper |
| Dose response signal detection under model uncertainty | 2016-05-30 | Paper |
| Quantile spectral processes: asymptotic analysis and inference | 2016-05-12 | Paper |
| Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix | 2016-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2799889 | 2016-04-13 | Paper |
| Optimal designs in regression with correlated errors | 2016-02-22 | Paper |
| Estimation of additive quantile regression | 2016-02-01 | Paper |
| Measuring stationarity in long-memory processes | 2016-01-28 | Paper |
| A simple test for the parametric form of the variance function in nonparametric regression | 2016-01-15 | Paper |
| Designing dose-finding studies with an active control for exponential families | 2016-01-08 | Paper |
| Locally optimal designs for errors-in-variables models | 2016-01-08 | Paper |
| QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES | 2016-01-08 | Paper |
| Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness | 2015-12-18 | Paper |
| Bridge estimators and the adaptive Lasso under heteroscedasticity | 2015-11-13 | Paper |
| The quantile process under random censoring | 2015-11-13 | Paper |
| Bayesian \(T\)-optimal discriminating designs | 2015-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262085 | 2015-07-13 | Paper |
| Testing for additivity in nonparametric quantile regression | 2015-06-26 | Paper |
| A New Approach to Optimal Design for Linear Models With Correlated Observations | 2015-06-16 | Paper |
| Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis | 2015-06-15 | Paper |
| Confidence bands for multivariate and time dependent inverse regression models | 2015-05-19 | Paper |
| Detecting gradual changes in locally stationary processes | 2015-05-11 | Paper |
| Optimal designs for the Michaelis–Menten model with correlated observations | 2014-12-22 | Paper |
| Censored quantile regression processes under dependence and penalization | 2014-11-18 | Paper |
| \(E\)-optimal designs for second-order response surface models | 2014-10-17 | Paper |
| Optimal designs for nonlinear regression models with respect to non-informative priors | 2014-10-13 | Paper |
| Distributions on matrix moment spaces | 2014-09-08 | Paper |
| Testing non-parametric hypotheses for stationary processes by estimating minimal distances | 2014-08-06 | Paper |
| A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models | 2014-08-04 | Paper |
| Rejoinder: A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models | 2014-08-04 | Paper |
| Focused model selection in quantile regression | 2014-04-29 | Paper |
| Goodness-of-fit tests in long-range dependent processes under fixed alternatives | 2014-04-10 | Paper |
| Comment | 2014-04-01 | Paper |
| Additive inverse regression models with convolution-type operators | 2014-03-21 | Paper |
| Testing strict monotonicity in nonparametric regression | 2014-03-19 | Paper |
| Optimal designs for estimating the slope of a regression | 2014-03-14 | Paper |
| Multiplier bootstrap of tail copulas with applications | 2014-02-04 | Paper |
| A test for stationarity based on empirical processes | 2014-02-04 | Paper |
| Testing Semiparametric Hypotheses in Locally Stationary Processes | 2013-10-09 | Paper |
| Complete classes of designs for nonlinear regression models and principal representations of moment spaces | 2013-09-25 | Paper |
| Comments on: ``An updated review of goodness-of-fit tests for regression models | 2013-09-05 | Paper |
| The adaptive Lasso in high-dimensional sparse heteroscedastic models | 2013-08-23 | Paper |
| Nonparametric quantile regression for twice censored data | 2013-08-16 | Paper |
| Zeros and ratio asymptotics for matrix orthogonal polynomials | 2013-07-25 | Paper |
| Optimal discriminating designs for several competing regression models | 2013-07-24 | Paper |
| Nonparametric comparison of quantile curves: a stochastic process approach | 2013-06-24 | Paper |
| Optimal design for linear models with correlated observations | 2013-05-30 | Paper |
| Significance testing in quantile regression | 2013-05-29 | Paper |
| A Copula‐Based Non‐parametric Measure of Regression Dependence | 2013-03-20 | Paper |
| Model checks for the volatility under microstructure noise | 2013-01-17 | Paper |
| Testing for a constant coefficient of variation in nonparametric regression by empirical processes | 2012-12-27 | Paper |
| Distributions on unbounded moment spaces and random moment sequences | 2012-12-10 | Paper |
| Optimal Designs for Quantile Regression Models | 2012-11-09 | Paper |
| Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities | 2012-10-16 | Paper |
| Comparing Conditional Quantile Curves | 2012-09-01 | Paper |
