This series has been discontinued as of Dec. 2001. The references are kept here for archival purposes. The "Beiträge" are papers in mathematical statistics, made accessible by StatLab Heidelberg, the statistical laboratory at the Institut für Angewandte Mathematik, Universität Heidelberg. "Reports" are contributed papers published first elsewhere or technical papers.

Titles ->by author ->by date -> by series   Abstracts ->by author -> by date ->by series

StatLab Heidelberg:  Dec. 2001 Titles by Author


Beran, R.: Stein Estimation in High Dimensions and the Bootstrap.
Beitrag 1  Abstract  PostScript
Submitted: December 92. Revised: August 93.

Beran, R. : Seven Stages of Bootstrap.
Report 2  Abstract  PostScript
Published in: "Computational Statistics" Papers collected on the Occasionof the 25th Conference on Statistical Computing at Schloss Reisensburg.(Edited by P.Dirschedl & R.Ostermann for the Working Groups ... )Heidelberg, Physica, 1994, isbn 3-7908-0813-x, p. 143-157.

Beran, R. : Bootstrap Variable-Selection and Confidence Sets.
Beitrag 22  Abstract  PostScript
Submitted: November 94.

Beran, R.; Dümbgen, L. : Modulation Estimators and Confidence Sets.
Beitrag 31  Abstract  PostScript
Published in: Annals of Statistics 26 (1998), pp. 1826-1856

Beran, R.: Superefficient Estimation of Multivariate Trend.
Beitrag 47 Abstract  PostScript
Published in: Mathematical Methods of Statistics 8 (1999) 166--180.
Submitted: July 98.

Beran, R.: REACT Scatterplot Smoothers: Superefficiency through Basis Economy.
Beitrag 49  Abstract  PostScript
Submitted: September 98 Revised: July 99, to appear in JASA (2000).

Beran, R.: REACT Trend Estimation in Correlated Noise.
Beitrag 62 Abstract  PDF
Submitted: September 99.

Brockwell, P.J.: See Beitrag 35 Brockwell, P.J.; Dahlhaus, R.: Generalized Durbin-Levinson and Burg Algorithms.

Carroll, R. J.; Härdle, W.; Mammen, E.: Estimation in an Additive Model when the Components are LinkedParametrically.
Beitrag 50 Abstract  PostScript
Submitted: October 98.

Chen, Z.-G.; Dahlhaus, R.; Wu, K. H. : Hidden Frequency Estimation with Data Tapers.
Beitrag 54 Abstract
Submitted: November 98

Dahlhaus, R. : Statistical Methods in Spectral Estimation.
Beitrag 2  Abstract  PostScript
Submitted: December 92. Revised: July 93.

Dahlhaus, R.; Wefelmeyer, W.: Asymptotically Optimal Estimation in Misspecified Time Series Models.
Beitrag 21 Abstract  PostScript
Published in: Ann. Statist. 24, 952-974.

Dahlhaus, R. : Fitting Time Series Models to Nonstationary Processes.
Beitrag 4 Abstract  PostScript
Published in: The Annals of Statistics (1997), Vol. 25, No. I, 1-37.

Dahlhaus, R.; Janas, D. : Efron's Bootstrap for Ratio Statistics in Time Series Analysis.
Beitrag 13  Abstract  PostScript
Published in: The Annals of Statistics (1996), Vol. 24, No. 5, p. 1934-1963.

Dahlhaus, R. : On the Kullback-Leibler Information Divergence of LocallyStationary Processes.
Beitrag 27 Abstract
Published in: Stochastic Processes and their Applications 62 (1996), 139-168.

Dahlhaus, R. : Maximum Likelihood Estimation and Model Selection for Nonstationary Processes.
Report 7  Abstract
Published in: J. Nonparam. Statist. 6 (1996), 171 - 191.

