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Segmentation of photovoltaic module cells in uncalibrated electroluminescence images

Machine vision and applications, 2021-07, Vol.32 (4), Article 84

2021

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On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average

Journal of statistical theory and practice, 2017-07, Vol.11 (3), p.375-392

Steland, Ansgar

2017

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Fusing photovoltaic data for improved confidence intervals

AIMS energy, 2017, Vol.5 (1), p.125-148

Steland, Ansgar

2017

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Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation

Sequential analysis, 2015-07, Vol.34 (3), p.295-323

Steland, Ansgar

2015

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Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Journal of multivariate analysis, 2024-01, Vol.199, p.105245, Article 105245

Steland, Ansgar

2024

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Testing and estimating change-points in the covariance matrix of a high-dimensional time series

Journal of multivariate analysis, 2020-05, Vol.177, p.104582, Article 104582

Steland, Ansgar

2020

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Is there a role for statistics in artificial intelligence?

Advances in data analysis and classification, 2022-12, Vol.16 (4), p.823-846

2022

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Financial Statistics and Mathematical Finance: Methods, Models and Applications

Steland, Ansgar

1, 2012

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High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation

Sequential analysis, 2021-01, Vol.40 (1), p.97-124

2021

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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

Econometric theory, 2007-12, Vol.23 (6), p.1108-1135

Steland, Ansgar

2007

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Are minimum variance portfolios in multi-factor models long in low-beta assets?

Mathematics and financial economics, 2024-03, Vol.18 (1), p.151-170

Steland, Ansgar

2024

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Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances

Japanese journal of statistics and data science, 2019-06, Vol.2 (1), p.173-217

2019

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Basiswissen Statistik: Kompaktkurs für Anwender aus Wirtschaft, Informatik und Technik

Steland, Ansgar

4, überarb Aufl 2016th edition, 2016

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Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance

Statistical papers (Berlin, Germany), 2018-12, Vol.59 (4), p.1441-1462

Steland, Ansgar

2018

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Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019

1st ed. 2019., 2019

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Projection inference for high-dimensional covariance matrices with structured shrinkage targets

Electronic journal of statistics, 2024-01, Vol.18 (1)

2024

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Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

Scandinavian journal of statistics, 2021-06, Vol.48 (2), p.610-654

2021

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Multistage acceptance sampling under nonparametric dependent sampling designs

Journal of statistical planning and inference, 2019-03, Vol.199, p.89-113

2019

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Basiswissen Statistik: Kompaktkurs für Anwender aus Wirtschaft, Informatik und Technik

Steland, Ansgar

3., uberarb. u. erw. Aufl. 2013 edition., 2013

Volltextzugriff (PDF)

Mathematische Grundlagen der empirischen Forschung

Steland, Ansgar

2004th edition, 2013

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Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Stochastic processes and their applications, 2018-08, Vol.128 (8), p.2816-2855

2018

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Large-sample approximations for variance-covariance matrices of high-dimensional time series

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2017-11, Vol.23 (4A), p.2299-2329

2017

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Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

Sequential analysis, 2020-07, Vol.39 (3), p.336-366

2020

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Regularity of multifractional moving average processes with random Hurst exponent

Stochastic processes and their applications, 2021-10, Vol.140, p.21-48

2021

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Stochastic Models, Statistics and Their Applications: Wrocław, Poland, February 2015

1, 2015

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Segmentation of photovoltaic module cells in uncalibrated electroluminescence images

On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average

Fusing photovoltaic data for improved confidence intervals

Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation

Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Testing and estimating change-points in the covariance matrix of a high-dimensional time series

Is there a role for statistics in artificial intelligence?

Financial Statistics and Mathematical Finance: Methods, Models and Applications

High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

Are minimum variance portfolios in multi-factor models long in low-beta assets?

Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances

Basiswissen Statistik: Kompaktkurs für Anwender aus Wirtschaft, Informatik und Technik

Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance

Stochastic Models, Statistics and Their Applications: Dresden, Germany, March 2019

Projection inference for high-dimensional covariance matrices with structured shrinkage targets

Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

Multistage acceptance sampling under nonparametric dependent sampling designs

Basiswissen Statistik: Kompaktkurs für Anwender aus Wirtschaft, Informatik und Technik

Mathematische Grundlagen der empirischen Forschung

Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Large-sample approximations for variance-covariance matrices of high-dimensional time series

Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

Regularity of multifractional moving average processes with random Hurst exponent

Stochastic Models, Statistics and Their Applications: Wrocław, Poland, February 2015

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