Technical Reports

From Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
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2001,29: Robust tests on fractional cointegration

Andrea Peters and Philipp Sibbertsen

2001,28: Long-memory versus structural breaks: An overview

Philipp Sibbertsen

2001,27: Vitamin B12 ointment containing avocado oil in the therapy of plaque psoriasis

Markus Stücker, Ulrike Memmel, Matthias Hoffmann, Joachim Hartung and Peter Altmeyer

2001,26: Strucchange: An R package for testing for structural change in linear regression models

Achim Zeileis, Friedrich Leisch, Kurt Hornik and Christian Kleiber

2001,25: Combining mental fit and data fit for classification rule selection

Claus Weihs and Ursula Sondhauss

2001,24: Incorporating background knowledge for better prediction of cycle phases

Ursula Sondhauss and Claus Weihs

2001,23: Testing symmetry in nonparametric regression models

Holger Dette, Sorina Kusi-Appiah and Natalie Neumeyer

2001,22: A comparison of different nonparametric methods for inference on additive models

Holger Dette, Carsten von Lieres und Wilkau and Stefan Sperlich

2001,21: Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models

Holger Dette, Dale Song and Weng Kee Wong

2001,20: Estimating the generalization performance of a SVM efficiently

Thorsten Joachims

2001,19: Modeling approaches to a spatio-temporal small area estimation

Ulrike Schach

2001,18: A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle

Holger Dette, Viatcheslav B. Melas and Stefanie Biedermann

2001,16: Offline-Analyse eines BTA-Tiefbohrprozesses

Anja M. Busse, Michael Hüsken and Peter Stagge

2001,15: Pattern recognition in intensive care online monitoring

Roland Fried, Ursula Gather and Michael Imhoff

2001,14: Sliced inverse regression for high-dimensional time series

Claudia Becker and Roland Fried

2001,13: Optimal crossover designs in a model with self and mixed carryover effects

Joachim Kunert and J. Stufken

2001,12: An approach for the determination of predictable time series

Anja M. Busse, Detlef Steuer and Claus Weihs

2001,11: D-optimal designs for trigonometric regression models on a partial circle

Holger Dette, Viatcheslav B. Melas and Andrey Pepelyshev

2001,10: On a test for constant volatility in continuous time financial models

Holger Dette and Carsten von Lieres und Wilkau

2001,09: Non-iterative t-distribution based tests for meta-analysis

J. Hartung and K. H. Makambi

2001,08: Classification of German business cycles using monthly data

Ullrich Heilemann and Heinz Josef Münch

2001,07: Matrix measures, moment spaces and Favard's theorem for the interval [0,1] and [0,∞)

Holger Dette and William J. Studden

2001,06: A note on optimal designs in weighted polynomial regression for the classical efficiency functions

Gérard Antille and Holger Dette

2001,05: Optimal designs for estimating individual coefficients in Fourier regression models

Holger Dette and Viatcheslav B. Melas

2001,04: Statistical issues of hazardous agents

Wolfgang Urfer

2001,03: Online monitoring of high dimensional physiological time series: A case study

Ursula Gather, Roland Fried, Vivian Lanius and Michael Imhoff

2001,02: p values and alternative boundaries for CUSUM tests

Achim Zeileis

2001,01: Optimal designs for estimating individual coefficients in polynomial regression: A functional approach

Holger Dette, Viatcheslav B. Melas and Andrey Pepelyshev

2000,62: Nonparametric comparison of regression curves - an empirical process approach

Holger Dette and Natalie Neumeyer

2000,61: An algorithm for constructing Hadamard matrices

Franz Hering

2000,60: Permutation tests: Are there differences in product liking?

Michael Meyners

2000,59: Statistik in den Wirtschafts- und Sozialwissenschaften

Walter Krämer

2000,58: Statistische Besonderheiten von Finanzmarktdaten

Walter Krämer

2000,57: On the distribution of a test statistic for outlier identification in exponential samples

Jörg Pawlitschko

2000,56: Identification of outliers in exponential samples with stepwise procedures

Verena Schultze and Jörg Pawlitschko

2000,55: Regression approach to the linear plus quadratic combination of forecasts

Sven-Oliver Troschke and Götz Trenkler

2000,54: Linear plus quadratic approach to the mean square error optimal combination of forecasts

Sven-Oliver Troschke and Götz Trenkler

2000,53: Comparison between the regression depth method and the support vector machine to approximate the minimum number of misclassifications

Andreas Christmann, Paul Fischer and Thorsten Joachims

2000,52: Identifying assessor differences in weighting the underlying sensory dimensions

El Mostafa Qannari and Michael Meyners

2000,51: Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?

Olaf Schoffer

2000,50: On repeated difference testing

Joachim Kunert

2000,49: A simulation study on the choice of transformations in Taguchi experiments

Martina Erdbrügge and Joachim Kunert

2000,48: Modified median polish kriging and its application to the Wolfcamp-Aquifer data

Olaf Berke

2000,47: Identification of outliers in a one-way random effects model

Jürgen Wellmann and Ursula Gather

2000,46: Alternative test procedures and confidence intervals on the common mean in the fixed effects model for meta-analysis

Joachim Hartung and Kepher H. Makambi

2000,45: Positive estimation of the between-group variance component in one-way Anova and meta-analysis

Joachim Hartung and Kepher H. Makambi

2000,44: The shrinkage approach in the combination of forecasts

Thomas Wenzel

2000,43: Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution

Stefanie Biedermann and Holger Dette

2000,42: Nonparametric analysis of covariance

Holger Dette and Natalie Neumeyer

2000,41: Optimal designs for testing the functional form of a regression via nonparametric estimation techniques

Stefanie Biedermann and Holger Dette