| 2024-03 |
David Clancy Jr, Vitalii Konarovskyi, Vlada Limic
Degree corrected stochastic block model: excursion representation
[Link]
|
| 2024-02 |
Andrey Dorogovtsev, Vitalii Konarovskyi, Max von Renesse
A Central Limit Theorem for Modified Massive Arratia Flow
[Link]
|
| 2024-01 |
Benjamin Gess, Vitalii Konarovskyi
A quantitative central limit theorem for the simple symmetric exclusion process
[Link]
|
| 2023-01 |
Vitalii Konarovskyi, Fenna Müller
Dean-Kawasaki equation with initial condition in the space of positive distributions
[Link]
|
| 2022-01 |
Anja Janßen, Sebastian Neblung, Stilian Stoev
Tail-dependence, exceedance sets, and metric embeddings
[Link]
|
| 2021-01 |
Holger Drees, Anja Janßen, Sebastian Neblung
Cluster based inference for extremes of time series
[Link]
|
| 2020-07 |
Hans Daduna
Alternating birth-death processes
[Link]
|
| 2020-06 |
Leonie Selk, Charles Tillier, Orlando Marigliano
Multivariate boundary regression models
[Link]
|
| 2020-05 |
Nick Kloodt
Estimation of the Transformation Function in Fully Nonparametric Transformation Models with Heteroscedasticity
[Link]
|
| 2020-04 |
Nick Kloodt
Identification in a Fully Nonparametric Transformation Model with Heteroscedasticity
[Link]
|
| 2020-03 |
Holger Drees, Sebastian Neblung
Asymptotics for sliding blocks estimators of rare events
[Link]
|
| 2020-02 |
Nick Kloodt, Natalie Neumeyer, Ingrid Van Keilegom
Specification testing in semi-parametric transformation models
[Link]
|
| 2020-01 |
Florian Hildebrandt
On generating fully discrete samples of the stochastic heat equation on an interval
[Link]
|
| 2019-08 |
Florian Hildebrandt, Mathias Trabs
Parameter estimation for SPDEs based on discrete observations in time and space
[Link]
|
| 2019-07 |
Maria Mohr & Leonie Selk
Estimating change points in nonparametric time series regression models
[Link]
|
| 2019-06 |
Holger Drees und Anne Sabourin
Principal Component Analysis for Multivariate Extremes
[Link]
|
| 2019-05 |
Maria Mohr, Natalie Neumeyer
Nonparametric volatility change detection
[Link]
|
| 2019-04 |
Berenice Anne Neumann
Stationary Equilibria of Mean Field Games with Finite State and Action Space
[Link]
|
| 2019-03 |
Holger Drees, Miran Knezevic
Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds
[Link]
|
| 2019-02 |
Marek Omelka, Sarka Hudecova, Natalie Neumeyer
Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models
[Link]
|
| 2019-01 |
Maria Mohr, Natalie Neumeyer
Consistent nonparametric change point detection combining CUSUM and marked empirical processes
[Link]
|
| 2018-05 |
Holger Drees, Anja Janßen, Sidney I. Resnick, Tiandong Wang
On a minimum distance procedure for threshold selection in tail analysis
[Link]
|
| 2018-04 |
Markus Bibinger, Mathias Trabs
On central limit theorems for power variations of the solution to the stochastic heat equation
[Link]
|
| 2018-03 |
David J. Prömel, Mathias Trabs
Paracontrolled distribution approach to stochastic Volterra equations
[Link]
|
| 2018-02 |
Natalie Neumeyer, Leonie Selk, Charles Tillier
Semi-parametric transformation boundary regression models
[Link]
|
| 2018-01 |
Mathias Trabs
Bayesian inverse problems with unknown operators
[Link]
|
| 2017-09 |
Holger Drees, Laurens de Haan, Feridun Turkman
Extreme value estimation for discretely sampled continuous processes
[Link]
|
| 2017-08 |
Natalie Neumeyer, Ingrid Van Keilegom
Bootstrap of residual processes in regression: to smooth or not to smooth?
