Stefan Sperlich

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Estimating a quantile-based income inequality indicator on complex sampling data2026-02-18Paper
Bootstrap-based statistical inference for linear mixed effects under misspecifications
Computational Statistics and Data Analysis
2024-10-29Paper
Nonparametric Specification Testing of Conditional Asset Pricing Models
Journal of Business and Economic Statistics
2024-10-17Paper
Bias calibration for robust estimation in small areas2024-09-16Paper
Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
Journal of the American Statistical Association
2024-01-08Paper
A Complete Framework for Model-Free Difference-in-Differences Estimation
Foundations and Trends® in Econometrics
2023-12-19Paper
Simultaneous inference for linear mixed model parameters with an application to small area estimation
International Statistical Review
2023-12-15Paper
Simultaneous inference for linear mixed model parameters with an application to small area estimation
International Statistical Review
2023-12-15Paper
Bandwidth selection for statistical matching and prediction
Test
2023-07-12Paper
Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas
Journal of the American Statistical Association
2023-07-03Paper
scientific article; zbMATH DE number 7578244 (Why is no real title available?)2022-08-30Paper
Comments on: ``Hybrid semiparametric Bayesian networks
Test
2022-08-04Paper
Modeling heterogeneous treatment effects in the presence of endogeneity
Econometric Reviews
2022-06-09Paper
Backfitting tests in generalized structured models
Biometrika
2022-02-15Paper
A review and comparison of bandwidth selection methods for kernel regression
International Statistical Review
2019-07-16Paper
Semiparametric Inference in Generalized Mixed Effects Models
Journal of the Royal Statistical Society Series B: Statistical Methodology
2019-04-30Paper
Semiparametric estimation of separable models with possibly limited dependent variables
Econometric Theory
2018-12-21Paper
Bandwidth selection for kernel density estimation: a review of fully automatic selectors
AStA. Advances in Statistical Analysis
2018-11-08Paper
Varying coefficient models revisited: an econometric view
Springer Proceedings in Mathematics & Statistics
2017-07-20Paper
Nonparametric long term prediction of stock returns with generated bond yields
Insurance Mathematics & Economics
2016-11-21Paper
Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
Computational Statistics
2016-08-12Paper
Kernel-based semiparametric multinomial logit modelling of political party preferences
Statistical Methods and Applications
2016-03-17Paper
Specification testing when the null is nonparametric or semiparametric
Econometric Theory
2016-01-22Paper
Nonparametric prediction of stock returns based on yearly data: the long-term view
Insurance Mathematics & Economics
2015-12-14Paper
Book Reviews
Journal of the American Statistical Association
2015-06-17Paper
Further theoretical and practical insight to the do-validated bandwidth selector
Journal of the Korean Statistical Society
2014-08-11Paper
Discussion: Nonparametric estimation of noisy integral equations of the second kind
Journal of the Korean Statistical Society
2014-08-01Paper
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
Computational Statistics and Data Analysis
2014-04-14Paper
Semiparametric indirect utility and consumer demand
Computational Statistics and Data Analysis
2014-04-14Paper
Fractional white noise perturbations of parabolic Volterra equations
Journal of Applied Analysis
2013-12-02Paper
Comments on: ``An updated review of goodness-of-fit tests for regression models
Test
2013-09-05Paper
Comments on: Model-free model-fitting and predictive distributions
Test
2013-08-05Paper
Problems in statistics for Bachelor and Master students. A working book with an introduction to R
Statistik und ihre Anwendungen
2013-04-15Paper
Direct simultaneous inference in additive models and its application to model undernutrition
Journal of the American Statistical Association
2013-01-31Paper
Kernel smoothers and bootstrapping for semiparametric mixed effects models
Journal of Multivariate Analysis
2013-01-16Paper
A new class of semi-mixed effects models and its application in small area estimation
Computational Statistics and Data Analysis
2012-12-30Paper
Do-Validation for Kernel Density Estimation
Journal of the American Statistical Association
2011-10-28Paper
Exercises in statistics for bachelor and master students. A working book with an introduction to R.
Statistik und ihre Anwendungen
2011-10-20Paper
Comments on: A review on empirical likelihood methods for regression
Test
2011-01-22Paper
Low dimensional semiparametric estimation in a censored regression model
Journal of Multivariate Analysis
2010-11-25Paper
A note on non-parametric estimation with predicted variables
Econometrics Journal
2010-10-15Paper
Local polynomial inference for small area statistics: estimation, validation and prediction
Journal of Nonparametric Statistics
2010-09-20Paper
A note on structural adaptive dimension reduction
Journal of Statistical Computation and Simulation
2009-10-27Paper
Testing the link when the index is semiparametric -- a comparative study
Computational Statistics and Data Analysis
2009-06-02Paper
On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
Stochastic Analysis and Applications
2009-03-03Paper
An analysis of Asian options2009-02-12Paper
Statistics for Bachelor and Master students. An introduction for economists and social scientists
Statistik und ihre Anwendungen
2009-01-15Paper
Estimation of a semiparametric transformation model
The Annals of Statistics
2008-04-23Paper
About Sense and Nonsense of Non- and Semiparametric Analysis in Applied Economics
Contributions to Statistics
2007-09-28Paper
Comparison of Separable Components in Different Samples
Scandinavian Journal of Statistics
2007-05-29Paper
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
Econometric Theory
2005-10-18Paper
Rate optimal estimation with the integration method in the presence of many covariates
Journal of Multivariate Analysis
2005-09-29Paper
Smooth Backfitting in Practice
Journal of the Royal Statistical Society Series B: Statistical Methodology
2005-05-06Paper
Prediction of Stock Returns: A New Way to Look at It
ASTIN Bulletin
2005-03-30Paper
A comparison of different nonparametric methods for inference on additive models
Journal of Nonparametric Statistics
2005-02-21Paper
Nonparametric and semiparametric models.
Springer Series in Statistics
2004-10-04Paper
Structural Tests in Additive Regression
Journal of the American Statistical Association
2004-06-10Paper
Derivative estimation and testing in generalized additive models
Journal of Statistical Planning and Inference
2003-07-30Paper
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
Econometric Theory
2003-05-18Paper
Asymptotic normality of maximum likelihood estimators for nonparametric multivariate regression models
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique
2003-03-09Paper
A note on the parametric three step estimator in structural labor supply models
Economics Letters
2002-03-03Paper
Integration and backfitting methods in additive models -- finite sample properties and comparison
Test
2000-06-13Paper
Estimation of Derivatives for Additive Separable Models
Statistics
2000-06-13Paper
Semiparametric single index versus fixed link function modelling
The Annals of Statistics
1997-09-09Paper
Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models
Computational Statistics and Data Analysis
1997-02-27Paper
scientific article; zbMATH DE number 813687 (Why is no real title available?)1996-02-04Paper


Research outcomes over time


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