| Publication | Date of Publication | Type |
|---|
| Surrogate models for optimization of dynamical systems | 2024-03-22 | Paper |
| Hedging cryptocurrency options | 2024-03-19 | Paper |
| Robustifying Markowitz | 2024-03-06 | Paper |
| A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection | 2024-03-04 | Paper |
| Ladislaus von Bortkiewicz—Statistician, Economist and a European Intellectual | 2023-11-08 | Paper |
| Use generalized linear models or generalized partially linear models? | 2023-08-16 | Paper |
| Imputed quantile tensor regression for near-sited spatial-temporal data | 2023-07-11 | Paper |
| Data-driven support for policy and decision-making in university research management: a case study from Germany | 2023-07-10 | Paper |
| Hedging cryptos with Bitcoin futures | 2023-06-20 | Paper |
| Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series | 2022-07-26 | Paper |
| SONIC: social network analysis with influencers and communities | 2022-06-09 | Paper |
| Media-expressed tone, option characteristics, and stock return predictability | 2022-03-15 | Paper |
| \(K\)-expectiles clustering | 2022-03-01 | Paper |
| Financial risk meter FRM based on expectiles | 2022-03-01 | Paper |
| Lasso-driven inference in time and space | 2021-09-28 | Paper |
| FACTORISABLE MULTITASK QUANTILE REGRESSION | 2021-09-10 | Paper |
| TERES: Tail Event Risk Expectile Shortfall | 2021-06-02 | Paper |
| Simultaneous inference of the partially linear model with a multivariate unknown function | 2021-05-07 | Paper |
| Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study | 2020-12-03 | Paper |
| Bayesian networks for sex-related homicides: structure learning and prediction | 2020-10-26 | Paper |
| Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid | 2020-10-06 | Paper |
| Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models | 2020-09-09 | Paper |
| Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk | 2020-07-28 | Paper |
| e-Learning statistics — a selective review | 2020-07-15 | Paper |
| Model-driven statistical arbitrage on LETF option markets | 2020-01-24 | Paper |
| Dynamic credit default swap curves in a network topology | 2019-10-11 | Paper |
| Applied Multivariate Statistical Analysis | 2019-09-27 | Paper |
| Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics | 2019-09-26 | Paper |
| Statistics of Financial Markets | 2019-09-26 | Paper |
| Network quantile autoregression | 2019-09-02 | Paper |
| Dynamic semi-parametric factor model for functional expectiles | 2019-06-03 | Paper |
| Principal component analysis in an asymmetric norm | 2019-05-27 | Paper |
| Tail event driven networks of SIFIs | 2019-04-26 | Paper |
| Spatial functional principal component analysis with applications to brain image data | 2019-03-21 | Paper |
| Risk related brain regions detection and individual risk classification with 3D image FPCA | 2019-01-11 | Paper |
| Simultaneous confidence bands for expectile functions | 2018-12-19 | Paper |
| De copulis non est disputandum. Copulae: an overview | 2018-12-18 | Paper |
| TVICA -- time varying independent component analysis and its application to financial data | 2018-11-23 | Paper |
| Functional Principal Component Analysis for Derivatives of Multivariate Curves | 2018-11-22 | Paper |
| Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* | 2018-11-20 | Paper |
| Testing monotonicity of pricing kernels | 2018-11-09 | Paper |
| Adaptive Interest Rate Modelling | 2018-10-12 | Paper |
| Multivariate factorizable expectile regression with application to fMRI data | 2018-08-17 | Paper |
| Statistical inference for generalized additive partially linear models | 2017-11-09 | Paper |
| SIEVE ESTIMATION OF THE MINIMAL ENTROPY MARTINGALE MARGINAL DENSITY WITH APPLICATION TO PRICING KERNEL ESTIMATION | 2017-10-13 | Paper |
| The Implied Market Price of Weather Risk | 2017-10-05 | Paper |
| Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection | 2017-08-14 | Paper |
| A Smooth Simultaneous Confidence Corridor for the Mean of Sparse Functional Data | 2017-08-04 | Paper |
| Company rating with support vector machines | 2017-05-22 | Paper |
| Comment | 2017-01-20 | Paper |
| An Extended Single‐index Model with Missing Response at Random | 2016-12-02 | Paper |
| Portfolio decisions and brain reactions via the CEAD method | 2016-09-27 | Paper |
| Implied basket correlation dynamics | 2016-09-06 | Paper |
| Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns | 2016-08-12 | Paper |
| Common factors in credit defaults swap markets | 2016-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2993349 | 2016-08-10 | Paper |
