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 Date (most recent changes first)


Eichler, M.: Granger causality graphs for multivariate time series.
Beitrag 64 Abstract PDF
Submitted: June 01

Ladneva, A.; Piterbarg, V.: On Double Extremes of Gaussian Stationary Processes.
Beitrag 63 Abstract PostScript
Submitted: September 00

Beran, R.: REACT Trend Estimation in Correlated Noise.
Beitrag 62 Abstract PDF
Submitted: September 99.

Beran, R.: REACT Scatterplot Smoothers: Superefficiency through Basis Economy.
Beitrag 49 Abstract PostScript
Submitted: September 98 Revised: July 99, to appear in JASA (2000).

Sawitzki, G.: Keeping Statistics Alive in Documents
Report 18 Abstract PDF
Submitted: November 99

Dahlhaus, R.; Hainz, G.: Spectral Domain Bootstrap Tests for Stationary Time Series.
Beitrag 61 Abstract PostScript
Submitted: November 99

Dahlhaus, R.; Neumann, M.: Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series.
Beitrag 60 Abstract
Published in: Stochastic Processes & Their Applications, to appear.

Dahlhaus, R.: Graphical Interaction Models for Multivariate Time Series.
Beitrag 59 Abstract PostScript
Submitted: June 99 Revised: December 99

Maercker, G.; Moser, M.: Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap.
Beitrag 58 Abstract PostScript
Submitted: June 99

Linton, O.; Mammen, E.; Nielsen, J.; Tanggaard, C.: Estimating Yield Curves by Kernel Smoothing Methods.
Beitrag 57 Abstract PostScript
Submitted: January 99

Dahlhaus, R.: A Likelihood Approximation for Locally Stationary Processes.
Beitrag 56 Abstract PostScript
Submitted: January 99

Sawitzki, G.: The Excess Mass Approach and the Analysis of Multi-Modality
Report 17 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.

Franke, J.; Kreiss, J.-P.; Moser, M.: Bootstrap Autoregressive Order Selection.
Beitrag 55 Abstract PostScript
Submitted: December 98

Chen, Z.-G.; Dahlhaus, R.; Wu, K. H. : Hidden Frequency Estimation with Data Tapers.
Beitrag 54 Abstract
Submitted: November 98

Härdle, W.; Huet, S.; Mammen, E.; Sperlich, S. : Semiparametric Additive Indices for Binary Response and Generalized Additive Models.
Beitrag 53 Abstract PostScript
Submitted: October 98.

Franke, J.; Kreiss, J.-P.; Mammen, E.; Neumann, M.H. : Properties of the Nonparametric Autoregressive Bootstrap.
Beitrag 52 Abstract PostScript
Submitted: October 98.

Polonik, W. : Concentration and Goodness-of-Fit in Higher Dimensions: (Asymptotically) Distribution-Free Methods.
Beitrag 33 Abstract
Published in: Annals of Statistics (1999), 27, 1210-1229

Mammen, E.; Marron, J.S.; Turlach, B.A.; Wand, M.P. : A General Framework for Constrained Smoothing.
Beitrag 51 Abstract PostScript
Submitted: October 98.

Carroll, R. J.; Härdle, W.; Mammen, E.: Estimation in an Additive Model when the Components are LinkedParametrically.
Beitrag 50 Abstract PostScript
Submitted: October 98.

Konakov, V.; Mammen, E.: Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions.
Beitrag 48 Abstract PostScript
Submitted: August 98.

Beran, R.: Superefficient Estimation of Multivariate Trend.
Beitrag 47 Abstract PostScript
Published in: Mathematical Methods of Statistics 8 (1999) 166--180.
Submitted: July 98.

Polonik, W.; Yao, Q.: Asymptotics of set-indexed conditional empirical processes based on dependent data.
Report 16 Abstract PostScript
Submitted: July 98.

Polonik, W.; Yao, Q.: Conditional Minimum Volume Predictive Regions For Stochastic Processes.
Report 15 Abstract
Submitted: January 98, to appear in JASA 2000

Brockwell, P.J.; Dahlhaus, R.: Generalized Durbin-Levinson and Burg Algorithms.
Beitrag 35 Abstract PostScript
Submitted: January 98

Mammen, E.; Linton, O.; Nielsen, J.: The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions.
Beitrag 46 Abstract PostScript
Submitted: January 98.

Mammen, E. : Resampling Methods for Curve Estimation.
Beitrag 45 Abstract
Submitted: January 1998. To appear in Smoothing and Regression. Approaches, Computation and Application (M. G. Schimek, edit.), Wiley, New York.

Mammen, E.; Tsybakov, A. B. : Smooth Discrimination Analysis.
Beitrag 44 Abstract
Submitted: January 1998.

Mammen, E.; Thomas-Agnan, C. : Smoothing Splines and Shape Restrictions.
Beitrag 43 Abstract
Submitted: January 98. Discussion paper, Sonderforschungsbereich 373, Berlin.

