| Publication | Date of Publication | Type |
|---|
| Sensitivity analysis of wind energy resources with Bayesian non-Gaussian and nonstationary functional ANOVA | 2024-04-15 | Paper |
| A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors | 2024-01-29 | Paper |
| Test and Visualization of Covariance Properties for Multivariate Spatio-Temporal Random Fields | 2024-01-22 | Paper |
| A multivariate skew-normal-Tukey-\(h\) distribution | 2024-01-12 | Paper |
| Spatio-Temporal Cross-Covariance Functions under the Lagrangian Framework with Multiple Advections | 2024-01-08 | Paper |
| Evaluating the impacts of climate change on diurnal wind power cycles using multiple regional climate models | 2023-12-18 | Paper |
| Are You All Normal? It Depends! | 2023-12-15 | Paper |
| Discussion | 2023-11-10 | Paper |
| Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data | 2023-10-30 | Paper |
| Nonparametric trend estimation in functional time series with application to annual mortality rates | 2023-10-17 | Paper |
| Saving storage in climate ensembles: a model-based stochastic approach | 2023-10-12 | Paper |
| Rejoinder on ``Saving storage in climate ensembles: a model-based stochastic approach | 2023-10-12 | Paper |
| On the non-identifiability of unified skew-normal distributions | 2023-04-20 | Paper |
| Lagrangian Spatio-Temporal Nonstationary Covariance Functions | 2023-01-24 | Paper |
| Sparse Functional Boxplots for Multivariate Curves | 2022-12-16 | Paper |
| Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors | 2022-12-15 | Paper |
| Rejoinder | 2022-10-18 | Paper |
| Vector autoregressive models with spatially structured coefficients for time series on a spatial grid | 2022-10-18 | Paper |
| Competition on spatial statistics for large datasets | 2022-10-18 | Paper |
| A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters | 2022-10-13 | Paper |
| Sub-dimensional Mardia measures of multivariate skewness and kurtosis | 2022-09-30 | Paper |
| Cyclostationary Processes With Evolving Periods and Amplitudes | 2022-09-23 | Paper |
| Statistical Inference for Evolving Periodic Functions | 2022-07-11 | Paper |
| Improving Bayesian Local Spatial Models in Large Datasets | 2022-03-29 | Paper |
| Multivariate Functional Data Visualization and Outlier Detection | 2022-03-28 | Paper |
| Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities | 2022-03-28 | Paper |
| Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes | 2022-03-28 | Paper |
| Assessing the reliability of wind power operations under a changing climate with a non-Gaussian bias correction | 2022-02-28 | Paper |
| Conditional normal extreme-value copulas | 2021-09-29 | Paper |
| An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. I: Fundamentals | 2021-09-24 | Paper |
| Spatiotemporal probabilistic wind vector forecasting over Saudi Arabia | 2021-08-04 | Paper |
| Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities | 2021-06-03 | Paper |
| Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes | 2021-06-01 | Paper |
| Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids | 2021-05-07 | Paper |
| Estimating the mean and variance from the five-number summary of a log-normal distribution | 2021-05-03 | Paper |
| Spatial blind source separation | 2020-10-21 | Paper |
| Multivariate transformed Gaussian processes | 2020-08-26 | Paper |
| Recent developments in complex and spatially correlated functional data | 2020-08-12 | Paper |
| Functional outlier detection and taxonomy by sequential transformations | 2020-06-16 | Paper |
| On the Stationary Marginal Distributions of Subclasses of Multivariate Setar Processes of Order One | 2020-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5109916 | 2020-05-14 | Paper |
| Depth‐weighted robust multivariate regression with application to sparse data | 2020-04-23 | Paper |
| Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data | 2020-02-07 | Paper |
| Bayesian modeling of air pollution extremes using nested multivariate max‐stable processes | 2020-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5207084 | 2020-01-06 | Paper |
| Recent Developments in Complex and Spatially Correlated Functional Data | 2020-01-04 | Paper |
| Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities | 2019-10-18 | Paper |
| Comments on ``Data science, big data and statistics | 2019-09-18 | Paper |
| A Stochastic Generator of Global Monthly Wind Energy with Tukey g-and-h Autoregressive Processes | 2019-08-01 | Paper |
| Interpolation of the Mean Anomalies for Cloud Filling in Land Surface Temperature and Normalized Difference Vegetation Index | 2019-08-01 | Paper |
| Short‐Term Wind Speed Forecasting for Power System Operations | 2019-06-20 | Paper |
| Robust Inference in Sample Selection Models | 2019-06-12 | Paper |
| Simplicial band depth for multivariate functional data | 2019-06-03 | Paper |
| Likelihood approximation with hierarchical matrices for large spatial datasets | 2019-05-24 | Paper |
| A Non‐Gaussian Spatio‐Temporal Model for Daily Wind Speeds Based on a Multi‐Variate Skew‐t Distribution | 2019-05-23 | Paper |
| A Tilting Approach to Ranking Influence | 2019-05-09 | Paper |
