Technical Reports

From Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
Contact information at EDIRC.
Bibliographic data for series maintained by ZBW - Leibniz Information Centre for Economics ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2002,31: A comparison of sequential and non-sequential designs for discrimination between nested regression models

Holger Dette and Robert Kwiecien

2002,30: Die Bewertung und der Vergleich von Kreditausfall-Prognosen

Walter Krämer

2002,29: Classifying US business cycles 1948 to 1997: Meyer/Weinberg revisited

Ullrich Heilemann and Heinz Josef Münch

2002,28: A note on the general solution for a projection matrix in latent factor models

Jürgen Groß, Karsten Lübke and Claus Weihs

2002,27: Hidden Markov models and neural networks: Identifying signal peptides and transmembrane protein topology

Lisete Sousa, Mário Santos, Maria Antónia Amaral Turkman and Wolfgang Urfer

2002,26: The concentration centroid minimum distance clustering criterion

Matthias Zerbst and Lars Tschiersch

2002,25: Efficient design of experiments in the Monod model

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

2002,24: Quadrature formulas for matrix measures - a geometric approach

Holger Dette and William J. Studden

2002,23: Application of hidden Markov models for the identification of short protein repeats

Friedhelm Bongardt, Ingrid Vetter and Wolfgang Urfer

2002,22: Scatterplot3d - an R package for visualizing multivariate data

Uwe Ligges and Martin Mächler

2002,21: Comparing classifiers in standardized partition spaces using experimental design

Ursula Garczarek and Claus Weihs

2002,20: Stability of multivariate representation of business cycles over time

Claus Weihs and Ursula Garczarek

2002,19: An inductive logic programming approach to the classification of phases in business cycles

Katharina Morik and Stefan Rüping

2002,18: Incremental learning with support vector machines

Stefan Rüping

2002,17: Decomposability and selection of graphical models for multivariate time series

Roland Fried and Vanessa Didelez

2002,16: A confidence interval to combined univariate economic forecasts

Joachim Hartung and Doğan Argaç

2002,15: Determination of optimal prediction oriented multivariate latent factor models using loss functions

Claus Weihs and Torsten Hothorn

2002,14: Canonical moments, orthogonal polynomials with application to statistics

Holger Dette

2002,13: Clustering of business cycles in optimal directions found by SIR and DAME

Claudia Becker and Winfried Theis

2002,12: Robust and efficient designs for the Michaelis-Menten model

Holger Dette and Stefanie Biedermann

2002,11: Detection of locally stationary segments in time series: Algorithms and applications

Uwe Ligges, Claus Weihs and Petra Hasse-Becker

2002,10: The advanced-maximum-linkage clustering-algorithm

Lars Tschiersch and Matthias Zerbst

2002,09: Lorenz ordering of order statistics from log-logistic and related distributions

Christian Kleiber

2002,08: Strategies for multi-response parameter design using loss functions and joint optimization plots

Martina Erdbrügge and Sonja Kuhnt

2002,07: Monitoring structural change in dynamic econometric models

Achim Zeileis, Friedrich Leisch, Christian Kleiber and Kurt Hornik

2002,06: Concepts of outlyingness for Various data structures

Ursula Gather, Sonja Kuhnt and Jörg Pawlitschko

2002,05: Some methodological aspects of validation of models in nonparametric regression

Holger Dette and Axel Munk

2002,04: Regression approach to the linear combination of multivariate forecasts

Sven-Oliver Troschke

2002,03: Scalar mean square error optimal linear combination of multivariate forecasts

Sven-Oliver Troschke

2002,02: Robust signal extraction for on-line monitoring data

P. Laurie Davies, Roland Fried and Ursula Gather

2002,01: A note on a specification test for time series models based on spectral density estimation

Holger Dette and Ingrid Spreckelsen

2001,49: Secondary structure classification of amino-acid sequences using state-space modeling

Marcus Brunnert, Tillmann Krahnke and Wolfgang Urfer

2001,47: Relating principal component analysis on merged data sets to a regression approach

Michael Meyners and El Mostafa Qannari

2001,46: A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1] and [0,∞]

Holger Dette and William J. Studden

2001,45: The complexity of computing the MCD-estimator

Thorsten Bernholt and Paul Fischer

2001,44: On the number of perceivers in a triangle test with replications

Michael Meyners

2001,43: SVM kernels for time series analysis

Stefan Rüping

2001,42: Long-memory in volatilities of German stock returns

Philipp Sibbertsen

2001,41: Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials

Holger Dette

2001,40: Outlier detection in experimental data using a modified Hampel identifier

Silvia Selinski and Claudia Becker

2001,39: Log-periodogram estimation of the memory parameter of a long-memory process under trend

Philipp Sibbertsen

2001,38: Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins

Michael Lohre and Philipp Sibbertsen

2001,37: Long memory vs. structural change in financial time series

Walter Krämer, Philipp Sibbertsen and Christian Kleiber

2001,36: Robust estimation of the location parameter from a two-parameter exponential distribution

Jörg Pawlitschko

2001,35: E-optimal designs in Fourier regression models on a partial circle

Holger Dette and Viatcheslav B. Melas

2001,34: Some comments on specification tests in nonparametric absolutely regular processes

Holger Dette and Ingrid Spreckelsen

2001,33: A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models

Holger Dette and Yuri Grigoriev

2001,32: Small sample properties of tests on homogeneity in one-way Anova and meta-analysis

Joachim Hartung, Doğan Argaç and Kepher H. Makambi

2001,31: Standardizing the comparison of partitions

Ursula Sondhauss and Claus Weihs

2001,30: The hidden logistic regression model

Peter Rousseeuw and Andreas Christmann