[Link]
|
| 2017-07 |
Florian Hildebrandt, Sylvie Rœlly
Pinned diffusions and Markov bridges
[Link]
|
| 2017-06 |
Maria Mohr
Weak Convergence of Sequential Empirical Processes under Weak Dependence
[Link]
|
| 2017-05 |
Tobias Niebuhr, Mathias Trabs
Profiting from correlations: Adjusted estimators for discrete probability distributions
[Link]
|
| 2017-04 |
Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
Sparse covariance matrix estimation in high-dimensional deconvolution
[Link]
|
| 2017-03 |
Markus Bibinger, Mathias Trabs
Volatility estimation for stochastic PDEs using high-frequency observations
[Link]
|
| 2017-02 |
Nick Kloodt, Natalie Neumeyer
Specification tests in semiparametric transformation models
[Link]
|
| 2017-01 |
Natalie Neumeyer, Marek Omelka, Sarka Hudecova
A copula approach for dependence modeling in multivariate nonparametric time series
[Link]
|
| 2016-04 |
Marie Hušková, Natalie Neumeyer, Tobias Niebuhr, Leonie Selk
Specification testing in nonparametric AR-ARCH models
[Link]
|
| 2016-03 |
Holger Drees und Anja Janßen
Conditional Extreme Value Models: Fallacies and Pitfalls
[Link]
|
| 2016-02 |
Richard A. Davis, Holger Drees, Johan Segers, Michal Warchol
Modeling serial extremal dependence
[Link]
|
| 2016-01 |
Hans Daduna, Ruslan Krenzler, Robert Ritter, Dietrich Stoyan
Heuristic Approximations for Closed Networks: A Case Study in Open-pit Mining
[Link]
|
| 2015-03 |
Holger Drees
Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms
[Link]
|
| 2015-02 |
Nha-Nghi de la Cruz, Hans Daduna
Monotonicity of Base Stock Policies
[Download (331 KB)]
|
| 2015-01 |
Anja Janßen, Holger Drees
Joint exceedances of random products
[Link]
|
| 2014-07 |
Holger Drees, Natalie Neumeyer, Leonie Selk
Hypotheses tests in boundary regression models
[Link]
|
| 2014-06 |
Markus Reiß, Leonie Selk
Efficient estimation of functionals in nonparametric boundary models
[Link]
|
| 2014-05 |
Natalie Neumeyer, Hohsuk Noh, Ingrid Van Keilegom
Heteroscedastic semiparametric transformation models: estimation and testing for validity
[Link]
|
| 2014-04 |
Jennifer Sommer, Hans Daduna, Bernd Heidergott
Non-ergodic Jackson Networks with Infinite Supply - Local Stabilization and Local Equilibrium Analysis
[Download (291 KB)]
|
| 2014-03 |
Jennifer Sommer, Hans Daduna, Bernd Heidergott
Jackson Networks with Infinite Supply and Unreliable Nodes
[Download (372 KB)]
|
| 2014-02 |
Ruslan Krenzler, Hans Daduna, Sonja Otten
Randomization for Markov chains with applications to networks in a random environment
[Link]
|
| 2014-01 |
Sonja Otten, Ruslan Krenzler, Hans Daduna
Integrated models for production-inventory systems
[Download (715 KB)]
|
| 2013-05 |
Hans Daduna, Ryszard Szekli
Correlation formulas for Markovian network processes in a random environment
[Download (419 KB)]
|
| 2013-04 |
Anja Janßen, Holger Drees
A stochastic volatility model with flexible extremal dependence structure
[Link]
|
| 2013-03 |
M. Birke, N. Neumeyer, S. Volgushev
The independence process in conditional quantile location-scale models and an application to testing for monotonicity
[Download (538 KB)]
|
| 2013-02 |
Ruslan Krenzler, Hans Daduna
Loss systems in a random environment - embedded Markov chains analysis
[Download (772 KB)]
|
| 2013-01 |
Onno Boxma, Hans Daduna
The cyclic queue and the tandem queue
[Download (324 KB)]
|
| 2012-04 |
Hans Daduna, Ruslan Krenzler
Loss systems in a random environment - steady state analysis
[Download (547 KB)]
|
| 2012-03 |
Stanislav Volgushev, Melanie Birke, Holger Dette, Natalie Neumeyer
Significance testing in quantile regression
[Download (448 KB)]
|
| 2012-02 |
Natalie Neumeyer, Leonie Selk
A note on nonparametric testing for Gaussian innovations in AR-ARCH models
[Download (558 KB)]
|
| 2012-01 |
Leonie Selk, Natalie Neumeyer
Testing for a change of the innovation distribution in nonparametric autoregression - the sequential empirical process approach
[Download (1249 KB)]
|
| 2011-05 |
Holger Dette, Matthias Guhlich, Natalie Neumeyer
Testing for additivity in nonparametric quantile regression
[Download (392 KB)]
|
| 2011-04 |
Angelika Rohde
Accuracy of Empirical Projections of High-Dimensional Gaussian Matrices
[Link]
|
| 2011-03 |
Holger Drees, Laurens de Haan
Estimating failure probabilities
[Link]
|
| 2011-02 |
Holger Drees
Extreme value analysis of actuarial risks: estimation and model validation
[Link]
|
| 2011-01 |
Stefan Hoderlein, Holger Dette, Natalie Neumeyer
Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness
[Download (569 KB)]
|
| 2010-07 |
Sebastian Kiwitt, Natalie Neumeyer
Estimating the conditional error distribution in nonparametric regression
[Download (430 KB)]
|
| 2010-06 |
Angelika Rohde, Claudia Strauch
