20 citations · 20 across the 11 of their papers we have counts for
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math.ST2017
Bootstrap of residual processes in regression: to smooth or not to smooth ?
Natalie Neumeyer, Ingrid Van Keilegom
In this paper we consider a location model of the form , where is the unknown regression function, the error is independent of the…
stat.ME2017
Specification tests in semiparametric transformation models - a multiplier bootstrap approach
Nick Kloodt, Natalie Neumeyer
We consider semiparametric transformation models, where after pre-estimation of a parametric transformation of the response the data are modeled by means of nonparametric regressio…
math.ST2017★ 20 cited
A copula approach for dependence modeling in multivariate nonparametric time series
Natalie Neumeyer, Marek Omelka, Sarka Hudecova
This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of…