| Explicit Estimating Equations for Semiparametric Generalized Linear Latent Variable Models | 2019-04-30 | Paper |
| Discussion of ``Sur une limitation très générale de la dispersion de la médiane by M. Fréchet | 2019-03-25 | Paper |
| A scalable multi-resolution spatio-temporal model for brain activation and connectivity in fMRI data | 2019-03-13 | Paper |
| Directional outlyingness for multivariate functional data | 2019-03-01 | Paper |
| A copula model for non-Gaussian multivariate spatial data | 2019-01-04 | Paper |
| Linear factor copula models and their properties | 2019-01-03 | Paper |
| An Outlyingness Matrix for Multivariate Functional Data Classification | 2018-11-22 | Paper |
| Directional outlyingness for multivariate functional data | 2018-11-02 | Paper |
| Robust depth-based estimation of the functional autoregressive model | 2018-11-02 | Paper |
| Comment | 2018-10-23 | Paper |
| Factor Copula Models for Replicated Spatial Data | 2018-10-23 | Paper |
| O(N) Hierarchical algorithm for computing the expectations of truncated multi-variate normal distributions in N dimensions | 2018-09-21 | Paper |
| Multivariate Functional Data Visualization and Outlier Detection | 2018-08-24 | Paper |
| Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution | 2018-08-21 | Paper |
| Reducing storage of global wind ensembles with stochastic generators | 2018-06-26 | Paper |
| Principles for statistical inference on big spatio-temporal data from climate models | 2018-06-20 | Paper |
| Scale and shape mixtures of multivariate skew-normal distributions | 2018-05-17 | Paper |
| Variogram estimation in the presence of trend | 2018-03-27 | Paper |
| Spherical process models for global spatial statistics | 2018-03-13 | Paper |
| A comparison of dependence function estimators in multivariate extremes | 2018-03-07 | Paper |
| A note on inconsistent families of discrete multivariate distributions | 2018-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2834495 | 2016-11-22 | Paper |
| Testing self-similarity through Lamperti transformations | 2016-10-13 | Paper |
| Non-stationary dependence structures for spatial extremes | 2016-10-13 | Paper |
| On nomenclature for, and the relative merits of, two formulations of skew distributions | 2016-04-22 | Paper |
| Likelihood estimators for multivariate extremes | 2016-03-30 | Paper |
| Rejoinder | 2016-03-08 | Paper |
| Cross-covariance functions for multivariate geostatistics | 2016-03-08 | Paper |
| Skewed factor models using selection mechanisms | 2016-02-29 | Paper |
| An adaptive spatial model for precipitation data from multiple satellites over large regions | 2016-02-23 | Paper |
| Bayesian inference for shape mixtures of skewed distributions, with application to regression analysis | 2016-02-16 | Paper |
| Asymptotic properties of sample quantiles of discrete distributions | 2016-02-01 | Paper |
| An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators | 2016-01-15 | Paper |
| Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data | 2015-12-23 | Paper |
| A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets | 2015-10-21 | Paper |
| Discussion of ``Multivariate functional outlier detection by Mia Hubert, Peter Rousseeuw and Pieter Segaert | 2015-09-25 | Paper |
| Comments on: ``Comparing and selecting spatial predictors using local criteria | 2015-06-15 | Paper |
| Powering Up With Space-Time Wind Forecasting | 2015-06-11 | Paper |
| Multivariate max-stable spatial processes | 2015-04-24 | Paper |
| A non-Gaussian spatial generalized linear latent variable model | 2015-01-07 | Paper |
| Functional median polish | 2015-01-07 | Paper |
| Incorporating geostrophic wind information for improved space-time short-term wind speed forecasting | 2014-12-17 | Paper |
| Multivariate extended skew-\(t\) distributions and related families | 2014-12-03 | Paper |
| Invariance-based estimating equations for skew-symmetric distributions | 2014-12-03 | Paper |
| Space-time wind speed forecasting for improved power system dispatch | 2014-10-17 | Paper |
| Rejoinder on: Space-time wind speed forecasting for improved power system dispatch | 2014-10-17 | Paper |
| A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families | 2014-10-08 | Paper |
| Spatially varying cross-correlation coefficients in the presence of nugget effects | 2014-04-22 | Paper |
| Mixtures of skewed Kalman filters | 2014-01-13 | Paper |
| Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias | 2013-11-11 | Paper |
| Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing | 2013-10-09 | Paper |
| Characteristic Function-based Semiparametric Inference for Skew-symmetric Models | 2013-10-09 | Paper |
| On Kolmogorov asymptotics of estimators of the misclassification error rate in linear discriminant analysis | 2013-09-24 | Paper |
| Nonparametric Identification of Copula Structures | 2013-08-07 | Paper |
| A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components | 2013-04-22 | Paper |
| A Heckman Selection-tModel | 2013-04-22 | Paper |
| Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions | 2013-03-20 | Paper |
