# Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

# Technical Reports

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Web page: http://www.statistik.tu-dortmund.de/sfb475.html

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Phone: (0231) 755-3125

Fax: (0231) 755-5284

Web page: http://www.statistik.tu-dortmund.de/sfb475.html

More information through EDIRC

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### 2004

**2004,67 Identification of Musical Instruments by means of the Hough-Transformation***by*Klefenz, Frank & Röver, Christian & Weihs, Claus**2004,66 Importance Assessment of Correlated Predictors in Business Cycles Classification***by*Enache, Daniel & Weihs, Claus**2004,65 KMC/EDAM : A new approach for the visualization of K-Means Clustering results***by*Weihs, Claus & Luebke, Karsten & Raabe, Nils**2004,64 Robust Trend Estimation for AR(1) Disturbances***by*Fried, Roland & Gather, Ursula**2004,63 Pareto-Optimality and Desirability Indices***by*Trautmann, Heike & Weihs, Claus**2004,62 Pricing of options under different volatility models***by*Herzberg, Markus & Sibbertsen, Philipp**2004,61 A Nonparametric Multivariate Control Chart Based on Data Depth***by*Messaoud, Amor & Weihs, Claus & Hering, Franz**2004,60 Monitoring of the BTA Deep Hole Drilling Process Using Residual Control Charts***by*Weihs, Claus & Theis, Winfried & Messaoud, Amor & Hering, Franz**2004,59 Breakdown and Groups II***by*Davies, P. Laurie & Gather, Ursula**2004,58 A rule of thumb for the economic capital of a large credit portfolio***by*Weißbach, Rafael**2004,57 Uniform approximation of eigenvalues in Laguerre and Hermite beta-ensembles by roots of orthogonal polynomials***by*Imhof, Lorens A. & Dette, Holger**2004,56 A Simple Method For Estimating Conditional Probabilities For SVMs***by*Rüping, Stefan**2004,55 Learning feature extraction for learning from audio data***by*Mierswa, Ingo & Morik, Katharina**2004,54 Regression depth and support vector machine***by*Christmann, Andreas**2004,53 Online signal extraction by robust linear regression***by*Gather, Ursula & Schettlinger, Karen & Fried, Roland**2004,52 Non-parametric vertical box control chart for monitoring the mean***by*Rafajlowicz, Ewaryst & Pawlak, Mirosław & Steland, Ansgar**2004,51 A central limit theorem for realised power and bipower variations of continuous semimartingales***by*Barndorff-Nielsen, Ole Eiler & Graversen, Svend Erik & Jacod, Jean & Podolskij, Mark**2004,50 Random walks with drift : a sequential approach***by*Steland, Ansgar**2004,49 Insurance: an R-Program to Model Insurance Data***by*Marin-Galiano, Marcos & Christmann, Andreas**2004,48 Specification tests indexed by bandwidths***by*Dette, Holger & Hetzler, Benjamin**2004,47 On Nearly Balanced Designs for Sensory Trials***by*Kunert, Joachim & Sailer, Oliver**2004,46 Modified repeated median filters***by*Bernholt, Thorsten & Fried, Roland & Gather, Ursula & Wegner, Ingo**2004,45 Recognizing mathematical talent : an approach using discriminant analysis***by*Gebel, Meike & Sibbertsen, Philipp**2004,44 Methods and algorithms for robust filtering***by*Fried, Roland & Gather, Ursula**2004,43 The desirability index as an instrument for multivariate process control***by*Trautmann, Heike**2004,42 On the estimation of a monotone conditional variance in nonparametric regression***by*Dette, Holger & Pilz, Kay F.**2004,41 Comparison of the toxicokinetics of daidzein and bisphenol A in pregnant and non-pregnant DA/Han rats***by*Selinski, Silvia & Degen, Gisela H.**2004,40 Optimal designs for dose-response models with restricted design spaces***by*Dette, Holger & Biedermann, Stefanie & Zhu, Wei**2004,39 Comparing Time Series from Experiments with and without Spiralling***by*Busse, Anja M. & Theis, Winfried**2004,38 Bootstrap tests for the error distribution in linear and nonparametric regression models***by*Nagel, Eva-Renate & Dette, Holger & Neumeyer, Natalie**2004,37 Lyapunov exponent for stochastic time series***by*Weihs, Claus & Busse, Anja M.