Technical Reports

From Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
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2004,67: Identification of Musical Instruments by means of the Hough-Transformation

Frank Klefenz, Christian Röver and Claus Weihs

2004,66: Importance Assessment of Correlated Predictors in Business Cycles Classification

Daniel Enache and Claus Weihs

2004,65: KMC/EDAM: A new approach for the visualization of K-Means Clustering results

Claus Weihs, Karsten Luebke and Nils Raabe

2004,64: Robust Trend Estimation for AR(1) Disturbances

Roland Fried and Ursula Gather

2004,63: Pareto-Optimality and Desirability Indices

Heike Trautmann and Claus Weihs

2004,62: Pricing of options under different volatility models

Markus Herzberg and Philipp Sibbertsen

2004,61: A Nonparametric Multivariate Control Chart Based on Data Depth

Amor Messaoud, Claus Weihs and Franz Hering

2004,60: Monitoring of the BTA Deep Hole Drilling Process Using Residual Control Charts

Claus Weihs, Winfried Theis, Amor Messaoud and Franz Hering

2004,59: Breakdown and Groups II

P. Laurie Davies and Ursula Gather

2004,58: A rule of thumb for the economic capital of a large credit portfolio

Rafael Weißbach

2004,57: Uniform approximation of eigenvalues in Laguerre and Hermite beta-ensembles by roots of orthogonal polynomials

Lorens A. Imhof and Holger Dette

2004,56: A Simple Method For Estimating Conditional Probabilities For SVMs

Stefan Rüping

2004,55: Learning feature extraction for learning from audio data

Ingo Mierswa and Katharina Morik

2004,54: Regression depth and support vector machine

Andreas Christmann

2004,53: Online signal extraction by robust linear regression

Ursula Gather, Karen Schettlinger and Roland Fried

2004,52: Non-parametric vertical box control chart for monitoring the mean

Ewaryst Rafajlowicz, Mirosław Pawlak and Ansgar Steland

2004,51: A central limit theorem for realised power and bipower variations of continuous semimartingales

Ole Barndorff-Nielsen, Svend Erik Graversen, Jean Jacod and Mark Podolskij

2004,50: Random walks with drift: a sequential approach

Ansgar Steland

2004,49: Insurance: an R-Program to Model Insurance Data

Marcos Marin-Galiano and Andreas Christmann

2004,48: Specification tests indexed by bandwidths

Holger Dette and Benjamin Hetzler

2004,47: On Nearly Balanced Designs for Sensory Trials

Joachim Kunert and Oliver Sailer

2004,46: Modified repeated median filters

Thorsten Bernholt, Roland Fried, Ursula Gather and Ingo Wegner

2004,45: Recognizing mathematical talent: an approach using discriminant analysis

Meike Gebel and Philipp Sibbertsen

2004,44: Methods and algorithms for robust filtering

Roland Fried and Ursula Gather

2004,43: The desirability index as an instrument for multivariate process control

Heike Trautmann

2004,42: On the estimation of a monotone conditional variance in nonparametric regression

Holger Dette and Kay F. Pilz

2004,41: Comparison of the toxicokinetics of daidzein and bisphenol A in pregnant and non-pregnant DA/Han rats

Silvia Selinski and Gisela H. Degen

2004,40: Optimal designs for dose-response models with restricted design spaces

Holger Dette, Stefanie Biedermann and Wei Zhu

2004,39: Comparing Time Series from Experiments with and without Spiralling

Anja M. Busse and Winfried Theis

2004,38: Bootstrap tests for the error distribution in linear and nonparametric regression models

Eva-Renate Nagel, Holger Dette and Natalie Neumeyer

2004,37: Lyapunov exponent for stochastic time series

Claus Weihs and Anja M. Busse

2004,36: Design of experiments for the Monod model: robust and efficient designs

Andrey Pepelyshev, Viatcheslav B. Melas, Nikolay Strigul and Holger Dette

2004,35: How to confuse with statistics or: the use and misuse of conditional probabilities

Gerd Gigerenzer and Walter Krämer

2004,34: Validating multiple structural change models: A case study

Christian Kleiber and Achim Zeileis

2004,33: The cost for the default of a loan: Linking theory and practice

Philipp Sibbertsen and Rafael Weißbach

2004,32: Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing

Mathias Vetter, Mark Podolskij and Holger Dette

2004,31: The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated

Philipp Sibbertsen and Walter Krämer

2004,30: Application and Use of Multivariate Control Charts In a BTA Deep Hole Drilling Process

Franz Hering, Claus Weihs, Winfried Theis and Amor Messaoud

2004,29: A Note on the Dimension of the Projection Space in a Latent Factor Regression Model with Application to Business Cycle Classification

Claus Weihs and Karsten Luebke

2004,28: Nonparametric Analysis of Covariance: the Case of Inhomogeneous and Heteroscedastic Noise

Achim Scholz, Natalie Neumeyer and Axel Munk

2004,27: On the Equivalence of Optimality Design Criteria for the Placebo-Treatment Problem

Weng Kee Wong, Holger Dette and Wei Zhu

2004,26: On a Heuristic Analysis of Highly Fractionated 2n Factorial Experiments

Joachim Kunert and Corinna Auer

2004,25: Optimal designs for 3D shape analysis with spherical harmonic descriptors

Andrey Pepelyshev, Viatcheslav B. Melas and Holger Dette

2004,24: Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function

Weng Kee Wong, Viatcheslav B. Melas and Holger Dette

2004,23: Uncertainty of the optimum influence factor levels in multicriteria optimization using the concept of desirability

Heike Trautmann and Claus Weihs

2004,22: A General Kernel Functional Estimator with Generalized Bandwidth: Strong Consistency and Applications

Rafael Weißbach

2004,21: A comparative study of monotone nonparametric kernel estimates

Kay F. Pilz and Holger Dette

2004,20: Locally D-optimal Designs for Exponential Regression

Weng Kee Wong, Viatcheslav B. Melas and Holger Dette

2004,19: Some robust design strategies for percentile estimation in binary response models

Holger Dette, Stefanie Biedermann and Andrey Pepelyshev

2004,18: The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities

Dietrich Braess and Holger Dette