Main Content

Publications

See Google Scholar and ResearchGate for an overview of my publications.

Working papers

  • Optimal rates for estimating the covariance kernel from synchronously sampled functional data (2024), Preprint [arXiv], with M. Berger
  • Multivariate root-n-consistent smoothing parameter free matching estimators 
    and estimators of inverse density weighted expectations (2024), Preprint [arXiv], with A. Meister 
  • Robust performance metrics for imbalanced classification problems (2024), Preprint [arXiv], with B. Klar
  • Support estimation in high-dimensional heteroscedastic mean regression (2024), in revision, [arXiv] with P. Hermann

Publications and preprints

2021 -

  • From dense to sparse design: Optimal rates under the supremum norm for estimating the mean function in functional data analysis (2024), to appear: Bernoulli [arXiv], with M. Berger and P. Hermann
  • Lancaster correlation -- a new dependence measure linked to maximum correlation (2024), to appear: Scandinavian J. Statistics, [arXiv], with B. Klar
  • Bounded support in linear random coefficient models: Identication and variable selection (2024)  [arXiv], to appear: Econometric Theory, with P. Hermann.
  • Using Proxies to Improve Forecast Evaluation (2022), [arXiv], to appear in Annals of Applied Statistics, with B. Klar
  • Measurability of functionals and of ideal point forecasts (2022), [arxiv], Electronic J. Statist. 16, 5019-5034, with T. Fissler.
  • Statistically optimal estimation of signals in modulation spaces using Gabor frames (2022), IEEE Transactions on Information Theory  68,  4182 - 4200, [Link], [supplement] with P. Tafo, S. Dahlke and S. Heuer.
  • Simultaneous inference for Berkson errors-in-variables regression under fixed design, Ann. Institute Statist. Math. (2022), https://doi.org/10.1007/s10463-021-00817-z, [arXiv] with K. Proksch and N. Bissantz

2016 - 2020

  • Testing for spherical and elliptical symmetry, J. Multivariate Analysis, 180 (2020) [arXiv] with I. Albisetti and F. Balabdaoui.
  • Rate-optimal nonparametric estimation for random coefficient regression models, Bernoulli 26, 2790-2814 (2020) [arXiv] with A. Meister.
  • Adaptive estimation in the supremum norm for nonparametric mixtures of regressions, Electronic J. Statistics 14, 1816-1871 (2020) [Link] with H. Werner and P. Vandekerkhove.
  • Weak convergence of quantile and expectile processes under general assumptions, Bernoulli 26, 323-351 (2020) [arXiv] with T. Zwingmann.
  • Adaptive confidence sets for kink estimation, Electronic J. Statistics 13 , 1523-1579 (2019) [Link] with V. Bengs.
  • Asymptotic confidence sets for the jump curve in bivariate regression problems, J. Multivariate Analysis 173, 291-312 (2019) [arXiv] with V. Bengs and M. Eulert.
  • Nonparametric identication in the dynamic stochastic block model, IEEE Transactions on Information Theory 65, 4335 - 4344 (2019) [arXiv] with A.-K Becker.
  • Discussion of "Elicitability and backtesting: Perspectives for banking regulation'', invited discussion, Annals of Applied Statistics 11, 1875-1882 (2017) [Link] with B. Klar.
  • Focusing on regions of interest in forecast evaluation, Annals of Applied Statistics 11, 2404-2431 (2017) with B. Klar. (Former version: Weighted scoring rules and hypothesis testing.) [Link]
  • The triangular model with random coefficients, J. Econometrics 216, 144-169 (2017) [Link] with S. Hoderlein and A. Meister.
  • Correction note to "Instrumental variables with unrestricted heterogeneity and continuous treatment", Review of Economic Studies 84, 964–968 (2017) [Link] with S. Hoderlein, M. Kasy and A. Meister.
  • Expectile Asymptotics, Electronic Journal of Statistics 11, 2355-2371 (2016) [Link] with B. Klar.
  • Nonparametric identification and maximum likelihood estimation of hidden Markov models, Biometrika 103, 423–434 (2016) [arXiv] with G. Alexandrovich and A. Leister.
  • Weighted angle Radon transform: Convergence rates and efficient estimation, Statistica Sinica 26, 157-175 (2016) [Link] with D. Hohmann.
  • Asymptotics for the expected shortfall (2016) [arXiv] with T. Zwingmann.