Franke, J.; Kreiss, J.-P.; Mammen, E. : Bootstrap of Kernel Smoothing in Nonlinear Time Series.
Beitrag 42 Abstract
Submitted: January 98. Discussion paper, Sonderforschungsbereich 373, Berlin.

Gijbels, I.; Park, B. U. ; Mammen, E.; Simar, L. : On Estimation of Monotone and Concave Frontier Functions.
Beitrag 41 Abstract
Submitted: January 98. Discussion paper, Institut de Statistique and CORE, Louvain-la-Neuve.

Konakov, V.; Mammen, E. : The Shape of Kernel Density Estimates in Higher Dimensions.
Beitrag 40 Abstract
Published in: Mathematical Methods of Statisitcs 6, 440 - 464.

Fan,J.; Härdle, W.; Mammen, E. : Direct Estimation of Low Dimensional Components in Additive Models.
Beitrag 38 Abstract
Submitted: January 98. To appear in Ann. Statist.

Mammen, E.; Marron, J.S.: Mass Recentered Kernel Smoothers.
Beitrag 37 Abstract
Published in: Biometrika 84, 765 - 778

Mammen, E.; Park, B.: Optimal Smoothing in Adaptive Location Estimation.
Beitrag 36 Abstract
Published in: J. Stat. Plann. Inference 58, 333-348.

Erlenmaier, U.: A New Criterion for Tightness of Stochastic Processes and an Application to Markov Processes.
Report 14 Abstract PostScript
Submitted: October 97. Revised: November 97.

Dümbgen; L.; Tyler, D.: On the Breakdown Properties of Two M-Functionals of Scatter.
Report 13 Abstract PostScript
Submitted: September 97.

Dümbgen, L.: Symmetrization and Decoupling of Combinatorial Random Elements.
Report 12 Abstract
Published in: Statistics & Probability Letters 39 (1998), 355-361.

Härdle, W.; Mammen, E.; Müller, M. : Testing Parametric versus Semiparametric Modelling in Generalized Linear Models.
Beitrag 39 Abstract PostScript
Submitted: January 1998. Discussion paper, Sonderforschungsbereich 373, Berlin.

Falguerolles, A. de; Friedrich, F.; Sawitzki, G.: A Tribute to J. Bertin's Graphical Data Analysis.
Beitrag 34 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.

Dümbgen, L.; Zerial, P.: Remarks on Low-Dimensional Projections of High-Dimensional Distributions
Report 11 Abstract PostScript
Submitted: December 96

Dümbgen, L. : New Goodness-of-Fit Tests and their Application toNonparametric Confidence Sets
Beitrag 32 Abstract
Published in: Ann. Stat. 1998, Vol. 26, No. 1, 288-314.

Beran, R.; Dümbgen, L. : Modulation Estimators and Confidence Sets.
Beitrag 31 Abstract PostScript
Published in: Annals of Statistics 26 (1998), pp. 1826-1856

Sawitzki, G.: New Directions in Programming Environments: Extensible Software.
Report 10 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

Dahlhaus, R.; Neumann, M.H.; Sachs, R.v.: Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes.
Report 9 Abstract

Thumfart, A. : Discrete Evolutionary Spectra and their Application to a Theoryof Pitch Perception.
Beitrag 30 Abstract PostScript
Submitted: November 95.

Sawitzki, G. : Extensible Statistical Software: On a Voyage to Oberon.
Report 6 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.)

Müller, D.W. : A Backward-Induction Algorithm for Computing the best ConvexContrast of two Bivariate Samples.
Beitrag 29 Abstract
Submitted: October 95, to appear in Journal of Computational & Graphical Statistics.

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

Mammen, E. : Bootstrap, Wild Bootstrap and Generalized Bootstrap.
Beitrag 11 Abstract PostScript
Submitted: August 93. Revised: June 95.

Giraitis, L.; Robinson, P.M.; Samarov, A.: Rate Optimal Semiparametric Estimationof the Memory Parameter of the Gaussian Time Series with Long Range Dependence.
Beitrag 28 Abstract PostScript
Submitted: May 95.

Eichler, M. : Empirical Spectral Processes and their Applications to StationaryPoint Processes.
Beitrag 26 Abstract PostScript
Published in: Annals of Applied Probability 5 (1995), 1161-1176.

Sawitzki, G. : Diagnostic Plots for One-Dimensional Data.
Report 8 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.

Dümbgen, L. : The Asymptotic Behavior of Tyler's M-Estimatorof Scatter in High Dimension.
Beitrag 23 Abstract PostScript
Submitted: December 94. Revised: May 97. To appear (partly) in Ann. Inst. Statist. Math. 50 (1998), pp. 471-491

Dahlhaus, R. : Maximum Likelihood Estimation and Model Selection for Nonstationary Processes.
Report 7 Abstract
Published in: J. Nonparam. Statist. 6 (1996), 171 - 191.

