Laurie Davies

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All published works

Action	Title	Year	Authors
+ PDF Chat	An Approximation Based Theory of Linear Regression	2024	Laurie Davies
+	Covariate Selection Based on a Model-free Approach to Linear Regression with Exact Probabilities	2022	Laurie Davies Lutz Dümbgen
+	The Gaussian Covariate Method for Variable Selection [R package gausscov version 0.1.1]	2021	Laurie Davies
+	Linear Regression, Covariate Selection and the Failure of Modelling	2021	Laurie Davies
+	Excess deaths, baselines, Z-scores, P-scores and peaks	2020	Laurie Davies
+	gausscov: The Gaussian Covariate Method for Variable Selection	2019	Laurie Davies
+	A Model-free Approach to Linear Least Squares Regression with Exact Probabilities and Applications to Covariate Selection	2019	Laurie Davies Lutz Dümbgen
+	Covariate Selection Based on a Assumpton-free Approach to Linear Regression with Exact Probabilities	2019	Laurie Davies Lutz Dümbgen
+	Covariate Selection Based on a Assumpton-free Approach to Linear Regression with Exact Probabilities	2019	Laurie Davies Lutz Dümbgen
+	A model-free approach to linear least squares regression with exact probabilities	2018	Laurie Davies Lutz Duembgen
+	Connecting model-based and model-free approaches to linear least squares regression.	2018	Lutz Duembgen Laurie Davies
+	Lasso, knockoff and Gaussian covariates: a comparison	2018	Laurie Davies
+	Connecting model-based and model-free approaches to linear least squares regression	2018	Lutz Duembgen Laurie Davies
+	On $p$-values	2017	Laurie Davies
+	Statistical Analysis of the Ricker Model	2017	Laurie Davies
+	On $p$-values	2016	Laurie Davies
+	Stepwise Choice of Covariates in High Dimensional Regression	2016	Laurie Davies
+	Functional Choice and Non-significance Regions in Regression	2016	Laurie Davies
+ PDF Chat	Stylized Facts and Simulating Long Range Financial Data	2016	Laurie Davies Walter Kraemer
+	Stepwise Choice of Covariates in High Dimensional Regression	2016	Laurie Davies
+	On $p$-values	2016	Laurie Davies
+	Stylized Facts and Simulating Long Range Financial Data	2016	Laurie Davies Walter Krämer
+	Stylized facts and simulating long range financial data	2015	Laurie Davies Walter Krämer
+	Robust Statistics	2011	Laurie Davies Ursula Gather
+ PDF Chat	Locally adaptive image denoising by a statistical multiresolution criterion	2011	Thomas Hotz Philipp Marnitz Rahel Stichtenoth Laurie Davies Zakhar Kabluchko Axel Munk
+	Detection of objects in noisy images based on percolation theory.	2011	Laurie Davies Mikhail Langovoy
+	Locally adaptive image denoising by a statistical multiresolution criterion	2010	Thomas Hotz Philipp Marnitz Rahel Stichtenoth Laurie Davies Zakhar Kabluchko Axel Munk
+	Locally adaptive image denoising by a statistical multiresolution criterion	2010	Thomas Hotz Philipp Marnitz Rahel Stichtenoth Laurie Davies Zakhar Kabluchko Axel Munk
+	Approximate Models and Regularization Talk 1: Location and the Analysis of Variance	2009	Laurie Davies
+ PDF Chat	A comparison of automatic histogram constructions	2008	Laurie Davies Ursula Gather Dan Nordman Henrike Weinert
+ PDF Chat	Nonparametric Regression as an Example of Model Choice	2008	Laurie Davies Ursula Gather Henrike Weinert
+	The one-way-table	2003	Laurie Davies
+ PDF Chat	Testing for unit roots in the context of misspecified logarithmic random walks	2002	Walter Krämer Laurie Davies
