| Publication | Date of Publication | Type |
|---|
| Confidence intervals for the cross product ratio under the special case of direct-inverse sampling scheme and its applications | 2024-01-23 | Paper |
| Penalty and related estimation strategies in the spatial error model | 2023-12-12 | Paper |
| Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime | 2023-12-12 | Paper |
| Penalised, post‐pretest, and post‐shrinkage strategies in nonlinear growth models | 2023-10-20 | Paper |
| A weak‐signal‐assisted procedure for variable selection and statistical inference with an informative subsample | 2023-10-17 | Paper |
| Pretest and shrinkage estimators for log-normal means | 2023-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6138426 | 2023-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6160641 | 2023-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5889592 | 2023-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5889593 | 2023-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5889659 | 2023-04-27 | Paper |
| Penalty, post pretest and shrinkage strategies in a partially linear model | 2022-10-18 | Paper |
| The generalized Pearson family of distributions and explicit representation of the associated density functions | 2022-08-01 | Paper |
| The new mixed ridge estimator in a linear mixed model with measurement error under stochastic linear mixed restrictions | 2022-06-21 | Paper |
| Ridge estimation in linear mixed measurement error models with stochastic linear mixed restrictions | 2022-06-13 | Paper |
| Simultaneous estimation of Cronbach’s alpha coefficients | 2022-06-10 | Paper |
| The weighted ridge estimation for linear mixed models with measurement error under stochastic linear mixed restrictions | 2022-05-30 | Paper |
| Liu-type shrinkage estimations in linear models | 2022-05-05 | Paper |
| Estimation of Several Intraclass Correlation Coefficients | 2021-11-19 | Paper |
| Predicting the scoring time in hockey | 2021-11-09 | Paper |
| Shrinkage estimation strategy in quasi-likelihood models | 2021-09-29 | Paper |
| Kernel Ridge Estimator for the Partially Linear Model under Right-Censored Data | 2021-09-17 | Paper |
| Estimating the Nonparametric Regression Function by Using Padé Approximation Based on Total Least Squares | 2021-04-22 | Paper |
| On Predictive Distribution of K-Inflated Poisson Models with and Without Additional Information | 2020-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5137548 | 2020-12-02 | Paper |
| Estimation of semiparametric regression model with right-censored high-dimensional data | 2020-04-27 | Paper |
| Robust gene–environment interaction analysis using penalized trimmed regression | 2020-04-23 | Paper |
| Merging data from multiple sources: pretest and shrinkage perspectives | 2020-04-22 | Paper |
| Improved robust ridge M-estimation | 2020-04-22 | Paper |
| Model selection and post estimation based on a pretest for logistic regression models | 2020-04-01 | Paper |
| Shrinkage and penalized estimation in semi-parametric models with multicollinear data | 2020-04-01 | Paper |
| Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability | 2020-03-27 | Paper |
| Efficient estimation for the conditional autoregressive model | 2020-03-27 | Paper |
| Ridge-type pretest and shrinkage estimations in partially linear models | 2020-03-27 | Paper |
| Model selection and parameter estimation of a multinomial logistic regression model | 2020-03-09 | Paper |
| Adaptive estimation strategies in gamma regression model | 2020-02-24 | Paper |
| Weak signals in high‐dimensional regression: Detection, estimation and prediction | 2020-02-06 | Paper |
| Penalized relative error estimation of a partially functional linear multiplicative model | 2019-11-29 | Paper |
| High-dimensional regression under correlated design: an extensive simulation study | 2019-11-29 | Paper |
| An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data | 2019-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5237659 | 2019-10-18 | Paper |
| Shrinkage, pretest, and penalty estimators in generalized linear models | 2019-03-13 | Paper |
| Post selection shrinkage estimation for high‐dimensional data analysis | 2019-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4620195 | 2019-02-08 | Paper |
| Shrinkage estimation in linear mixed models for longitudinal data | 2018-07-31 | Paper |
| Rank-based Liu regression | 2018-07-27 | Paper |
| Meta-analysis, pretest, and shrinkage estimation of kurtosis parameters | 2018-02-12 | Paper |
| High Dimensional Data Analysis: Integrating Submodels | 2017-12-06 | Paper |
| Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed | 2017-07-31 | Paper |
| Shrinkage Estimation Strategies in Generalized Ridge Regression Models Under Low/High-Dimension Regime | 2017-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5738772 | 2017-06-13 | Paper |
| Combining reliability functions of a Weibull distribution | 2017-06-02 | Paper |
| Improved estimation of kurtosis parameters for two multivariate populations | 2017-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5347475 | 2017-05-23 | Paper |
| Shrinkage and pretest estimators for longitudinal data analysis under partially linear models | 2016-11-04 | Paper |
| Shrinkage and Penalty Estimators of a Poisson Regression Model | 2016-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499587 | 2015-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499593 | 2015-07-30 | Paper |
| Shrinkage estimation for the mean of the inverse Gaussian population | 2014-10-17 | Paper |
| Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors | 2014-07-15 | Paper |
| Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model | 2014-06-06 | Paper |
| L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors | 2014-05-06 | Paper |
| Penalty, shrinkage and pretest strategies. Variable selection and estimation | 2014-03-06 | Paper |
| Stein-type estimation using ranked set sampling | 2013-06-12 | Paper |
| Shrinkage estimation for the regression parameter matrix in multivariate regression model | 2013-04-17 | Paper |
| An application of shrinkage estimation to the nonlinear regression model | 2012-12-30 | Paper |
| Stabilizing the Performance of Kurtosis Estimator of Multivariate Data | 2012-10-30 | Paper |
| An Improved Estimation in Regression Parameter Matrix in Multivariate Regression Model | 2012-10-23 | Paper |
| Inference on effect size indices from several two-armed experiments | 2012-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2903214 | 2012-08-07 | Paper |
| LASSO and shrinkage estimation in Weibull censored regression models | 2012-07-16 | Paper |
