Servicenavigation

Discussion Papers

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