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Publications in Statistics

Dynamic Linear Models With R

Journal of Applied Statistics

English

Simulated Maximum Likelihood Estimation in Joint Models for Multiple Longitudinal Markers and Recurrent Events of Multiple Types, in the Presence of a Terminal Event

Journal of Applied Statistics

English

A Smooth Bootstrap Procedure Towards Deriving Confidence Intervals for the Relative Risk

Communications in Statistics - Theory and Methods

Statistics

Probability

2014

English

On Implementation of the Gibbs Sampler for Estimating the Accuracy of Multiple Diagnostic Tests

Journal of Applied Statistics

English

Best-Subset Model Selection Based on Multitudinal Assessments of Likelihood Improvements

Journal of Applied Statistics

English

Solving Structured Nonsmooth Convex Optimization With Complexity $$\Mathcal {O}(\varepsilon ^{-1/2})$$ O ( Ε - 1 / 2 )

English

Recurrent Support Vector Regression for a Non-Linear ARMA Model With Applications to Forecasting Financial Returns

Computational Statistics

Computational Mathematics

English

Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models

Computational Statistics

Computational Mathematics

English

On Symmetric Stochastic Games of Resource Extraction With Weakly Continuous Transitions

English

Level and Change of Group-Focused Enmity in Germany: Unconditional and Conditional Latent Growth Curve Models With Four Panel Waves

AStA Advances in Statistical Analysis

English

Amanote Research

Discover open access scientific publications

Search, annotate, share and cite publications

Publications in Statistics

Dynamic Linear Models With R

Simulated Maximum Likelihood Estimation in Joint Models for Multiple Longitudinal Markers and Recurrent Events of Multiple Types, in the Presence of a Terminal Event

A Smooth Bootstrap Procedure Towards Deriving Confidence Intervals for the Relative Risk

On Implementation of the Gibbs Sampler for Estimating the Accuracy of Multiple Diagnostic Tests

Best-Subset Model Selection Based on Multitudinal Assessments of Likelihood Improvements

Solving Structured Nonsmooth Convex Optimization With Complexity $$\Mathcal {O}(\varepsilon ^{-1/2})$$ O ( Ε - 1 / 2 )

Recurrent Support Vector Regression for a Non-Linear ARMA Model With Applications to Forecasting Financial Returns

Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models

On Symmetric Stochastic Games of Resource Extraction With Weakly Continuous Transitions

Level and Change of Group-Focused Enmity in Germany: Unconditional and Conditional Latent Growth Curve Models With Four Panel Waves