Working Papers

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

Christian Ritter

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 Wolfgang Haerdle

9313: Kernel estimation in a nonparametric marker dependent Hazard Model

Oliver Linton

9312: Applied nonparametric methods

Oliver Linton

9310: On the performance of the H-H Test

Isabel Proença

9308: Fast and simple scatterplot smoothing

James Stephen Marron and Wolfgang Haerdle

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 Poskitt

9303: Applied nonparametric smoothing techniques

Wolfgang Haerdle and Marlene Mueller

9302: Iterated bootstrap with applications to frontier models

Leopold Simar and Wolfgang Haerdle

9208: Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis

Wolfgang Haerdle 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

Emmanuel Jolivet and Sylviy Huet

9205: Comparing nonparametric versus parametric regression fits

Enno Mammen