| Dynamics of state price densities | 2016-07-04 | Paper |
| HMM and HAC | 2016-05-13 | Paper |
| TENET: tail-event driven network risk | 2016-05-10 | Paper |
| Nonparametric state price density estimation using constrained least squares and the bootstrap | 2016-04-25 | Paper |
| A semiparametric factor model for CDO surfaces dynamics | 2016-04-15 | Paper |
| Dynamic semiparametric factor models in risk neutral density estimation | 2016-02-25 | Paper |
| Functional data analysis of generalized regression quantiles | 2016-02-23 | Paper |
| COPICA -- independent component analysis via copula techniques | 2016-02-23 | Paper |
| Introduction to Statistics | 2016-01-08 | Paper |
| 3. Statistical Models for Biomedical Research | 2015-12-18 | Paper |
| HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE | 2015-11-20 | Paper |
| State price densities implied from weather derivatives | 2015-09-14 | Paper |
| Time Series Modelling With Semiparametric Factor Dynamics | 2015-06-22 | Paper |
| Localized Realized Volatility Modeling | 2015-06-17 | Paper |
| A simultaneous confidence corridor for varying coefficient regression with sparse functional data | 2015-04-29 | Paper |
| Copula dynamics in CDOs | 2015-04-16 | Paper |
| Applied Multivariate Statistical Analysis | 2015-04-08 | Paper |
| Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study | 2015-03-30 | Paper |
| Dynamic activity analysis model-based win-win development forecasting under environment regulations in China | 2015-03-05 | Paper |
| Using wiki to build an e-learning system in statistics in the Arabic language | 2015-02-18 | Paper |
| Statistics of financial markets. An introduction | 2015-02-16 | Paper |
| Tie the straps: uniform bootstrap confidence bands for semiparametric additive models | 2015-02-04 | Paper |
| Variable selection in Cox regression models with varying coefficients | 2014-03-13 | Paper |
| Variance swap dynamics | 2014-02-20 | Paper |
| Local quantile regression | 2014-02-06 | Paper |
| Rejoinder on: ``Local quantile regression | 2014-02-06 | Paper |
| Dynamic structured copula models | 2014-01-22 | Paper |
| Oracally Efficient Two-Step Estimation of Generalized Additive Model | 2013-08-07 | Paper |
| Multivariate Statistics | 2013-05-10 | Paper |
| Statistics of financial markets. Exercises and solutions | 2012-10-05 | Paper |
| A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE | 2012-08-30 | Paper |
| Bootstrap confidence bands and partial linear quantile regression | 2012-05-07 | Paper |
| CONFIDENCE BANDS IN QUANTILE REGRESSION–Corrigendum | 2012-04-24 | Paper |
| Difference based ridge and Liu type estimators in semiparametric regression models | 2012-03-13 | Paper |
| Computational Finance: An Introduction | 2012-01-10 | Paper |
| Modeling Asset Prices | 2012-01-10 | Paper |
| Volatility Investing with Variance Swaps | 2012-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3112462 | 2012-01-10 | Paper |
| The EFM approach for single-index models | 2011-09-14 | Paper |
| Modeling default risk with support vector machines | 2011-04-29 | Paper |
| Applied Multivariate Statistical Analysis | 2011-03-18 | Paper |
| Nonparametric Risk Management With Generalized Hyperbolic Distributions | 2011-02-01 | Paper |
| Forecasting volatility with support vector machine-based GARCH model | 2011-01-06 | Paper |
| Statistics of financial markets. An introduction. | 2010-12-03 | Paper |
| Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models | 2010-10-15 | Paper |
| CONFIDENCE BANDS IN QUANTILE REGRESSION | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561143 | 2010-05-25 | Paper |
| On extracting information implied in options | 2010-04-22 | Paper |
| Statistics of financial markets. Exercises and solutions. | 2010-04-07 | Paper |
| The Bayesian additive classification tree applied to credit risk modelling | 2010-04-06 | Paper |
| A generalized ARFIMA process with Markov-switching fractional differencing parameter | 2009-10-27 | Paper |
| Smoothed L-estimation of regression function | 2009-06-16 | Paper |
| Robust estimation of dimension reduction space | 2009-04-06 | Paper |
| Time Dependent Relative Risk Aversion | 2009-02-26 | Paper |
| Common functional principal components | 2009-02-25 | Paper |
| Modeling Dependencies with Copulae | 2008-12-01 | Paper |
| Numerics of Implied Binomial Trees | 2008-12-01 | Paper |
| Measuring and Modeling Risk Using High-Frequency Data | 2008-12-01 | Paper |
| Semiparametric diffusion estimation and application to a stock market index | 2008-08-07 | Paper |
| Statistics of financial markets. An introduction. | 2008-01-30 | Paper |