Uniform Central Limit Theorems for Multidimensional Diffusions
[Link]
|
| 2010-05 |
Birte Muhsal, Natalie Neumeyer
A note on residual-based empirical likelihood kernel density estimation
[Download (456 KB)]
|
| 2010-04 |
Erhard Kremer
Bayes Statistics for mixed Erlang-models
[Download (170 KB)]
|
| 2010-03 |
Melanie Birke and Natalie Neumeyer
Testing monotonicity of regression functions - an empirical process approach
[Download (269 KB)]
|
| 2010-02 |
Andreas Rößler
Strong and Weak Approximation Methods for Stochastic Differential Equations - Some Recent Developments
[Download (267 KB)]
|
| 2010-01 |
Angelika Rohde und Alexandre Tsybakov
Estimation of High-Dimensional Low-Rank Matrices
[Link]
|
| 2009-05 |
O. Stenzel, H. Daduna
Weak Convergence Limits for Closed Cyclic Networks of Queues with Multiple Bottleneck Nodes
[Download (444 KB)]
|
| 2009-04 |
Erhard Kremer
A Polynomial Bühlmann-Straub Method
[Download (249 KB)]
|
| 2009-03 |
Holger Drees, Holger Rootzén
Limit Theorems for Empirical Processes of Cluster Functionals
[Link]
|
| 2009-02 |
V. Lange, H. Daduna
On the Weber Problem in Logistic and Services Networks
[Download (260 KB)]
|
| 2008-03 |
Natalie Neumeyer, Juan Carlos Pardo-Fernandez
A simple test for comparing regression curves versus one-sided alternatives
[Download (219 KB)]
|
| 2008-02 |
Sebastian Kiwitt, Natalie Neumeyer
Nonparametric copula density estimation: testing for independence and other applications
[Download (225 KB)]
|
| 2008-01 |
Natalie Neumeyer, Ingrid Van Keilegom
Estimating the error distribution in nonparametric multiple regression with applications to model testing
[Download (227 KB)]
|
| 2007-06 |
Natalie Neumeyer
Testing independence in nonparametric regression.
[pdf-File]
|
| 2007-05 |
Holger Drees
Some aspects of extreme value theory under serial dependence.
[Link]
|
| 2007-04 |
H. Daduna, C. Malchin, R. Szekli
Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions.
[pdf-File]
|
| 2007-03 |
C. Malchin, H. Daduna
Bottleneck analysis of discrete time networks: Sojourn times.
[pdf-File]
|
| 2007-02 |
Holger Drees and Peter Müller
Modeling Dependencies in Large Claims.
[pdf-File]
|
| 2006-08 |
Natalie Neumeyer
A bootstrap version of the residual-based smooth empirical distribution function.
[ps-File]
|
| 2006-07 |
Natalie Neumeyer
Smooth residual bootstrap for empirical processes of non parametric regression residuals.
[ps-File]
|
| 2006-06 |
Natalie Neumeyer, Ingrid Van Keilegom
Change-point tests for the error distribution in nonparametric regression.
[ps-File]
|
| 2006-05 |
J.M. Dittmer
Nearest-Neighbour Methods for Reserving with respect to Individual Losses.
[pdf-File]
|
| 2006-03 |
Uwe Joenck
Local Likelihood Estimators in a Regression Model for Stock Returns.
[pdf-File]
|
| 2006-02 |
Christian Malchin, Hans Daduna
Discrete Time Queueing Networks with Product Form Steady State: Availability and Performance Analysis in an Integrated Model
[ps-File]
|
| 2005-06 |
C. Malchin, H. Daduna
Availability and performance analysis in a discrete time tandem network with product form steady state.
[ps.gz-File]
|
| 2005-05 |
H. Daduna, V. Pestien, S. Ramakrishnan
On convergence of throughput in large networks with state-dependent service rates.
[ps.gz-File]
|
| 2005-04 |
Hans Daduna, Rafal Kulik, Cornelia Sauer, Ryszard Szekli
Isotone Differences ordering for unreliable Markovian queueing networks.
[ps.gz-File]
|
| 2005-03 |
M. Schwarz, H. Daduna
Queueing systems with inventory management with random lead times and with backordering.
[ps.gz-File]
|
| 2005-02 |
Vydas Cekanavicius, Bero Roos
Compound binomial approximations.
|
| 2005-01 |
Erhard Kremer
Further on Credibility Theory.
|
| 2004-08 |
Vydas Cekanavicius, Bero Roos
Two-parametric compound binomial approximations.
|
| 2004-07 |
Christian Hennig
A general robustness and stability theory for cluster analysis.
|
| 2004-06 |
Erhard Kremer
The correlated chain ladder method for reserving in case of multiple excess layers.
|
| 2004-05 |
Erhard Kremer
On the Drop Down Excess-of-Loss Cover.
|
| 2004-04 |
Cornelia Sauer, Hans Daduna
Degradable networks with general up and down time distributions.
[ps.gz-File]
|
| 2004-03 |
Christian Malchin, Hans Daduna
On the structure of roundtrip time distributions in discrete time networks.
[ps.gz-File]
|
| 2004-02 |
Erhard Kremer
Final on Largest Claims Reinsurance.
|
| 2004-01 |
Holger Drees, Laurens de Haan, Deyuan Li
Approximations to the Tail Empirical Distribution Function with Application to Testing Extreme Value Conditions.
[ps.gz-File]
|
| 2003-09 |
Maike Schwarz, Cornelia Sauer, Hans Daduna
Exponential queueing networks with an attached inventory under (r,Q)- or (r,S)-policy.
