The following pages link to Wolfgang Polonik (Q292889):
Displaying 34 items.
- Theoretical analysis of nonparametric filament estimation (Q292890) (← links)
- Testing for multivariate volatility functions using minimum volume sets and inverse regression (Q299269) (← links)
- Confidence regions for level sets (Q391882) (← links)
- Empirical spectral processes for locally stationary time series (Q605845) (← links)
- PRIM analysis (Q847410) (← links)
- Multivariate mode hunting: Data analytic tools with measures of significance (Q1012536) (← links)
- Minimum volume sets and generalized quantile processes (Q1275932) (← links)
- Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods (Q1568266) (← links)
- Set-indexed conditional empirical and quantile processes based on dependent data (Q1599238) (← links)
- Extrema of rescaled locally stationary Gaussian fields on manifolds (Q1697033) (← links)
- The silhouette, concentration functions and ML-density estimation under order restrictions. (Q1807149) (← links)
- Measuring mass concentrations and estimating density contour clusters -- An excess mass approach (Q1906190) (← links)
- Density estimation under qualitative assumptions in higher dimensions (Q1907808) (← links)
- Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications (Q2039797) (← links)
- On approximation theorems for the Euler characteristic with applications to the bootstrap (Q2233580) (← links)
- Nonparametric inference for continuous-time event counting and link-based dynamic network models (Q2323941) (← links)
- On the choice of weight functions for linear representations of persistence diagrams (Q2324611) (← links)
- Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes (Q2373579) (← links)
- Asymptotic normality of plug-in level set estimates (Q2389605) (← links)
- Nonparametric confidence regions for level sets: statistical properties and geometry (Q2414485) (← links)
- Estimation of regression contour clusters -- an application of the excess mass approach to regression (Q2485989) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method (Q3298480) (← links)
- (Q4023764) (← links)
- (Q4410083) (← links)
- Conditional Minimum Volume Predictive Regions for Stochastic Processes (Q4541297) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- Discrimination of Locally Stationary Time Series Based on the Excess Mass Functional (Q5754935) (← links)
- Comment (Q5894475) (← links)
- Bootstrapping persistent Betti numbers and other stabilizing statistics (Q6183746) (← links)
- Multivariate Gaussian Approximation for Random Forest via Region-based Stabilization (Q6526214) (← links)
- A flexible approach for normal approximation of geometric and topological statistics (Q6589583) (← links)
- Testing For Global Covariate Effects in Dynamic Interaction Event Networks (Q6626216) (← links)
- Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators (Q6759443) (← links)
