StatLab Heidelberg: Dec. 2001 Titles by Series

Series: Beiträge

Beitrag 64

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

Beitrag 63

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

Beitrag 62

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

Beitrag 61

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

Beitrag 60

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

Beitrag 59

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

Beitrag 58

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

Beitrag 57

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

Beitrag 56

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

Beitrag 55

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

Beitrag 54

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

Beitrag 53

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

Beitrag 52

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

Beitrag 51

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

Beitrag 50

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

Beitrag 49

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

Beitrag 48

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

Beitrag 47

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

Beitrag 46

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

Beitrag 45

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

Beitrag 44

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

Beitrag 43

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

Beitrag 42

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

Beitrag 41

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

Beitrag 40

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

Beitrag 39

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

Beitrag 38

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

Beitrag 37

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

Beitrag 36

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

Beitrag 35

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

Beitrag 34

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

Beitrag 33

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

Beitrag 32

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

Beitrag 31

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

Beitrag 30

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

Beitrag 29

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

Beitrag 28

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

Beitrag 27

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

Beitrag 26

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

Beitrag 25

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

Beitrag 24

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

Beitrag 23

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

Beitrag 22

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

Beitrag 21

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

Beitrag 20

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

Beitrag 19

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

Beitrag 18

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

Beitrag 17

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

Beitrag 16

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

Beitrag 15

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

Beitrag 14

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

Beitrag 13

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

Beitrag 12

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

Beitrag 11

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

Beitrag 10

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

Beitrag 9

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

Beitrag 8

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

Beitrag 7

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

Beitrag 6

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

Beitrag 5

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

Beitrag 4

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

Beitrag 3

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

Beitrag 2

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

Beitrag 1

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

Series: Reports

Report 18

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

Report 17

Sawitzki, G.: The Excess Mass Approach and the Analysis of Multi-Modality 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.

Report 16

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

Report 15

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

Report 14

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

Report 13

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

Report 12

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

Report 11

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

Report 10

Sawitzki, G.: New Directions in Programming Environments: Extensible Software. 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

Report 9

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

Report 8

Sawitzki, G. : Diagnostic Plots for One-Dimensional Data. 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.

Report 7

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

Report 6

Sawitzki, G. : Extensible Statistical Software: On a Voyage to Oberon. 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.)

Report 5

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

Report 4

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

Report 3

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

Report 2

Beran, R. : Seven Stages of Bootstrap. 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.

Report 1

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

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