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

===================================================FTP access: Anonymous ftp to Server:   
statlab.uni-heidelberg.de     [129.206.113.100] Directory:                         ~/pub/reports       
To retrieve a compressed copy,       switch to binary file transfer       and add .Z to the file name (e.g report01.Z
       instead for report01.===================================================File name conventions:~.ps          
Postscript file              Download to a Postscript printer, or              use Ghostscript to view.~.pdf         
Portable document format.              Use Adobe Reader version 4 or better.~.Z           compressed with compress~.gz  
        compressed with gzip===================================================