Publikationen
Inhaltsverzeichnis
Preprints
- Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process
arXiv:2207.07947 https://doi.org/10.48550/arXiv.2207.07947 - On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics
arXiv:2306.08358 doi.org/10.48550/arXiv.2306.08358 - Supremal inequalities for convex M-estimators with applications to complete and quick convergence
arXiv:2311.17623 https://doi.org/10.48550/arXiv.2311.17623 - Weak convergence of probability measures on hyperspaces with the upper Fell topology
https://arXiv:2403.18798v1 https://doi.org/10.48550/arXiv.2403.18798
Publikationen
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Weak convergence of probability measures on hyperspaces with the upper Fell topology
https://rdcu.be/dW7CR
https://doi.org/10.1007/s41980-024-00927-3 -
On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics
European Journal of Mathematics 10, 14 (2024)
doi.org/10.1007/s40879-024-00728-2
https://rdcu.be/dyiDP (open access) -
Distributional hyperspace-convergence of argmin-sets in convex M-estimation
Theor. Probability and Math. Statist. 109 (2023), 3-35
doi.org/10.1090/tpms/1195 -
Exact and asymptotic goodness-of-fit tests based on the maximum
and its location of the empirical process
Brazilian Journal of Probability and Statistics, 37, 1 (2023), 140–154
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On the locations of maxima and minima in a sequence of exchangeable random variables
Theor. Probability and Math. Statist. 105 (2021), 35-50
doi.org/10.1090/tpms/1154 - A continuous mapping theorem for the Argmin-set functional with applications to convex stochastic processes
Kybernetika 57, 3 (2021) , 426–445
doi.org/10.14736/kyb-2021-3-0426 - Weak convergence of probability measures to Choquet capacity functionals
Turkish Journal of Mathematics 42 (2018), 1747-1764
doi:10.3906/mat-1705-106 - On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
Statistics and Probability Letters 134 (2018), 63-69
doi: 10.1016/j.spl.2017.10.008 - Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models
In: From Statistics to Mathematical Finance. Festschrift in Honour of Winfried Stute
Eds.: D. Ferger, W. Gonzáles Manteiga, Th. Schmidt, J-L. Wang
Springer-Verlag (2017), 129–156 - Mitherausgeber des Buches:
From Statistics to Mathematical Finance. Festschrift in Honour of Winfried Stute
Eds.: D. Ferger, W. Gonzáles Manteiga, Th. Schmidt, J-L. Wang
Springer-Verlag (2017)
doi: 10.1007/978-3-319-50986-0 - (gemeinsam mit John Venz, TU Dresden)
Density Estimation via best L2–Approximation on Classes of step functions
Kybernetica 53, 2 (2017), 198–219
doi: 10.14736/kyb-2017-2-0198 - Arginf–stets of multivariate cadlag processes and their convergence in hyperspace topologies
Theory of Stochastic processes 20 (36) (2015), 13–41
PDF - (gemeinsam mit Daniel Tillich, TU Dresden)
Estimation of rating classes and default probabilities in credit risk models with dependencies
Applied Stochastic Models in Business and Industry (2014), 20 Seiten
(wileyonlinelibrary.com) doi: 10.1002/asmb.2089 - Optimal constants in the Marcinkiewicz–Zygmund inequalities
Statistics and Probability Letters 84 (2014), 96–101 - Moment equalities for sums of random variables via interger partitions and Fraà di Bruno's formula
Turkish Journal of Mathematics 38 (2014), 558–575 - (with Kay Adam, TU Dresden)
Estimation of Crossing Points of Continuous Distribution Functions
Economic Quality Control 27 (2012), 143-176
doi: 10.1515/eqc-2013-0002 - (with Jens Klotsche and Ulrike Lüken, TU Dresden)
Estimation and testing of crossing-points in fixed-design regression
Statistica Neerlandica 66 (2012), 380-412
doi: 10.1111/j.1467-9574.2012.00521.x - (with Jens Klotsche et.al.)