Dahlhaus, R.; Neumann, M.H.; Sachs, R.v.: Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes.
Report 9  Abstract

Brockwell, P.J.; Dahlhaus, R.: Generalized Durbin-Levinson and Burg Algorithms.
Beitrag 35  Abstract  PostScript
Submitted: January 98

Dahlhaus, R.: See Beitrag 54 Chen, Z.-G.; Dahlhaus, R.; Wu, K. H. : Hidden Frequency Estimation with Data Tapers.

Dahlhaus, R.: A Likelihood Approximation for Locally Stationary Processes.
Beitrag 56 Abstract  PostScript
Submitted: January 99

Dahlhaus, R.: Graphical Interaction Models for Multivariate Time Series.
Beitrag 59 Abstract  PostScript
Submitted: June 99 Revised: December 99

Dahlhaus, R.; Neumann, M.: Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series.
Beitrag 60 Abstract
Published in: Stochastic Processes & Their Applications, to appear.

Dahlhaus, R.; Hainz, G.: Spectral Domain Bootstrap Tests for Stationary Time Series.
Beitrag 61 Abstract  PostScript
Submitted: November 99

Dümbgen, L. : Combinatorial Stochastic Processes.
Beitrag 12  Abstract
Published in: Stoch. Proc. Appl. 52 (1994), p. 75-92.

Dümbgen, L. : Minimax Tests for Convex Cones.
Beitrag 16  Abstract
Published in: Ann. Inst. Statist. Math. 47 (1995), p. 155-165.

Dümbgen, L. : A Simple Proof and Refinement of Wielandt's Eigenvalue Inequality.
Report 5  Abstract
Published in: Statistics & Probability Letters 25 (1995), 113-115.

Dümbgen, L. : Likelihood Ratio Tests for Principal Components.
Report 4 Abstract
Published in: J. Multivariate Anal. 52 (1995), p. 245-258

Dümbgen, L. : The Asymptotic Behavior of Tyler's M-Estimatorof Scatter in High Dimension.
Beitrag 23  Abstract  PostScript
Submitted: December 94. Revised: May 97. To appear (partly) in Ann. Inst. Statist. Math. 50 (1998), pp. 471-491

Dümbgen, L. : Simultaneous Confidence Sets for Functions of a Scatter Matrix.
Beitrag 19  Abstract
Published in: J. Multivariate Anal. 1998, Vol 65, No. 1, 19-35.

Dümbgen, L.: See Beitrag 31 Dümbgen, L.; Beran, R. : Modulation Estimators and Confidence Sets.

Dümbgen, L. : New Goodness-of-Fit Tests and their Application toNonparametric Confidence Sets
Beitrag 32  Abstract
Published in: Ann. Stat. 1998, Vol. 26, No. 1, 288-314.

Dümbgen, L.; Zerial, P.: Remarks on Low-Dimensional Projections of High-Dimensional Distributions
Report 11  Abstract  PostScript
Submitted: December 96

Dümbgen, L.: Symmetrization and Decoupling of Combinatorial Random Elements.
Report 12  Abstract
Published in: Statistics & Probability Letters 39 (1998), 355-361.

Dümbgen; L.; Tyler, D.: On the Breakdown Properties of Two M-Functionals of Scatter.
Report 13 Abstract  PostScript
Submitted: September 97.

Ehm, W.; Mammen, E.; Müller, D.W. : Power Robustification of Approximately Linear Tests.
Beitrag 8 Abstract
Submitted: June 93.

Eichler, M. : Empirical Spectral Processes and their Applications to StationaryPoint Processes.
Beitrag 26 Abstract  PostScript
Published in: Annals of Applied Probability 5 (1995), 1161-1176.

Eichler, M.: Granger causality graphs for multivariate time series.
Beitrag 64  Abstract  PDF
Submitted: June 01

Erlenmaier, U.: A New Criterion for Tightness of Stochastic Processes and an Application to Markov Processes.
Report 14 Abstract  PostScript
Submitted: October 97. Revised: November 97.