[ps.gz-File]
|
| 2003-08 |
Michael Brendel
Testing hypotheses under a generalized Koziol-Green model with partially informative censoring.
[pdf-File]
|
| 2003-07 |
Maike Schwarz, Cornelia Sauer, Hans Daduna, Rafal Kulik, Ryszard Szekli
M/M/1-systems with different inventory management policies and lost
sales.
[ps.gz-File]
|
| 2003-06 |
Christian Malchin, Hans Daduna
An invariance property of conditional sojourn time distributions
in cyclic networks of queues.
[ps.gz-File]
|
| 2003-05 |
Bero Roos
Poisson approximation via the convolution with Kornya-Presman
signed measures
|
| 2003-04 |
Bero Roos, Dietmar Pfeifer
On Error Bounds for the Approximation of Random Sums
|
| 2003-03 |
Bero Roos
Poisson Approximation of Multivariate Poisson Mixtures
|
| 2003-02 |
Erhard Kremer
On the Loading of Largest Claims Reinsurance Covers
|
| 2003-01 |
Cornelia Sauer, Hans Daduna
BCMP networks with unreliable servers
[ps.gz-File]
|
| 2002-08 |
Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov
Controlled semi-Markov fields with graph-structured compact state space
[ps.gz-File]
|
| 2002-07 |
Günter Heimann, Georg Neuhaus
On the Exact Conditional Distribution for Peto's Combined Test for
Carcinogenicity Assays
|
| 2002-06 |
Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov
Stochastic games for distributed players on graphs
[ps.gz-File]
|
| 2002-05 |
Bero Roos, Dietmar Pfeifer
On the Distance Between the Distributions of Random Sums
|
| 2002-04 |
Bero Roos
Kerstan's method for compound Poisson approximation
|
| 2002-03 |
Hans Daduna, Ryszard Szekli
Dependence Structure of Sojourn Times via Partition Separated Ordering.
[ps.gz-File]
|
| 2002-02 |
B. Roos
Kerstan's method in the multivariate Poisson approximation: an expansion in the
exponent.
|
| 2002-01 |
Erhard Kremer
Random coefficient autoregressive loss reserving, revisited.
|
| 2001-06 |
B. Roos
Improvements in the Poisson approximation of mixed Poisson distributions.
|
| 2001-05 |
Erhard Kremer
Risikotheorie der Höchstschadenrückversicherung.
|
| 2001-04 |
H. Daduna, V. Pestien, S. Ramakrishnan
Asymptotic throughput in discrete-time cyclic networks with
queue-length-dependent service rates.
|
| 2001-03 |
C. de Vegt, S. Zwanzig
Comparison of reference frame linking methods.
|
| 2001-02 |
M. Schmelling, S. Zwanzig
The data set of Mölln.
|
| 2001-01 |
Erhard Kremer
Further on Excess-of-Loss Reinsurance.
|
| 2000-11 |
M. Husková, G. Neuhaus
Some Simple Unconditional and Conditional Tests for Testing Tumour Onset
Times.
|
| 2000-10 |
M. Schwarz
Multi-Item Inventory Control: The K-Curve Methodology.
[PostScript-File]
|
| 2000-09 |
R.K. Chornei, H. Daduna, P.S. Knopov
Local control of interacting Markov processes on graphs with compact state
space.
[PostScript-File]
|
| 2000-08 |
R.K. Chornei, H. Daduna, P.S. Knopov
Controlled Markov fields with finite state space on graphs.
[PostScript-File]
|
| 2000-07 |
Roos, B.
Sharp constants in the Poisson approximation.
|
| 2000-06 |
Li-Xing Zhu, Georg Neuhaus
Nonparametric Monte Carlo tests for multivariate distributions.
|
| 2000-05 |
H. Daduna, R. Szekli
Monotonicity and dependence properties of sojourn and cycle times in
closed networks
|
| 2000-04 |
Erhard Kremer
Further on Largest Claims Reinsurance
|
| 2000-03 |
Erhard Kremer
Aktuarielle Notizen
|
| 2000-02 |
Christian Hennig
Regression Fixed Point Clusters: Motivation, Consistency and
Simulations
|
| 2000-01 |
Alexander Ivanov, Silvelyn Zwanzig
Saddlepoint expansions in linear regression
|
| 1999-09 |
J. Hurt, P. Lachout, D. Pfeifer
On an estimation problem for type I censored spatial poisson
processes
|
| 1999-08 |
Lutz Mattner
Minimal sufficient statistics in location-scale parameter models
|
| 1999-07 |
Hans Daduna, Bernadette Desert
Discrete time tandem networks: The effect of different regulation schemes
for simultaneous events on customer oriented performance measures
|
| 1999-06 |
Lutz Mattner
Sufficiency, exponential families, and algebraically independent
numbers
|
| 1999-05 |
Christian Hennig
FIXMAHAL and FIXREG: Software for Fixed Point Cluster Analysis
|
| 1999-04 |
Lutz Mattner
Product measurability, parameter integrals, and a Fubini
counterexample
|
| 1999-03 |
Günter Heimann, Georg Neuhaus
On Asymptotic and Exact Conditional Distributions for Peto's Combined
Test for Carcinogenicity Assays
|
| 1999-02 |
Lutz Mattner
Complex differentiation under the integral
|
| 1999-01 |
K. A. Borovkov and Dietmar Pfeifer
Estimates for the syracuse problem via a probabilistic model
|
| 1998-11 |
H. Daduna, P.S. Knopov
Optimal Admission Control for M/D/1/K Queuing Systems.