Binary regression: Total gain in positive and negative predictive values
Biometrical Journal 54 (2012), 808-823
doi: 10.1002/bimj.201100104 - On the Argmin-sets of stochastic processes and their distributional convergence in Fell-type topologies
Kybernetika 47 (2011), 955-968 - (with M. Scholz, Universität Göttingen)
Limit distributions of V- and U- statistics in terms of multiple stochastic Wiener-type integrals
Journal of Multivariate Analysis 102(2011), 306-314
doi: 10.1016/j.jmva.2010.09.006 - Minimum distance estimation in normed linear spaces with Donsker-classes
Mathematical Methods in Statistics 19 (2010), 246-266
doi: 10.3103/S1066530710030038 - (with J. Klotsche, TU Dresden)
Estimation of split-points in binary regression
Statistics & Decisions 27 (2009), 1001-1044
doi: 10.1524/stnd.2009.1023 - (with D. Vogel, Universität Dortmund)
Weak convergence of the empirical process and the rescaled empirical process in the Skorokhod product space
Teoriya Veroyatnostei i ee Primeneniya 54:4 (2009), 750-770 - (with J. Klotsche, L. Pieper, J. Rehm, H.-J. Wittchen, TU Dresden)
A novel nonparametric approach for estimating cut-offs in continuous risk indicators with applications to diabetes epidemiology
BMC Mathematical Research Methodology (2009) 9:63
doi: 10.1186/1471-2288-9-63 - Stochastische Prozesse mit Strukturbrüchen
Dresdner Schriften zur Mathematischen Stochastik 7/2009
( PDF) - Argmax- stable marked empirical processes
Statistics and Probability Letters 79 (2009) 1203-1206 - (with C. Schmidt et. al., Klinikum Carl-Gustav Carus, TU Dresden)
Pupil diameter in darkness differentiates progressive supranuclear palsy (PSP) from other extrapyramidal Syndromes
Movement disorders 2222 (No. 14) (2007), 2123-2126 - The maximum likelihood method with estimated nuisance parameters in nonparametric hazard rate models with discontinuities
Statistica Sinica 17 (2007), 1091-1114 - M-estimators in a simple step-stress-model
Communications on dependability and quality management in engineering 8, No. 3, 35-38 (2005) - On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments
ESAIM: Probability and Statistics 9, 307-322 (2005) - Weighted least squares estimators for a change-point
Economic Quality Control 20, 149-164 (2005) - Berry-Esseen estimates in arcsine- and inverse Gaussian laws for U-statistics
Theory Stoch. Processes 10(26), No. 3-4, 26-32 (2004) - A two-dimensional Cramer-von Mises test for the two-sample problem with dispersion alternatives
Statist. Decisions 22, 131-151 (2004) - (with Martin Mittelbach, Christian Müller and Adolf Finger)
Study of coexistence between UWB and narrowband cellular systems
In: Proceedings of Joint UWBST & IWUWBS 2004 (Kyoto, May 2004), pp. 40-44. IEEE (2004) - Maximal asymptotic power and efficiency of two-sample tests based on generalized U-Statistics
Metrika 60, 33-57 (2004) - Boundary estimation based on set-indexed empirical processes
J. Nonparametric Statistics 16, 245-260 (2004) - A continuous mapping theorem for the argmax-functional in the non-unique case
Statistica Neerlandica 58, 83-96 (2004)
DOI: 10.1046/j.0039-0402.2003.00111.x - (with Yahia Abdel-Aty)
Estimation of the jump-point in a hazard-function
Economic Quality Control 18, 251-261 (2003) - A functional law of the iterated logarithm for U-statistic type processes
Acta. Appl. Math. 78, 115-120 (2003) - The exact distribution of the maximizing point of the two-sample empirical process
J. Nonparametric Statistics 15, 11-16 (2003) - On the almost sure convergence of Maximum Likelihood-type estimators for a change-point
Theory Stoch. Processes 8(24), N1-2, 81-87 (2002) - Analysis of change-point estimators under the null-hypothesis
Bernoulli 7, 487-506 (2001) - (with Zhenmin Chen and Jie Mi)
Estimation of the change-point of a distribution based on the number of failed test items
Metrika 53, 31-38 (2001) - Exponential- and polynomial tailbounds for change-point estimators based on weighted empirical processes
J. Stat. Plann. Inference 92, 73-109 (2001) - Optimal tests for the general two-sample problem
J. Multivariate Anal. 74, 1-35 (2000) - On the uniqueness of maximizers of Markov-Gaussian processes
Stat. Probab. Lett. 45, 71-77 (1999) - Change-point analysis of censored data
Economic Quality Contol 13, 167-177 (1998) - Testing for the existence of a change-point in a specified time interval
In: Advances in stochastic models for reliability, quality and safety, pp. 277-289 Boston: Birkhäuser (1998). - Optimal bounds for the Prokhorov distance of the Miller-Sen process and Brownian Motion
Teor. Veroyatn.Primen. 42, 202-208 (1997)
Theory Probab. Appl. 42, 155-162 (1997) - On the asymptotic behavior of change-point estimators in case of no change with applications to testing
Statist. Decisions 14, 137-143 (1996) - Moment inequalities for U-Statistics with degeneracy of higher order
Sankhya, Series A 58, 142-148 (1996) - The Birnbaum-Pyke-Dwass theorem as a consequence of a simple rectangle probability
Theory Probab. Math. Stat. 51, 155-157 (1995) - Nonparametric tests for nonstandard change-point problems
Ann. Stat. 23, 1848-1861 (1995) - The joint distribution of the running maximum and its location of D-valued Markov-processes
J. Appl. Probab. 32, 842-845 (1995) - Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
Math. Methods Stat. 3, 362-378 (1994) - An extension of the Csörgö-Horvath functional limit theorem and its applications to change-point problems
J. Multivariate Anal. 51, 338-351 (1994) - On the power of nonparametric change-point tests
Metrika 41, 277-292 (1994) - Nonparametric change-point tests of Kolmogorov-Smirnov type
In: Change-Point Problems (AMS-IMS-SIAM summer 1992). IMS Lecture Notes Monograph Series 23, pp. 145-148 (1994) - Change-point estimators in case of small disorders
J. Stat. Plann. Inference 40, 33-49 (1994) - On the rate of almost sure convergence of Dümbgen's change-point estimators
Stat. Probab. Lett. 19, 27-31 (1994) - Nonparametric detection of change-points for sequentially observed data
Stochastic Processes Appl. 51, 359-372 (1994) - On exact rates of convergence in functional limit theorems for U-statistic type processes
J. Theor. Probab. 7, 709-723 (1994) - Nonparametric change-point problems
In: Mathematical Modelling of Forest Ecosystems (Workshop, Lambrecht, 1991) Frankfurt/Main: Sauerländer (1992) - (with Winfried Stute)
Convergence of change-point estimators
Stochastic Processes Appl. 42, 345-351 (1992)
Habilitation
- Change-Point Schätzer basierend auf gewichteten empirischen Prozessen mit Anwendungen auf das allgemeine Zweistichprobenproblem in meßbaren Räumen
Universität Gießen (1995)
Promotion
- Nonparametric change-point detection based on U-statistics
Universität Gießen (1991)