**2004,36 Design of experiments for the Monod model : robust and efficient designs***by*Pepelyshev, Andrey & Melas, Viatcheslav B. & Strigul, Nikolay & Dette, Holger**2004,35 How to confuse with statistics or: the use and misuse of conditional probabilities***by*Gigerenzer, Gerd & Krämer, Walter**2004,34 Validating multiple structural change models : A case study***by*Kleiber, Christian & Zeileis, Achim**2004,33 The cost for the default of a loan : Linking theory and practice***by*Sibbertsen, Philipp & Weißbach, Rafael**2004,32 Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing***by*Vetter, Mathias & Podolskij, Mark & Dette, Holger**2004,31 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated***by*Sibbertsen, Philipp & Krämer, Walter**2004,30 Application and Use of Multivariate Control Charts In a BTA Deep Hole Drilling Process***by*Hering, Franz & Weihs, Claus & Theis, Winfried & Messaoud, Amor**2004,29 A Note on the Dimension of the Projection Space in a Latent Factor Regression Model with Application to Business Cycle Classification***by*Weihs, Claus & Luebke, Karsten**2004,28 Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise***by*Scholz, Achim & Neumeyer, Natalie & Munk, Axel**2004,27 On the Equivalence of Optimality Design Criteria for the Placebo-Treatment Problem***by*Wong, Weng Kee & Dette, Holger & Zhu, Wei**2004,26 On a Heuristic Analysis of Highly Fractionated 2n Factorial Experiments***by*Kunert, Joachim & Auer, Corinna**2004,25 Optimal designs for 3D shape analysis with spherical harmonic descriptors***by*Pepelyshev, Andrey & Melas, Viatcheslav B. & Dette, Holger**2004,24 Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function***by*Wong, Weng Kee & Melas, Viatcheslav B. & Dette, Holger**2004,23 Uncertainty of the optimum influence factor levels in multicriteria optimization using the concept of desirability***by*Trautmann, Heike & Weihs, Claus**2004,22 A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and Applications***by*Weißbach, Rafael**2004,21 A comparative study of monotone nonparametric kernel estimates***by*Pilz, Kay F. & Dette, Holger**2004,20 Locally D-optimal Designs for Exponential Regression***by*Wong, Weng Kee & Melas, Viatcheslav B. & Dette, Holger**2004,19 Some robust design strategies for percentile estimation in binary response models***by*Dette, Holger & Biedermann, Stefanie & Pepelyshev, Andrey**2004,18 The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities***by*Braess, Dietrich & Dette, Holger**2004,17 A note on the Bickel-Rosenblatt test in autoregressive time series***by*Bachmann, Dirk & Dette, Holger**2004,16 On a strategy to develop robust and simple tariffs from motor vehicle insurance data***by*Christmann, Andreas**2004,15 Finite sample of the Durbin-Watson test against fractionally integrated disturbances***by*Kleiber, Christian & Krämer, Walter**2004,14 Hierarchical Bayes statistical analyses for a calibration experiment***by*Landes, Reid & Loutzenhiser, Peter & Vardeman, Stephen**2004,13 On the functional approach to optimal designs for nonlinear models***by*Melas, Viatcheslav B.**2004,12 A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation***by*Weißbach, Rafael & Gefeller, Olaf**2004,11 A computer intensive method for choosing the ridge parameter***by*Lübke, Karsten & Czogiel, Irina & Weihs, Claus**2004,10 Repeated median and hybrid filters***by*Fried, Roland & Bernholt, Thorsten & Gather, Ursula**2004,09 NP-optimal kernels for nonparametric sequential detection rules***by*Steland, Ansgar**2004,08 Efficient design of experiment for exponential regression models***by*Dette, Holger & Martinez Lopez, Ignacio & Ortiz Rodriguez, Isabel M. & Pepelyshev, Andrey**2004,07 Qualitätsvergleiche bei Kreditausfallprognosen***by*Krämer, Walter**2004,06 Statistics, dynamics and quality: Improving BTA-deep-hole drilling***by*Theis, Winfried & Webber, Oliver & Weihs, Claus**2004,05 Modelling correlations in portfolio credit risk***by*Rosenow, Bernd & Weißbach, Rafael & Altrock, Frank**2004,04 A sufficient condition related to mistaken intuition about adjusted sums-of-squares in linear regression***by*Morris, Max D. & Vardeman, Stephen B.**2003,33 The expected sample variance of uncorrelated random variables with a common mean and applications in unbalanced random effects models***by*Vardeman, Stephen B. & Wendelberger, Joanne R.

