| Publication | Date of Publication | Type |
|---|
| Predicting objective physical activity from self-report surveys: a model validation study using estimated generalized least-squares regression | 2020-11-04 | Paper |
| Benchmarked small area prediction | 2020-04-24 | Paper |
| Estimators of error covariance matrices for small area prediction | 2012-12-30 | Paper |
| Variance estimation for nearest neighbor imputation for US census long form data | 2011-10-21 | Paper |
| A likelihood based estimator for vector autoregressive processes | 2011-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566284 | 2010-06-07 | Paper |
| Some design properties of a rejective sampling procedure | 2009-12-18 | Paper |
| Sampling Statistics | 2009-09-01 | Paper |
| The mixed model for survey regression estimation | 2009-01-30 | Paper |
| Replication Variance Estimation for Two-Phase Stratified Sampling | 2007-08-20 | Paper |
| Fractional hot deck imputation | 2007-03-20 | Paper |
| On the Bias of the Multiple-Imputation Variance Estimator in Survey Sampling | 2006-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5480580 | 2006-08-03 | Paper |
| Testing for Trend in the Presence of Autoregressive Error | 2005-02-21 | Paper |
| The Mean Squared Error of Small Area Predictors Constructed With Estimated Area Variances | 2004-06-10 | Paper |
| A semiparametric estimator of the distribution function of a variable measured with error | 2003-12-10 | Paper |
| Spline Estimators of the Density Function of a Variable Measured with Error | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257530 | 1999-08-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225472 | 1999-07-04 | Paper |
| Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average | 1999-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217823 | 1999-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353191 | 1998-07-15 | Paper |
| A Semiparametric Transformation Approach to Estimating Usual Daily Intake Distributions | 1998-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884570 | 1996-07-07 | Paper |
| Estimation in the Presence of Measurement Error | 1996-01-01 | Paper |
| ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS | 1995-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317910 | 1995-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839923 | 1995-07-18 | Paper |
| The large sample distribution of the roots of the second order autoregressive polynomial | 1994-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4003037 | 1992-09-18 | Paper |
| Quantile estimation with a complex survey design | 1992-06-25 | Paper |
| Estimation of the parameters of linear time series models subject to nonlinear restrictions | 1991-01-01 | Paper |
| Estimation for the nonlinear functional relationship | 1988-01-01 | Paper |
| The asymptotic distributions of some estimators for a factor analysis model | 1987-01-01 | Paper |
| Generalized least squares estimation of the functional multivariate linear errors-in-variables model | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721626 | 1986-01-01 | Paper |
| Computational algorithms for the factor model | 1986-01-01 | Paper |
| Mean estimation bias in least squares estimation of autoregressive processes | 1985-01-01 | Paper |
| Estimation for the multivariate errors-in-variables model with estimated error covariance matrix | 1984-01-01 | Paper |
| Testing for Unit Roots in Seasonal Time Series | 1984-01-01 | Paper |
| Consistency of the least squares estimator of the first order moving average parameter | 1983-01-01 | Paper |
| Generalized Least Squares Estimation of a Genotypic Covariance Matrix | 1983-01-01 | Paper |
| Estimation of nonlinear errors-in-variables models | 1982-01-01 | Paper |
| Testing for nonstationary parameter specifications in seasonal time series models | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218949 | 1982-01-01 | Paper |
| Survey Design Under the Regression Superpopulation Model | 1982-01-01 | Paper |
| Estimation of the parameters of stochastic difference equations | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042159 | 1981-01-01 | Paper |
| Properties of Predictors for Autoregressive Time Series | 1981-01-01 | Paper |
| Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root | 1981-01-01 | Paper |
| Corrigenda: Regression Estimation after Correcting for Attenuation | 1981-01-01 | Paper |
| Corrigenda: Properties of Predictors for Autoregressive Time Series | 1981-01-01 | Paper |
| Predictors for the first-order autoregressive process | 1980-01-01 | Paper |
| The use of indicator variables in computing predictions | 1980-01-01 | Paper |
| Properties of some estimators for the errors-in-variables model | 1980-01-01 | Paper |
| In Memoriam: Balkrishna V. Sukhatme 1924–1979 | 1980-01-01 | Paper |
| Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors | 1980-01-01 | Paper |
| Least Squares Estimation when the Covariance Matrix and Parameter Vector are Functionally Related | 1980-01-01 | Paper |
| Instrumental Variable Estimation of the Simple Errors-in-Variables Model | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3920421 | 1980-01-01 | Paper |
| Estimation for autoregressive processes with unit roots | 1979-01-01 | Paper |
| Distribution of the Estimators for Autoregressive Time Series With a Unit Root | 1979-01-01 | Paper |
| Estimation for a linear regression model with unknown diagonal covariance matrix | 1978-01-01 | Paper |
| Regression Estimation After Correcting for Attenuation | 1978-01-01 | Paper |
| Some Properties of a Modification of the Limited Information Estimator | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124141 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4178320 | 1975-01-01 | Paper |
| Estimation of linear models with crossed-error structure | 1974-01-01 | Paper |
| Transformations for Estimation of Linear Models with Nested-Error Structure | 1973-01-01 | Paper |
| Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated | 1973-01-01 | Paper |
| Estimation of the Slope and Analysis of Covariance when the Concomitant Variable is Measured with Error | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5595616 | 1970-01-01 | Paper |
| A Comparative Study of Alternative Estimators in a Distributed Lag Model | 1967-01-01 | Paper |