|
| 1998-10 |
L. Mattner
What are cumulants?
|
| 1998-09 |
G. Neuhaus
Rank Tests in Survival Analysis.
|
| 1998-08 |
H. Daduna, P.S. Knopov, L.P. Tur
Optimal Base Stock Strategies for Inventory Systems with general cost
function.
|
| 1998-07 |
E. Kremer
Notes on Discounting Theory.
|
| 1998-06 |
B. Roos
Multinomial and Krawtchouk approximations to the generalized multinomial
distribution.
|
| 1998-05 |
C. Hennig
Fixed Point Clusters, Clusterwise Linear Regression.
[PostScript-File]
|
| 1998-04 |
C. Hennig
Was ist Wahrscheinlichkeit? Konstruktivistische
Überlegungen.
[PostScript-File]
|
| 1998-03 |
E. Kremer
News on Statistical Loss Reserving.
|
| 1998-02 |
H. Daduna, S. Meyer
Sojourn times in tandem queues with state-dependent arrival
rates.
|
| 1998-01 |
E. Kremer
Two notes on credibility.
|
| 1997-15 |
D. Pfeifer, C. Hipp
Risikotheoretische Konzepte unter Maple und Excel.
|
| 1997-14 |
E. Kremer
News on Reinsurance Mathematics.
|
| 1997-13 |
B. Roos
Binomial Approximation to the Poisson binomial distribution: The Krawtchouk
expansion.
|
| 1997-12 |
H. Daduna, R. Szekli
On the Correlation of Sojourn Times in Open Networks of Exponential
Multiserver Queues.
|
| 1997-11 |
S. Zwanzig, A. Kukush
On a corrected contrast estimator in the implicit nonlinear functional
relation model.
|
| 1997-10 |
S. Zwanzig
Application of Hipparcos dates: A new statistical method for star
reduction.
|
| 1997-09 |
E. Kremer
Die verallgemeinerte Pareto-Verteilung in der
Rückversicherung.
|
| 1997-08 |
L. Mattner
On Burdick's symmetry problem.
|
| 1997-07 |
G. Neuhaus
Conditional and Unconditional Two-Sample Rank Tests for Truncated
Data.
|
| 1997-06 |
H. Daduna
Discrete time analysis of a state dependent tandem system with different
customer types.
|
| 1997-05 |
B. Roos
On the rate of multivariate Poisson convergence.
|
| 1997-04 |
D. Pfeifer
A statistical model to analyse catastrophe claims by means of record
values.
|
| 1997-03 |
S. Zwanzig, A. Kukush
Consistency and inconsistency of the weighted least squares estimator
in linear functional relations with dependent error terms.
|
| 1997-02 |
L. Mattner
Remarkable asymmetric random walks.
|
| 1997-01 |
G. Neuhaus
On Testing Tumor Onset Times.
|
| 1996-16 |
D. Heck-Boldebuck, F. Liese, G. Neuhaus
Two-sample tests for unequally truncated data.
|
| 1996-15 |
B. Roos
Metric Multivariate Poisson Approximation of a Generalized Multinomial
Distribution.
|
| 1996-14 |
B. Roos
Asymptotics and sharp bounds in the Poisson approximation to the Poisson
binomial distribution.
|
| 1996-13 |
H. Daduna
Discrete time queueing networks: Recent Developments.
|
| 1996-12 |
S. Zwanzig, A. Kukush
On inconsistency of the least squares estimator in nonlinear functional
error-in-variables models.
|
| 1996-11 |
G. Neuhaus, D. Heck-Boldebuck, G. Heimann
Analysing Carcinogenity Assays without Cause of Death
Information.
|
| 1996-10 |
G. Neuhaus, G. Heimann
The Permutational Distribution of the Log-Rank Statistic under Random
Censorship with Applications to Carcinogenity Assays.
|
| 1996-09 |
E. Kremer
Robust Lagfactors.
|
| 1996-08 |
S. Zwanzig
On an orthogonal series estimator in nonparametric functional
relations.
|
| 1996-07 |
G. Neuhaus, L.-X. Zhu
Projected Sign and Rank Tests for Multivariate Location
Problems.
|
| 1996-06 |
C. Hennig
Identifiability of Finite Linear Regression Mixtures.
[PostScript-File]
|
| 1996-05 |
D. Pfeifer, B. Heidergott
The zero utility principle for scale families of risk
distributions.
|
| 1996-04 |
G. Neuhaus, L.-X. Zhu
Permutation Tests for Reflected Symmetry.
|
| 1996-03 |
C. Hennig
Fixed Point Clusters and Their Relation to Stochastic Models.