### 2003

**2004,03 Jump-preserving monitoring of dependent time series using pilot estimators***by*Steland, Ansgar**2004,02 A note on testing the covariance matrix for large dimension***by*Birke, Melanie & Dette, Holger**2004,01 A note on nonparametric estimation of the effective dose in quantal bioassay***by*Dette, Holger & Neumeyer, Natalie & Pilz, Kay F.**2003,44 Comparison of the empirical bayes and the significance analysis of microarrays***by*Schwender, Holger & Krause, Andreas & Ickstadt, Katja**2003,43 Development programs for one-shot systems using multiple-state design reliability models***by*Shevasuthislip, Suntichai & Vardeman, Stephen B.**2003,42 Sheppard's correction for variances and the quantization noise model***by*Vardeman, Stephen B.**2003,41 Design of experiments for microbiological models***by*Dette, Holger & Melas, Viatcheslav B. & Strigul, Nikolay**2003,40 HY-A-PARCH: A stationary A-PARCH model with long memory***by*Schoffer, Olaf**2003,39 Likelihood-based statistical estimation from quantized data***by*Vardeman, Stephen B. & Lee, Chiang-Sheng**2003,38 Calibration, error analysis, and ongoing measurement process monitoring for mass spectrometry***by*Vardeman, Stephen B. & Wendelberger, Joanne R. & Wang, Lily**2003,37 Locally E-optimal designs for exponential regression models***by*Dette, Holger & Melas, Viatcheslav B. & Pepelyshev, Andrey**2003,36 Bayesian and maximin optimal designs for heteroscedastic regression models***by*Dette, Holger & Haines, Linda M. & Imhof, Lorens A.**2003,35 Maximin optimal designs for the compartmental model***by*Biedermann, Stefanie & Dette, Holger & Pepelyshev, Andrey**2003,34 Engineering statistics***by*Vardeman, Stephen B.**2003,32 Finite sample performance of sequential designs for model identification***by*Dette, Holger & Kwiecien, Robert**2003,31 Has the accuracy of German macroeconomic forecasts improved?***by*Heilemann, Ullrich & Stekler, H. O.**2003,30 Robust filtering of time series with trends***by*Fried, Roland H.**2003,29 Numerical construction of maximin optimal designs for binary response models***by*Biedermann, Stefanie & Dette, Holger**2003,28 On detecting jumps in time series: Nonparametric setting***by*Pawlak, Mirek & Rafajlowicz, Ewaryst & Steland, Ansgar**2003,27 Optimal sequential kernel detection for dependent processes***by*Steland, Ansgar**2003,26 A simple nonparametric estimator of a monotone regression function***by*Dette, Holger & Neumeyer, Natalie & Pilz, Kay F.**2003,25 A note on testing symmetry of the error distribution in linear regression models***by*Neumeyer, Natalie & Dette, Holger & Nagel, Eva-Renate**2003,24 Evaluating probability forecasts in terms of refinement and strictly proper scoring rules***by*Krämer, Walter**2003,23 Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P***by*Krämer, Walter & Güttler, André**2003,22 A power comparison between nonparametric regression tests***by*Zhang, Chunming & Dette, Holger**2003,21 Efficient experimental design for the Behrens-Fisher problem with application to bioassay***by*Dette, Holger & O'Brien, Timothy E.**2003,20 Comparison of separable components in different samples***by*Neumeyer, Natalie & Sperlich, Stefan**2003,19 Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives***by*Steland, Ansgar**2003,18 An investigation of humus disintegration by spatial-temporal regression analysis***by*Fried, Roland H.**2003,17 An introduction to Markov chains for interested high school students***by*Halverscheid, Stefan & Sibbertsen, Philipp**2003,16 Distinguishing between long-range dependence and deterministic trends***by*Sibbertsen, Philipp & Venetis, Ioannis**2003,15 On robustness properties of convex risk minimization methods for pattern recognition***by*Christmann, Andreas & Steinwart, Ingo**2003,14 Application of the disposition model to breast cancer data***by*Odai, Reginald N. O. & Urfer, Wolfgang & Kötting, Joachim & Bonney, George E.**2003,13 An experiment to compare the combined array and the product array for robust parameter design***by*Kunert, Joachim & Auer, Corinna & Erdbrügge, Martina & Göbel, Roland**2003,12 Outlier identification rules for generalized linear models***by*Kuhnt, Sonja & Pawlitschko, Jörg**2003,11 Testing for symmetric error distribution in nonparametric regression models***by*Neumeyer, Natalie & Dette, Holger**2003,10 Maximin and Bayesian optimal designs for regression models***by*Dette, Holger & Haines, Linda M. & Imhof, Lorens A.**2003,09 An note on the maximization of matrix valued Hankel determinants with application***by*Dette, Holger & Studden, W. J.**2003,08 On robust and efficient designs for risk estimation in epidemiologic studies***by*Dette, Holger**2003,07 Approximating data and statistical procedures. I. Approximating data***by*Davies, P. L.**2003,06 Latent variable analysis and partial correlation graphs for multivariate time series***by*Fried, Roland & Didelez, Vanessa**2003,05 Estimation of the mean AUC of the xenoestrogens daidzein, bisphenol A, and p-tert-octylphenol***by*Selinski, Silvia & Degen, Gisela H.**2003,04 Support vector machines and learning about time***by*Rüping, Stefan & Morik, Katharina**2003,03 A note on maximin and Bayesian D-optimal designs in weighted polynomial regression***by*Biedermann, Stefanie & Dette, Holger**2003,02 Dimension reduction for time series from intensive care***by*Lanius, Vivian & Gather, Ursula**2003,01 Prediction of notes from vocal time series produced by singing voice***by*Garczarek, Ursula & Weihs, Claus & Ligges, Uwe