| Model Checks in Inverse Regression Models with Convolution-Type Operators | 2012-09-01 | Paper |
| Scale Checks in Censored Regression | 2012-09-01 | Paper |
| Optimal designs for estimating critical effective dose under model uncertainty in a dose response study | 2012-08-18 | Paper |
| A test for Archimedeanity in bivariate copula models | 2012-08-13 | Paper |
| Efficient Algorithms for Optimal Designs with Correlated Observations in Pharmacokinetics and Dose-Finding Studies | 2012-06-27 | Paper |
| Correction to ``Asymptotic optimal designs under long-range dependence error structure | 2012-05-28 | Paper |
| Matrix measures, random moments, and Gaussian ensembles | 2012-04-26 | Paper |
| A Measure of Stationarity in Locally Stationary Processes With Applications to Testing | 2012-01-18 | Paper |
| New estimators of the Pickands dependence function and a test for extreme-value dependence | 2011-12-08 | Paper |
| Optimal designs for indirect regression | 2011-11-10 | Paper |
| Optimal design for smoothing splines | 2011-11-08 | Paper |
| A note on testing hypotheses for stationary processes in the frequency domain | 2011-10-28 | Paper |
| Testing model assumptions in functional regression models | 2011-08-16 | Paper |
| Testing symmetry of a nonparametric bivariate regression function | 2011-07-22 | Paper |
| A note on the de la Garza phenomenon for locally optimal designs | 2011-06-29 | Paper |
| Optimal design for additive partially nonlinear models | 2011-06-28 | Paper |
| Testing for a constant coefficient of variation in nonparametric regression | 2011-04-18 | Paper |
| Optimal designs for discriminating between dose-response models in toxicology studies | 2011-02-28 | Paper |
| Goodness-of-Fit Tests for Multiplicative Models with Dependent Data | 2011-02-22 | Paper |
| Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics | 2010-12-27 | Paper |
| A note on bootstrap approximations for the empirical copula process | 2010-12-20 | Paper |
| Some comments on quasi-birth-and-death processes and matrix measures | 2010-12-01 | Paper |
| Optimal designs for dose-finding experiments in toxicity studies | 2010-11-15 | Paper |
| Asymptotic optimal designs under long-range dependence error structure | 2010-11-15 | Paper |
| A robust test for homoscedasticity in nonparametric regression | 2010-09-20 | Paper |
| A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay | 2010-09-17 | Paper |
| Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble | 2010-08-19 | Paper |
| Optimal designs for the emax, log-linear and exponential models | 2010-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580909 | 2010-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580496 | 2010-08-12 | Paper |
| Random block matrices generalizing the classical Jacobi and Laguerre ensembles | 2010-06-25 | Paper |
| Random block matrices and matrix orthogonal polynomials | 2010-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566333 | 2010-06-07 | Paper |
| A note on all-bias designs with applications in spline regression models | 2010-04-14 | Paper |
| Improving updating rules in multiplicative algorithms for computing \(D\)-optimal designs | 2010-03-30 | Paper |
| A bootstrap test for the comparison of nonlinear time series | 2010-03-30 | Paper |
| Efficient Experimental Design for the Behrens-Fisher Problem With Application to Bioassay | 2010-03-11 | Paper |
| Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations | 2010-03-01 | Paper |
| Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances | 2010-02-12 | Paper |
| A geometric characterization of \(c\)-optimal designs for heteroscedastic regression | 2009-12-09 | Paper |
| Optimal experimental designs for inverse quadratic regression models | 2009-11-11 | Paper |
| On the estimation of a monotone conditional variance in nonparametric regression | 2009-10-13 | Paper |
| Constrained optimal discrimination designs for Fourier regression models | 2009-10-13 | Paper |
| Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing | 2009-10-13 | Paper |
| A note on some random orthogonal polynomials on a compact interval | 2009-10-09 | Paper |
| Optimal discrimination designs | 2009-07-22 | Paper |
| Robust designs for series estimation | 2009-06-16 | Paper |
| Non-Crossing Non-Parametric Estimates of Quantile Curves | 2009-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3600723 | 2009-02-05 | Paper |
| A note on estimating a smooth monotone regression by combining kernel and density estimates | 2008-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534835 | 2008-11-05 | Paper |
| A martingale-transform goodness-of-fit test for the form of the conditional variance | 2008-09-29 | Paper |
| DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES | 2008-09-29 | Paper |
| A test for the parametric form of the variance function in a partial linear regression model | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498631 | 2008-05-16 | Paper |
| A comparison of sequential and non-sequential designs for discrimination between nested regression models | 2008-04-08 | Paper |
| Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models | 2008-03-12 | Paper |
| Efficient experimental designs for sigmoidal growth models | 2008-03-06 | Paper |
| Optimal designs for statistical analysis with Zernike polynomials | 2008-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434033 | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434049 | 2008-01-09 | Paper |
| Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk | 2007-12-16 | Paper |
| Estimating a Convex Function in Nonparametric Regression | 2007-12-16 | Paper |
| Asymptotic properties of the algebraic moment range process | 2007-11-12 | Paper |
| Compound optimal designs for percentile estimation in dose-response models with restricted design intervals | 2007-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308491 | 2007-09-28 | Paper |
| On the number of support points of maximin and Bayesian optimal designs | 2007-09-03 | Paper |
| A Note on Nonparametric Estimation of the Effective Dose in Quantal Bioassay | 2007-08-20 | Paper |
| Optimal Design for Goodness-of-Fit of the Michaelis–Menten Enzyme Kinetic Function | 2007-08-20 | Paper |
| Optimal Designs for Dose–Response Models With Restricted Design Spaces | 2007-08-20 | Paper |
| Some robust design strategies for percentile estimation in binary response models | 2007-07-31 | Paper |
| Strictly monotone and smooth nonparametric regression for two or more variables | 2007-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5295581 | 2007-07-30 | Paper |
| Optimal discrimination designs for exponential regression models | 2007-07-23 | Paper |
| Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials | 2007-07-17 | Paper |
| The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate | 2007-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3427557 | 2007-03-20 | Paper |
| BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS | 2007-03-20 | Paper |
| Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing | 2006-12-08 | Paper |
| A simple nonparametric estimator of a strictly monotone regression function | 2006-11-06 | Paper |
| Maximin efficient design of experiment for exponential regression models | 2006-10-05 | Paper |
| Local \(c\)- and \(E\)-optimal designs for exponential regression models | 2006-09-12 | Paper |
| A simple nonparametric estimator of a strictly monotone regression function | 2006-06-01 | Paper |
| A comparative study of monotone nonparametric kernel estimates | 2006-05-03 | Paper |
| Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors | 2006-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3376018 | 2006-03-17 | Paper |
| A note on testing symmetry of the error distribution in linear regression models | 2005-12-22 | Paper |
| On the equivalence of optimality design criteria for the placebo--treatment problem | 2005-11-07 | Paper |
| Bayesian and maximin optimal designs for heteroscedastic regression models | 2005-10-18 | Paper |
| A note on the Bickel\,-\,Rosenblatt test in autoregressive time series | 2005-09-29 | Paper |
| A note on testing the covariance matrix for large dimension | 2005-09-29 | Paper |
| Finite sample performance of sequential designs for model identification | 2005-07-18 | Paper |
| On a test for a parametric form of volatility in continuous time financial models | 2005-05-20 | Paper |
| On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies | 2005-05-20 | Paper |
| Efficient Design of Experiments in the Monod Model | 2005-04-29 | Paper |
| Optimal Designs When the Variance Is A Function of the Mean | 2005-04-13 | Paper |
| Optimal designs for a class of nonlinear regression models | 2005-02-28 | Paper |
| A note on the maximization of matrix valued Hankel determinants with applications | 2005-02-22 | Paper |
| A comparison of different nonparametric methods for inference on additive models | 2005-02-21 | Paper |
| Some comments on specification tests in nonparametric absolutely regular processes | 2004-11-24 | Paper |
| A test for randomness against ARMA alternatives. | 2004-09-07 | Paper |
| Some Methodological Aspects of Validation of Models in Nonparametric Regression | 2004-06-15 | Paper |
| Robust and Efficient Designs for the Michaelis–Menten Model | 2004-06-10 | Paper |
| Optimal designs for estimating individual coefficients in Fourier regression models | 2004-06-09 | Paper |