| Absolute penalty and shrinkage estimation in partially linear models | 2012-07-13 | Paper |
| Data-Based Adaptive Estimation in an Investment Model | 2012-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2888181 | 2012-05-30 | Paper |
| Estimation of parameters in the growth curve model via an outer product least squares approach for covariance | 2012-05-11 | Paper |
| Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes | 2011-04-06 | Paper |
| Shrinkage estimation in replicated median ranked set sampling | 2011-02-03 | Paper |
| Robust inference strategy in the presence of measurement error | 2010-04-01 | Paper |
| On the estimation of reliabilty function in a Weibull lifetime distribution | 2009-09-18 | Paper |
| High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator | 2009-09-14 | Paper |
| Gamma Mixture: Bimodality, Inflexions and L-Moments | 2009-06-25 | Paper |
| Improving the performance of kurtosis estimator | 2009-06-12 | Paper |
| Asymptotic theory of simultaneous estimation of Poisson means | 2009-05-12 | Paper |
| Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models | 2009-05-12 | Paper |
| SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS | 2009-03-17 | Paper |
| Comparisons of improved risk estimators of the multivariate mean vector | 2008-12-11 | Paper |
| Biased estimation in a simple multivariate regression model | 2008-11-26 | Paper |
| Inference concerning quantile for left truncated and right censored data | 2008-11-26 | Paper |
| Nonparametric inference strategies for the quantile functions under left truncation and right censoring | 2008-03-07 | Paper |
| Improving the Estimation of Eigenvectors Under Quadratic Loss | 2008-02-15 | Paper |
| Asymptotic Expansion of the Coverage Probability of James–Stein Estimators | 2008-01-30 | Paper |
| Testing and Merging Information for Effect Size Estimation | 2007-09-13 | Paper |
| Estimating and testing effect size from an arbitrary population | 2007-04-18 | Paper |
| Risk comparison of some shrinkage M-estimators in linear models | 2007-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3365919 | 2006-02-13 | Paper |
| On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean | 2005-11-09 | Paper |
| Assessing the process capability index for non-normal processes | 2005-02-23 | Paper |
| Simultaneous estimation of several intraclass correlation coefficients | 2004-01-13 | Paper |
| Improved Estimation of Coefficient Vector in a Regression Model | 2003-07-31 | Paper |
| On the rate of complete convergence for weighted sums of arrays of Banach space valued random elements with application to moving average processes | 2003-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3149428 | 2002-09-25 | Paper |
| Construction of improved estimators of multinomial proportions | 2002-09-24 | Paper |
| Simultaneous estimation of coefficients of variation | 2002-06-16 | Paper |
| Large-sample estimation strategies for eigenvalues of a Wishart matrix. | 2002-01-29 | Paper |
| Estimation of the scale matrix of a class of elliptical distributions | 2002-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2730728 | 2002-01-08 | Paper |
| Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences | 2002-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736913 | 2001-09-11 | Paper |
| Stein–type shrinkage quantile estimation | 2001-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2701872 | 2001-05-20 | Paper |
| Shrinkage and Pretest Nonparametric Estimation of Regression Parameters from Censored Data with Multiple Observations at Each Level of Covariate | 2001-05-02 | Paper |
| Improved nonparametric estimation of location vectors in multivariate regression models | 2001-01-30 | Paper |
| Improved pretest nonparametric estimation in a multivariate regression model | 2000-11-20 | Paper |
| Stmultaneous estimation of survivor functions in exponential lifetme models | 2000-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4373471 | 2000-05-08 | Paper |
| ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS | 2000-04-27 | Paper |
| Improved biased estimation in an ANOVA model | 2000-02-13 | Paper |
| To pool or not to pool the proportion in randomized response surveys | 1999-11-10 | Paper |
| A Monte Carlo Study of Robustness of Pretest and Shrinkage Estimators in Pooling Coefficients of Variation | 1999-06-13 | Paper |
| Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3842979 | 1998-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4390803 | 1998-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4390807 | 1998-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4381985 | 1998-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512457 | 1998-01-01 | Paper |
| Improved estimation in a multivariate regression model | 1997-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4332121 | 1997-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718520 | 1997-02-24 | Paper |
| Estimation of the characteristic roots of the scale matrix | 1997-01-07 | Paper |
| Shrinkage estimation of the proportion in randomized response | 1996-09-18 | Paper |
| Improved Shrinkage Estimation of Relative Potency | 1996-05-20 | Paper |
| Pooling reliability functions | 1996-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854064 | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851483 | 1995-11-28 | Paper |
| Estimation strategies for the intercept vector in a simple linear multivariate normal regression model | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4327810 | 1995-04-09 | Paper |
| Pooling means under uncertain prior information with application to discrete distributions | 1995-02-28 | Paper |
| On the estimation of the mean vector of a multivariate normal distribution under symmetry | 1993-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5286829 | 1993-09-01 | Paper |
| Using the Moment Generating Function to Estimate the Correlation Coefficient by the Method of Proof Loading | 1993-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4012615 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751761 | 1990-01-01 | Paper |
| Pooling multivariate data | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3489073 | 1989-01-01 | Paper |
| Recurrence Relations And Identities For Moments Of Order Statistics, II; Specific Continuous Distributions | 1988-01-01 | Paper |
| Recurrence relations mid identities for moments of order statistics, i: arbitrary continuous distribution | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3493051 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733225 | 1988-01-01 | Paper |
