Central limit theorem and the bootstrap for U-statistics of strongly mixing data H Dehling, M Wendler
Journal of Multivariate Analysis 101 (1), 126-137, 2010
76 2010 Unraveling spurious properties of interaction networks with tailored random networks S Bialonski, M Wendler, K Lehnertz
PloS one 6 (8), e22826, 2011
55 2011 Testing for changes in Kendall’s tau H Dehling, D Vogel, M Wendler, D Wied
Econometric Theory 33 (6), 1352-1386, 2017
41 * 2017 Sequential block bootstrap in a Hilbert space with application to change point analysis O Sharipov, J Tewes, M Wendler
Canadian Journal of Statistics 44 (3), 300-322, 2016
35 2016 Change-Point Detection Under Dependence Based on Two-Sample U -Statistics H Dehling, R Fried, I Garcia, M Wendler
Asymptotic laws and methods in stochastics, 195-220, 2015
32 2015 Bahadur representation for U-quantiles of dependent data M Wendler
Journal of Multivariate Analysis 102 (6), 1064-1079, 2011
30 2011 Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics H Dehling, OS Sharipov, M Wendler
Journal of Multivariate Analysis 133, 200-215, 2015
24 2015 Simplified simplicial depth for regression and autoregressive growth processes CP Kustosz, CH Müller, M Wendler
Journal of Statistical Planning and Inference 173, 125-146, 2016
20 2016 Change-point detection and bootstrap for Hilbert space valued random fields B Bucchia, M Wendler
Journal of Multivariate Analysis 155, 344-368, 2017
19 2017 Block sampling under strong dependence T Zhang, HC Ho, M Wendler, WB Wu
Stochastic Processes and their Applications 123 (6), 2323-2339, 2013
17 2013 Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data OS Sharipov, M Wendler
Statistics & Probability Letters 83 (4), 1028-1035, 2013
16 2013 U-processes, U-quantile processes and generalized linear statistics of dependent data M Wendler
Stochastic Processes and their Applications 122 (3), 787-807, 2012
16 * 2012 Law of the iterated logarithm for U-statistics of weakly dependent observations H Dehling, M Wendler
arXiv preprint arXiv:0911.1200, 2009
16 2009 A robust method for shift detection in time series H Dehling, R Fried, M Wendler
arXiv preprint arXiv:1506.03345, 2015
15 2015 Studentized U-quantile processes under dependence with applications to change-point analysis D Vogel, M Wendler
Bernoulli 23 (4B), 3114-3144, 2017
14 2017 Stable limit theorem for B Franke, F Pène, M Wendler
Electronic Communications in Probability 22, 2017
14 2017 Subsampling for general statistics under long range dependence with application to change point analysis A Betken, M Wendler
Statistica Sinica 28 (3), 1199-1224, 2018
13 * 2018 Bootstrap for the sample mean and for U-statistics of mixing and near-epoch dependent processes OS Sharipov, M Wendler
Journal of Nonparametric Statistics 24 (2), 317-342, 2012
13 * 2012 Nuisance-parameter-free changepoint detection in non-stationary series M Pešta, M Wendler
Test, 1-30, 2019
12 2019 Two-sample U -statistic processes for long-range dependent data H Dehling, A Rooch, M Wendler
Statistics 51 (1), 84-104, 2017
7 2017 
Daniel VogelUniversity of AberdeenBestätigte E-Mail-Adresse bei statistik.tu-dortmund.de
