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Contemporary Developments in Statistical Theory: A Festschrift for Hira Lal Koul

2014., 2013

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Uniformly root-N consistent density estimators for weakly dependent invertible linear processes

The Annals of statistics, 2007-04, Vol.35 (2), p.815-843

2007

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Efficient density estimation in an AR(1) model

Electronic journal of statistics, 2023-01, Vol.17 (2)

2023

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Tests for normality based on density estimators of convolutions

Statistics & probability letters, 2011-02, Vol.81 (2), p.337-343

2011

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Asymptotic normality of quadratic forms with random vectors of increasing dimension

Journal of multivariate analysis, 2018-03, Vol.164, p.22-39

2018

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Signed rank based empirical likelihood for the symmetric location model

Statistics & probability letters, 2018-06, Vol.137, p.40-45

2018

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Contactless Inspection of Flat-Panel Displays and Detector Panels by Capacitive Coupling

IEEE transactions on electron devices, 2011-10, Vol.58 (10), p.3453-3462

2011

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Estimation for Markov chains with periodically missing observations

Journal of time series analysis, 2024-05

2024

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An endoscopic 3D scanner based on structured light

Medical image analysis, 2012-07, Vol.16 (5), p.1063-1072

2012

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Maximum empirical likelihood estimation and related topics

Electronic journal of statistics, 2018-01, Vol.12 (2)

2018

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Empirical likelihood approach to goodness of fit testing

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2013-08, Vol.19 (3), p.954-981

2013

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G. W. F. Hegel: Wissenschaft der Logik

Anton Koch, Friedrike Schick / Anton Koch, Friedrike Schick

2010

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Weighted least squares estimation with missing responses: An empirical likelihood approach

Electronic journal of statistics, 2013-01, Vol.7 (none)

Schick, Anton

2013

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Uniform convergence of convolution estimators for the response density in nonparametric regression

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2013-11, Vol.19 (5B), p.2250-2276

2013

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Efficiency for heteroscedastic regression with responses missing at random

Journal of statistical planning and inference, 2018-08, Vol.196, p.132-143

2018

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Estimation of the error distribution in a varying coefficient regression model

Journal of nonparametric statistics, 2018-04, Vol.30 (2), p.392-429

2018

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Efficiency transfer for regression models with responses missing at random

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2017-11, Vol.23 (4A), p.2693-2719

2017

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Uniformly Root-N Consistent Density Estimators for Weakly Dependent Invertible Linear Processes

The Annals of statistics, 2007-04, Vol.35 (2), p.815-843

2007

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On efficient estimation of densities for sums of squared observations

Statistics & probability letters, 2012-09, Vol.82 (9), p.1637-1640

2012

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Root- n consistent density estimators of convolutions in weighted L 1 -norms

Journal of statistical planning and inference, 2007-06, Vol.137 (6), p.1765-1774

2007

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Maximum Empirical Likelihood Estimation In A Heteroscedastic Linear Regression ModelWith Possibly Missing Responses

Sri Lankan journal of applied statistics, 2014-12, Vol.5 (4), p.209

2014

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Root-n consistent density estimators of convolutions in weighted L1 -norms

Journal of statistical planning and inference, 2007-06, Vol.137 (6), p.1765-1774

2007

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Inference about the slope in linear regression: an empirical likelihood approach

Annals of the Institute of Statistical Mathematics, 2019-02, Vol.71 (1), p.181-211

2019

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Efficient Estimation in Nonlinear Autoregressive Time-Series Models

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 1997-09, Vol.3 (3), p.247-277

1997

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Improved Density Estimators for Invertible Linear Processes

Communications in statistics. Theory and methods, 2009-10, Vol.38 (16-17), p.3123-3147

2009

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Contemporary Developments in Statistical Theory: A Festschrift for Hira Lal Koul

Uniformly root-N consistent density estimators for weakly dependent invertible linear processes

Efficient density estimation in an AR(1) model

Tests for normality based on density estimators of convolutions

Asymptotic normality of quadratic forms with random vectors of increasing dimension

Signed rank based empirical likelihood for the symmetric location model

Contactless Inspection of Flat-Panel Displays and Detector Panels by Capacitive Coupling

Estimation for Markov chains with periodically missing observations

An endoscopic 3D scanner based on structured light

Maximum empirical likelihood estimation and related topics

Empirical likelihood approach to goodness of fit testing

G. W. F. Hegel: Wissenschaft der Logik

Weighted least squares estimation with missing responses: An empirical likelihood approach

Uniform convergence of convolution estimators for the response density in nonparametric regression

Efficiency for heteroscedastic regression with responses missing at random

Estimation of the error distribution in a varying coefficient regression model

Efficiency transfer for regression models with responses missing at random

Uniformly Root-N Consistent Density Estimators for Weakly Dependent Invertible Linear Processes

On efficient estimation of densities for sums of squared observations

Root- n consistent density estimators of convolutions in weighted L 1 -norms

Maximum Empirical Likelihood Estimation In A Heteroscedastic Linear Regression ModelWith Possibly Missing Responses

Root-n consistent density estimators of convolutions in weighted L1 -norms

Inference about the slope in linear regression: an empirical likelihood approach

Efficient Estimation in Nonlinear Autoregressive Time-Series Models

Improved Density Estimators for Invertible Linear Processes

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