- Fixed values versus empirical quantiles as thresholds in excess distribution modeling
(with P. Gerstenberg)
Journal of Statistical Planning and Inference, 238, 106276, 2025
- A goodness-of-fit test for geometric Brownian
(with P. Wübbolding)
Computational Statistics & Data Analysis, 210, 108196, 2025
- A general approach for testing independence in Hilbert spaces
(with S. Wu and H. Liang)
Journal of Multivariate Analysis, 206, 105384, 2025
- On selected problems in multivariate analysis
Habilitation thesis, Gottfried Wilhelm Leibniz Universität Hannover, 2023
- On the applicability of several tests to models with not identically distributed random effects
Statistics, 57(2), 300-327, 2023
- Cramer-von-Mises tests for the distribution of the excess over a confidence level
(with J. Gerstenberg)
Journal of Nonparametric Statistics, 1-33, 2023
- Allocation of and forecasts for changes in the risk
Journal of Risk, 25, 1-24, 2023
- On Consistent Hypothesis Testing In General Hilbert Spaces
Proceedings of the 4 th International Conference on Statistics:
Theory and Applications (ICSTA’22) Prague, Czech Republic
July 28- 30, Paper No. 157, 2022
- A goodness-of-fit test for the compound Poisson exponential model
(with L. Baringhaus)
Journal of Multivariate Analysis, 195, 105-154, 2023
- Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data
Communications in Statistics - Theory and Methods, 51(12), 4006-4028, 2022
- Test for changes in the modeled solvency capital requirement of an internal risk model
ASTIN Bulletin, 51(3), 813-837, 2022
- Testing marginal homogeneity in Hilbert spaces with applications to stock market returns
(with M. Ditzhaus)
TEST, 31, 749–770, 2022
- Empirical process of concomitants for partly categorial data and applications in statistics
(with J. Gerstenberg and T. T. H. Trinh)
Bernoulli, 28(2), 803-829, 2022
- Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data
Metrika, 83, 437-465, 2020
- Rothman-Woodroofe symmetry test statistic revisited
Computational Statistics & Data Analysis, 142, 2020
- On an asymptotic relative efficiency concept based on expected volumes of confidence regions
(with L. Baringhaus)
Statistics, 53, 1396-1436, 2019
- On a new approach to the multi-sample goodness-of-fit problem
Communications in Statistics - Simulation and Computation, 1-19, 2019
- A consistent goodness-of-fit test for huge dimensional and functional data
(with M. Ditzhaus)
Journal of Nonparametric Statistics, 30, 834-859, 2018
- Statistical inference for L²-distances to uniformity
(with L. Baringhaus and J. P. Thiele)
Computational Statistics & Data Analysis, 33, 1863-1896, 2018
- Efficiency comparison of the Wilcoxon tests in paired and independent survey samples
(with L. Baringhaus)
Metrika, 81, 891-930, 2018
- Hotelling's T² test in a special paired sample case
(with L. Baringhaus)
Communications in Statistics - Theory and Methods, 48, 1-11, 2017
- Hotelling's T² tests in paired and independent survey samples - an efficiency comparison
(with L. Baringhaus)
Journal of Multivariate Analysis, 144, 177-198, 2017
- Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall
Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2016
- On an independence test approach to the goodness-of-fit problem
(with L. Baringhaus)
Journal of Multivariate Analysis, 140, 193-208, 2015
