| Publication | Date of Publication | Type |
|---|
| A subsampling perspective for extending the validity of state-of-the-art bootstraps in the frequency domain | 2024-02-07 | Paper |
| Local structure graph models with higher‐order dependence | 2023-11-02 | Paper |
| The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds | 2023-03-21 | Paper |
| Predicting the Number of Future Events | 2023-03-09 | Paper |
| On optimal block resampling for Gaussian-subordinated long-range dependent processes | 2023-01-12 | Paper |
| Methods to compute prediction intervals: a review and new results | 2022-11-04 | Paper |
| Random Forest Prediction Intervals | 2022-09-28 | Paper |
| On optimal block resampling for Gaussian-subordinated long-range dependent processes | 2022-08-02 | Paper |
| Modeling transitivity in local structure graph models | 2022-04-04 | Paper |
| Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler | 2022-03-28 | Paper |
| On the S-instability and degeneracy of discrete deep learning models | 2021-08-16 | Paper |
| Bivariate kernel deconvolution with panel data | 2021-07-14 | Paper |
| Why Do Simple Algorithms for Triangle Enumeration Work in the Real World? | 2021-04-26 | Paper |
| Properties and Bayesian fitting of restricted Boltzmann machines | 2020-10-14 | Paper |
| A general frequency domain method for assessing spatial covariance structures | 2020-10-07 | Paper |
| Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process | 2019-07-30 | Paper |
| Convolved subsampling estimation with applications to block bootstrap | 2019-03-14 | Paper |
| One-sample Bayes inference for symmetric distributions of 3-D rotations | 2018-11-08 | Paper |
| A smooth block bootstrap for quantile regression with time series | 2018-06-29 | Paper |
| Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence | 2018-05-16 | Paper |
| A local structure model for network analysis | 2018-05-14 | Paper |
| Predictor augmentation in random forests | 2018-05-14 | Paper |
| Blockwise empirical likelihood for spatial Markov model assessment | 2018-03-27 | Paper |
| On the non-standard distribution of empirical likelihood estimators with spatial data | 2017-09-28 | Paper |
| An interactive graphical method for community detection in network data | 2017-06-27 | Paper |
| Why do simple algorithms for triangle enumeration work in the real world? | 2017-05-19 | Paper |
| A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis | 2016-06-30 | Paper |
| Bayes one-sample and one-way random effects analyses for 3-D orientations with application to materials science | 2016-02-12 | Paper |
| Empirical likelyhood for irregularly located spatial data | 2015-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5252165 | 2015-05-29 | Paper |
| A Smooth Block Bootstrap for Statistical Functionals and Time Series | 2015-05-20 | Paper |
| A frequency domain empirical likelihood method for irregularly spaced spatial data | 2015-05-11 | Paper |
| Bayes inference for a tractable new class of non-symmetric distributions for 3-dimensional rotations | 2015-01-07 | Paper |
| A review of empirical likelihood methods for time series | 2014-10-27 | Paper |
| Convergence rates of empirical block length selectors for block bootstrap | 2014-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5413287 | 2014-04-29 | Paper |
| A nonstandard empirical likelihood for time series | 2014-04-04 | Paper |
| A Progressive Block Empirical Likelihood Method for Time Series | 2014-04-01 | Paper |
| Properties of a block bootstrap under long-range dependence | 2013-07-18 | Paper |
| Bias expansion of spatial statistics and approximation of differenced lattice point counts | 2013-07-17 | Paper |
| Block Bootstraps for Time Series With Fixed Regressors | 2013-04-22 | Paper |
| A frequency domain bootstrap for Whittle estimation under long-range dependence | 2013-03-12 | Paper |
| An empirical likelihood method for spatial regression | 2012-09-23 | Paper |
| Goodness of fit tests for a class of Markov random field models | 2012-09-03 | Paper |
| Modeling and Inference for Measured Crystal Orientations and a Tractable Class of Symmetric Distributions for Rotations in Three Dimensions | 2011-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580857 | 2010-08-13 | Paper |
| Finite-sample investigation of likelihood and Bayes inference for the symmetric von Mises-Fisher distribution | 2010-04-06 | Paper |
| Point and Interval Estimation of Variogram Models Using Spatial Empirical Likelihood | 2009-06-12 | Paper |
| Tapered empirical likelihood for time series data in time and frequency domains | 2009-03-11 | Paper |
| A note on the stationary bootstrap's variance | 2009-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534839 | 2008-11-05 | Paper |
| Empirical likelihood confidence intervals for the mean of a long‐range dependent process | 2007-12-16 | Paper |
| A frequency domain empirical likelihood for short- and long-range dependence | 2007-07-12 | Paper |
| VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES | 2006-03-22 | Paper |
| On optimal spatial subsample size for variance estimation | 2005-02-28 | Paper |
