Publications

Preprints

• Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process
  arXiv:2207.07947    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     https://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

Publications

• 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
  https://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

  doi.org/10.1214/23-BJPS564

• 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
• 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
• (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)
• (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 Thesis

• Change-Point Schätzer basierend auf gewichteten empirischen Prozessen mit Anwendungen auf das allgemeine Zweistichprobenproblem in meßbaren Räumen
  Universität Gießen (1995)

PhD Thesis

• Nonparametric change-point detection based on U-statistics
  Universität Gießen (1991)