Technical Reports

From Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
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2007,33: Robust designs for series estimation

Holger Dette and Douglas P. Wiens

2007,32: A scalar product for copulas

Karl Friedrich Siburg and Pavel A. Stoimenov

2007,31: Gluing copulas

Karl Friedrich Siburg and Pavel A. Stoimenov

2007,30: Nonparametric option pricing with no-arbitrage constraints

Melanie Birke and Kay F. Pilz

2007,29: Testing equality of spectral densities

Holger Dette and Efstathios Paroditis

2007,28: Improving updating rules in multiplicativealgorithms for computing D-optimal designs

Holger Dette, Andrey Pepelyshev and Anatoly Zhigljavsky

2007,27: Optimal designs for smoothing splines

Holger Dette, Viatcheslav B. Melas and Andrey Pepelyshev

2007,26: A test for the parametric form of the variance function in apartial linear regression model

Holger Dette and Mareen Marchlewski

2007,25: GMM estimation of the autoregressiveparameter in a spatial autoregressive errormodel using regression residuals

Matthias Arnold

2007,24: Detecting high-order interactions of single nucleotide polymorphisms using genetic programming

Robin Nunkesser, Thorsten Bernholt, Holger Schwender, Katja Ickstadt and Ing Wegener

2007,23: Residual based localisation and quantification of peaks in X-ray diffractograms

P. Laurie Davies, Monika Meise, D. Mergel and Thoralf Mildenberger

2007,22: Robust designs in non-inferiority three arm clinical trials with presence of heteroscedasticity

Holger Dette, Matthias Trampisch and Ludwig A. Hothorn

2007,21: Optimal designs for estimating the interesting part of a dose-effect curve

Frank Miller, Holger Dette and Olivier Guilbaud

2007,20: On the robust detection of edges in time series filtering

Roland Fried

2007,19: A note on the simultaneous computation of thousands of Pearson's X2-Statistics

Holger Schwender

2007,18: Non-crossing nonparametric estimates of quantile curves

Holger Dette and Stanislav Volgushev

2007,17: Robust online scale estimation in time series: regression-free approach

Sarah Gelper, Karen Schettlinger, Christophe Croux and Ursula Gather

2007,16: A measure of mutual complete dependence

Karl Friedrich Siburg and Pavel A. Stoimenov

2007,15: Testing large-dimensional correlation

Matthias Arnold and Rafael Weißbach

2007,14: Constructing a regular histogram: a comparison of methods

P. Laurie Davies, Ursula Gather, Daniel Nordman and Henrike Weinert

2007,13: Confidence sets and non-parametric regression

P. Laurie Davies, Arne Kovac and Monika Meise

2007,12: Robust designs for 3D shape analysis with spherical harmonic descriptors

Holger Dette and Douglas P. Wiens

2007,11: A note on the choice of the number of slices in sliced inverse regression

Claudia Becker and Ursula Gather

2007,10: Deriving a statistical model for the prediction of spiralling in BTA deep-hole-drilling from a physical model

Claus Weihs, Nils Raabe and Oliver Webber

2007,09: Minimization of Boolean expressions using matrix algebra

Holger Schwender

2007,07: Jensen's inequality for the Tukey median

Robert Kwiecien and Ursula Gather

2007,06: Modelling correlations in credit portfolio risk II

Bernd Rosenow, Rafael Weißbach and Frank Altrock

2007,05: Always poor or never poor and nothing in between? Duration of child poverty in Germany

Michael Fertig and Marcus Tamm

2007,04: Convergence rates of general regularization methods for statistical inverse problems and applications

Nicolai Bissantz, T. Hohage, Axel Munk and F. Ruymgaart

2007,03: Nonparametric confidence bands in deconvolution density estimation

Nicolai Bissantz, Lutz Dümbgen, Hajo Holzmann and Axel Munk

2007,02: A meta analytic approach to testing for panel cointegration

Christoph Hanck

2007,01: Optimal designs for dose finding studies

Holger Dette and Frank Bretz

2006,53: Central limit theorems for the integrated squared error of derivative estimators

Melanie Birke

2006,52: Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise

Kim Christensen, Mark Podolskij and Mathias Vetter

2006,51: Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps

Mathias Vetter and Mark Podolskij

2006,50: The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast

Rafael Weißbach, Vladyslav Ponyatovskyy and Guido Zimmermann

2006,49: Testing strict monotonicity in nonparametric regression

Melanie Birke and Holger Dette

2006,48: On rank tests for shift detection in time series

Roland Fried and Ursula Gather

2006,47: For Which Countries did PPP hold? A Multiple Testing Approach

Christoph Hanck

2006,46: The Error-in-Rejection Probability of Meta-Analytic Panel Tests

Christoph Hanck

2006,45: Mixed Signals Among Panel Cointegration Tests

Christoph Hanck

2006,44: Cross-Sectional Correlation Robust Tests for Panel Cointegration

Christoph Hanck

2006,43: Are PPP Tests Erratically Behaved? Some Panel Evidence

Guglielmo Maria Caporale and Christoph Hanck

2006,42: OLS-based estimation of the disturbance variance under spatial autocorrelation

Walter Krämer and Christoph Hanck

2006,41: Making Indefinite Kernel Learning Practical

Ingo Mierswa

2006,40: Interregional Risk Sharing and Fiscal Redistribution in Reunified Germany

Falko Jüßen

2006,39: Convergence in West German Regional Unemployment Rates

Christian Bayer and Falko Juessen

2006,38: On the Dynamics of Interstate Migration: Migration Costs and Self-Selection

Christian Bayer and Falko Juessen

2006,37: Range-Based Estimation of Quadratic Variation

Kim Christensen and Mark Podolskij

2006,36: A note on the geometry of the multiresolution criterion

Thoralf Mildenberger