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Discussion Papers in Statistics and Econometrics, Seminar für Wirtschafts- und Sozialstatistik, Universität Köln
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Showing items 1-21 of 45.
| Date | Title |
Authors |
| 2013 | A Jarque-Bera test for sphericity of a large-dimensional covariance matrix | Glombek, Konstantin |
| 2012 | Fast nonparametric classification based on data depth | Lange, Tatjana / Mosler, Karl / Mozharovskyi, Pavlo |
| 2011 | Stochastic linear programming with a distortion risk constraint | Bazovkin, Pavel / Mosler, Karl |
| 2011 | Confidence in prior knowledge: Calibration and impact on portfolio performance | Wickern, Tobias |
| 2011 | Default probability estimation in small samples: With an application to sovereign bonds | Orth, Walter |
| 2011 | Multi-period credit default prediction with time-varying covariates | Orth, Walter |
| 2011 | Construction of uncertainty sets for portfolio selection problems | Wiechers, Christof |
| 2011 | On the causes of car accidents on German Autobahn connectors | Garnowski, Martin / Manner, Hans |
| 2011 | On the diversification of portfolios of risky assets | Frahm, Gabriel / Wiechers, Christof |
| 2010 | An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation | Frahm, Gabriel |
| 2010 | Explaining time-varying risk of electricity forwards: trading activity and news announcements | Schulz, Frowin C. |
| 2010 | The predictive accuracy of credit ratings: measurement and statistical inference | Orth, Walter |
| 2010 | Forecasting international stock market correlations: does anything beat a CCC? | Manner, Hans / Reznikova, Olga |
| 2010 | An exact algorithm for weighted-mean trimmed regions in any dimension | Bazovkin, Pavel / Mosler, Karl |
| 2010 | Multiple tests for the performance of different investment strategies | Frahm, Gabriel / Wickern, Tobias / Wiechers, Christof |
| 2010 | On the life course perspective in income related health inequalities: a semiparametric approach | Siegel, Martin / Mosler, Karl |
| 2010 | Robust estimation of integrated variance and quarticity under flat price and no trading bias | Schulz, Frowin C. |
| 2009 | A generalization of Tyler's M-estimators to the case of incomplete data | Frahm, Gabriel / Jaekel, Uwe |
| 2008 | A general approach to Bayesian portfolio optimization | Bade, Alexander / Frahm, Gabriel / Jaekel, Uwe |
| 2008 | Dominating estimators for the global minimum variance portfolio | Frahm, Gabriel / Memmel, Christoph |
| 2008 | Measuring polarization via poverty and affluence | Scheicher, Christoph |
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