Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Bootstrap-Statistik"'
Autor:
Reichold, Karsten
This cumulative dissertation consists of three self-contained papers all contributing to the cointegrating regression literature. The first chapter is devoted to classical linear cointegrating regressions, i.e., regressions that contain integrated pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5589faa57019726d1c0e9867afb7f6ef
Autor:
Steinmetz, Julia
The major part of the liability of an insurance company's balance belongs to the reserves. Reserves are built to pay for all future, known or unknown, claims that happened so far. Hence an accurate prediction of the outstanding claims to determine th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7aa6d805d516f0d24793f7afaf6efd7
Autor:
Markus Pauly, Dennis Dobler
Publikováno v:
Statistical Methods in Medical Research, 29(2), 1-19. SAGE Publications
Dobler, D & Pauly, M 2020, ' Factorial analyses of treatment effects under independent right-censoring ', Statistical Methods in Medical Research, vol. 29, no. 2, pp. 1-19 . https://doi.org/10.1177/0962280219831316
Dobler, D & Pauly, M 2020, ' Factorial analyses of treatment effects under independent right-censoring ', Statistical Methods in Medical Research, vol. 29, no. 2, pp. 1-19 . https://doi.org/10.1177/0962280219831316
This paper introduces new effect parameters for factorial survival designs with possibly right-censored time-to-event data. In the special case of a two-sample design, it coincides with the concordance or Wilcoxon parameter in survival analysis. More
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::91334c7453dd983ce5a0f203a85831b1
Autor:
Reichold, Karsten, Jentsch, Carsten
Tuning parameter choices complicate statistical inference in cointegrating regressions and affect finite sample distributions of test statistics. As commonly used asymptotic theory fails to capture these effects, tests often suffer from severe size d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9fb708d95a70c9b5e337338d856ea6f
In clinical trials the comparison of two different populations is a frequently addressed problem. Non-linear (parametric) regression models are commonly used to describe the relationship between covariates as the dose and a response variable in the t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8e85092f3d636a8e80125f2b9cdba2a0
http://hdl.handle.net/2003/37915
http://hdl.handle.net/2003/37915
Autor:
Tewes, Johannes (M. Sc.)
In der vorliegenden Arbeit werden Strukturbruchtests für abhängige Zeitreihen untersucht. Der erste Teil beschäftigt sich mit dem Kolmogorov-Smirnov Test. Für langzeitabhängige Prozesse, also solche deren Autokovarianzfunktion besonders langsam
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3579::38c23d566d3f8fb6758903a743ea927c
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/frontdoor/index/index/docId/5647
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/frontdoor/index/index/docId/5647
Autor:
Badunenko, Oleg, Tauchmann, Harald
When analyzing what determines the efficiency of production, regressing efficiency scores estimated by DEA on explanatory variables has much intuitive appeal. Simar and Wilson (2007) show that this na¨ıve two-stage estimation procedure suffers from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fa4cf2d04e38609dd83210711892b03d
Autor:
Möllenhoff, Kathrin
Die Dissertation "Equivalence of Regression Curves" untersucht die Fragestellung, wann zwei (oder mehr) