Discussion papers SFB 823 in 2016
- 88/16: Svenja Fischer, Andreas Schumann, Alexander Schnurr
Ordinal pattern dependence between hydrological time series
- 87/16: Pramita Bagchi, Vaidotas Characiejus, Holger Dette
A simple test for white noise in functional time series
- 86/16: Nadja Bauer, Klaus Friedrichs, Claus Weihs
A multivariate approach for onset detection using supervised classification
- 85/16: Nadja Bauer, Klaus Friedrichs, Claus Weihs
Time efficient optimization of instance based problems with application to tone onset detection
- 84/16: James P. LeSage, Colin Vance, Yao-Yu Chih
A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel duopoly pricing
- 83/16: Benedikt Gräler, Svenja Fischer, Andreas Schumann
Joint modeling of annual maximum precipitation across different duration levels
- 82/16: Carina Gerstenberger, Daniel Vogel, Martin Wendler
Tests for scale changes based on pairwise differences
- 81/16: Stefan Birr, Holger Dette, Marc Hallin, Tobias Kley, Stanislav Volgushev
On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities
- 80/16: Martin Wagner, Achim Zeileis
Heterogeneity of regional growth in the EU: A recursive partitioning approach
- 79/16: Konstantin Eckle, Nicolai Bissantz, Holger Dette
Multiscale inference for multivariate deconvolution
- 78/16: Tobias Kley, Philip Preuß, Piotr Fryzlewicz
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
- 77/16: Oliver Stypka, Peter Grabarczyk, Rafael Kawka, Martin Wagner
"Linear" fully modified OLS estmation of cointegrating polynomial regressions
- 76/16: Sergey Ivashchenko, Willi Mutschler
A note on functional equivalence between intertemporal and multisectoral investment adjustment costs
- 75/16: Martin Wagner, Peter Grabarczyk
The environmental Kuznets curve for carbon dioxide emissions: A seemingly unrelated cointegrating polynomial regressions approach
- 74/16: Manuel Frondel, Peter Grabarczyk, Martin Wagner
Integrated modified OLS estimation for cointegrating polynomial regressions - with an application to the environmental Kuznets curve for CO2 emissions
- 73/16: Fumiya Akashi, Holger Dette, Yan Liu
Change point detection in autoregressive models with no moment assumptions
- 72/16: Manuel Frondel, Peter Grabarczyk, Stephan Sommer, Martin Wagner
A cointegrating polynomial regression analysis of the material Kuznets curve hypothesis
- 71/16: Herold Dehling, Roland Fried, Max Wornowizki
An asymptotic test on the stationarity of the variance
- 70/16: Christine H. Müller, Stefan H. Meinke
Trimmed likelihood estimators for stochastic differential equations with an application to crack growth analysis from photos
- 69/16: Ekaterina Krymova, Anil Nagathil, Denis Belomestny, Rainer Martin
A new method for adaptive spectral complexity reduction of music signals
- 68/16: Daniel Horn, Bernd Bischl
Multi-objective parameter configuration of machine learning algorithms using model-based optimization
- 67/16: Annika Betken
Change point estimation based on the Wilcoxon test in the presence of long-range dependence
- 66/16: Annika Betken, Rafal Kulik
Testing for change in stochastic volatility with long range dependence
- 65/16: Klaus Friedrichs, Nadja Bauer, Rainer Martin, Claus Weihs
A computational study of auditory models in music recognition tasks for normal-hearing and hearing-impared listeners
- 64/16: Claus Weihs, Swetlana Herbrandt, Nadja Bauer, Klaus Friedrichs, Daniel Horn
Efficient global optimization: Motivation, variations and applications
- 63/16: Jona Lilienthal, Paul Kinsvater, Roland Fried
On the method of probability weighted moments in regional frequency analysis
- 62/16: Konstantin Eckle, Nicolai Bissantz, Holger Dette
Multiscale inference for multivariate deconvolution
- 61/16: Mark Andor, Andreas Gerster, Stephan Sommer
Consumer inattention, heuristic thinking and the role of energy labels
- 60/16: Tim Patschkowski, Angelika Rohde
Locally adaptive confidence bands
- 59/16: Holger Dette, Roman Guchenko, Viatcheslav Melas, Weng Kee Wong
Optimal discrimination designs for semi-parametric models
- 58/16: Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
Best linear unbiased estimators in continuous time regression models
- 57/16: Katharina Dyballa, Kornelius Kraft
The impact of disclosure obligations on executive compensation - A policy evaluation using quantile treatment estimators
