← All authors Tatyana Krivobokova University of Vienna (per OpenAlex) · ORCID · OpenAlex
25 papers in scope · 25 published · 1 on the econ.EM arXiv · 958 citations · h-index 14 (over the papers listed here)
Papers (1 of 25)
Efficient nonparametric estimation of Toeplitz covariance matrices
published 2024 · Biometrika · 2 citations · first circulated 2023
with Karolina Klockmann
On Second-Order Statistics of the Log-Average Periodogram for Gaussian Processes
published 2024 · IEEE Signal Processing Letters · first circulated 2023
with Karolina Klockmann
Uniformly valid inference based on the Lasso in linear mixed models
published 2023 · Journal of Multivariate Analysis · 2 citations · first circulated 2022
with Peter Kramlinger, Ulrike Schneider
Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
published 2022 · Computational Statistics & Data Analysis · 2 citations
with Paulo Serra, Francisco Rosales, Karolina Klockmann
Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
published 2022 · Journal of the American Statistical Association · 6 citations · first circulated 2018
Threshold selection in univariate extreme value analysis
published 2021 · Extremes · 5 citations
with Laura Fee Schneider, Andrea Krajina
published 2019 · Electronic Journal of Statistics · 2 citations · first circulated 2017
Treatments of non-metric variables in partial least squares and principal component analysis
published 2017 · Journal of Applied Statistics · 4 citations · first circulated 2015
Kernel Partial Least Squares for Stationary Data
published 2017 · Journal of Machine Learning Research · 5 citations
with Marco Singer, Axel Munk
Partial least squares for dependent data
published 2016 · Biometrika · 16 citations · first circulated 2015
with Marco Singer, Axel Munk, Bert de Groot, Bert L. de Groot
International income poverty measurement: which way now?
published 2016 · The Journal of Economic Inequality · 58 citations · first circulated 2015
Adaptive Empirical Bayesian Smoothing Splines
published 2016 · Bayesian Analysis · 7 citations
with Paulo Serra
A unified framework for spline estimators
published 2016 · Biometrika · 14 citations
with Katsiaryna Schwarz
Regularized Bayesian Estimation of Generalized Threshold Regression Models
published 2014 · Bayesian Analysis · 15 citations · first circulated 2011
with Friederike Greb, Axel Munk, Stephan von Cramon-Taubadel
The Estimation of Threshold Models in Price Transmission Analysis
published 2013 · American Journal of Agricultural Economics · 53 citations · first circulated 2012
with Friederike Greb, Stephan von Cramon-Taubadel, Axel Munk
Smoothing Parameter Selection in two Frameworks for Penalized Splines
published 2013 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 18 citations · first circulated 2012
Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition
published 2012 · Journal of the American Statistical Association · 22 citations · first circulated 2011
Filtering Time Series with Penalized Splines
published 2011 · Studies in Nonlinear Dynamics and Econometrics · 26 citations
with Goeran Kauermann, Willi Semmler
Simultaneous Confidence Bands for Penalized Spline Estimators
published 2010 · Journal of the American Statistical Association · 101 citations · first circulated 2009
‘Asymptotic properties of penalized spline estimators’
published 2009 · Biometrika · 207 citations
Comments on: Goodness-of-fit tests in mixed models
published 2009 · Test · 5 citations
with Axel Munk
Some Asymptotic Results on Generalized Penalized Spline Smoothing
published 2008 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 138 citations · first circulated 2007
with Göran Kauermann, Ludwig Fahrmeir
Fast Adaptive Penalized Splines
published 2008 · Journal of Computational and Graphical Statistics · 112 citations
with Ciprian M. Crainiceanu, Göran Kauermann
A Note on Penalized Spline Smoothing With Correlated Errors
published 2007 · Journal of the American Statistical Association · 121 citations
with Göran Kauermann
Estimating the term structure of interest rates using penalized splines
published 2006 · Statistical Papers · 17 citations
with Göran Kauermann, Theofanis Archontakis
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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