+ PDF Chat	Qualification of the Concepts of Unqualified Success and Unmitigated Failure	2000	Dárrel P. Francis Laurie Davies Andrew J.S. Coats
+	Desirable properties, breakdown and efficiency in the linear regression model	1994	Laurie Davies
+	The Identification of Multiple Outliers	1993	Laurie Davies Ursula Gather
+	The Identification of Multiple Outliers: Rejoinder	1993	Laurie Davies Ursula Gather
+	Rejoinder	1993	Laurie Davies Ursula Gather
+	The Identification of Multiple Outliers	1993	Laurie Davies Ursula Gather
+ PDF Chat	The Asymptotics of Rousseeuw's Minimum Volume Ellipsoid Estimator	1992	Laurie Davies
+	An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator	1992	Laurie Davies
+	A stochastic model for interlaboratory tests	1991	Laurie Davies
+ PDF Chat	The Asymptotics of $S$-Estimators in the Linear Regression Model	1990	Laurie Davies
+	Spaces of Summable Sequences in Renewal Theory and the Theory of Markov Chains	1981	Laurie Davies Rudolf Grübel
+	A theorem of Deny with applications to characterization problems	1981	Laurie Davies
+	On the Stability of Characterizations of Non-Normal Stable Distributions	1981	Ryoichi Shimizu Laurie Davies
+	On a functional equation in the theory of linear statistics	1980	Thomas Brandhofe Laurie Davies
+	Linear statistics and exponential families	1978	Laurie Davies Ludwig Baringhaus
+	A Note on the Uniqueness of Portfolio Choice	1976	Laurie Davies Gerd Ronning
+ PDF Chat	Local Holder Conditions for the Local Times of Certain Stationary Gaussian Processes	1976	Laurie Davies
+	Tail Probabilities for Positive Random Variables with Entire Characteristic Functions of Very Regular Growth	1976	Laurie Davies
+ PDF Chat	Existence, uniqueness and continuity of portfolio choice	1974	Laurie Davies Gerd Ronning

Common Coauthors

Coauthor	Papers Together
Ursula Gather	7
Lutz Dümbgen	4
Walter Krämer	3
Rahel Stichtenoth	3
Axel Munk	3
Zakhar Kabluchko	3
Lutz Duembgen	3
Philipp Marnitz	3
Thomas Hotz	3
Henrike Weinert	2
Gerd Ronning	2
Dan Nordman	1
Thomas Brandhofe	1
Walter Kraemer	1
Ryoichi Shimizu	1
Andrew J.S. Coats	1
Rudolf Grübel	1
Mikhail Langovoy	1
Dárrel P. Francis	1
Ludwig Baringhaus	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Data Analysis and Approximate Models	2014	Patrick Laurie Davies	7
+	The Breakdown Points of the Mean Combined With Some Rejection Rules	1985	Frank R. Hampel	6
+	Least Median of Squares Regression	1984	Peter J. Rousseeuw	5
+	Solutions of functional equations arising in some regression problems and a characterization of the Cauchy law	1970	B. Ramachandran Radhakrishna C. Rao	5
+ PDF Chat	Local Extremes, Runs, Strings and Multiresolution	2001	P. L. Davies A. Kovac	5
+	Robust Regression by Means of S-Estimators	1984	Peter J. Rousseeuw V. J. Yohai	4
+	Characteristic functions satisfying a functional equation (I)	1968	Ryoichi Shimizu	4
+	Multivariate Estimation with High Breakdown Point	1985	Peter J. Rousseeuw	4
+ PDF Chat	Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices	1987	P. L. Davies	4
+ PDF Chat	Robust $M$-Estimators of Multivariate Location and Scatter	1976	Ricardo A. Maronna	3
+	Stepwise Choice of Covariates in High Dimensional Regression	2016	Laurie Davies	3
+ PDF Chat	Uniqueness and Frechet Differentiability of Functional Solutions to Maximum Likelihood Type Equations	1983	Brenton R. Clarke	3
+	The Identification of Multiple Outliers	1993	Laurie Davies Ursula Gather	3
+	Robust Regression and Outlier Detection	1989	Gregory F. Piepel Peter J. Rousseeuw Annick M. Leroy	3