### 2002

**2002,70 Nonparametric analysis of replicated microarray experiments***by*Gannoun, Ali & Saracco, Jérôme & Urfer, Wolfgang & Bonney, George E.**2002,69 Model selection strategies for experiments with dispersion effects: Transformations vs. generalized linear Models***by*Erdbrügge, Martina**2002,68 On the online detection of monotonic trends in time series***by*Fried, Roland & Imhoff, Michael**2002,67 Outliers and influence points in German business cycles***by*Zucknick, Manuela & Weihs, Claus & Garczarek, Ursula**2002,66 Correlated Weibull regression model for multivariate binary data***by*Odai, Reginald N. O. & Joachim, Kötting & Kwagyan, John & Bonney, George E. & Urfer, Wolfgang**2002,65 Univariate characterization of the German business cycle 1955-1994***by*Weihs, Claus & Garczarek, Ursula**2002,64 Optimal designs for a class of nonlinear regression models***by*Dette, Holger & Melas, Viatcheslav B. & Pepelyshev, Andrey**2002,63 A note on one-sided nonparametric analysis of covariance by ranking residuals***by*Neumeyer, Natalie & Dette, Holger**2002,62 Implementing a new method for discriminant analysis when group covariance matrices are nearly singular***by*Theis, Winfried & Röver, Christian & Pouwels, Britta**2002,61 Sequence-structure alignment using a statistical analysis of core models and dynamic programming***by*Brunnert, Marcus & Fischer, Paul & Urfer, Wolfgang**2002,60 Design of experiments for static influences on harmonic processes***by*Theis, Winfried**2002,59 Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory***by*Meyners, Michael**2002,58 Methods to analyse sensory profiling data - a comparison***by*Meyners, Michael**2002,57 Breakdown and groups***by*Davies, P. Laurie & Gather, U.**2002,56 The robustness of the F-test to spatial autocorrelation among regression disturbances***by*Krämer, Walter**2002,55 The one-way-table***by*Davies, Laurie**2002,54 Statistical procedures and robust statistics***by*Davies, P. Laurie**2002,53 Densities, spectral densities and modality***by*Davies, P. Laurie & Kovac, A.**2002,52 Efficient kernel calculation for multirelational data***by*Rüping, Stefan**2002,51 Support vector machines in relational databases***by*Rüping, Stefan**2002,50 On the ordering of probability forecasts***by*Krämer, Walter**2002,49 The design of replicated difference tests***by*Meyners, Michael & Brockhoff, Per Bruun**2002,48 Modellierung der Bohrgüte in Abhängigkeit von den Fertigungsparametern beim BTA-Tiefbohren***by*Theis, Winfried & Webber, Oliver**2002,47 The weak Pareto law and regular variation in the tails***by*Krämer, Walter & Ziebach, Thorsten**2002,46 Generating schemes for long memory processes: Regimes, aggregation and linearity***by*Davidson, James & Sibbertsen, Philipp**2002,45 Population toxicokinetics of ethylene: Models and validation of first order assumptions on kinetic processes***by*Selinski, Silvia & Quinke, Barbara & Golka, Klaus & Bolt,Hermann M. & Urfer, Wolfgang**2002,44 Robust estimation of scale for local linear temporal trends***by*Fried, Roland & Gather, Ursula**2002,43 Computing the update of the repeated median regression line in linear time***by*Bernholt, Thorsten & Fried, Roland**2002,42 Robust estimation of Cronbach's alpha***by*Christmann, Andreas & Aelst, Stefan van**2002,41 Nonparametric modeling approach for discovering differentially expressed genes in replicated microarray experiments***by*Gannoun, Ali & Saracco, Jérôme & Urfer, Wolfgang & Bonney, George E.**2002,40 On optimal spatial subsample size for variance estimation***by*Nordman, Daniel J. & Lahiri, Soumendra N.**2002,39 Testing and dating of structural changes in practice***by*Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt**2002,38 Statistical analysis of sequence-structure alignment scores***by*Brunnert, Marcus & Thiele, Ralf & Mevissen, Heinz-Theodor & Urfer, Wolfgang**2002,37 Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression***by*Krämer, Walter**2002,36 Identification of conserved regions and determination of relationships in protein families by self-organizing maps***by*Grimmenstein, Isabelle M. & Andrade, Miguel A. & Urfer, Wolfgang**2002,35 Sensitivity of graphical modeling against contamination***by*Kuhnt, Sonja & Becker, Claudia**2002,34 Maximin and Bayesian optimal designs for linear and non-linear regression models***by*Dette, Holger & Haines, Linda M. & Imhof, Lorens A.