A. Schick

发表

On Asymptotically Efficient Estimation in Semiparametric Models

A. Schick, 1986 .

Regression Models with Time Series Errors

Anton Schick, Mohsen Pourahmadi, A. Schick, 1999 .

Consistency of the GMLE with Mixed Case Interval‐Censored Data

Anton Schick, Qiqing Yu, A. Schick, 2000 .

Asymptotically uniformly most powerful tests in parametric and semiparametric models

W. J. Hall, A. Schick, Sung-Kyun Choi, 1996 .

Estimating the error distribution function in semiparametric additive regression models

W. Wefelmeyer, A. Schick, U. U. Müller, 2012 .

Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes

W. Wefelmeyer, A. Schick, 2004 .

Inference about the ratio of scale parameters in a two-sample setting with current status data

A. Schick, H. Koul, 1999 .

Efficient prediction for linear and nonlinear autoregressive models

W. Wefelmeyer, A. Schick, Ursula U. Muller, 2006, math/0702701.

Efficient estimation of the error distribution in a varying coefficient regression model

A. Schick, Y. Zhu, 2017 .

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

A. Schick, Hanxiang Peng, U. U. Müller, 2017, Annals of the Institute of Statistical Mathematics.

Testing for additivity in partially linear regression with possibly missing responses

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2014, J. Multivar. Anal..

Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response

A. Schick, 1999 .

Testing for the equality of two nonparametric regression curves

Anton Schick, Hira L. Koul, A. Schick, 1997 .

Tests for normality based on density estimators of convolutions

W. Wefelmeyer, A. Schick, Yishi Wang, 2011 .

An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors

A. Schick, 1998 .

Root-n-consistent and efficient estimation in semiparametric additive regression models

Anton Schick, A. Schick, 1996 .

Estimation of the autocorrelation coefficient in the presence of a regression trend

A. Schick, 1994 .

On efficient estimation in regression models

Anton Schick, A. Schick, 1993 .

PLUG-IN ESTIMATORS FOR HIGHER-ORDER TRANSITION DENSITIES IN AUTOREGRESSION ∗

W. Wefelmeyer, A. Schick, 2009 .

Root-n consistency in weighted L1-spaces for density estimators of invertible linear processes

W. Wefelmeyer, A. Schick, 2008 .

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

W. Wefelmeyer, A. Schick, 2007 .

Weighted least squares estimates in partly linear regression models

Anton Schick, A. Schick, 1996 .

Efficient estimation in nonlinear autoregressive time-series models

Anton Schick, Hira L. Koul, A. Schick, 1997 .

Some Developments in Semiparametric Statistics

Anton Schick, Wolfgang Wefelmeyer, W. Wefelmeyer, 2008 .

Asymptotic properties of the GMLE in the case 1 interval‐censorship model with discrete inspection times

G. Y. Wong, A. Schick, Qiqing Yu, 1998 .

Estimating linear functionals of the error distribution in nonparametric regression

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2004 .

Testing for superiority among two regression curves

Anton Schick, Hira L. Koul, A. Schick, 2003 .

Empirical likelihood approach to goodness of fit testing

A. Schick, Hanxiang Peng, 2013, 1307.5982.

Estimating the error distribution function in nonparametric regression

W. Wefelmeyer, A. Schick, Ursula U. Muller, 2018, 1810.01645.

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

W. Wefelmeyer, A. Schick, 2013, 1312.4663.

Variance bounds for estimators in autoregressive models with constraints

W. Wefelmeyer, A. Schick, U. Müller, 2013 .

On efficient estimation of densities for sums of squared observations

W. Wefelmeyer, A. Schick, 2012 .

Optimal plug-in estimators for multivariate distributions with conditionally independent components

W. Wefelmeyer, A. Schick, U. Müller, 2011 .

Estimators for alternating nonlinear autoregression

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2009, J. Multivar. Anal..

Optimality of estimators for misspecified semi-Markov models

W. Wefelmeyer, A. Schick, U. Müller, 2007, 0712.3451.

Inference for Alternating Time Series

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2007 .

Imputing responses that are not missing

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2006 .

Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach

A. Schick, Hanxiang Peng, 2005 .

CHAPTER 1 EFFICIENT ESTIMATORS FOR TIME SERIES

A. Schick, 2005 .

Estimating functionals of the error distribution in parametric and nonparametric regression

W. Wefelmeyer, A. Schick, U. Müller, 2004 .

Estimating invariant laws of linear processes by U-statistics

W. Wefelmeyer, A. Schick, 2004, math/0406431.

Root n consistent and optimal density estimators for moving average processes

Anton Schick, Wolfgang Wefelmeyer, W. Wefelmeyer, 2004 .

