Technical Reports

From Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
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2004,17: A note on the Bickel-Rosenblatt test in autoregressive time series

Dirk Bachmann and Holger Dette

2004,16: On a strategy to develop robust and simple tariffs from motor vehicle insurance data

Andreas Christmann

2004,15: Finite sample of the Durbin-Watson test against fractionally integrated disturbances

Christian Kleiber and Walter Krämer

2004,14: Hierarchical Bayes statistical analyses for a calibration experiment

Reid Landes, Peter Loutzenhiser and Stephen Vardeman

2004,13: On the functional approach to optimal designs for nonlinear models

Viatcheslav B. Melas

2004,12: A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation

Rafael Weißbach and Olaf Gefeller

2004,11: A computer intensive method for choosing the ridge parameter

Karsten Lübke, Irina Czogiel and Claus Weihs

2004,10: Repeated median and hybrid filters

Roland Fried, Thorsten Bernholt and Ursula Gather

2004,09: NP-optimal kernels for nonparametric sequential detection rules

Ansgar Steland

2004,08: Efficient design of experiment for exponential regression models

Holger Dette, Ignacio Martinez Lopez, Isabel M. Ortiz Rodriguez and Andrey Pepelyshev

2004,07: Qualitätsvergleiche bei Kreditausfallprognosen

Walter Krämer

2004,06: Statistics, dynamics and quality: Improving BTA-deep-hole drilling

Winfried Theis, Oliver Webber and Claus Weihs

2004,05: Modelling correlations in portfolio credit risk

Bernd Rosenow, Rafael Weißbach and Frank Altrock

2004,04: A sufficient condition related to mistaken intuition about adjusted sums-of-squares in linear regression

Max D. Morris and Stephen B. Vardeman

2004,03: Jump-preserving monitoring of dependent time series using pilot estimators

Ansgar Steland

2004,02: A note on testing the covariance matrix for large dimension

Melanie Birke and Holger Dette

2004,01: A note on nonparametric estimation of the effective dose in quantal bioassay

Holger Dette, Natalie Neumeyer and Kay F. Pilz

2003,44: Comparison of the empirical bayes and the significance analysis of microarrays

Holger Schwender, Andreas Krause and Katja Ickstadt

2003,43: Development programs for one-shot systems using multiple-state design reliability models

Suntichai Shevasuthislip and Stephen B. Vardeman

2003,42: Sheppard's correction for variances and the quantization noise model

Stephen B. Vardeman

2003,41: Design of experiments for microbiological models

Holger Dette, Viatcheslav B. Melas and Nikolay Strigul

2003,40: HY-A-PARCH: A stationary A-PARCH model with long memory

Olaf Schoffer

2003,39: Likelihood-based statistical estimation from quantized data

Stephen B. Vardeman and Chiang-Sheng Lee

2003,38: Calibration, error analysis, and ongoing measurement process monitoring for mass spectrometry

Stephen B. Vardeman, Joanne R. Wendelberger and Lily Wang

2003,37: Locally E-optimal designs for exponential regression models

Holger Dette, Viatcheslav B. Melas and Andrey Pepelyshev

2003,36: Bayesian and maximin optimal designs for heteroscedastic regression models

Holger Dette, Linda M. Haines and Lorens A. Imhof

2003,35: Maximin optimal designs for the compartmental model

Stefanie Biedermann, Holger Dette and Andrey Pepelyshev

2003,34: Engineering statistics

Stephen B. Vardeman

2003,33: The expected sample variance of uncorrelated random variables with a common mean and applications in unbalanced random effects models

Stephen B. Vardeman and Joanne R. Wendelberger

2003,32: Finite sample performance of sequential designs for model identification

Holger Dette and Robert Kwiecien

2003,31: Has the accuracy of German macroeconomic forecasts improved?

Ullrich Heilemann and Herman Stekler

2003,30: Robust filtering of time series with trends

Roland H. Fried

2003,29: Numerical construction of maximin optimal designs for binary response models

Stefanie Biedermann and Holger Dette

2003,28: On detecting jumps in time series: Nonparametric setting

Mirek Pawlak, Ewaryst Rafajlowicz and Ansgar Steland

2003,27: Optimal sequential kernel detection for dependent processes

Ansgar Steland

2003,26: A simple nonparametric estimator of a monotone regression function

Holger Dette, Natalie Neumeyer and Kay F. Pilz

2003,25: A note on testing symmetry of the error distribution in linear regression models

Natalie Neumeyer, Holger Dette and Eva-Renate Nagel

2003,24: Evaluating probability forecasts in terms of refinement and strictly proper scoring rules

Walter Krämer

2003,23: Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P

Walter Krämer and André Güttler

2003,22: A power comparison between nonparametric regression tests

Chunming Zhang and Holger Dette

2003,21: Efficient experimental design for the Behrens-Fisher problem with application to bioassay

Holger Dette and Timothy E. O'Brien

2003,20: Comparison of separable components in different samples

Natalie Neumeyer and Stefan Sperlich

2003,19: Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives

Ansgar Steland

2003,18: An investigation of humus disintegration by spatial-temporal regression analysis

Roland H. Fried

2003,17: An introduction to Markov chains for interested high school students

Stefan Halverscheid and Philipp Sibbertsen

2003,16: Distinguishing between long-range dependence and deterministic trends

Philipp Sibbertsen and Ioannis Venetis

2003,15: On robustness properties of convex risk minimization methods for pattern recognition

Andreas Christmann and Ingo Steinwart

2003,14: Application of the disposition model to breast cancer data

Reginald N. O. Odai, Wolfgang Urfer, Joachim Kötting and George E. Bonney

2003,13: An experiment to compare the combined array and the product array for robust parameter design

Joachim Kunert, Corinna Auer, Martina Erdbrügge and Roland Göbel

2003,12: Outlier identification rules for generalized linear models

Sonja Kuhnt and Jörg Pawlitschko