J. Tewes

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom J. Tewes trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Edward Carlstein
  2. A. Inoue
  3. Piotr Kokoszka
  4. Siegfried Hormann
  5. Ivan Kojadinovic
  6. M. Benko
  7. István Berkes

Who trusts J. Tewes overall

  1. Holger Dette

Papers from J. Tewes's perspective

Ordered by how strongly the researchers J. Tewes trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Common functional principal components
  2. Weakly dependent functional data
  3. Detecting changes in the mean of functional observations
  4. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
  5. Changepoints in the North Atlantic Tropical Cyclone Record
  6. Testing for lack of dependence in the functional linear model
  7. Convergence of Probability Measures
  8. Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
  9. TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (Econometric Theory)
  10. Goodness‐of‐fit testing based on a weighted bootstrap: A fast large‐sample alternative to the parametric bootstrap

Their papers