2011 - 2015

  • Nonparametric Identification in Panels using Quantiles, Journal of Econometrics 188, 378–392 (2015) [arXiv] V. Chernozhukov, I. Fernández-Vál, S. Hoderlein and W. Newey.
  • Hidden Markov Models with state-dependent mixtures: Minimal representation, model testing and applications to clustering, Statistics and Computing 25, 1185-1200 (2015). [PDF] [Supplement] with F. Schwaiger.
  • Testing for the number of states in hidden Markov models, Computational Statistics and Data Analysis (2014) with F. Schwaiger.
  • Confidence regions for images observed under the Radon transform, J. Multivariate Analysis 128, 86–107 (2014) [PDF] with N. Bissantz and K. Proksch.
  • The role of the information set for forecasting - with applications to risk management, Annals of Applied Statistics 8, 595-621 (2014) [Link] with M. Eulert.
  • Semiparametric hidden Markov models: Identifiability and estimation, WIREs Comp Stat 6, 418-425 (2014) with J. Dannemann and A. Leister.
  • The Emergence of Three Human Development Clubs, PLOS One 8 (2013) [Link] with S. Vollmer, F. Ketterer, S. Klasen and D. Canning.
  • Discussion of "How to find an appropriate clustering for mixed type variables with application to socio-economic stratification" by C. Hennig and Liao, J. Royal Statist. Soc. Ser. C 63, 32-33 (2013) with G. Alexandrovich.
  • Semiparametric location mixtures with distinct components, Statistics 47, 348-362, with D. Hohmann.
  • Two-component mixtures with independent coordinates as conditional mixtures: Nonparametric identification and estimation, Electron. J. Statist. 7, 859-880 (2013)  [Link] with D. Hohmann.
  • Distribution dynamics of Regional GDP per Employee in Unified Germany, Empirical Economics 44, 491-509 (2013)  [Link] with S. Vollmer, F. Ketterer and S. Klasen.
  • Peaks vs. Components, Review of Development Economics 17, 352–364 (2013) [Link] with S. Vollmer and F. Schwaiger.
  • On the number of modes of finite mixtures of elliptical distributions, Algorithms from and for Nature and Life: Studies in Classification, Data Analysis, and Knowledge Organization 49-57 (2013) [PDF] with G. Alexandrovich and S. Ray
  • Discussion of "Large covariance estimation by thresholding principal orthogonal complements" by J. Fan, Y. Liao and M. Mincheva, J. R. Statist. Soc.B  75, part 4 (2013) with A. Leister.
  • Testing for intercept-scale switch in linear autoregression, Canadian J. Statist. 44, 427-446 (2012) with F. Ketterer.
  • Evaluating HWE and Association in Genome Wide Association Studies: A Unified Procedure (2011) with S. Böhringer. [PDF]