[PostScript-File]
|
| 1996-02 |
D. Pfeifer
On Asymptotic Behaviour of Weighted Sample Quantiles.
|
| 1996-01 |
E. Kremer
Threshold Lossreserving.
|
| 1995-09 |
S. Zwanzig, A. V. Ivanov
Application of Saddlepoint Approximation in Nonlinear
Regression.
|
| 1995-08 |
L. Mattner
Strict definiteness of integrals via complete monotonicity of
derivatives.
|
| 1995-07 |
L. Mattner, K. Müller
Convolutions and Fourier transforms of unbounded measures.
|
| 1995-06 |
D. Pfeifer, K. Borovkov
On Improvements of the Order of Approximation in the Poisson Limit
Theorem.
|
| 1995-05 |
D. Pfeifer, K. Borovkov
Pseudo-Poisson Approximation for Markov Chains.
|
| 1995-04 |
H. Daduna
Some Results for Steady-State and Sojourn Time Distribution in Open and
Closed Linear Networks of Bernoulli Servers with State-Dependent Service
and Arrival Rates.
|
| 1995-03 |
H. Daduna
The joint distribution of sojourn times for a customer traversing a series
of queues: The discrete time case.
|
| 1995-02 |
C. Hennig
Fixed cluster analysis for regression data: Computation and weak
consistency.
|
| 1995-01 |
E. Kremer
Credibility for stationarity.
|
| 1994-09 |
S. Zwanzig
Tests of fit in nonlinear regression.
|
| 1994-08 |
E. Kremer
Individuelle Rückversicherungsverträge mit zeitvariablem
Selbstbehalt.
|
| 1994-07 |
H. Daduna
Sojourn time distributions in non-product-form queueing
networks.
|
| 1994-06 |
H. Daduna
The cycle time distribution in a cycle of Bernoulli servers in discrete
time.
|
| 1994-05 |
G. Neuhaus, A. Janssen
Two sample rank tests for censored data with non-predictable
weights.
|
| 1994-04 |
L. Mattner
Complete order statistics in parametric models.
|
| 1994-03 |
L. Mattner
Optimal unbiased means, polynomial moment relations, and natural exponential
families.
|
| 1994-02 |
E. Kremer
Robust credibility via robust Kalman filtering.
|
| 1994-01 |
E. Kremer
INAR and IBNR.
|
| 1993-09 |
E. Kremer
Empirical Kalman-Credibility.
|
| 1993-08 |
L. Mattner
Mean unbiased medians, median unbiased means, and symmetric random
walks.
|
| 1993-07 |
K. Behnen
A modification of least squares with high efficiency and high breakdown
point in linear regression.
|
| 1993-06 |
C. Hennig
Efficient high-breakdown-estimators in robust regression: What function
to choose?
|
| 1993-05 |
G. Neuhaus
Conditional rank tests for the two-sample problem with partially observed
data.
|
| 1993-04 |
E. Kremer
Random coefficient autoregressive loss reserving.
|
| 1993-03 |
E. Kremer
A probable maximum loss theory.
|
| 1993-02 |
E. Kremer
Recursive largest claims reinsurance rating, revisited.
|
| 1993-01 |
E. Kremer
Certain extensions of the chain-ladder-technique.
|
| 1992-10 |
L. Mattner
On asymmetric laws with symmetric convolution powers and an error of
Kagan, Linnik and Rao.
|
| 1992-09 |
M. Weba
Fitting a parametric distribution for large claims in case of censored
or partitioned data.
|
| 1992-08 |
L. Mattner, U. Kamps
An identity for expectations of functions of order statistics.
|
| 1992-07 |
L. Mattner, M. Reinders
Uniformly minimum variance unbiased estimators in additive models with
bounded residuals are deterministic.
|
| 1992-06 |
G. Neuhaus
Conditional rank tests for the two-sample problem under random censorship:
Treatment of ties.
|
| 1992-05 |
C. Hipp
Pollard's CLT and the delta-method.
|
| 1992-04 |
B. Heidergott
Simultaneous events in queueing systems and their impact on perturbation
analysis derivative estimation.
|
| 1992-03 |
L. Mattner
Some incomplete but boundedly complete location families.
|
| 1992-02 |
H. Daduna, R. Szekli
A queueing theoretical proof of an increasing property for Polya frequency
functions.
|
| 1992-01 |
H. Daduna, R. Szekli
Positive and negative dependence in Markovian networks.
|
| 1991-04 |
G. Neuhaus
On the asymptotic equivalence of conditional and unconditional rank tests
for the two-sample problem under possibly unequal random censorship, Part
II (General distributions and simulations).
|
| 1991-03 |
J. Kreyser
Verweilzeitverteilung in G/M/m/∞-Reparatursystemen mit austauschbaren
Teilen.
|
| 1991-02 |
L. Mattner
Completeness of location families, translated moments, and uniqueness
of changes.
|
| 1991-01 |
G. Neuhaus
On the asymptotic equivalence of conditional and unconditional rank tests
for the two-sample problem under unequal random censorship.
