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07/17/2023
An extended latent factor framework for ill-posed linear regression
The classical latent factor model for linear regression is extended by a...
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06/19/2023
On second-order statistics of the log-average periodogram
We present an approximate expression for the covariance of the log-avera...
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03/17/2023
Efficient nonparametric estimation of Toeplitz covariance matrices
A new nonparametric estimator for Toeplitz covariance matrices is propos...
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04/08/2022
Uniformly Valid Inference Based on the Lasso in Linear Mixed Models
Linear mixed models (LMMs) are suitable for clustered data and are commo...
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03/06/2019
Threshold Selection in Univariate Extreme Value Analysis
Threshold selection plays a key role for various aspects of statistical ...
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12/21/2018
Marginal and Conditional Multiple Inference in Linear Mixed Models
This work introduces a general framework for multiple inference in linea...
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12/17/2018
Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors
We develop a fully automatic non-parametric approach to simultaneous est...
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10/24/2017