Falguerolles, A. de; Friedrich, F.; Sawitzki, G.: A Tribute to J. Bertin's Graphical Data Analysis.
Beitrag 34 Abstract  PDF
Published in: In W. Bandilla, F. Faulbaum (eds.) Advances in Statistical Software 6. Lucius&Lucius Stuttgart 1997 ISBN 3-8282-0032-X pp. 11 - 20.
Submitted: March 97.

Fan,J.: See Beitrag 38 Fan,J.; Härdle, W.; Mammen, E. : Direct Estimation of Low Dimensional Components in Additive Models.

Franke, J.: See Beitrag 42 Franke, J.; Kreiss, J.-P.; Mammen, E. : Bootstrap of Kernel Smoothing in Nonlinear Time Series.

Franke, J.; Kreiss, J.-P.; Mammen, E.; Neumann, M.H. : Properties of the Nonparametric Autoregressive Bootstrap.
Beitrag 52  Abstract   PostScript
Submitted: October 98.

Franke, J.; Kreiss, J.-P.; Moser, M.: Bootstrap Autoregressive Order Selection.
Beitrag 55  Abstract  PostScript
Submitted: December 98

Friedrich, F.: See Beitrag 34 Friedrich, F.; Falguerolles, A. de; Sawitzki, G.: A Tribute to J. Bertin's Graphical Data Analysis.

Geer, S. van de: See Beitrag 10 Geer, S. van de; Mammen, E. : Locally Adaptive Regression Splines.

Gijbels, I. : See Beitrag 41 Gijbels, I.; Park, B. U.; Mammen, E.; Simar, L. : On Estimation of M onotone and Concave Frontier Functions.

Giraitis, L.; Leipus, R. : A Generalized Fractionally Differencing Approach inLong-Memory Modelling.
Beitrag 17 Abstract  PostScript
Submitted: November 93.

Giraitis, L.; Surgailis, D. : A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence.
Beitrag 24  Abstract  PostScript
Submitted: December 94.

Giraitis, L.; Leipus, R.; Surgailis, D. : The Change-point Problem for Dependent Observations.
Beitrag 25  Abstract  PostScript
Submitted: December 94.

Giraitis, L.; Robinson, P.M.; Samarov, A.: Rate Optimal Semiparametric Estimationof the Memory Parameter of the Gaussian Time Series with Long Range Dependence.
Beitrag 28  Abstract  PostScript
Submitted: May 95.

Grahn, T. : A Conditional Least Squares Approach to Bilinear Time SeriesEstimation.
Beitrag 6  Abstract  PostScript
Submitted: April 93.

Härdle, W.: See Beitrag 39 Härdle, W.; Mammen, E.; Müller, M. : Testing Parametric versus Semiparametric Modelling in Generalized Linear Models.

Härdle, W.: See Beitrag 38 Fan,J.; Härdle, W.; Mammen, E. : Direct Estimation of Low Dimensional Components in Additive Models.

Härdle, W.: See Beitrag 50 Carroll, R. J.; Härdle, W.; Mammen, E.: Estimation in an Additive Model when the Components are LinkedParametrically.

Härdle, W.; Huet, S.; Mammen, E.; Sperlich, S. : Semiparametric Additive Indices for Binary Response and Generalized Additive Models.
Beitrag 53  Abstract  PostScript
Submitted: October 98.

Hainz, G. : The Asymptotic Properties of Burg Estimators.
Beitrag 18  Abstract  PostScript
Submitted: January 94.

Hainz, G.: See Beitrag 61 Dahlhaus, R.; Hainz, G.: Spectral Domain Bootstrap Tests for Stationary Time Series.

Hjellvik, V.; Tjostheim, D. : Nonparametric Tests for Linearity for Time Series.
Beitrag 5  Abstract
Published in: Biometrika 82, 351-368.

Huet, S.: See Beitrag 53 Härdle, W.; Huet, S.; Mammen, E.; Sperlich, S. : Semiparametric Additive Indices for Binary Response and Generalized Additive Models.

Janas, D. : Edgeworth Expansions for Spectral Mean Estimates withApplications to Whittle Estimates.
Beitrag 9 Abstract  PostScript
Submitted: July 93.

