Discussion papers SFB 823 in 2010
- 50/10: Sebastian Engelke, Jeannette H. C. Woerner
A unifying approach to fractional Lévy processes
- 49/10: Markus Kirchner, Malte Rieth
Sovereign risk and macroeconomic fluctuations in an emerging market economy
- 48/10: Holger Dette, Kemal Sen
Goodness-of-fit tests in long-range dependent processes under fixed alternatives
- 47/10: Alexander Schnurr, Jeannette H. C. Woerner
Well-balanced Lévy driven Ornstein-Uhlenbeck processes
- 46/10: Kathrin Bissantz, Nicolai Bissantz, Daniel Ziggel
Diversification effects between stock indices
- 45/10: Holger Dette, Mareen Marchlewski, Jens Wagener
Testing for a constant coefficient of variation in nonparametric regression
- 44/10: Walter Krämer
The cult of statistical significance
- 43/10: Herold Dehling, Roland Fried
Asymptotic distribution of two-sample empirical U-quantiles with applications to robust tests for structural change
- 42/10: Peter Behl, Holger Dette, Manuel Frondel, Harald Tauchmann
Choice is suffering: A focused information criterion for model selection
- 41/10: Tim Holland-Letz, Holger Dette, Didier Renard
Efficient algorithms for calculating optimal designs in pharmacokinetics and dose finding studies
- 40/10: Holger Dette, Björn Bornkamp, Frank Bretz
On the efficiency of adaptive designs
- 39/10: Martin Wendler
U-quantile processes and generalized linear statistics of dependent data
- 38/10: Mario Jovanovic
Stock market confidence and copula-based Markov models
- 37/10: Brice Franke, Thomas Kott
Parameter estimation for the drift of a time-inhomogeneous jump diffusion process
- 36/10: Maarten van Kampen, Dominik Wied
A nonparametric constancy test for copulas under mixing conditions
- 35/10: Stefanie Biedermann, Nicolai Bissantz, Holger Dette, Edmund Jones
Optimal designs for indirect regression
- 34/10: Matthias Arnold, Nicolai Bissantz, Dominik Wied, Daniel Ziggel
A new online-test for changes in correlations between assets
- 33/10: Manuel Frondel
Substitution elasticities: A theoretical and empirical comparison
- 32/10: Holger Dette, Philip Preuß, Mathias Vetter
A measure of stationarity in locally stationary processes with applications to testing
- 31/10: Holger Dette, Viatcheslav B. Melas
A note on the de la Garza phenomenon for locally optimal designs
- 30/10: Mathias Vetter
Estimation of correlation for continuous semimartingales
- 29/10: Manuel Frondel, Nolan Ritter, Colin Vance
Heterogeneity in the rebound: A quantile-regression approach
- 28/10: Natalie Milke
TRUEE - unfolding software
- 27/10: Falko Juessen, Ludger Linnemann, Andreas Schabert
Understanding default risk premia on public debt
- 26/10: Nicolai Bissantz, Verena Steinorth, Daniel Ziggel
Stabilität von Diversifikationseffekten im Markowitz-Modell
- 25/10: Holger Dette, Andrey Pepelyshev, Weng Kee Wong
Optimal experimental design strategies for detecting hormesis
- 24/10: Falko Juessen, Ludger Linnemann
Estimating panel VARs from macroeconomic data: Some Monte Carlo evidence and an application to OECD public spending shocks
- 23/10: Falko Juessen, Ludger Linnemann
Markups and fiscal transmission in a panel of OECD countries
- 22/10: Nadja Bauer, Julia Schiffner, Claus Weihs
Einsatzzeiterkennung bei polyphonen Musikzeitreihen
- 21/10: Axel Bücher, Holger Dette, Stanislav Volgushev
New estimators of the Pickands dependence function and a test for extreme-value dependence
- 20/10: Herold Dehling, Brice Franke, Thomas Kott
Drift Estimation for a Periodic Mean Reversion Process
- 19/10: Christoph M. Schmidt, Harald Tauchmann
Heterogeneity in the Intergenerational Transmission of Alcohol Consumption: a Quantile Regression Approach
- 18/10: Christoph Hanck, Walter Krämer
The exact bias of S² in linear panel regressions with spatial autocorrelation
- 17/10: Oliver Morell, Dennis Otto, Roland Fried
On robust cross-validation for nonparametric smoothing
- 16/10: Holger Dette, Tatjana Kinsvater, Mathias Vetter
Testing nonparametric hypotheses for stationary processes by estimating minimal distances
- 15/10: Peter Behl, Holger Dette, Mathias Vetter
A note on martingale transforms for model checks
- 14/10: Olaf Mersmann, Mike Preuss, Heike Trautmann
Benchmarking evolutionary algorithms: Towards exploratory landscape analysis
- 13/10: Holger Dette, Thimo Hildebrandt
A note on testing hypotheses for stationary processes in the frequency domain
- 12/10: Björn Bornkamp, Frank Bretz, Holger Dette, José Pinheiro
Response-adaptive dosefinding under model uncertainty
- 11/10: Martin Wendler
Bahadur representation for U-Quantiles of dependent data
- 10/10: Stefanie Biedermann, Holger Dette, David C. Woods
Optimal design for additive partially nonlinear models
- 09/10: Melanie Birke, Natalie Neumeyer
Testing monotonicity of regression functions – an empirical process approach
- 08/10: Matthias Arnold, Dominik Wied
Separate estimation of spatial dependence parameters and variance parameters in a spatial model
- 07/10: Yiquan Gu
Wage and employment effects of workplace representation: a “Right To Co-Manage” model
- 06/10: Dominik Wied
A generalized functional delta method
- 05/10: Holger Dette, Karl Friedrich Siburg, Pavel A. Stoimenov
A copula-based nonparametric measure of regression dependence
- 04/10: Charlotte Guddat, Ursula Gather, Sonja Kuhnt
MCD-RoSIS – A robust procedure for variable selection
- 03/10: Olaf Mersmann, Heike Trautmann, Boris Naujoks, Claus Weihs
Benchmarking evolutionary multiobjective optimization algorithms
- 02/10: Manuel Frondel, Colin Vance
Fixed, random, or something in between? A variant of HAUSMAN’s specification test for panel data estimators
- 01/10: Holger Dette, Andrey Pepelyshev
NPUA: A new approach for the analysis of computer experiments