| A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation | 2004-03-16 | Paper |
| A power comparison between nonparametric regression tests. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450677 | 2004-02-15 | Paper |
| Optimal designs for estimating individual coefficients in polynomial regression -- a functional approach | 2003-12-14 | Paper |
| Nonparametric comparison of regression curves: An empirical process approach | 2003-11-10 | Paper |
| Optimal designs for testing the functional form of a regression via nonparametric estimation techniques | 2003-06-24 | Paper |
| Testing symmetry in nonparametric regression models | 2003-06-05 | Paper |
| \(D\)-optimal designs for trigonometric regression models on a partial circle | 2003-05-11 | Paper |
| A functional-algebraic determination of \(D\)-optimal designs for trigonometric regression models on a partial circle. | 2003-05-07 | Paper |
| Quadrature formulas for matrix measures --- a geometric approach | 2003-05-04 | Paper |
| A note on optimal designs in weighted polynomial regression for the classical efficiency functions | 2003-04-09 | Paper |
| Testing additivity by kernel-based methods -- what is a reasonable test? | 2003-02-26 | Paper |
| A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on \([0,1\) and \([0,\infty)\)] | 2003-02-23 | Paper |
| Constrained \(D\)- and \(D_ 1\)-optimal designs for polynomial regression. | 2002-11-14 | Paper |
| Robust designs for polynomial regression by maximizing a minimum of \(D\)- and \(D_1\)-efficiencies | 2002-11-14 | Paper |
| Nonparametric analysis of covariance. | 2002-11-14 | Paper |
| Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models | 2002-10-08 | Paper |
| A test for additivity in nonparametric regression | 2002-08-20 | Paper |
| A consistent test for heteroscedasticity in nonparametric regression based on the kernel method | 2002-06-16 | Paper |
| Matrix measures, moment spaces and Favard's theorem for the interval \([0,1\) and \([0,\infty)\)] | 2002-05-15 | Paper |
| A note on a specification test of independence. | 2002-01-29 | Paper |
| On a nonparametric test for linear relationships | 2002-01-08 | Paper |
| Testing linearity of regression models with dependent errors by kernel based methods | 2001-07-12 | Paper |
| Analysis of variance in nonparametric regression models | 2001-06-05 | Paper |
| Convex optimal designs for compound polynomial extrapolation | 2001-05-20 | Paper |
| A unified approach to second order optimality criteria in nonlinear design of experiments | 2001-05-20 | Paper |
| Bayesian optimal one point designs for one parameter nonlinear models | 2001-05-17 | Paper |
| Optimal designs for rational models and weighted polynomial regression | 2001-03-29 | Paper |
| First return probabilities of birth and death chains and associated orthogonal polynomials | 2001-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4500456 | 2001-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939086 | 2000-10-29 | Paper |
| E-optimal design for the Michaelis-Menten model | 2000-07-17 | Paper |
| A consistent test for the functional form of a regression based on a difference of variance estimators | 2000-06-21 | Paper |
| Testing model assumptions in multivariate linear regression models | 2000-06-05 | Paper |
| Nonparametric comparison of several regression functions: Exact and asymptotic theory | 1999-12-14 | Paper |
| Validation of linear regression models | 1999-11-09 | Paper |
| Optimal designs for the identification of the order of a Fourier regression | 1999-11-09 | Paper |
| Designs of experiments in a polynomial regression when there is uncertainty about the degree | 1999-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247164 | 1999-10-17 | Paper |
| Bayesian D-optimal designs on a fixed number of design points for heteroscedastic polynomial models | 1999-10-05 | Paper |
| Box-Type Approximations in Nonparametric Factorial Designs | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225479 | 1999-07-04 | Paper |
| A simple goodness-of-fit test for linear models under a random design assumption | 1999-01-10 | Paper |
| Optimality criteria for regression models based on predicted variance | 1999-01-01 | Paper |
| Optimum Allocation of Treatments for Welch's Test in Equivalence Assessment | 1998-10-19 | Paper |
| Testing Heteroscedasticity In Nonparametric Regression | 1998-10-18 | Paper |
| Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice? | 1998-10-18 | Paper |
| E‐optimal designs for regression models with quantitative factors— a reasonable choice? | 1998-09-10 | Paper |