Janas, D.; Sachs, R.v.: Consistency for Non-Linear Functions of the Periodogram of Tapered Data.
Beitrag 14 Abstract  PostScript
Published in: Journal of Time Series Analysis 16 (1995), 585-606.

Janas, D.: See Beitrag 13 Janas, D.; Dahlhaus, R. : Efron's Bootstrap for Ratio Statistics in Time Series Analysis.

Konakov, V.: See Beitrag 40 Konakov, V.; Mammen, E. : The Shape of Kernel Density Estimates in Higher Dimensions.

Konakov, V.: See Beitrag 48 Konakov, V.; Mammen, E.: Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions.

Kreiss, J.-P.: See Beitrag 42 Franke, J.; Kreiss, J.-P.; Mammen, E. : Bootstrap of Kernel Smoothing in Nonlinear Time Series.

Kreiss, J.-P.: See Beitrag 52 Franke, J.; Kreiss, J.-P.; Mammen, E.; Neumann, M.H. : Properties of the Nonparametric Autoregressive Bootstrap.

Kreiss, J.-P.: See Beitrag 55 Franke, J.; Kreiss, J.-P.; Moser, M.: Bootstrap Autoregressive Order Selection.

Ladneva, A.: See Beitrag 63 Ladneva, A.; Piterbarg, V.: On Double Extremes of Gaussian Stationary Processes.

Leipus, R.: See Beitrag 17 Leipus, R.; Giraitis, L. : A Generalized Fractionally Differencing Approach inLong-Memory Modelling.

Leipus, R.: See Beitrag 25 Leipus, R.; Giraitis, L.; Surgailis, D. : The Change-point Problem for Dependent Observations.

Linton, O.: See Beitrag 46 Mammen, E.; Linton, O.; Nielsen, J. : The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions.

Linton, O.; Mammen, E.; Nielsen, J.; Tanggaard, C.: Estimating Yield Curves by Kernel Smoothing Methods.
Beitrag 57  Abstract  PostScript
Submitted: January 99

Maercker, G.: See Beitrag 58 Maercker, G.; Moser, M.: Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap.

Mammen, E.: See Beitrag 8 Mammen, E.; Ehm, W.; Müller, D.W.: Power Robustification of Approximately Linear Tests.

Geer, S. van de; Mammen, E. : Locally Adaptive Regression Splines.
Beitrag 10  Abstract
Submitted: July 93.

Mammen, E. : Bootstrap, Wild Bootstrap and Generalized Bootstrap.
Beitrag 11  Abstract  PostScript
Submitted: August 93. Revised: June 95.

Härdle, W.; Mammen, E.; Müller, M. : Testing Parametric versus Semiparametric Modelling in Generalized Linear Models.
Beitrag 39  Abstract  PostScript
Submitted: January 1998. Discussion paper, Sonderforschungsbereich 373, Berlin.

Mammen, E.; Park, B.: Optimal Smoothing in Adaptive Location Estimation.
Beitrag 36  Abstract
Published in: J. Stat. Plann. Inference 58, 333-348.

Mammen, E.; Marron, J.S.: Mass Recentered Kernel Smoothers.
Beitrag 37 Abstract
Published in: Biometrika 84, 765 - 778

Fan,J.; Härdle, W.; Mammen, E. : Direct Estimation of Low Dimensional Components in Additive Models.
Beitrag 38  Abstract
Submitted: January 98. To appear in Ann. Statist.

Konakov, V.; Mammen, E. : The Shape of Kernel Density Estimates in Higher Dimensions.
Beitrag 40  Abstract
Published in: Mathematical Methods of Statisitcs 6, 440 - 464.

Gijbels, I.; Park, B. U. ; Mammen, E.; Simar, L. : On Estimation of Monotone and Concave Frontier Functions.
Beitrag 41  Abstract
Submitted: January 98. Discussion paper, Institut de Statistique and CORE, Louvain-la-Neuve.