- 56/16: Nicolai Bissantz, Justin Chown, Holger Dette
Regularization parameter selection in indirect regression by residual based bootstrap
- 55/16: Holger Dette, Vasyl Golosnoy, Janosch Kellermann
The effect of intraday periodicity on realized volatility measures
- 54/16: Manuel Frondel, Gerhard Kussel
Switching on electricity demand response: Evidence for German households
- 53/16: Marcel Brauer, Angelika Rohde
'Change in space'-point estimation, Part I: Lower bound for rates of consistency
- 52/16: Robert Löser, Dominik Wied, Daniel Ziggel
New backtests for unconditional coverage of the expected shortfall
- 51/16: Justin Chown
Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data
- 50/16: Justin Chown, Ursula U. Müller
Detecting heteroskedasticity in nonparametric regression using weighted empirical processes
- 49/16: Michael Hoffmann, Mathias Vetter, Holger Dette
Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
- 48/16: Willi Mutschler
Higher-order statistics for DSGE models
- 47/16: Betina Berghaus, Axel Bücher
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
- 46/16: Denis Belomestny, Vladimir Panov, Jeannette H. C. Woerner
Low-frequency estimation of continuous-time moving average Lévy processes
- 44/16: Manuel Frondel, Colin Vance, Martin Wagner
Cycling on the extensive and intensive margin: The role of paths and prices
- 43/16: Max Wornowiziki, Roland Fried, Simos G. Meintanis
Fourier methods for analysing piecewise constant volatilities
- 42/16: Benedikt Funke, Masayuki Hirukawa
Nonparametric estimation and testing on discontinuity of positive supported densities: A kernel truncation approach
- 41/16: Maarten van Kampen
Nonparametric IV regression with an Archimedean dependence structure
- 40/16: Holger Dette, Josua Goesmann, Christian Greiff, Rebecca Janisch
Efficient sampling in materials simulation - exploring the parameter space of grain boundaries
- 39/16: Peter Behl, Holger Dette, Manuel Frondel, Colin Vance
A focused information criterion for quantile regression: Evidence for the rebound effect
- 38/16: Maria Konstantinou, Stefanie Biedermann, Alan Kimber
Model robust designs for survival trials
- 37/16: Matei Demetrescu, Dominik Wied
Residual-based inference on moment hypotheses, with an application to testing for constant correlation
- 36/16: Frank Bretz, Kathrin Möllenhoff, Holger Dette, Wei Liu, Matthias Trampisch
Assessing the similarity of dose response and target doses in two non-overlapping subgroups
- 35/16: Paul Kinsvater, Roland Fried
Conditional heavy-tail behavior with applications to precipitation and river flow extremes
- 34/16: Irina Roslyakova, Bo Sundmann, Holger Dette, Lijun Zhang, Ingo Steinbach
Modeling of Gibbs energies of pure elements down to 0K using segemented regression
- 33/16: Manuel Frondel, Michael Simora, Stephan Sommer
Risk perception of climate change: Empirical evidence for Germany
- 32/16: Aeneas Rooch, Ieva Zelo, Roland Fried
Estimation methods for the LRD parameter under a change in the mean
- 31/16: Mark A. Andor, Manuel Frondel, Colin Vance
Germany's Energiewende: A tale of increasing costs and decreasing willingness-to-pay
- 30/16: Belmiro P.M. Duarte, Weng Kee Wong, Holger Dette
Adaptive grid semidefinite programming for finding optimal designs
- 29/16: Walter Krämer, Holger Dette
Beyond inequality: A novel measure of skewness and its properties
- 28/16: Simone Hermann
BaPreStoPro: an R package for Bayesian prediction of stochastic processes
- 27/16: Simone Hermann
Bayesian prediction for stochastic processes
- 26/16: Roger J. Bowden, Peter N. Posch, Daniel Ullmann
Asymmetry and performance metrics for equity returns
- 25/16: Roger J. Bowden, Peter N. Posch, Daniel Ullmann
Dual disadvantage and dispersion dynamics for income distributions
- 24/16: Maria Konstantinou, Holger Dette
Bayesian D-optimal designs for error-in-variables models
- 23/16: Holger Dette, Christophe Ley, Francisco J. Rubio
Natural (non-)informative priors for skew-symmetric distributions
- 22/16: Axel Bücher, Felix Irresberger, Gregor N.F. Weiss
Testing asymmetry in dependence with copula-coskewness
- 21/16: Sermad Abbas, Roland Fried
Control charts for the mean based on robust two-sample tests
- 20/16: Manuel Frondel, Andreas Gerster, Colin Vance
The power of mandatory quality disclosure: Evidence from the German housing market
