| Publication | Date of Publication | Type |
|---|
| High-dimensional local linear regression under sparsity and convex losses | 2024-03-25 | Paper |
| Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity | 2024-01-16 | Paper |
| High-dimensional local polynomial regression with variable selection and dimension reduction | 2023-11-17 | Paper |
| Block bootstrap optimality and empirical block selection for sample quantiles with dependent data | 2022-01-19 | Paper |
| Bootstrap confidence regions based on M-estimators under nonstandard conditions | 2020-05-05 | Paper |
| Distribution of likelihood-basedp-values under a local alternative hypothesis | 2019-06-24 | Paper |
| Hybrid Confidence Regions Based on Data Depth | 2019-04-30 | Paper |
| Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences | 2018-05-11 | Paper |
| Optimal hybrid block bootstrap for sample quantiles under weak dependence | 2017-10-06 | Paper |
| A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models | 2017-07-20 | Paper |
| Stochastically optimal bootstrap sample size for shrinkage-type statistics | 2016-07-29 | Paper |
| Depth functions as measures of representativeness | 2014-10-24 | Paper |
| General \(M\)-estimation and its bootstrap | 2014-09-29 | Paper |
| Sequential combination of weighted and nonparametric bagging for classification | 2014-08-13 | Paper |
| A bootstrap procedure for local semiparametric density estimation amid model uncertainties | 2014-07-21 | Paper |
| Second-order accuracy of depth-based bootstrap confidence regions | 2012-03-13 | Paper |
| A new statistical depth function with applications to multimodal data | 2011-12-21 | Paper |
| Bootstrap variance estimation for Nadaraya quantile estimator | 2011-01-22 | Paper |
| Iterated Bootstrap‐t Confidence Intervals for Density Functions | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498632 | 2008-05-16 | Paper |
| Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters | 2007-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5468803 | 2006-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378801 | 2006-04-04 | Paper |
| Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap | 2006-03-10 | Paper |
| Calibrated interpolated confidence intervals for population quantiles | 2005-09-05 | Paper |
| Parametric bootstrapping with nuisance parameters | 2005-08-01 | Paper |
| Iterated smoothed bootstrap confidence intervals for population quantiles | 2005-06-23 | Paper |
| Prepivoting by weighted bootstrap iteration | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2768196 | 2002-04-07 | Paper |
| An exact iterated bootstrap algorithm for small-sample bias reduction. | 2001-08-20 | Paper |
| Optimal Bootstrap Sample Size in Construction of Percentile Confidence Bounds | 2001-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488845 | 2001-07-05 | Paper |
| Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals | 2001-07-05 | Paper |
| On a Class of m out of n Bootstrap Confidence Intervals | 2000-07-17 | Paper |
| The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals | 1999-05-18 | Paper |
| Nonparametric likelihood ratio confidence intervals | 1999-01-01 | Paper |
| Local asymptotic minimax estimation of functionals of asymptotically normal sampling distributions | 1998-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363942 | 1998-05-14 | Paper |
| Asymptotic iterated bootstrap confidence intervals | 1996-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864291 | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839387 | 1995-07-17 | Paper |
| Optimal choice between parametric and non-parametric bootstrap estimates | 1995-02-16 | Paper |