Franke, J.; Kreiss, J.-P.; Mammen, E. : Bootstrap of Kernel Smoothing in Nonlinear Time Series.
Beitrag 42  Abstract
Submitted: January 98. Discussion paper, Sonderforschungsbereich 373, Berlin.

Mammen, E.; Thomas-Agnan, C. : Smoothing Splines and Shape Restrictions.
Beitrag 43  Abstract
Submitted: January 98. Discussion paper, Sonderforschungsbereich 373, Berlin.

Mammen, E.; Tsybakov, A. B. : Smooth Discrimination Analysis.
Beitrag 44 Abstract
Submitted: January 1998.

Mammen, E. : Resampling Methods for Curve Estimation.
Beitrag 45 Abstract
Submitted: January 1998. To appear in Smoothing and Regression. Approaches, Computation and Application (M. G. Schimek, edit.), Wiley, New York.

Mammen, E.; Linton, O.; Nielsen, J.: The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions.
Beitrag 46 Abstract  PostScript
Submitted: January 98.

Konakov, V.; Mammen, E.: Local Limit Theorems for Transition Densities of Markov Chains Converging to Diffusions.
Beitrag 48 Abstract  PostScript
Submitted: August 98.

Mammen, E.: See Beitrag 50 Carroll, R. J.; Härdle, W.; Mammen, E.: Estimation in an Additive Model when the Components are LinkedParametrically.

Mammen, E.; Marron, J.S.; Turlach, B.A.; Wand, M.P. : A General Framework for Constrained Smoothing.
Beitrag 51 Abstract  PostScript
Submitted: October 98.

Mammen, E.: See Beitrag 52 Franke, J.; Kreiss, J.-P.; Mammen, E.; Neumann, M.H. : Properties of the Nonparametric Autoregressive Bootstrap.

Mammen, E.: See Beitrag 53 Härdle, W.; Huet, S.; Mammen, E.; Sperlich, S. : Semiparametric Additive Indices for Binary Response and Generalized Additive Models.

Mammen, E.: See Beitrag 57 Linton, O.; Mammen, E.; Nielsen, J.; Tanggaard, C.: Estimating Yield Curves by Kernel Smoothing Methods.

Marron, J.S.: See Beitrag 37 Mammen, E.; Marron, J. S.: Mass Recentered Kernel Smoothers.

Marron, J.S.: See Beitrag 51 Mammen, E.; Marron, J.S.; Turlach, B.A.; Wand, M.P. : A General Framework for Constrained Smoothing.

Moser, M.: See Beitrag 55 Franke, J.; Kreiss, J.-P.; Moser, M.: Bootstrap Autoregressive Order Selection.

Maercker, G.; Moser, M.: Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap.
Beitrag 58 Abstract  PostScript
Submitted: June 99

Müller, D.W. : The Excess Mass Approach in Statistics.
Beitrag 3 Abstract  PostScript
Submitted: December 92.

Müller, D.W.: See Beitrag 8 Müller, D.W.; Ehm, W.; Mammen, E. : Power Robustification of Approximately Linear Tests.

Müller, D.W. : A Backward-Induction Algorithm for Computing the best ConvexContrast of two Bivariate Samples.
Beitrag 29 Abstract
Submitted: October 95, to appear in Journal of Computational & Graphical Statistics.

Müller, M. : See Beitrag 39 Härdle, W.; Mammen, E.; Müller, M. : Testing Parametric versus Semiparametric Modelling in Generalized Linear Models.

Neumann, M.H.: See Report 9 Neumann, M. H.; Dahlhaus, R.; Sachs, R.v.: Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes.

Neumann, M.H.: See Beitrag 52 Franke, J.; Kreiss, J.-P.; Mammen, E.; Neumann, M.H. : Properties of the Nonparametric Autoregressive Bootstrap.

Neumann, M.: See Beitrag 60 Dahlhaus, R.; Neumann, M.: Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series.

Nielsen, J.: See Beitrag 46 Mammen, E.; Linton, O.; Nielsen, J. : The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions.