| Objective Bayesian Analysis of Skew‐t Distributions | 2013-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145548 | 2012-12-21 | Paper |
| Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables | 2012-12-21 | Paper |
| On the robustness of two-stage estimators | 2012-07-16 | Paper |
| Perturbation of Numerical Confidential Data via Skew-t Distributions | 2012-02-27 | Paper |
| Aggregation-cokriging for highly multivariate spatial data | 2011-10-12 | Paper |
| Characteristic functions of scale mixtures of multivariate skew-normal distributions | 2011-06-29 | Paper |
| On the likelihood function of Gaussian max-stable processes | 2011-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3002836 | 2011-05-24 | Paper |
| Local Polynomial Quantile Regression With Parametric Features | 2011-02-01 | Paper |
| A multivariate skew-garch model | 2010-06-30 | Paper |
| Single‐Index Additive Vector Autoregressive Time Series Models | 2010-04-22 | Paper |
| Cross-covariance functions for multivariate random fields based on latent dimensions | 2010-03-22 | Paper |
| Robust Likelihood Methods Based on the Skew-t and Related Distributions | 2009-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325828 | 2009-07-24 | Paper |
| Nonparametric autocovariance estimation from censored time series by Gaussian imputation | 2009-03-03 | Paper |
| Shape mixtures of multivariate skew-normal distributions | 2008-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524414 | 2008-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497948 | 2008-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502472 | 2008-05-23 | Paper |
| On the exact distribution of linear combinations of order statistics from dependent random variables | 2008-04-23 | Paper |
| Corrigendum to ``On the exact distribution of linear combinations of order statistics from dependent random variables | 2008-04-16 | Paper |
| On the exact distribution of the maximum of absolutely continuous dependent random variables | 2008-03-11 | Paper |
| Extreme Value Distributions for the Skew-Symmetric Family of Distributions | 2007-10-24 | Paper |
| Self-Similarity and Lamperti Transformation for Random Fields | 2007-10-24 | Paper |
| Censored time series analysis with autoregressive moving average models | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310520 | 2007-10-11 | Paper |
| Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions | 2007-08-20 | Paper |
| Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center | 2007-08-20 | Paper |
| A unified view on skewed distributions arising from selections | 2007-07-31 | Paper |
| On Gauss's characterization of the normal distribution | 2007-05-15 | Paper |
| A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data | 2007-05-11 | Paper |
| A likelihood ratio test for separability of covariances | 2006-06-09 | Paper |
| Generalized skew-elliptical distributions and their quadratic forms | 2006-03-10 | Paper |
| The multivariate skew-slash distribution | 2006-01-10 | Paper |
| On fundamental skew distributions | 2005-11-14 | Paper |
| A note on an equivalence between chi-square and generalized skew-normal distributions | 2005-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312873 | 2005-08-25 | Paper |
| A skewed Kalman filter | 2005-08-05 | Paper |
| Flexible Class of Skew-Symmetric Distributions | 2005-05-20 | Paper |
| Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations | 2005-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665179 | 2005-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660392 | 2005-03-21 | Paper |
| On a time deformation reducing nonstationary stochastic processes to local stationarity | 2004-09-24 | Paper |
| Stationary covariances associated with exponentially convex functions | 2004-06-10 | Paper |
| Robust Indirect Inference | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425367 | 2003-10-20 | Paper |
| Highly robust estimation of dispersion matrices | 2003-07-03 | Paper |
| Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices | 2003-05-22 | Paper |
| Eigenstructures of spatial design matrices | 2003-02-02 | Paper |
| The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics | 2002-01-02 | Paper |
| 10.1162/15324430260185646 | 2002-01-01 | Paper |
| Highly Robust Estimation of the Autocovariance Function | 2001-09-16 | Paper |
| Highly robust variogram estimation | 2001-06-20 | Paper |
| Variogram fitting by generalized least squares using an explicit formula for the covariance structure | 2001-06-20 | Paper |
| Spatial breakdown point of variogram estimators | 2001-06-20 | Paper |
| The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions | 2001-06-20 | Paper |
| Highly Robust Estimation of the Autocovariance Function | 2000-11-01 | Paper |
| Robust simulation-based estimation | 2000-08-10 | Paper |
| Robustness properties of dispersion estimators | 2000-07-17 | Paper |
| The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution | 1999-04-08 | Paper |
| Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables | 1999-03-15 | Paper |
| The change-of-variance function of \(M\)-estimators of scale under general contamination | 1996-11-17 | Paper |
