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publications

(14)

• A counterexample concerning monotone unimodality
  Wolfgang Wefelmeyer Statistics \& Probability Letters 3 87--88 (1985)
  to linear unimodal by smicha on 2008-04-23 22:05:04
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• A generalization of asymptotically linear estimators
  W. Wefelmeyer Statistics \& Probability Letters 11 195--199 (1991)
  to Asymptotically estimator linear by smicha on 2008-04-23 22:05:04
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• Adaptive estimators for parameters of the autoregression function of a Markov chain
  Wolfgang Wefelmeyer Journal of Statistical Planning and Inference 58 389--398 (1997)
  to Autoregression function by smicha on 2008-04-23 22:05:04
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• Root-n consistent density estimators of convolutions in weighted L1-norms
  Anton Schick and Wolfgang Wefelmeyer Journal of Statistical Planning and Inference 137 1765--1774 (2007)
  to imported by smicha on 2008-04-23 22:05:04
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• Prediction in invertible linear processes
  Anton Schick and Wolfgang Wefelmeyer Statistics \& Probability Letters 77 1322--1331 (2007)
  to Mises Von statistic by smicha on 2008-04-23 22:05:04
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• Prediction in moving average processes
  Anton Schick and Wolfgang Wefelmeyer Journal of Statistical Planning and Inference 138 694--707 (2008)
  to Smoothed empirical process by smicha on 2008-04-23 22:05:04
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• Estimating linear functionals of the error distribution in nonparametric regression
  Ursula U. M{\"u}ller and Anton Schick and Wolfgang Wefelmeyer Journal of Statistical Planning and Inference 119 75--93 (2004)
  to Locally polynomial smoother by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Markov chain Monte Carlo and Rao-Blackwellization
  Ian W. McKeague and Wolfgang Wefelmeyer Journal of Statistical Planning and Inference 85 171--182 (2000)
  to Empirical estimator by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Root <i>n</i> consistent density estimators for sums of independent random variables
  Anton Schick and Wolfgang wefelmeyer Journal of Nonparametric Statistics 16 925--935 (2004)
  to imported by smicha on 2008-04-23 13:57:40
  | URL | BibTeX  
• ESTIMATING THE ERROR VARIANCE IN NONPARAMETRIC REGRESSION BY A COVARIATE-MATCHED U-STATISTIC
  Ursula U. M{\"U}ller and Anton Schick and Wolfgang Wefelmeyer Statistics 37 179--188 (2003)
  to imported by smicha on 2008-04-23 13:57:40
  | URL | BibTeX