**2002,33 Standardized maximin E-optimal designs for the Michaelis Menten model***by*Dette, Holger & Melas, Viatcheslav B. & Pepelyshev, Andrey**2002,32 A multiplicative concept for random utility***by*Brilon, Werner & Dette, Holger**2002,31 A comparison of sequential and non-sequential designs for discrimination between nested regression models***by*Dette, Holger & Kwiecien, Robert**2002,30 Die Bewertung und der Vergleich von Kreditausfall-Prognosen***by*Krämer, Walter**2002,29 Classifying US business cycles 1948 to 1997: Meyer/Weinberg revisited***by*Heilemann, Ullrich & Münch, Heinz Josef**2002,28 A note on the general solution for a projection matrix in latent factor models***by*Groß, Jürgen & Lübke, Karsten & Weihs, Claus**2002,27 Hidden Markov models and neural networks: Identifying signal peptides and transmembrane protein topology***by*Sousa, Lisete & Santos, Mário & Turkman, Maria Antónia Amaral & Urfer, Wolfgang**2002,26 The concentration centroid minimum distance clustering criterion***by*Zerbst, Matthias & Tschiersch, Lars**2002,25 Efficient design of experiments in the Monod model***by*Dette, Holger & Viatcheslav, B. Melas & Pepelyshev, Andrey & Strigul, Nikolai**2002,24 Quadrature formulas for matrix measures - a geometric approach***by*Dette, Holger & Studden, William J.**2002,23 Application of hidden Markov models for the identification of short protein repeats***by*Bongardt, Friedhelm & Vetter, Ingrid & Urfer, Wolfgang**2002,22 Scatterplot3d - an R package for visualizing multivariate data***by*Ligges, Uwe & Mächler, Martin**2002,21 Comparing classifiers in standardized partition spaces using experimental design***by*Garczarek, Ursula & Weihs, Claus**2002,20 Stability of multivariate representation of business cycles over time***by*Weihs, Claus & Garczarek, Ursula**2002,19 An inductive logic programming approach to the classification of phases in business cycles***by*Morik, Katharina & Rüping, Stefan**2002,18 Incremental learning with support vector machines***by*Rüping, Stefan**2002,17 Decomposability and selection of graphical models for multivariate time series***by*Fried, Roland & Didelez, Vanessa**2002,16 A confidence interval to combined univariate economic forecasts***by*Hartung, Joachim & Argaç, Doğan**2002,15 Determination of optimal prediction oriented multivariate latent factor models using loss functions***by*Weihs, Claus & Hothorn, Torsten**2002,14 Canonical moments, orthogonal polynomials with application to statistics***by*Dette, Holger**2002,13 Clustering of business cycles in optimal directions found by SIR and DAME***by*Becker, Claudia & Theis, Winfried**2002,12 Robust and efficient designs for the Michaelis-Menten model***by*Dette, Holger & Biedermann, Stefanie**2002,11 Detection of locally stationary segments in time series: Algorithms and applications***by*Ligges, Uwe & Weihs, Claus & Hasse-Becker, Petra**2002,10 The advanced-maximum-linkage clustering-algorithm***by*Tschiersch, Lars & Zerbst, Matthias**2002,09 Lorenz ordering of order statistics from log-logistic and related distributions***by*Kleiber, Christian**2002,08 Strategies for multi-response parameter design using loss functions and joint optimization plots***by*Erdbrügge, Martina & Kuhnt, Sonja**2002,07 Monitoring structural change in dynamic econometric models***by*Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt**2002,06 Concepts of outlyingness for Various data structures***by*Gather, Ursula & Kuhnt, Sonja & Pawlitschko, Jörg**2002,05 Some methodological aspects of validation of models in nonparametric regression***by*Dette, Holger & Munk, Axel**2002,04 Regression approach to the linear combination of multivariate forecasts***by*Troschke, Sven-Oliver**2002,03 Scalar mean square error optimal linear combination of multivariate forecasts***by*Troschke, Sven-Oliver**2002,02 Robust signal extraction for on-line monitoring data***by*Davies, P. Laurie & Fried, Roland & Gather, Ursula

