| Publication | Date of Publication | Type |
|---|
| A new method for estimating Sharpe ratio function via local maximum likelihood | 2024-04-12 | Paper |
| A Pairwise Hotelling Method for Testing High-Dimensional Mean Vectors | 2024-01-29 | Paper |
| Regularized t$$ t $$ distribution: definition, properties, and applications | 2024-01-02 | Paper |
| Partially linear single-index model in the presence of measurement error | 2023-09-22 | Paper |
| Sequential profile Lasso for ultra-high-dimensional partially linear models | 2023-03-07 | Paper |
| Direct local linear estimation for Sharpe ratio function | 2022-08-02 | Paper |
| A rank-based high-dimensional test for equality of mean vectors | 2022-05-30 | Paper |
| Variable selection for functional linear models with strong heredity constraint | 2022-04-04 | Paper |
| Testing for heteroskedasticity in two-way fixed effects panel data models | 2022-02-25 | Paper |
| Sequence Q-Learning Algorithm for Optimal Mobility-Aware User Association | 2022-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5004051 | 2021-07-30 | Paper |
| A shrinkage approach to joint estimation of multiple covariance matrices | 2021-06-28 | Paper |
| Model selection between the fixed-effects model and the random-effects model in meta-analysis | 2021-05-03 | Paper |
| Estimating the mean and variance from the five-number summary of a log-normal distribution | 2021-05-03 | Paper |
| Robust estimation of nonparametric function via addition sequence | 2021-01-06 | Paper |
| Semiparametric regression analysis of multivariate doubly censored data | 2021-01-04 | Paper |
| Testing discontinuities in nonparametric regression | 2020-12-04 | Paper |
| Extremal linear quantile regression with Weibull-type tails | 2020-11-16 | Paper |
| Variance estimation in nonparametric regression with jump discontinuities | 2020-10-28 | Paper |
| Estimating the proportion of true null hypotheses using the pattern of observedp-values | 2020-10-26 | Paper |
| TFisher: a powerful truncation and weighting procedure for combining \(p\)-values | 2020-05-13 | Paper |
| Diagonal likelihood ratio test for equality of mean vectors in high‐dimensional data | 2020-02-07 | Paper |
| Hypothesis testing for normal distributions: a unified framework and new developments | 2020-01-31 | Paper |
| A least squares method for variance estimation in heteroscedastic nonparametric regression | 2019-11-19 | Paper |
| SIMEX estimation for single-index model with covariate measurement error | 2019-09-11 | Paper |
| Discriminant analysis and normalization methods for next-generation sequencing data | 2019-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5381113 | 2019-06-07 | Paper |
| Nonparametric estimation of extreme conditional quantiles with functional covariate | 2018-12-21 | Paper |
| Optimal difference-based estimation for partially linear models | 2018-06-18 | Paper |
| On the choice of difference sequence in a unified framework for variance estimation in nonparametric regression | 2018-05-18 | Paper |
| Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models | 2017-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2834495 | 2016-11-22 | Paper |
| Estimation of high conditional quantiles using the Hill estimator of the tail index | 2016-05-20 | Paper |
| Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles | 2016-04-22 | Paper |
| Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data | 2015-12-23 | Paper |
| Corrected empirical likelihood for a class of generalized linear measurement error models | 2015-10-27 | Paper |
| Optimal difference-based variance estimation in heteroscedastic nonparametric regression | 2015-10-26 | Paper |
| Shrinkage estimation of large dimensional precision matrix using random matrix theory | 2015-10-08 | Paper |
| Difference-based variance estimation in nonparametric regression with repeated measurement data | 2015-09-21 | Paper |
| Tail Probability Ratios of Normal and Student’stDistributions | 2014-11-26 | Paper |
| Relative Errors of Difference-Based Variance Estimators in Nonparametric Regression | 2014-07-29 | Paper |
| Simultaneous confidence bands and hypothesis testing for single-index models | 2014-04-29 | Paper |
| Simultaneous confidence band for nonparametric fixed effects panel data models | 2014-03-17 | Paper |
| Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices | 2014-02-13 | Paper |
| Optimal variance estimation without estimating the mean function | 2014-02-04 | Paper |
| A note on a two-sample \(T\) test with one variance unknown | 2012-10-19 | Paper |
| James-Stein type estimators of variances | 2012-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3087179 | 2011-08-16 | Paper |
| Bias-Corrected Diagonal Discriminant Rules for High-Dimensional Classification | 2011-02-17 | Paper |
| Shrinkage‐based Diagonal Discriminant Analysis and Its Applications in High‐Dimensional Data | 2010-01-21 | Paper |
| Comparing multiple treatments to both positive and negative controls | 2009-11-13 | Paper |
| Estimating residual variance in nonparametric regression using least squares | 2008-12-10 | Paper |
| Optimal Shrinkage Estimation of Variances With Applications to Microarray Data Analysis | 2007-09-18 | Paper |
| Almost sure convergence of the general Jamison weighted sum of \({\mathcal B}\)-valued random variables | 2004-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542229 | 2002-11-13 | Paper |