Dahlhaus, R. : On the Kullback-Leibler Information Divergence of LocallyStationary Processes.
Beitrag 27 Abstract
Published in: Stochastic Processes and their Applications 62 (1996), 139-168.

Dahlhaus, R.; Janas, D. : Efron's Bootstrap for Ratio Statistics in Time Series Analysis.
Beitrag 13 Abstract PostScript
Published in: The Annals of Statistics (1996), Vol. 24, No. 5, p. 1934-1963.

Dahlhaus, R. : Fitting Time Series Models to Nonstationary Processes.
Beitrag 4 Abstract PostScript
Published in: The Annals of Statistics (1997), Vol. 25, No. I, 1-37.

Giraitis, L.; Leipus, R.; Surgailis, D. : The Change-point Problem for Dependent Observations.
Beitrag 25 Abstract PostScript
Submitted: December 94.

Giraitis, L.; Surgailis, D. : A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence.
Beitrag 24 Abstract PostScript
Submitted: December 94.

Beran, R. : Bootstrap Variable-Selection and Confidence Sets.
Beitrag 22 Abstract PostScript
Submitted: November 94.

Dahlhaus, R.; Wefelmeyer, W.: Asymptotically Optimal Estimation in Misspecified Time Series Models.
Beitrag 21 Abstract PostScript
Published in: Ann. Statist. 24, 952-974.

Dümbgen, L. : Likelihood Ratio Tests for Principal Components.
Report 4 Abstract
Published in: J. Multivariate Anal. 52 (1995), p. 245-258

Sawitzki, G. : Testing Numerical Reliability of Data Analysis Systems.
Report 1 Abstract PDF
Published in: Computational Statistics and Data Analysis 18.2(1994), p. 269-301.

Polonik, W. : Minimum Volume Sets and Generalized Quantile Processes.
Beitrag 20 Abstract
Published in: Stochastic Processes and Appl. (1997), 69, 1-24.

Dümbgen, L. : A Simple Proof and Refinement of Wielandt's Eigenvalue Inequality.
Report 5 Abstract
Published in: Statistics & Probability Letters 25 (1995), 113-115.

Hainz, G. : The Asymptotic Properties of Burg Estimators.
Beitrag 18 Abstract PostScript
Submitted: January 94.

Giraitis, L.; Leipus, R. : A Generalized Fractionally Differencing Approach inLong-Memory Modelling.
Beitrag 17 Abstract PostScript
Submitted: November 93.

Dümbgen, L. : Minimax Tests for Convex Cones.
Beitrag 16 Abstract
Published in: Ann. Inst. Statist. Math. 47 (1995), p. 155-165.

Sawitzki, G. : The NetWork Project: Asynchronous Distributed Computingon Personal Workstations.
Report 3 Abstract PDF
Published in: develop 11 (Aug. 1992), p. 82-105.

Polonik, W. : Density Estimation under Qualitative Assumptionsin Higher Dimensions.
Beitrag 15 Abstract PostScript
Published in: J. Multivariate Anal. 55, No. 1 (1995), 61-81.

Polonik, W. : Measuring Mass Concentration and Estimating DensityContour Clusters - an Excess Mass Approach.
Beitrag 7 Abstract PostScript
Published in: Annals of Statistics, 1995, Vol. 23, No. 3, 855-881.

Beran, R. : Seven Stages of Bootstrap.
Report 2 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.

Janas, D.; Sachs, R.v.: Consistency for Non-Linear Functions of the Periodogram of Tapered Data.
Beitrag 14 Abstract PostScript
Published in: Journal of Time Series Analysis 16 (1995), 585-606.

Dümbgen, L. : Combinatorial Stochastic Processes.
Beitrag 12 Abstract
Published in: Stoch. Proc. Appl. 52 (1994), p. 75-92.

Beran, R.: Stein Estimation in High Dimensions and the Bootstrap.
Beitrag 1 Abstract PostScript
Submitted: December 92. Revised: August 93.

Geer, S. van de; Mammen, E. : Locally Adaptive Regression Splines.
Beitrag 10 Abstract
Submitted: July 93.

Janas, D. : Edgeworth Expansions for Spectral Mean Estimates withApplications to Whittle Estimates.
Beitrag 9 Abstract PostScript
Submitted: July 93.

Dahlhaus, R. : Statistical Methods in Spectral Estimation.
Beitrag 2 Abstract PostScript
Submitted: December 92. Revised: July 93.

Ehm, W.; Mammen, E.; Müller, D.W. : Power Robustification of Approximately Linear Tests.
Beitrag 8 Abstract
Submitted: June 93.

Grahn, T. : A Conditional Least Squares Approach to Bilinear Time SeriesEstimation.
Beitrag 6 Abstract PostScript
Submitted: April 93.

Hjellvik, V.; Tjostheim, D. : Nonparametric Tests for Linearity for Time Series.
Beitrag 5 Abstract
Published in: Biometrika 82, 351-368.

Müller, D.W. : The Excess Mass Approach in Statistics.
Beitrag 3 Abstract PostScript
Submitted: December 92.


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