|
| 1990-07 |
R. Möhring
Bootstrapping parameter estimates in long-memory time series
models.
|
| 1990-06 |
M. Weba
Estimating non-differentiable functions of multinomial
probabilities.
|
| 1990-05 |
G. Hübner
Adaptive policy-iteration and policy-value-iteration for discounted Markov
decision processes.
|
| 1990-04 |
M. Weba
Interpolation of random functions.
|
| 1990-03 |
G. Neuhaus
A conditional Kolmogorov-Smirnov test for the two sample problem under
random censorship.
|
| 1990-02 |
G. Neuhaus
The Kolmogorov-Smirnov test in a competing risk model.
|
| 1990-01 |
R. Möhring
Parameter estimation in Gaussian intermediate-memory time
series.
|
| 1989-07 |
G. Hübner
Estimation and adaptive control of span-contracting Markov decision
processes.
|
| 1989-06 |
H. Daduna
On the stability of queueing systems under precedence restrictions for
the service of customers.
|
| 1989-05 |
G. Neuhaus
Some linear and nonlinear rank tests for competing risks models.
|
| 1989-04 |
K. Behnen, G. Neuhaus
Likelihood ratio rank tests for the two-sample problem with randomly
censored data.
|
| 1989-03 |
H. Daduna
The method of adjusted transfer rates for computing delay time distributions
in data communication systems with window flow control.
|
| 1989-02 |
H. Daduna
On network flow equations and splitting formulas for sojourn times in
queueing networks.
|
| 1989-01 |
J. Hemker
A note on sojourn times in queueing networks with multiserver
nodes.
|
| 1988-07 |
J.-P. Kreiss, Franke
Bootstrapping stationary ARMA-models.
|
| 1988-06 |
J.-P. Kreiss
Bootstrap-procedures for AR(∞)-processes.
|
| 1988-05 |
J.-P. Kreiss
Asymptotics for the empirical distribution of residuals in autoregressions
with infinite order.
|
| 1988-04 |
J.-P. Kreiss
Local asymptotic normality for autoregression with infinite
order.
|
| 1988-03 |
H. Daduna
Note on the ergodicity of closed queueing networks.
|
| 1988-02 |
M. Weba
A quantitative Korovkin theorem for random functions with multivariate
domains.
|
| 1988-01 |
H. Daduna
A concurrency control problem in a time-sharing system with different
job types.
|
| 1987-11 |
M. Weba
Simulation and approximation of stochastic processes by spline
function.
|
| 1987-10 |
H. Daduna
Simultaneous busy periods for nodes in a stochastic network.
|
| 1987-09 |
G. Neuhaus
Linear rank tests with estimated score functions for the two-sample problem
with randomly censored data.
|
| 1987-08 |
G. Hübner
A unified approach to adaptive control of average reward Markov decision
processes.
|
| 1987-07 |
C. Hipp
Estimators and confidence intervals for ruin probabilities.
|
| 1987-06 |
J. Stein
On efficiency of linear programming applied on discounted Markovian decision
problems.
|
| 1987-05 |
G. Neuhaus
Asymptotically optimal rank tests for the two-sample problem with randomly
censored data.
|
| 1987-04 |
M. Weba
Quantitative results on monotone approximation of stochastic
processes.
|
| 1987-03 |
E. Kremer
An upper bound for the net premium of the general reinsurance...
.
|
| 1987-02 |
J. Stein
Linear programming of discounted Markovian decision problems: A Fortran-
code.
|
| 1987-01 |
H. Daduna
Exchangeable items in repair systems: Delay times.
|
| 1986-11 |
G. Neuhaus
A class of quadratic goodness of fit tests.
|
| 1986-10 |
G. Hübner
On the robustness of searching algorithms for multi-objective Markov
decision problems.
|
| 1986-09 |
M. Weba
A note on parameter estimation of differentiable ergodic
processes.
|
| 1986-08 |
H. Daduna
Busy periods for subnetworks in stochastic networks.
|
| 1986-07 |
M. Weba
Quadrature of smooth stochastic processes.
|
| 1986-06 |
J.-P. Kreiss
On stochastic estimation.
|
| 1986-05 |
H. Daduna
On the busy period in networks of queues: Mean value analysis.
|
| 1986-04 |
H. Daduna
The mean busy period duration for open networks of queues.
|
| 1986-03 |
H. Daduna
Optimale Zugangskontrolle an parallelen exponentiellen Bedienungssystemen
- ein einfacher Beweis des Satzes von Winston -.
|
| 1986-02 |
E. Kremer
Robust premium principles.
|
| 1986-01 |
H. Daduna
Optimal control of a queueing system with an exponential and an Erlangian
server and renewal input stream.
|
| 1985-11 |
J.-P. Kreiss
On adaptive estimation in autoregressive models when there are nuisance
functions.
|
| 1985-10 |
E. Kremer
General exponential smoothing credibility.
|
| 1985-09 |
E. Kremer
Recursive calculation of the net premium for largest claims... .
|
| 1985-08 |
K. Lohse
The consistency of the bootstrap.
|
| 1985-07 |
J.-P. Kreiss
Repeated significance tests for stationary ARMA-processes.