| Colour harmonization in car manufacturing processes | 2007-12-16 | Paper |
| Multivariate Statistics | 2007-09-07 | Paper |
| Semiparametric Regression Analysis With Missing Response at Random | 2007-08-20 | Paper |
| Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration | 2007-08-20 | Paper |
| Applied Multivariate Statistical Analysis | 2007-07-17 | Paper |
| Portfolio value at risk based on independent component analysis | 2007-07-17 | Paper |
| On the appropriateness of inappropriate VaR models | 2007-04-26 | Paper |
| Semi-parametric estimation of partially linear single-index models | 2006-06-09 | Paper |
| BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS | 2005-10-18 | Paper |
| Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study | 2005-08-30 | Paper |
| An Empirical Likelihood Goodness-of-Fit Test for Time Series | 2005-04-29 | Paper |
| Statistical Tools for Finance and Insurance | 2005-04-25 | Paper |
| Bootstrap Methods for Time Series | 2005-01-03 | Paper |
| Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility | 2004-11-29 | Paper |
| Statistics of financial markets. An introduction. | 2004-10-04 | Paper |
| Nonparametric and semiparametric models. | 2004-10-04 | Paper |
| Structural Tests in Additive Regression | 2004-06-10 | Paper |
| The dynamics of implied volatilities: a common principal components approach | 2004-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425019 | 2003-09-09 | Paper |
| Efficient estimation in conditional single-index regression | 2003-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4418853 | 2003-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4552707 | 2003-08-04 | Paper |
| Derivative estimation and testing in generalized additive models | 2003-07-30 | Paper |
| ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY | 2003-05-18 | Paper |
| On adaptive smoothing in partial linear models | 2003-02-10 | Paper |
| Second order minimax estimation in partial linear models | 2003-02-10 | Paper |
| MD*ReX: Linking XploRe to standard spreadsheet applications | 2003-02-06 | Paper |
| A bootstrap test for single index models | 2002-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543482 | 2002-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543487 | 2002-08-13 | Paper |
| Testing Parametric versus Semiparametric Modeling in Generalized Linear Models | 2002-07-30 | Paper |
| Web quantlets for time series analysis | 2002-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524039 | 2002-02-18 | Paper |
| Estimation in a semiparametric partially linear errors-in-variables model | 2002-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2752735 | 2001-10-17 | Paper |
| Internet-based econometric computing | 2001-09-17 | Paper |
| Bootstrap approximation in a partially linear regression model | 2001-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2718875 | 2001-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518939 | 2001-01-18 | Paper |
| XploRe® - Application Guide | 2000-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516961 | 2000-11-20 | Paper |
| Discrete time option pricing with flexible volatility estimation | 2000-11-01 | Paper |
| Nonparametric vector autoregression | 2000-06-13 | Paper |
| Integration and backfitting methods in additive models -- finite sample properties and comparison | 2000-06-13 | Paper |
| Computerassisted semiparametric generalized linear models | 2000-03-02 | Paper |
| Nonparametric Autoregression with Multiplicative Volatility and Additive mean | 2000-03-01 | Paper |
| Testing a Regression Model When We Have Smooth Alternatives in Mind | 2000-03-01 | Paper |
| Large sample theory of the estimation of the error distribution for a semiparametric model | 1999-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3835973 | 1999-11-29 | Paper |
| Direct estimation of low-dimensional components in additive models. | 1999-11-09 | Paper |
| Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market | 1999-11-08 | Paper |
| Teaching wavelets in XploRe | 1999-09-14 | Paper |
| Local polynomial estimators of the volatility function in nonparametric autoregression | 1999-01-27 | Paper |
| Wavelets, approximation, and statistical applications | 1998-06-24 | Paper |
| A Review of Nonparametric Time Series Analysis | 1998-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4376099 | 1998-03-24 | Paper |
| Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates | 1998-02-25 | Paper |
| An Analysis of Transformations for Additive Nonparametric Regression | 1998-02-08 | Paper |
| On the inconsistency of bootstrap distribution estimators | 1997-11-10 | Paper |
| Semiparametric single index versus fixed link function modelling | 1997-09-09 | Paper |
| Additive nonparametric regression on principal components | 1997-03-02 | Paper |
| Fast and simple scatterplot smoothing | 1997-02-28 | Paper |
| Testing increasing dispersion | 1997-02-28 | Paper |
| Estimation of additive regression models with known links | 1996-12-08 | Paper |
| Search for significant variables in nonparametric additive regression | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894497 | 1996-10-07 | Paper |
| Better Bootstrap Confidence Intervals for Regression Curve Estimation | 1996-05-06 | Paper |
| Estimation of non-sharp support boundaries | 1996-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311944 | 1995-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4837268 | 1995-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4323988 | 1995-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138534 | 1994-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3137074 | 1994-05-16 | Paper |
| Comparing nonparametric versus parametric regression fits | 1994-04-18 | Paper |
| How sensitive are average derivatives? | 1993-08-25 | Paper |
| Optimal smoothing in single-index models | 1993-08-23 | Paper |
| On the backfitting algorithm for additive regression models | 1993-05-16 | Paper |
| Bandwidth Choice for Average Derivative Estimation | 1993-04-01 | Paper |
| Regression Smoothing Parameters That Are Not Far From Their Optimum | 1993-04-01 | Paper |
| KERNEL REGRESSION SMOOTHING OF TIME SERIES | 1992-09-27 | Paper |
| On bootstrapping kernel spectral estimates | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999325 | 1992-09-17 | Paper |
| Nonparametric curve estimation from time series | 1992-09-17 | Paper |
| Smoothing techniques. With implementation in S | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349792 | 1991-01-01 | Paper |
| Empirical Evidence on the Law of Demand | 1991-01-01 | Paper |
| Bootstrap simultaneous error bars for nonparametric regression | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477819 | 1990-01-01 | Paper |
| Semiparametric comparison of regression curves | 1990-01-01 | Paper |
| Investigating Smooth Multiple Regression by the Method of Average Derivatives | 1989-01-01 | Paper |
| On the use of nonparametric regression for model checking | 1989-01-01 | Paper |
| Semiparametric weighted lease squares | 1989-01-01 | Paper |
| Asymptotic maximal deviation of M-smoothers | 1989-01-01 | Paper |
| Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands | 1988-01-01 | Paper |
| How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum? | 1988-01-01 | Paper |
| Robust nonparametric regression with simultaneous scale curve estimation | 1988-01-01 | Paper |
| Strong uniform consistency rates for estimators of conditional functionals | 1988-01-01 | Paper |
| Nonparametric Kernel Regression Estimation-Optimal Choice of Bandwidth | 1987-01-01 | Paper |
| Nonparametric sequential estimation of zeros and extrema of regression functions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3826099 | 1987-01-01 | Paper |
| Algorithm AS 222: Resistant Smoothing Using the Fast Fourier Transform | 1987-01-01 | Paper |
| An effective selection of regression variables when the error distribution is incorrectly specified | 1987-01-01 | Paper |
| A note on prediction via estimation of the conditional mode function | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3028152 | 1986-01-01 | Paper |
| SOME THEORY ON M-SMOOTHING OF TIME SERIES | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3773105 | 1986-01-01 | Paper |
| Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators | 1986-01-01 | Paper |
| Random approximations to some measures of accuracy in nonparametric curve estimation | 1986-01-01 | Paper |
| Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685005 | 1985-01-01 | Paper |
| Asymptotic nonequivalence of some bandwidth selectors in nonparametric regression | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736722 | 1985-01-01 | Paper |
| Optimal bandwidth selection in nonparametric regression function estimation | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3332084 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3702307 | 1984-01-01 | Paper |
| Robust regression function estimation | 1984-01-01 | Paper |
| Uniform consistency of a class of regression function estimators | 1984-01-01 | Paper |
| A law of the iterated logarithm for nonparametric regression function estimators | 1984-01-01 | Paper |