### 2001

**2002,01 A note on a specification test for time series models based on spectral density estimation***by*Dette, Holger & Spreckelsen, Ingrid**2001,49 Secondary structure classification of amino-acid sequences using state-space modeling***by*Brunnert, Marcus & Krahnke, Tillmann & Urfer, Wolfgang**2001,47 Relating principal component analysis on merged data sets to a regression approach***by*Meyners, Michael & Qannari, El Mostafa**2001,46 A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1] and [0,∞]***by*Dette, Holger & Studden, William J.**2001,45 The complexity of computing the MCD-estimator***by*Bernholt, Thorsten & Fischer, Paul**2001,44 On the number of perceivers in a triangle test with replications***by*Meyners, Michael**2001,43 SVM kernels for time series analysis***by*Rüping, Stefan**2001,42 Long-memory in volatilities of German stock returns***by*Sibbertsen, Philipp**2001,41 Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials***by*Dette, Holger**2001,40 Outlier detection in experimental data using a modified Hampel identifier***by*Selinski, Silvia & Becker, Claudia**2001,39 Log-periodogram estimation of the memory parameter of a long-memory process under trend***by*Sibbertsen, Philipp**2001,38 Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins***by*Lohre, Michael & Sibbertsen, Philipp**2001,37 Long memory vs. structural change in financial time series***by*Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian**2001,36 Robust estimation of the location parameter from a two-parameter exponential distribution***by*Pawlitschko, Jörg**2001,35 E-optimal designs in Fourier regression models on a partial circle***by*Dette, Holger & Melas, Viatcheslav B.**2001,34 Some comments on specification tests in nonparametric absolutely regular processes***by*Dette, Holger & Spreckelsen, Ingrid**2001,33 A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models***by*Dette, Holger & Grigoriev, Yuri**2001,32 Small sample properties of tests on homogeneity in one-way Anova and meta-analysis***by*Hartung, Joachim & Argaç, Doğan & Makambi, Kepher H.**2001,31 Standardizing the comparison of partitions***by*Sondhauss, Ursula & Weihs, Claus**2001,30 The hidden logistic regression model***by*Rousseeuw, Peter J. & Christmann, Andreas