UB Paderborn / Katalog / Suche / in CDI

Collaborative Filtering With Awareness of Social Networks

Journal of business & economic statistics, 2022-10, Vol.40 (4), p.1629-1641

2022

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On Estimation of Hurst Parameter Under Noisy Observations

Journal of business & economic statistics, 2018-07, Vol.36 (3), p.483-492

2018

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Transforming the empirical likelihood towards better accuracy

Canadian journal of statistics, 2017-09, Vol.45 (3), p.340-352

2017

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Flexible, efficient, and accurate tests for epidemics

Science China. Mathematics, 2024, Vol.67 (8), p.1881-1898

2024

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MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

The Annals of statistics, 2012-04, Vol.40 (2), p.759-784

2012

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WaVPeak: picking NMR peaks through wavelet-based smoothing and volume-based filtering

Bioinformatics (Oxford, England), 2012-04, Vol.28 (7), p.914-920

2012

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Automatic peak selection by a Benjamini-Hochberg-based algorithm

PloS one, 2013-01, Vol.8 (1), p.e53112-e53112

2013

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Incorporating Relative Error Criterion to Conformal Prediction for Positive Data

Communications in mathematics and statistics, 2024-03, Vol.12 (1), p.157-186

2024

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Community detection on mixture multilayer networks via regularized tensor decomposition

The Annals of statistics, 2021-12, Vol.49 (6), p.3181

2021

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Feature subset selection using naive Bayes for text classification

Pattern recognition letters, 2015-11, Vol.65, p.109-115

2015

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Jackknife Empirical Likelihood

Journal of the American Statistical Association, 2009-09, Vol.104 (487), p.1224-1232

2009

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TESTING FOR PURE-JUMP PROCESSES FOR HIGH-FREQUENCY DATA

The Annals of statistics, 2015-04, Vol.43 (2), p.847-877

2015

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Spline-Lasso in High-Dimensional Linear Regression

Journal of the American Statistical Association, 2016-03, Vol.111 (513), p.288-297

2016

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Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences

Journal of multivariate analysis, 2005-08, Vol.95 (2), p.227-245

2005

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On SURE-Type Double Shrinkage Estimation

Journal of the American Statistical Association, 2016-12, Vol.111 (516), p.1696-1704

2016

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Estimating the integrated volatility using high-frequency data with zero durations

Journal of econometrics, 2018-05, Vol.204 (1), p.18-32

2018

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On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

Journal of business & economic statistics, 2014-07, Vol.32 (3), p.457-467

2014

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Regularized maximum correntropy machine

Neurocomputing (Amsterdam), 2015-07, Vol.160, p.85-92

2015

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ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

Econometric theory, 2017-04, Vol.33 (2), p.331-365

2017

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Likelihood Ratio Test for Multi-Sample Mixture Model and Its Application to Genetic Imprinting

Journal of the American Statistical Association, 2015-06, Vol.110 (510), p.867-877

2015

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A Bayesian feature selection paradigm for text classification

Information processing & management, 2012-03, Vol.48 (2), p.283-302

2012

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On the jump activity index for semimartingales

Journal of econometrics, 2012-02, Vol.166 (2), p.213-223

2012

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Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum

Journal of theoretical probability, 2015-12, Vol.28 (4), p.1556-1570

2015

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An automated framework for NMR resonance assignment through simultaneous slice picking and spin system forming

Journal of biomolecular NMR, 2014-06, Vol.59 (2), p.75-86

2014

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Towards a universal self-normalized moderate deviation

Transactions of the American Mathematical Society, 2008-08, Vol.360 (8), p.4263-4285

2008

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Collaborative Filtering With Awareness of Social Networks

On Estimation of Hurst Parameter Under Noisy Observations

Transforming the empirical likelihood towards better accuracy

Flexible, efficient, and accurate tests for epidemics

MODELING HIGH-FREQUENCY FINANCIAL DATA BY PURE JUMP PROCESSES

WaVPeak: picking NMR peaks through wavelet-based smoothing and volume-based filtering

Automatic peak selection by a Benjamini-Hochberg-based algorithm

Incorporating Relative Error Criterion to Conformal Prediction for Positive Data

Community detection on mixture multilayer networks via regularized tensor decomposition

Feature subset selection using naive Bayes for text classification

Jackknife Empirical Likelihood

TESTING FOR PURE-JUMP PROCESSES FOR HIGH-FREQUENCY DATA

Spline-Lasso in High-Dimensional Linear Regression

Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences

On SURE-Type Double Shrinkage Estimation

Estimating the integrated volatility using high-frequency data with zero durations

On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

Regularized maximum correntropy machine

ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

Likelihood Ratio Test for Multi-Sample Mixture Model and Its Application to Genetic Imprinting

A Bayesian feature selection paradigm for text classification

On the jump activity index for semimartingales

Cramér-Type Moderate Deviation for Studentized Compound Poisson Sum

An automated framework for NMR resonance assignment through simultaneous slice picking and spin system forming

Towards a universal self-normalized moderate deviation

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