|
| 1985-06 |
H. Daduna
Repair times in a two-echelon repair system with control.
|
| 1985-05 |
E. Kremer
Reinsurance premiums under special claims number distributions.
|
| 1985-04 |
H. Daduna
Cycle times in a starlike network with state-dependent routing.
|
| 1985-03 |
H. Braun
Weak convergence of assets processes with stochastic interest
return.
|
| 1985-02 |
G. Neuhaus
Local asymptotics for one-sided linear rank statistics with estimated
score functions.
|
| 1985-01 |
J.-P. Kreiss
Estimation of the distribution function of noise in stationary ARMA-
models.
|
| 1984-06 |
G. Neuhaus
Local asymptotics for linear rank statistics with estimated score
functions.
|
| 1984-05 |
J.-P. Kreiss
On adaptive estimation and testing in ARMA-models - the multivariate
case - .
|
| 1984-04 |
E. Kremer
Finite formulae for the premium of the general reinsurance treaty based
on ordered claims.
|
| 1984-03 |
E. Kremer
Simple formulae for the premium of the LCR and ECOMOR treaties.
|
| 1984-02 |
J.-P. Kreiss
A note on M-estimation in stationary ARMA processes.
|
| 1984-01 |
J.-P. Kreiss
On adaptive estimation in stationary ARMA-processes.
|
| 1983-04 |
K. Behnen, G. Neuhaus
Two-sample adaptive rank tests under type II censoring.
|
| 1983-03 |
G. Neuhaus
Some repeated goodness of fit tests when parameters are
estimated.
|
| 1983-02 |
K. Behnen, M. Huskova
A simple algorithm for the adaption of scores and power behavior of the
corresponding rank test.
|
| 1983-01 |
E. Kremer
A class of autoregressive models for predicting the final claims
amount.
|
| 1982-08 |
E. Kremer
An asymptotic formula for the net premiums of some reinsurance
treaties.
|
| 1982-07 |
E. Kremer
Bahadur efficiency of linear rank tests - a survey.
|
| 1982-06 |
K. Mosler
Estimation under G-invariant quasi-convex-loss.
|
| 1982-05 |
E. Kremer
A distribution free bound for the premium of the LCR-treaty.
|
| 1982-04 |
K. Behnen, G. Neuhaus
Linear rank statistics with estimated scores for testing
independence.
|
| 1982-03 |
E. Kremer
On autoregressive credibility models.
|
| 1982-02 |
K. Behnen, G. Neuhaus, F. Ruymgaart
A Chernoff-Savage theorem for rank statistics with estimated scores and
rank estimators of score-functions.
|
| 1982-01 |
E. Kremer
Exponential smoothing and credibility theory.
|
| 1981-10 |
K. Behnen, G. Neuhaus
Two-sample rank tests with estimated scores and the Galton test.
|
| 1981-09 |
E. Kremer
Rating of largest claims and ECOMOR-reinsurance treaties for large
portfolios.
|
| 1981-08 |
E. Kremer
Credibility estimation for a class of evolutionary models.
|
| 1981-07 |
E. Kremer
Ein Modell zur Tarifierung von Kumul-Schadenexzedentenverträgen
in der Unfallversicherung.
|
| 1981-06 |
E. Kremer
IBNR-claims and the two-way model of ANOVA.
|
| 1981-05 |
G. Neuhaus
H -contiguity in nonparametric testing problems and sample Pitman
efficiency.
|
| 1981-04 |
E. Kremer
Das allgemeine Exposure-Verfahren zur Tarifierung von Unfall-
Schadenexzedenten-Verträgen.
|
| 1981-03 |
W.-R. Heilmann
Predictive configural frequency analysis evaluated by simultaneous
Berchtold-corrected fourfold X -tests.
|
| 1981-02 |
M. Lehnerdt
A note on optimal search and stop.
|
| 1981-01 |
W.-R. Heilmann
Statistik. Ein Einführungsvortrag.
|
| 1980-10 |
M. Lehnerdt
On the structure of discrete sequential search problems and of their
solutions.
|
| 1980-09 |
G. Hübner
Achievements and future tasks in applied stochastic decision
processes.
|
| 1980-08 |
W.-R. Heilmann
Improved methods for calculating and estimating maximal stop-loss
premiums.
|
| 1980-07 |
K. Behnen
Nichtparametrische Statistik: Zweistichproben Rangtests.
|
| 1980-06 |
E. Kremer
Bahadur efficiency at infinity of two-sample rank tests.
|
| 1980-05 |
E. Kremer
Asymptotic optimality of signed rank tests at infinity.
|
| 1980-04 |
E. Kremer
Local Bahadur efficiency of rank tests for the independence
problem.
|
| 1980-03 |
E. Kremer
Local comparison of linear rank tests in the Bahadur sense.
|
| 1980-02 |
W.-R. Heilmann
Approximations and error bounds for multistage stochastic linear programs.
Part 2: Approximation by a "larger" model.
|
| 1980-01 |
G. Neuhaus, E. Kremer
Repeated chi-square testing.
|