- 19/16: Jens Heinrich, Guido Heeke, Reinhard Maurer, Christine H. Müller
Resistance to fatigue and prediction of lifetime of wire tendons cast into concrete up to 108 cycles
- 18/16: Guido Heeke, Jens Heinrich, Reinhard Maurer, Christine Müller
Neue Erkenntnisse zur Ermüdungsfestigkeit und Prognose der Lebensdauer von einbetonierten Spannstählen bei sehr hohen Lastwechselzahlen
- 17/16: Sebastian Szugat, Jens Heinrich, Reinhard Maurer, Christine H. Müller
Prediction intervals for the failure time of prestressed concrete beams
- 16/16: Jona Lilienthal, Roland Fried, Andreas H. Schumann
Homogeneity testing for skewed and cross-correlated data in regional flood frequency analysis
- 15/16: Denis Belomestny, Egor Klochkov, Vladimir Spokoiny
Sieve maximum likelihood estimation in a semi-parametric regression model with errors in variables
- 14/16: Konstantin Eckle, Nicolai Bissantz, Holger Dette, Katharina Proksch, Sabrina Einecke
Multiscale inference for a multivariate density with applications to X-ray astronomy
- 13/16: Chrystel Feller, Kirsten Schorning, Holger Dette, Georgina Bermann, Björn Bornkamp
Optimal designs for dose response curves with common parameters
- 12/16: Walter Krämer
A neglected semi-stylized fact of daily stock returns
- 11/16: Swetlana Herbrandt, Uwe Ligges, Manuel Pinho Ferreira, Michael Kansteiner, Dirk Biermann, Wolfgang Tillmann, Claus Weihs
Model based optimization of a statistical simulation model for single diamond grinding
- 10/16: Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
Optimal designs for regression models with autoregressive errors structure
- 09/16: Ludger Linnemann, Gábor B. Uhrin, Martin Wagner
Government spending shocks and labor productivity
- 08/16: Walter Krämer, Simon Neumärker
Comparing default predictions in the rating industry for different sets of obligors
- 07/16: Mark Andor, Christopher Parmeter
Pseudolikelihood estimation of the stochastic frontier model
- 06/16: Simone Hermann, Fabrizio Ruggeri
Modelling wear degradation in cylinder liners
- 05/16: Holger Dette, Kirsten Schorning, Maria Konstantinou
Optimal designs for comparing regression models with correlated observations
- 04/16: Fabian Herrmann
Risk aversion, macro factors and non-fundamental components in Euro area yield spreads: A macro-financial analysis
- 03/16: Axel Bücher, Johan Segers
On the maximum likelihood estimator for the generalized extreme-value distribution
- 02/16: Manuel Frondel, Fernanda Martinez Flores, Colin Vance
Heterogeneous rebound effects: Comparing estimates from discrete-continuous models
- 01/16: Holger Dette, Katrin Kettelhake, Kirsten Schorning, Weng Kee Wong, Frank Bretz
Optimal designs for active controlled dose finding trials with efficacy-toxicity outcomes
Suche & Personensuche
Kalender
Zur VeranstaltungsübersichtAnfahrt & Lageplan
Der Campus der Technischen Universität Dortmund liegt in der Nähe des Autobahnkreuzes Dortmund West, wo die Sauerlandlinie A45 den Ruhrschnellweg B1/A40 kreuzt. Die Abfahrt Dortmund-Eichlinghofen auf der A45 führt zum Campus Süd, die Abfahrt Dortmund-Dorstfeld auf der A40 zum Campus-Nord. An beiden Ausfahrten ist die Universität ausgeschildert.
Direkt auf dem Campus Nord befindet sich die S-Bahn-Station „Dortmund Universität“. Von dort fährt die S-Bahn-Linie S1 im 15- oder 30-Minuten-Takt zum Hauptbahnhof Dortmund und in der Gegenrichtung zum Hauptbahnhof Düsseldorf über Bochum, Essen und Duisburg. Außerdem ist die Universität mit den Buslinien 445, 447 und 462 zu erreichen. Eine Fahrplanauskunft findet sich auf der Homepage des Verkehrsverbundes Rhein-Ruhr, außerdem bieten die DSW21 einen interaktiven Liniennetzplan an.
Zu den Wahrzeichen der TU Dortmund gehört die H-Bahn. Linie 1 verkehrt im 10-Minuten-Takt zwischen Dortmund Eichlinghofen und dem Technologiezentrum über Campus Süd und Dortmund Universität S, Linie 2 pendelt im 5-Minuten-Takt zwischen Campus Nord und Campus Süd. Diese Strecke legt sie in zwei Minuten zurück.
Vom Flughafen Dortmund aus gelangt man mit dem AirportExpress innerhalb von gut 20 Minuten zum Dortmunder Hauptbahnhof und von dort mit der S-Bahn zur Universität. Ein größeres Angebot an internationalen Flugverbindungen bietet der etwa 60 Kilometer entfernte Flughafen Düsseldorf, der direkt mit der S-Bahn vom Bahnhof der Universität zu erreichen ist.