Discussion papers SFB 823 in 2014
- 41/14: Axel Bücher, Michael Hoffmann, Mathias Vetter, Holger Dette
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
- 40/14: Holger Dette, Viatcheslav B. Melas, Roman Guchenko
Bayesian T-optimal discriminating designs
- 39/14: Benedikt Funke, Rafael Kawka
Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
- 38/14: Betina Berghaus, Axel Bücher, Stanislav Volgushev
Weak convergence of the empirical copula process with respect to weighted metrics
- 37/14: Timothy J. Vogelsang, Martin Wagner
An integrated modified OLS RESET test for cointegrating regressions
- 36/14: Holger Dette, Katrin Kettelhake, Frank Bretz
Designing dose finding studies with an active control for exponential families
- 35/14: Denis Belomestny, John Schoenmakers
Statistical skorohod embedding problem and its generalizations
- 34/14: Anne Leucht, Christoph P. Kustosz, Christine H. Müller
Tests based on simplicial depth for AR (1) models with explosion
- 33/14: Christoph P. Kustosz, Christine H. Müller, Martin Wendler
Simplified simplicial depth for regression and autoregressive growth processes
- 32/14: Martin Wendler
The sequential empirical process of a random walk in random scenery
- 31/14: Maria Konstantinou, Holger Dette
Locally optimal designs for errors-in-variables models
- 30/14: Annika Betken
Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test
- 29/14: Jannis Buchsteiner
Weak convergence oft the weigthed sequential empirical process of some long-range dependent data
- 28/14: Thilo A. Schmitt, Rudi Schäfer, Holger Dette, Thomas Guhr
Quantile correlations: Uncovering temporal dependencies in financial time series
- 27/14: Karl Friedrich Siburg, Pavel A. Stoimenov
Almost opposite regression dependence in bivariate distributions
- 26/14: Svenja Fischer, Andreas Schumann
Comparison between classical annual maxima and peak over threshold approach concerning robustness
- 25/14: Henrik Müller, Walter Krämer
Hat der Euro eine Zukunft?
- 24/14: Tobias Kley
Quantile-based spectral analysis in an object-oriented framework and a reference implementation in R: The quantspec package
- 23/14: Martin Wagner, Dominik Wied
Monitoring stationarity and cointegration
- 22/14: Betina Berghaus, Axel Bücher
Goodness-of-fit tests for multivariate copula-based time series models
- 21/14: Christian Bredemeier, Roland Winkler
The employment dynamics of different population groups over the business cycle
- 20/14: Jörg Peters, Christoph Strupat, Colin Vance
Television and contraceptive us in Indonesia - A weak signal?
- 19/14: Shih-Kang Chao, Katharina Proksch, Holger Dette, Wolfgang Härdle
Confidence corridors for multivariate generalized quantile regression
- 18/14: Pedro Galeano, Dominik Wied
Dating multiple change points in the correlation matrix
- 17/14: Christian Bredemeier
Household Specialization and the labor-supply elasticities of women and men
- 16/14: Benjamin Niestroj
Testing uncovered interest parity under the assumption of liquidity premia
- 15/14: Benjamin Niestroj
An empirical study on investors' preferences for liquid assets
- 14/14: Stefan Skowronek, Stanislav Volgushev, Tobias Kley, Holger Dette, Marc Hallin
Quantile spectral analysis for locally stationary time series
- 13/14: Mark A. Andor, Manuel Frondel, Colin Vance
Zahlungsbereitschaft für grünen Strom: Die Kluft zwischen Wunsch und Wirklichkeit
- 12/14: Alexander Dürre, Roland Fried, Tobias Liboschik
Robust estimation of (partial) autocorrelation
- 11/14: Holger Dette, Dominik Wied
Detecting relevant changes in time series models
- 10/14: Jörg Franke, Ruslan Gurtoviy, Vanessa Mertins
Workers' participation in wage setting and opportunistic behavior: Evidence from a gift-exchange experiment
- 09/14: Herold Dehling, Olimjon Sh. Sharipov, Martin Wendler
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- 08/14: Manuel Frondel, Stefanie Schubert
So sehen Sieger aus: Evidenz für die 1. Deutsche Fußball-Liga
- 07/14: Holger Dette, Yuri Grigoriev
E-optimal designs for second order response surface models
- 06/14: Mark Andor, Achim Voss
Optimal renewable-Energy subsidies
- 05/14: Tobias Kley, Stanislav Volgushev, Holger Dette, Marc Hallin
Quantile spectral processes: Asymptotic analysis and inference
- 04/14: Sebastian Voß, Rafael Weißbach
A score-test on measurement errors in rating transition times
- 03/14: Manuel Frondel, Colin Vance
Measuring Asymmetry: A recommendation
- 02/14: Nicolai Bissantz, Hajo Holzmann, Katharina Proksch
Confidence regions for images observed under the Radon transform
- 01/14: Katharina Proksch
On confidence bands for multivariate nonparametric regression