Nielsen, J.: See Beitrag 57 Linton, O.; Mammen, E.; Nielsen, J.; Tanggaard, C.: Estimating Yield Curves by Kernel Smoothing Methods.

Park, B.: See Beitrag 36 Mammen, E.; Park, B.: Optimal Smoothing in Adaptive Location Estimation.

Park, B. U. : See Beitrag 41 Gijbels, I.; Park, B. U. ; Mammen, E.; Simar, L. : On Estimation of Monotone and Concave Frontier Functions.

Ladneva, A.; Piterbarg, V.: On Double Extremes of Gaussian Stationary Processes.
Beitrag 63  Abstract  PostScript
Submitted: September 00

Polonik, W. : Measuring Mass Concentration and Estimating DensityContour Clusters - an Excess Mass Approach.
Beitrag 7  Abstract  PostScript
Published in: Annals of Statistics, 1995, Vol. 23, No. 3, 855-881.

Polonik, W. : Density Estimation under Qualitative Assumptionsin Higher Dimensions.
Beitrag 15 Abstract  PostScript
Published in: J. Multivariate Anal. 55, No. 1 (1995), 61-81.

Polonik, W. : Minimum Volume Sets and Generalized Quantile Processes.
Beitrag 20 Abstract
Published in: Stochastic Processes and Appl. (1997), 69, 1-24.

Polonik, W.; Yao, Q.: Conditional Minimum Volume Predictive Regions For Stochastic Processes.
Report 15 Abstract
Submitted: January 98, to appear in JASA 2000

Polonik, W.; Yao, Q.: Asymptotics of set-indexed conditional empirical processes based on dependent data.
Report 16  Abstract  PostScript
Submitted: July 98.

Polonik, W. : Concentration and Goodness-of-Fit in Higher Dimensions: (Asymptotically) Distribution-Free Methods.
Beitrag 33 Abstract
Published in: Annals of Statistics (1999), 27, 1210-1229

Robinson, P.M.: See Beitrag 28 Robinson, P.M.; Giraitis, L.; Samarov, A. : Rate optimal semiparametric estimationof the memory parameter of the Gaussian time series with long range dependence.

Sachs, R.v.: See Beitrag 14 Sachs, R.v.; Janas, D. : Consistency for Non-Linear Functions of the Periodogram of Tapered Data.

Sachs, R.v.: See Report 9 Sachs, R.v.; Dahlhaus, R.; Neumann, M.H. : Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes.

Samarov, A.: See Beitrag 28 Samarov, A.; Giraitis, L.; Robinson, P.M.: Rate optimal semiparametric estimationof the memory parameter of the Gaussian time series with long range dependence.

Sawitzki, G. : The NetWork Project: Asynchronous Distributed Computingon Personal Workstations.
Report 3 Abstract  PDF
Published in: develop 11 (Aug. 1992), p. 82-105.

Sawitzki, G. : Testing Numerical Reliability of Data Analysis Systems.
Report 1  Abstract  PDF
Published in: Computational Statistics and Data Analysis 18.2(1994), p. 269-301.

Sawitzki, G. : Diagnostic Plots for One-Dimensional Data.
Report 8 Abstract  PDF
Published in: Computational Statistics. Papers collected on the Occasionof the 25 th Conference on Statistical Computing at Schloss Reisensburg.(Edited by P.Dirschedl & R.Ostermann for the Working Groups ... ... )Heidelberg, Physica, 1994, isbn 3-7908-0813-x, p. 237-258.

Sawitzki, G. : Extensible Statistical Software: On a Voyage to Oberon.
Report 6  Abstract  PDF
Published in: Journal of Computational and Graphical Statistics Vol. 5 No 3 (1996)(Replaces G. Sawitzki: An Object-Oriented Portable Extensible StatisticalProgramming Environment Based on Oberon.)