+ PDF Chat	The Length of the Shorth	1988	Rudolf Grübel	3
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	3
+	High-dimensional graphs and variable selection with the Lasso	2006	Nicolai Meinshausen Peter Bühlmann	3
+	Robust Statistics: The Approach Based on Influence Functions	1987	David Ruppert Frank R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	3
+	Multiscale Testing of Qualitative Hypotheses	2001	Lutz Dümbgen Vladimir Spokoiny	3
+	Cube Root Asymptotics	1990	Kim Jeankyung David Pollard	3
+	Unmasking Multivariate Outliers and Leverage Points	1990	Peter J. Rousseeuw Bert C. van Zomeren	3
+ PDF Chat	Adaptive Weights Smoothing with Applications to Image Restoration	2000	Jöorg Polzehl Vladimir Spokoiny	3
+ PDF Chat	A note on high-breakdown estimators	1991	Leonard A. Stefanski	3
+ PDF Chat	The Asymptotics of $S$-Estimators in the Linear Regression Model	1990	Laurie Davies	3
+ PDF Chat	Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices	1991	Hendrik P. Lopuhaä Peter J. Rousseeuw	3
+	The Breakdown Points of the Mean Combined with Some Rejection Rules	1985	Frank R. Hampel	3
+ PDF Chat	Multiscale inference about a density	2008	Lutz Dümbgen Günther Walther	3
+ PDF Chat	On locally uniformly linearizable high breakdown location and scale functionals	1998	P. L. Davies	3
+ PDF Chat	Smooth functions and local extreme values	2006	A. Kovac	2
+	General Approaches to Stepwise Identification of Unusual Values in Data Analysis	1991	Jeffrey S. Simonoff	2
+	Empirical Processes with Applications to Statistics	2009	Galen R. Shorack Jon A. Wellner	2
+ PDF Chat	Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes	1998	A. B. Tsybakov	2
+	The breakdown and influence properties of outlier rejection-plus-mean procedures	1987	Jeffrey S. Simonoff	2
+ PDF Chat	Residual-based localization and quantification of peaks in X-ray diffractograms	2008	P. L. Davies Ursula Gather Monika Meise Dieter Mergel Thoralf Mildenberger	2
+	Residual based selection of smoothing parameters	2004	Monika Meise	2
+ PDF Chat	The distribution of maxima of approximately Gaussian random fields	2008	Yuval Nardi David Siegmund Benjamin Yakir	2
+ PDF Chat	Image denoising: pointwise adaptive approach	2003	Jörg Polzehl Vladimir Spokoiny	2
+ PDF Chat	Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays	2008	Zakhar Kabluchko Axel Munk	2
+	A comparison of robust methods and detection of outliers techniques when estimating a location parameter	1984	Jeffrey S. Simonoff	2
+ PDF Chat	The Asymptotics of Rousseeuw's Minimum Volume Ellipsoid Estimator	1992	Laurie Davies	2
+	High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale	1988	Vı́ctor J. Yohai Ruben H. Zamar	2
+ PDF Chat	On a linear form whose distribution is identical with that of a monomial	1965	R. G. Laha Eugene Lukács	2
+	Multivariate τ-estimators for location and scatter	1991	Hendrik P. Lopuhaä	2
+ PDF Chat	Tail Probabilities for the Null Distribution of Scanning Statistics	2000	David Siegmund Benjamin Yakir	2
+ PDF Chat	On a conjecture of Révész	1995	Qi Shao	2
+	Identification of Outliers	1980	D. M. Hawkins	2
+	Some Grubbs-Type Statistics for the Detection of Several Outliers	1972	Gary L. Tietjen Roger H. Moore	2
+ PDF Chat	Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors	1997	Oleg Lepski Enno Mammen Vladimir Spokoiny	2
+ PDF Chat	Applied logistic regression	1990	David W. Hosmer Stanley Lemeshow	2
+	Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images	1984	Stuart Geman Donald Geman	2