| Publication | Date of Publication | Type |
|---|
| On the Efficiency of Composite Likelihood Estimation for Gaussian Spatial Processes | 2024-04-15 | Paper |
| Likelihood-based surrogate dimension reduction | 2024-02-06 | Paper |
| Robust Multivariate Lasso Regression with Covariance Estimation | 2024-01-22 | Paper |
| Random Effects Misspecification Can Have Severe Consequences for Random Effects Inference in Linear Mixed Models | 2023-12-13 | Paper |
| Assuming independence in spatial latent variable models: Consequences and implications of misspecification | 2023-10-30 | Paper |
| Screening Methods for Linear Errors-in-Variables Models in High Dimensions | 2023-10-30 | Paper |
| On goodness‐of‐fit measures for Poisson regression models | 2023-10-05 | Paper |
| Generalised regression estimation via the bootstrap | 2023-08-08 | Paper |
| Asymptotics for EBLUPs: Nested Error Regression Models | 2023-07-06 | Paper |
| GEE-Assisted Variable Selection for Latent Variable Models with Multivariate Binary Data | 2023-07-04 | Paper |
| Estimation of graphical models for skew continuous data | 2023-04-13 | Paper |
| On the Boundedness and Nonmonotonicity of Generalized Score Statistics | 2023-02-02 | Paper |
| Sparse Sliced Inverse Regression via Cholesky Matrix Penalization | 2022-10-14 | Paper |
| Bootstrapping Clustered Data | 2022-07-11 | Paper |
| Increasing cluster size asymptotics for nested error regression models | 2021-12-14 | Paper |
| mplot | 2021-07-10 | Software |
| The LASSO on latent indices for regression modeling with ordinal categorical predictors | 2020-06-16 | Paper |
| Finite sample properties of confidence intervals centered on a model averaged estimator | 2020-02-28 | Paper |
| Testing random effects in linear mixed models: another look at the F‐test (with discussion) | 2019-09-26 | Paper |
| On the effect of ignoring correlation in the covariates when fitting linear mixed models | 2019-08-09 | Paper |
| Regression for Compositional Data by using Distributions Defined on the Hypersphere | 2019-04-30 | Paper |
| Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models | 2019-03-20 | Paper |
| Peter Hall on Extremes: Research, teaching and supervision | 2018-11-22 | Paper |
| Bootstrapping for highly unbalanced clustered data | 2018-11-08 | Paper |
| Comment on ``Confidence, credibility and prediction | 2018-11-06 | Paper |
| Bootstrapping longitudinal data with multiple levels of variation | 2018-08-20 | Paper |
| A random-effects hurdle model for predicting bycatch of endangered marine species | 2018-02-19 | Paper |
| The performance of model averaged tail area confidence intervals | 2017-12-06 | Paper |
| COMMENT ON THE PAPER BY GANI | 2017-09-11 | Paper |
| Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions | 2017-08-08 | Paper |
| Hierarchical Selection of Fixed and Random Effects in Generalized Linear Mixed Models | 2017-04-18 | Paper |
| The Stabilisation of Model Parameter Estimates from Repeated Surveys with Rare Observations | 2016-05-02 | Paper |
| Colours and Cocktails: Compositional Data Analysis 2013 Lancaster Lecture | 2016-04-27 | Paper |
| Model-based Prediction In Ecological Surveys Including Those with Incomplete Detection | 2016-04-27 | Paper |
| Model-Averaged Confidence Intervals | 2016-03-16 | Paper |
| Discussion | 2016-03-08 | Paper |
| Model selection in linear mixed models | 2016-03-04 | Paper |
| Model-based inferences from adaptive cluster sampling | 2016-02-16 | Paper |
| Fitting Kent models to compositional data with small concentration | 2015-11-19 | Paper |
| Robust model-based sampling designs | 2015-10-16 | Paper |
| Bootstrapping Robust Estimates for Clustered Data | 2015-06-17 | Paper |
| Maximum Likelihood Estimation for Sample Surveys | 2012-05-09 | Paper |
| Transformation and Smoothing in Sample Survey Data | 2011-11-26 | Paper |
| Line Transect Sampling in Small Regions | 2011-03-01 | Paper |
| On Model Selection Curves | 2010-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325821 | 2009-07-24 | Paper |
| Bootstrapping data with multiple levels of variation | 2009-05-22 | Paper |
| Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data | 2008-04-08 | Paper |
| Outlier Robust Model Selection in Linear Regression | 2007-08-20 | Paper |
| Fisher and Inference for Scores | 2007-02-12 | Paper |
| Local regression for vector responses | 2006-08-16 | Paper |
| Estimating the retransformed mean in a heteroscedastic two-part model | 2006-01-10 | Paper |
| Methodology for Estimating the Abundance of Rare Animals: Seabird Nesting on North East Herald Cay | 2005-04-19 | Paper |