Sawitzki, G.: New Directions in Programming Environments: Extensible Software.
Report 10  Abstract PDF
Published in: New Directions in Programming Environments: Extensible Software. in: L. Billard, N. I.Fisher (eds.) Computing Science and Statistics. Interface '96. Proceedings of the 28th Symposium on the Interface. The Interface Foundation of North America, Inc., Fairfax Station, VA 22039-7460.1997, ISBN 1-886658-02-1 pp. 317 - 325.
Submitted: June 96

Sawitzki, G.: See Beitrag 34 Sawitzki, G.; Falguerolles, A. de; Friedrich, F.: A Tribute to J. Bertin's Graphical Data Analysis.

Sawitzki, G.: The Excess Mass Approach and the Analysis of Multi-Modality
Report 17  Abstract PDF
Published in: The Excess Mass Approach and Analysis of Multi-Modality. in: W. Gaul, D. Pfeifer (eds.): From data to knowledge: Theoretical and practical aspectsof classification, data analysis and knowledge organization. Proc. 18thAnnual Conference of the GfKl, Univ. of Oldenburg, 1996. Springer Verlag,Heidelberg Berlin ISBN 3-540-60354-9 pp. 203 - 211.

Sawitzki, G.: Keeping Statistics Alive in Documents
Report 18  Abstract PDF
Submitted: November 99

Simar, L.: See Beitrag 41 Gijbels, I.; Park, B. U. ; Mammen, E.; Simar, L. : On Estimation of Monotone and Concave Frontier Functions.

Sperlich, S.: See Beitrag 53 Härdle, W.; Huet, S.; Mammen, E.; Sperlich, S. : Semiparametric Additive Indices for Binary Response and Generalized Additive Models.

Surgailis, D.: See Beitrag 24 Surgailis, D.; Giraitis, L. : A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence.

Surgailis, D.: See Beitrag 25 Surgailis, D.; Giraitis, L.; Leipus, R. : The Change-point Problem for Dependent Observations.

Tanggaard, C.: See Beitrag 57 Linton, O.; Mammen, E.; Nielsen, J.; Tanggaard, C.: Estimating Yield Curves by Kernel Smoothing Methods.

Thomas-Agnan, C.: See Beitrag 43 Mammen, E.; Thomas-Agnan, C. : Smoothing Splines and Shape Restrictions.

Thumfart, A. : Discrete Evolutionary Spectra and their Application to a Theoryof Pitch Perception.
Beitrag 30  Abstract  PostScript
Submitted: November 95.

Tjostheim, D.: See Beitrag 5 Hjellvik, V.; Tjostheim, D. : Nonparametric Tests for Linearity for Time Series.

Tsybakov, A. B.: See Beitrag 44 Mammen, E.; Tsybakov, A. B. : Smooth Discrimination Analysis.

Turlach, B.A.: See Beitrag 51 Mammen, E.; Marron, J.S.; Turlach, B.A.; Wand, M.P. : A General Framework for Constrained Smoothing.

Tyler, D.: See Report 13 Tyler, D.; Dümbgen; L. : On the Breakdown Properties of Two M-Functionals of Scatter.

Wand, M.P.: See Beitrag 51 Mammen, E.; Marron, J.S.; Turlach, B.A.; Wand, M.P. : A General Framework for Constrained Smoothing.

Wefelmeyer, W.: See Beitrag 21 Dahlhaus, R.; Wefelmeyer, W.: Asymptotically Optimal Estimation in Misspecified Time Series Models.

Wu, K. H.: See Beitrag 54 Chen, Z.-G.; Dahlhaus, R.; Wu, K. H. : Hidden Frequency Estimation with Data Tapers.

Yao, Q.: See Report 15 Polonik, W.; Yao, Q.: Conditional Minimum Volume Predictive Regions For Stochastic Processes.

Yao, Q.: See Report 16 Polonik, W.; Yao, Q.: Asymptotics of set-indexed conditional empirical processes based on dependent data.

Zerial, P.: See Report 11 Zerial, P.; Dümbgen, L. : Remarks on Low-Dimensional Projections of High-Dimensional Distributions


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