Estimating the Innovation Distribution in Nonlinear Autoregressive Models

Anton Schick, Wolfgang Wefelmeyer, W. Wefelmeyer, 2002 .

Improved estimators for constrained Markov chain models

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2001 .

The information in the marginal law of a Markov chain

Anton Schick, Mathieu Kessler, Wolfgang Wefelmeyer, 2001 .

On asymptotic differentiability of averages

A. Schick, 2001 .

Efficient Estimation in a Semiparametric Autoregressive Model

A. Schick, 1999 .

Efficient estimates in linear and nonlinear regression with heteroscedastic errors

A. Schick, 1997 .

Efficient estimation in a semiparametric additive regression model with autoregressive errors

A. Schick, 1996 .

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

Anton Schick, Wolfgang Wefelmeyer, W. Wefelmeyer, 2007, 0708.1913.

Two-sample nonparametric estimation and confidence intervals under truncation.

A. Schick, C. Morrell, R. A. Johnson, 1992, Biometrics.

Estimating the Error Distribution in a Single-Index Model

A. Schick, H. Koul, U. Müller, 2017 .

Asymptotic properties of the GMLE with case 2 interval-censored data

Anton Schick, Qiqing Yu, Linxiong Li, 1998 .

A note on the construction of asymptotically linear estimators

Anton Schick, A. Schick, 1987 .

On the construction of efficient estimators in semiparametric models

A. Schick, Hanxiang Peng, William J. Hooper, 2003 .

Ef®cient estimation in nonlinear autoregressive time-series models

A. Schick, 1997 .

Efficiency transfer for regression models with responses missing at random

A. Schick, U. Müller, 2017 .

Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution

W. Wefelmeyer, P. Greenwood, A. Schick, 2011 .

Improved Density Estimators for Invertible Linear Processes

W. Wefelmeyer, A. Schick, 2009 .

Convergence rates of density estimators for sums of powers of observations

W. Wefelmeyer, A. Schick, 2009 .

An infinite dimensional convolution theorem with applications to random censoring and missing data models

Anton Schick, V. Susarla, V. Susarla, 1990 .

Efficient estimation of invariant distributions of some semiparametric Markov chain models

W. Wefelmeyer, A. Schick, 2006 .

Root-n consistent estimation in partly linear regression models☆

Anton Schick, A. Schick, 1996 .

Adaptive estimation in a random coefficient autoregressive model

Anton Schick, Hira L. Koul, A. Schick, 1996 .

√n-CONSISTENT ESTIMATION IN A RANDOM COEFFICIENT AUTOREGRESSIVE MODEL

A. Schick, 1996 .

Estimation in two sample type II censoring models

V. Susarla, K. Mehrotra, A. Schick, 1990 .

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

Anton Schick, A. Schick, 2013 .

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

A. Schick, Hanxiang Peng, U. Müller, 2019 .

Efficiency for heteroscedastic regression with responses missing at random

A. Schick, U. Müller, 2017, Journal of Statistical Planning and Inference.

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

A. Schick, Yilin Zhu, 2014 .

The transfer principle: A tool for complete case analysis

A. Schick, H. Koul, Ursula U. Muller, 2012, 1302.4605.

Prediction in moving average processes

W. Wefelmeyer, A. Schick, 2008 .

Estimating the innovation distribution in nonparametric autoregression

W. Wefelmeyer, A. Schick, U. Müller, 2009 .

Estimating the error distribution function in semiparametric regression

W. Wefelmeyer, A. Schick, U. Müller, 2007 .

Estimators in step regression models

W. Wefelmeyer, A. Schick, U. Müller, 2015 .

Non Standard Behavior of Density Estimators for Functions of Independent Observations

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2013 .

Prediction in invertible linear processes

W. Wefelmeyer, A. Schick, 2007 .

Professor Hira Lal Koul’s Contribution to Statistics

T. N. Sriram, S. Lahiri, A. SenGupta, 2014 .

Asymptotic normality of quadratic forms with random vectors of increasing dimension

Hanxiang Peng, Anton Schick, A. Schick, 2018, J. Multivar. Anal..

Maximum empirical likelihood estimation and related topics

A. Schick, Hanxiang Peng, 2018 .

INFERENCE IN THE SYMMETRIC LOCATION MODEL : AN EMPIRICAL LIKELIHOOD APPROACH

A. Schick, Hanxiang Peng, 2012 .

Estimating Joint Distributions of Markov Chains

W. Wefelmeyer, A. Schick, 2002 .

The information in the marginal lawof a Markov chainMathieu

W. Wefelmeyer, A. Schick, Mathieu Kessler, 1998 .

Estimating the error variance in nonparametric regression by a covariate-matched u-statistic

Anton Schick, Ursula U. Müller, Wolfgang Wefelmeyer, 2003 .