| Optimal discrimination designs for multifactor experiments | 1998-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893043 | 1998-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4383770 | 1998-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4370171 | 1998-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369657 | 1998-01-06 | Paper |
| Bayesian D-optimal designs for exponential regression models | 1997-12-15 | Paper |
| How many random walks correspond to a given set of return probabilities to the origin? | 1997-12-10 | Paper |
| A note on the uniform distribution on the arcsin points | 1997-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363996 | 1997-11-13 | Paper |
| On the generating functions of a random walk on the non-negative integers | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348085 | 1997-10-19 | Paper |
| Wall and Siegmund duality relations for birth and death chains with reflecting barrier | 1997-10-07 | Paper |
| Experimental designs for a class of weighted polynomial regression models | 1997-08-31 | Paper |
| Optimal Bayesian designs for models with partially specified heteroscedastic structure | 1997-08-03 | Paper |
| Robust optimal extrapolation designs | 1997-07-24 | Paper |
| Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models | 1997-02-27 | Paper |
| A note on Bayesian \(c\)-and \(D\)-optimal designs in nonlinear regression models | 1997-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885469 | 1996-11-20 | Paper |
| Minimax designs in linear regression models | 1996-10-08 | Paper |
| On \(G\)-efficiency calculation for polynomial models | 1996-09-01 | Paper |
| Sign regularity of a generalized Cauchy kernel with applications | 1996-07-18 | Paper |
| On the minimum of the Christoffel function | 1996-07-15 | Paper |
| Characterizations of generalized Hermite and sieved ultraspherical polynomials | 1996-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864604 | 1996-03-05 | Paper |
| Optimal designs for identifying the degree of a polynomial regression | 1996-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854025 | 1996-02-04 | Paper |
| New Bounds for Hahn and Krawtchouk Polynomials | 1996-01-07 | Paper |
| A note on some peculiar nonlinear extremal phenomena of the Chebyshev polynomials | 1995-09-26 | Paper |
| Some new asymptotic properties for the zeros of Jacobi, Laguerre, and Hermite polynomials | 1995-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844369 | 1995-08-21 | Paper |
| Robust designs for multivariate polynomial regression on the \(d\)-cube | 1995-07-03 | Paper |
| Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression | 1995-07-03 | Paper |
| On a generalization of the ehrenfest urn model | 1995-05-02 | Paper |
| Bayesian D-Optimal and Model Robust Designs in Linear Regression Models | 1995-04-10 | Paper |
| E-optimal designs for linear and nonlinear models with two parameters | 1995-02-22 | Paper |
| Discrimination designs for polynomial regression on compact intervals | 1995-02-12 | Paper |
| Elfving's theorem for \(D\)-optimality | 1994-10-11 | Paper |
| An extension of Welch's approximate t-solution to comparative bioequivalence trials | 1994-07-04 | Paper |
| New identities for orthogonal polynomials on a compact interval | 1994-06-16 | Paper |
| A note on \(E\)-optimal designs for weighted polynomial regression | 1994-05-19 | Paper |
| Extremal properties of ultraspherical polynomials | 1994-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4284839 | 1994-03-24 | Paper |
| Geometry of \(E\)-optimality | 1993-08-23 | Paper |
| On a mixture of the \(D\)- and \(D_ 1\)-optimality criterion in polynomial regression | 1993-06-29 | Paper |
| A new interpretation of optimality for \(E\)-optimal designs in linear regression models | 1993-05-16 | Paper |
| Rank Procedures for the Two-Factor Mixed Model | 1993-04-01 | Paper |
| On the Boundary Behaviour of Nonparametric Regression Estimators | 1993-04-01 | Paper |
| On a new characterization of the classical orthogonal polynomials | 1993-01-16 | Paper |
| Optimal designs for a class of polynomials of odd or even degree | 1992-09-27 | Paper |
| A note on robust designs for polynomial regression | 1991-01-01 | Paper |
| Some peculiar boundary phenomena for extremes of r-th nearest neighbor links | 1990-01-01 | Paper |
| A generalization of D- and \(D_ 1\)-optimal designs in polynomial regression | 1990-01-01 | Paper |
| The limit distribution of the largest nearest-neighbour link in the unit d-cube | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4730632 | 1989-01-01 | Paper |
| Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics | N/A | Paper |
| A Simple Bootstrap for Chatterjee's Rank Correlation | N/A | Paper |
| New energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions | N/A | Paper |
