| Publication | Date of Publication | Type |
|---|
| Stationary Jackknife | 2024-04-15 | Paper |
| Quadratic prediction of time series via auto-cumulants | 2024-03-04 | Paper |
| Fitting sparse Markov models through a collapsed Gibbs sampler | 2024-02-07 | Paper |
| On optimal block resampling for Gaussian-subordinated long-range dependent processes | 2023-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5097119 | 2022-08-19 | Paper |
| On optimal block resampling for Gaussian-subordinated long-range dependent processes | 2022-08-02 | Paper |
| Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler | 2022-03-28 | Paper |
| Central Limit Theorem in high dimensions: The optimal bound on dimension growth rate | 2021-09-21 | Paper |
| A test of homogeneity of distributions when observations are subject to measurement errors | 2021-07-09 | Paper |
| Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions | 2021-07-05 | Paper |
| A general frequency domain method for assessing spatial covariance structures | 2020-10-07 | Paper |
| Bootstrap based Trans-Gaussian Kriging | 2020-10-07 | Paper |
| GRID: a variable selection and structure discovery method for high dimensional nonparametric regression | 2020-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295390 | 2020-07-08 | Paper |
| Inference in partially identified models with many moment inequalities using Lasso | 2020-02-28 | Paper |
| Distributional consistency of the lasso by perturbation bootstrap | 2020-01-30 | Paper |
| Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap | 2019-08-07 | Paper |
| Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process | 2019-07-30 | Paper |
| Perturbation bootstrap in adaptive Lasso | 2019-07-18 | Paper |
| Sharp fixed \(n\) bounds and asymptotic expansions for the mean and the median of a Gaussian sample maximum, and applications to the Donoho-Jin model | 2019-03-13 | Paper |
| Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter | 2019-01-28 | Paper |
| Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation | 2018-11-22 | 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 |
| On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions | 2018-03-27 | Paper |
| A Two-Sample Test for Equality of Means in High Dimension | 2017-10-13 | Paper |
| Comment | 2017-10-13 | Paper |
| On the non-standard distribution of empirical likelihood estimators with spatial data | 2017-09-28 | Paper |
| Comment | 2017-08-07 | Paper |
| A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D. N. Politis | 2016-06-30 | Paper |
| Central limit theorems for long range dependent spatial linear processes | 2016-02-22 | Paper |
| On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property | 2015-08-31 | Paper |
| Density estimation in high and ultra high dimensions, regularization, and the L 1 asymptotics | 2015-07-30 | 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 |
| Significance tests for functional data with complex dependence structure | 2014-10-27 | Paper |
| A review of empirical likelihood methods for time series | 2014-10-27 | Paper |
| A penalized empirical likelihood method in high dimensions | 2014-09-15 | Paper |
| Professor Hira Lal Koul’s Contribution to Statistics | 2014-07-02 | Paper |
| Convergence rates of empirical block length selectors for block bootstrap | 2014-05-05 | 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 |
| Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap | 2013-09-25 | Paper |
| Strong consistency of Lasso estimators | 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 |
| Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets | 2013-04-22 | Paper |
| Gap bootstrap methods for massive data sets with an application to transportation engineering | 2013-03-05 | Paper |
| Comments on: Subsampling weakly dependent time series and application to extremes | 2012-11-15 | Paper |
| A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods | 2012-10-19 | Paper |
| Resampling methods for spatial regression models under a class of stochastic designs | 2012-09-03 | Paper |
| Goodness of fit tests for a class of Markov random field models | 2012-09-03 | Paper |
| Bootstrapping weighted empirical processes that do not converge weakly | 2012-09-02 | Paper |
| Bootstrapping Lasso Estimators | 2011-10-28 | Paper |
| Asymptotic properties of the residual bootstrap for Lasso estimators | 2011-01-06 | Paper |
| Resampling-based bias-corrected time series prediction | 2010-09-20 | Paper |
| Asymptotic properties of discrete Fourier transforms for spatial data | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580561 | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580857 | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580419 | 2010-08-12 | Paper |
| Edgeworth expansions for Studentized statistics under weak dependence | 2010-02-19 | Paper |
| A Berry-Esseen theorem for sample quantiles under weak dependence | 2009-04-02 | Paper |
