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 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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