Working Papers

from Humboldt University, Statistic und Oekonometrie
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9321: Negative bias in the H-H-statistic

RITTER Christian

9316: A simple and fast method of regime shifts detection based on kernel density estimation

Marco BIANCHI

9314: Testing increasing dispersion

B.U.park and HAERDLE Wolfgang

9313: Kernel estimation in a nonparametric marker dependent Hazard Model

Oliver Bruce Linton

9312: Applied nonparametric methods

Oliver Bruce Linton

9310: On the performance of the H-H Test

Isabel Proença

9308: Fast and simple scatterplot smoothing

James Stephen MARRON and HAERDLE Wolfgang

9307: Bandwidth selection in kernel density estimation: a rewiew

Berwin A. TURLACH

9306: Discretization methods for average derivative estimation

Berwin A. TURLACH:

9305: Specification of echelon form VARMA models

Donald Stephen Poskitt

9303: Applied nonparametric smoothing techniques

HAERDLE Wolfgang and Marlene MUELLER

9302: Iterated bootstrap with applications to frontier models

Leopold Simar and HAERDLE Wolfgang

9208: Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis

HAERDLE Wolfgang and Marlene MUELLER

9207: Consistency properties of model selection criteria in multiple linear regression

Marlene MUELLER

9206: Better bootstrap confidence intervals for regression curve estimation

JOLIVET Emmanuel and HUET Sylviy

9205: Comparing nonparametric versus parametric regression fits

Enno Mammen