| Estimation of distributions, moments and quantiles in deconvolution problems | 2008-11-18 | Paper |
| Resampling-based empirical prediction: an application to small area estimation | 2008-03-11 | Paper |
| Empirical likelihood confidence intervals for the mean of a long‐range dependent process | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310578 | 2007-10-11 | Paper |
| Normal approximation to the hypergeometric distribution in nonstandard cases and a sub-Gaussian Berry-Esseen theorem | 2007-10-04 | Paper |
| Measure theory and probability theory. | 2007-09-11 | Paper |
| Probability theory. | 2007-09-11 | Paper |
| Asymptotic expansions for sums of block-variables under weak dependence | 2007-09-04 | Paper |
| A frequency domain empirical likelihood for short- and long-range dependence | 2007-07-12 | Paper |
| Bootstrapping the empirical distribution function of a spatial process | 2007-05-24 | Paper |
| A Berry-Esseen theorem for hypergeometric probabilities under minimal conditions | 2007-03-07 | Paper |
| Measure Theory and Probability Theory | 2006-10-06 | Paper |
| Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic | 2006-04-28 | Paper |
| Nonnegative mean squared prediction error estimation in small area estimation | 2006-04-04 | Paper |
| VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES | 2006-03-22 | Paper |
| A Sub-Gaussian Berry-Esseen Theorem for the Hypergeometric Distribution | 2006-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317360 | 2005-09-16 | Paper |
| Least Squares Variogram Fitting by Spatial Subsampling | 2005-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660414 | 2005-03-21 | Paper |
| Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs | 2005-03-14 | Paper |
| On optimal spatial subsample size for variance estimation | 2005-02-28 | Paper |
| A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425366 | 2003-11-20 | Paper |
| Resampling methods for dependent data | 2003-09-09 | Paper |
| ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES | 2003-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4780496 | 2003-01-13 | Paper |
| Effects of block lengths on the validity of block resampling methods | 2002-11-28 | Paper |
| Prediction of Spatial Cumulative Distribution Functions Using Subsampling | 2002-07-30 | Paper |
| On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters | 2002-06-16 | Paper |
| On the bootstrap and the moving block bootstrap for the maximum of a stationary process | 2000-02-13 | Paper |
| Theoretical comparisons of block bootstrap methods | 1999-11-09 | Paper |
| Inference for heavy tailed distributions | 1999-10-05 | Paper |
| Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method | 1999-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225474 | 1999-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365842 | 1998-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351969 | 1998-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351806 | 1998-03-26 | Paper |
| On inconsistency of the jackknife-after bootstrap bias estimator for dependent data | 1997-11-12 | Paper |
| Variance stabilizing transformations, studentization and the bootstrap | 1997-07-23 | Paper |
| On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models | 1997-06-22 | Paper |
| On bandwidth choice in nonparametric regression with both short- and long-range dependent errors | 1997-02-24 | Paper |
| Asymptotics for REML estimation of spatial covariance parameters | 1996-09-05 | Paper |
| On bandwidth choice for density estimation with dependent data | 1996-09-01 | Paper |
| On the asymptotic behaviour of the moving block bootstrap for normalized sums of heavy-tail random variables | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869555 | 1996-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864516 | 1996-02-20 | Paper |
| On second order correctness of Efron's bootstrap without Cramér-type conditions in linear regression models | 1995-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317937 | 1995-06-30 | Paper |
| On bootstrapping \(M\)-estimated residual processes in multiple linear regression models | 1994-07-04 | Paper |
| On the moving block bootstrap under long range dependence | 1994-05-24 | Paper |
| Refinements in asymptotic expansions for sums of weakly dependent random vectors | 1993-10-11 | Paper |
| The asymptotic distribution of REML estimators | 1993-08-17 | Paper |
| Bootstrapping the studentized sample mean of lattice variables | 1993-08-17 | Paper |
| Bootstrapping \(M\)-estimators of a multiple linear regression parameter | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4030219 | 1993-04-01 | Paper |
| Edgeworth expansions for \(M\)-estimators of a regression parameter | 1993-01-17 | Paper |
| On the Bahadur-Ghosh-Kiefer representation of sample quantiles | 1993-01-16 | Paper |
| Second order optimality of stationary bootstrap | 1991-01-01 | Paper |
