Discussion papers SFB 823 in 2009
- 36/09: Daniel Vogel, Roland Fried
On robust Gaussian Graphical Modelling
- 35/09: Olimjon Sh. Shapirov, Martin Wendler
Bootstrap for the sample mean and for U-Statistics of stationary processes
- 34/09: Herold Dehling, Martin Wendler
Law of the iterated logarithm for U-Statistics of weakly dependent observations Discussion
- 33/09: Falko Juessen, Ludger Linnemann, Andreas Schabert
Default risk premia on government bonds in a quantitative macroeconomic model
- 32/09: Axel Bücher, Holger Dette
A note on bootstrap approximations for the empirical copula process
- 31/09: Yves Rozenholc, Thoralf Mildenberger, Ursula Gather
Combining regular and irregular histograms by penalized likelihood
- 30/09: Walter Krämer, Michael Bücker
Statistischer Qualitätsvergleich von Kreditausfallprognosen
- 29/09: Nicolai Bissantz, Holger Dette, Katharina Proksch
Model checks in inverse regression models with convolution-type operators
- 28/09: Mark Podolskij, Mathias Vetter
Understanding limit theorems for semimartingales: a short survey
- 27/09: Axel Bücher, Holger Dette, Gabi Wieczorek
Testing model assumptions in functional regression models
- 26/09: Stefanie Biedermann, Holger Dette, David C. Woods
Optimal designs for multivariable spline models
- 25/09: Holger Dette, Cédric Heuchenne
Scale checks in censored regression
- 24/09: Holger Dette, Andrey Pepelyshev
Generalized Latin hypercube design for computer experiments
- 23/09: Stanislav Volgushev, Holger Dette
Nonparametric quantile regression for twice censored data
- 22/09: Marc Hallin, Davy Paindaveine, Miroslav Siman
Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth
- 21/09: Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
A new approach to optimal designs for models with correlated observations
- 20/09: Holger Dette, Matthias Trampisch
A general approach to D-optimal designs for weighted univariate polynomial regression models
- 19/09: Holger Dette, Viatcheslav B. Melas, Petr Shpilev
Optimal designs for estimating the slope in nonlinear regression
- 18/09: Holger Dette, Jens Wagener, Stanislav Volgushev
Nonparametric analysis of covariance using quantile curves
- 17/09: Holger Dette, Andrey Pepelyshev, Tim Holland-Letz
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics
- 16/09: Holger Dette, Andrey Pepelyshev, Weng Kee Wong
Optimal designs for composed models in pharmacokinetic-pharmacodynamic experiments
- 15/09: Holger Dette, Christine Kiss, Mirjana Bevanda, Frank Bretz
Optimal designs for the EMAX, log-linear and exponential model
- 14/09: Holger Dette, Viatcheslav B. Melas, Petr Shpilev
Optimal designs for trigonometric regression models
- 13/09: Holger Dette, Nikolai Leonenko, Andrey Pepelyshev, Anatoly Zhigljavsky
Asymptotic optimal designs under long-range dependence error structure
- 12/09: Walter Krämer, Baudouin Tameze Azamo, Konstantinos Christou
On the origins of high persistence in GARCH-models
- 11/09: Holger Dette, Andrey Pepelyshev, Piter Shpilev, Weng Kee Wong
Optimal designs for discriminating dose response models in toxicology studies
- 10/09: Karl Friedrich Siburg, Pavel A. Stoimenov
Regression Dependence
- 09/09: Holger Dette, Mareen Marchlewski
A robust test for homoscedasticity in nonparametric regression
- 08/09: Jonas Kaiser, Walter Krämer
A cautionary note on computing conditional from unconditional correlations
- 07/09: Tim Holland-Letz, Holger Dette, Andrey Pepelyshev
A geometric characterization of c-optimal designs for regression models with correlated observations
- 06/09: Axel Bücher, Holger Dette
Some comments on goodness-of-fit tests for the parametric form of the copula based on L²-distances
- 05/09: Melanie Birke, Holger Dette, Kristin Stahljans
Testing symmetry of a nonparametric bivariate regression function
- 04/09: Walter Krämer, Maarten van Kampen
A simple nonparametric test for structural change in joint tail probabilities
- 03/09: Dominik Wied, Matthias Arnold
A fluctuation test for constant correlation
- 02/09: Christian Höhenrieder, Laurie Davies, Walter Krämer
Recursive estimation of piecewise constant volatilities
- 01/09: Mathias Vetter, Holger Dette
Model checks for the volatility under microstructure noise