26 Treffer für Schlagwort = "Statistik"

• Accurate and (almost) tuning parameter free inference in cointegrating regressions Reichold, Karsten ; Jentsch, Carsten [Dortmund] : SFB 823, 2020

• Asymptotics of improved generalized moments estimators for spatial autoregressive error models Drinkuth, Carsten ; Arnold, Matthias [Dortmund] : SFB 823, 2013

• Change-point detection under dependence based on two-sample U-statistics Dehling, Herold ; Fried, Roland ; García, Isabel ; Wendler, Martin [Dortmund] : SFB 823, April 9, 2013

• Confidence surfaces for the mean of locally stationary functional time series Dette, Holger ; Wu, Weichi [Dortmund] : SFB 823, 2021

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bücher, Axel ; Kojadinovic, Ivan [Dortmund] : SFB 823, 2013

• Discriminating between long-range dependence and non-stationarity Preuß, Philip ; Vetter, Mathias [Dortmund] : SFB 823, September 24, 2012

• Dose response signal detection by parametric and least squares bootstrap Bastian, Patrick ; Dette, Holger ; Kokot, Kevin ; Bornkamp, Björn ; Bretz, Frank [Dortmund] : SFB 823, 2021

• Empirical and sequential empirical copula processes under serial dependence Bücher, Axel ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• Inference on the Lévy measure in case of noisy observations Vetter, Mathias [Dortmund] : SFB 823, April 16, 2013

• Measuring stationarity in long-memory processes Sen, Kemal ; Preuß, Philip ; Dette, Holger [Dortmund] : SFB 823, 2013

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, 2011

• Nonparametric and high-dimensional functional graphical models Solea, Eftychia ; Dette, Holger [Dortmund] : SFB 823, 2021

• Nonparametric tests for constant tail dependence with an application to energy and finance Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik [Dortmund] : SFB 823, August 13, 2013

• Nonparametric tests for tail monotonicity Berghaus, Betina ; Bücher, Axel [Dortmund] : SFB 823, 2013

• A portmanteau-type test for detecting serial correlation in locally stationary functional time series Bücher, Axel ; Dette, Holger ; Heinrichs, Florian [Dortmund] : SFB 823, 2020

• R-estimation for asymmetric independent component analysis Hallin, Marc ; Mehta, Chintan [Dortmund] : SFB 823, 2013

• A serial version of Hodges and Lehmann's "6/pi result" Hallin, Marc ; Swan, Yvic ; Verdebout, Thomas [Dortmund] : SFB 823, 2013

• Signal detection in high dimension the multispiked case Onatski, Alexei ; Moreira, Marcelo J. ; Hallin, Marc [Dortmund] : SFB 823, November 6, 2012

• Stable limit theorem for U-statistic processes indexed by a random walk Franke, Brice ; Wendler, Martin [Dortmund] : SFB 823, [2012]