2004 - 2010

  • Demonstrating single- and multiple-SecYEG pore ionic transmembrane currents: Statistical testing for the number of modes of noisy observations (with F. Balabdaoui, K. Bissantz and N. Bissantz), J. American Statist. Assoc. 105, 136-146 (2010). [PDF]
  • Confidence bands for inverse regression models (with M. Birke and N. Bissantz), Inverse Problems, 26 (2010). doi: 10.1088/0266-5611/26/11/115020. [PDF]
  • Improving PSF calibration in confocal microscopic imaging - estimating and exploiting bilateral symmetry (with N. Bissantz and M. Pawlak), Annals of Applied Statistics, 4, 1871-1891 (2010). [arXiv]
  • Testing for two components in a switching regression model (with J. Dannemann), Comput. Statist. Data Anal., 64 (6), 1592-1604 (2010).
  • Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification (with S. Hoderlein), Econometric Theory, Available on CJO 04 Nov 2010 (2010). doi:10.1017/S0266466610000423. [Link]
  • Model selection strategies for identifying most relevant covariates in homoscedastic linear models (with A. Min and C. Czado), Comput. Statist. Data Anal., 54, 3194-3211 (2010).
  • Testing for Image Symmetries -- with Application to Confocal Microscopy (with N. Bissantz and M. Pawlak), IEEE Transactions on Information Theory, 55, 1841-1855 (2009). [PDF]
  • Testing for lack of fit in inverse regression -- with applications to biophotonic imaging (with N. Bissantz, G. Claeskens and A. Munk), J. Royal Statist. Soc. Ser. B, 71(1), 25-48 (2009). [Link]
  • Statistical inference for inverse problems (with N. Bissantz), Inverse Problems, 24 (2008). doi: 10.1088/0266-5611/24/3/034009. [Link]
  • Testing for two states in a hidden Markov model (with J. Dannemann), Canad. J. Statist., 36 (4), 505-520 (2008). [Link]
  • Likelihood ratio testing for hidden Markov models under nonstandard conditions (with J. Dannemann), Scand. J. Statist., 35 (2), 309-321 (2008). [Link]
  • The likelihood ratio test for hidden Markov models in two-sample problems (with J. Dannemann), Comput. Statist. Data Anal., 52, 1850-1859 (2008).
  • Markov partitions for fibre expanding systems (with M. Denker), Colloquium Mathematicum, 110, 485-492 (2008).
  • Reply to Reader Reacton: On the nonidentifiability of population sizes (with A. Munk), Biometrics, 64, 979-981 (2008).
  • A likelihood ratio test for bimodality in two-component mixtures -- with application to regional income distribution in the EU (with S. Vollmer), AStA - Advances in Statistical Analysis, 92, 57-69 (2008). [PDF]
  • Testing parametric models in the presence of instrumental variables. Statist. Prob. Letters, 78, 629-636 (2008).
  • Nonparametric confidence bands in deconvolution density estimation (with N. Bissantz, L. Dümbgen and A. Munk), J. Royal Statist. Society Ser. B., 69, 483-506 (2007). [PDF]
  • Estimation of a quadratic regression functional using the sinc kernel (with N. Bissantz), J. Statist. Plann. Inference, 137, 712-719 (2007).
  • Density testing in a contaminated sample (with N. Bissantz and A. Munk), J. Multivariate Analysis, 98, 57-75 (2007). [PDF]
  • Tests in a case-control design including relatives (with S. Biedermann, E. Nagel, A. Munk and A Steland), Scand. J. Statist., 33, 621-636 (2006).
  • Integrated square error asymptotics for supersmooth deconvolution (with L. Boysen), Scand. J. Statist., 33, 849-860 (2006). [PDF]
  • Identifiability of finite mixtures of elliptical distributions (with A. Munk and T. Gneiting), Scand. J. Statist., 33, 753-764 (2006). [Link]
  • On identifiability in Capture-Recapture Models (with A. Munk and W. Zucchini), Biometrics, 62, 934-936 (2006). [Link]
  • On Identifiability in Capture-Recapture Models: Supporting Material--Proofs (with A. Munk and W. Zucchini), Biometrics, 62, supporting material (2006).
  • Hidden Markov models for circular and linear-circular time series (with A. Munk, M. Suster and W. Zucchini) Environmental and Ecological Statistics (Special Issue on Analyses of Directional Data in Ecological and Environmental Sciences)., 13 (3), 325-347 (2006). [PDF]
  • Testing parametric assumptions on band- or time-limited signals under noise (with N. Bissantz and A. Munk), IEEE Transactions on Information Theory, 51, 3796-3805 (2005). [PDF]
  • The central limit theorem for stationary Markov processes with normal generator -- with applications to hypergroups. Stochastics, 77, 371-380 (2005).
  • Martingale approximations for continuous-time and discrete-time stationary Markov processes. Stochastic Processes and Their Applications, 115, 1518-1529 (2005). [PDF]
  • The central limit theorem for stationary Markov chains under invariant splittings (with with M. Gordin), Stochastics and Dynamics, 4, 15-30 (2004). [PDF]
  • An Almost Sure Limit Theorem for U-Statistics (with S. Koch and A. Min), Statistics and Probability Letters, 69, 261-269 (2004).
  • Identifiability of finite mixtures - with applications to circular distributions (with A. Munk and B. Stratmann), Sankhya, 66, 440-450 (2004). [PDF]