| Marginal Longitudinal Nonparametric Regression | 2004-06-10 | Paper |
| Distribution-function-based bivariate quantiles. | 2003-04-02 | Paper |
| Approaches to robust estimation in the simplest variance components model | 2003-01-15 | Paper |
| Robust estimation of the generalized Pareto distribution | 2002-11-21 | Paper |
| Robust fitting of the binomial model. | 2002-11-14 | Paper |
| Theory & Methods: Incomplete detection in enumeration surveys: Whither distance sampling? | 2002-07-28 | Paper |
| Theory & Methods: Modelling Correlated Zero‐inflated Count Data | 2002-07-28 | Paper |
| A journey in single steps: robust one-step \(M\)-estimation in linear regression | 2002-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767677 | 2002-04-25 | Paper |
| Robust Estimation for Finite Populations Based on a Working Model | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4947003 | 2001-10-03 | Paper |
| Distance Sampling Methodology | 2001-07-18 | Paper |
| Likelihood inference for small variance components | 2001-04-09 | Paper |
| Bias-calibrated Estimation from Sample Surveys Containing Outliers | 2001-02-01 | Paper |
| The emperor's new clothes: a critique of the multivariate t regression model | 2000-01-31 | Paper |
| Robust Confidence Intervals for Regression Parameters | 1999-11-28 | Paper |
| Local Estimating Equations | 1999-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214055 | 1998-10-15 | Paper |
| Robust Restricted Maximum Likelihood in Mixed Linear Models | 1997-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690823 | 1997-01-07 | Paper |
| Covariate screening in mixed linear models | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882270 | 1996-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839624 | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839927 | 1995-11-01 | Paper |
| Adaptive choice of trimming proportions | 1995-10-18 | Paper |
| ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS | 1995-10-10 | Paper |
| Maximum Likelihood Inference from Sample Survey Data | 1995-10-09 | Paper |
| Adapting for the missing link | 1995-08-21 | Paper |
| A note on the statistical properties of the secant algorithm for calculating rank estimators | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298907 | 1994-10-11 | Paper |
| Fitting Heteroscedastic Regression Models | 1994-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272791 | 1994-02-02 | Paper |
| AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR | 1994-01-13 | Paper |
| Normal approximation in regression | 1992-06-28 | Paper |
| Influence of design on the rate of convergence to normality in L1 regression | 1992-06-26 | Paper |
| Exactly what is being modelled by the systematic component in a heteroscedastic linear regression | 1992-01-01 | Paper |
| Asymptotic relations between L- and M-estimators in the linear model | 1990-01-01 | Paper |
| THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R-ESTIMATOR | 1990-01-01 | Paper |
| On M-processes and M-estimation | 1989-01-01 | Paper |
| Testing for exponential and Marshall-Olkin distributions | 1989-01-01 | Paper |
| CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION | 1989-01-01 | Paper |
| Asymptotically efficient estimation of the sparsity function at a point | 1988-01-01 | Paper |
| Asymptotic results for multiple imputation | 1988-01-01 | Paper |
| Multivariate functional least squares | 1988-01-01 | Paper |
| Mallows-Type Bounded-Influence-Regression Trimmed Means | 1988-01-01 | Paper |
| One-step L-estimators for the linear model | 1987-01-01 | Paper |
| The trimmed mean in the linear model | 1987-01-01 | Paper |
| Implementing empirical characteristic function procedures | 1986-01-01 | Paper |
| Bahadur representations for robust scale estimators based on regression residuals | 1986-01-01 | Paper |
| ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION | 1986-01-01 | Paper |
| Limit theorems for the median deviation | 1985-01-01 | Paper |
| Adaptive estimates of parameters of regular variation | 1985-01-01 | Paper |
| An angular approach for linear data | 1985-01-01 | Paper |
| A note on scale estimates based on the empirical characteristic function and their application to test for normality | 1984-01-01 | Paper |
| Best attainable rates of convergence for estimates of parameters of regular variation | 1984-01-01 | Paper |
| The robust estimation of autoregressive processes by functional least squares | 1983-01-01 | Paper |
| JACKKNIFING THE GENERAL LINEAR MODEL | 1983-01-01 | Paper |
| A test for normality based on the empirical characteristic function | 1983-01-01 | Paper |
