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Technical Reports, SFB 475: Komplexitätsreduktion in multivariaten Datenstrukturen, TU Dortmund

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Showing items 1-21 of 596.

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DateTitle Authors
1997 The masking breakdown point of multivariate outlier identification rulesBecker, Claudia / Gather, Ursula
1997 The generalized [beta]-method in Taguchi experimentsKunert, Joachim / Lehmkuhl, Frank
1997 Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbancesKrämer, Walter
1997 Convergence rates in multivariate robust outlier identificationGather, Ursula / Becker, Claudia
1997 A note on estimation via linearly combining two given staisticsGroß, Jürgen
1997 Kointegration von AktienkursenKrämer, Walter
1997 Robust extimation of scale of an exponential distributionGather, Ursula / Schultze, Verena
1997 Limiting efficiency of OLS vs. GLS when regressors are fractionally integratedKrämer, Walter / Hassler, Uwe
1997 A note on the behaviour of the process capability index Cpmk with asymmetric specification limitsJessenberger, Jutta / Weihs, Claus
1997 Fractional integration and the augmented dickey-fuller testKrämer, Walter
1997 A remark on prediction problems in regression analysisTrenkler, Götz
1998 The identification of outliers in exponential samplesSchultze, Verena / Pawlitschko, Jörg
1998 Optimality of type I orthogonal arrays for cross-over models with correlated errorsKunert, Joachim / Martin, R. J.
1998 The equality of OLS and GLS estimators in the linear regression model when the disturbances are spatially correlatedGotu, Butte
1998 A note on combining dependent tests of significanceHartung, Joachim
1998 Combination of forecasts: A bibliographyTrenkler, Götz / Gotu, Butte
1998 Diagnostic checking in linear processes with infinit varianceKrämer, Walter / Runde, Ralf
1998 Influence of philosophical concepts of causality on causal modelling in statistical researchSondhauss, Ursula M.
1998 Filtering the noise from time series and spatial dataBerke, Olaf
1998 The influence of the variance-covariance structure on the performance of forecast combining techniquesKlapper, Matthias
1998 S-estimators in the linear regression model with long-memory error termsSibbertsen, Philipp
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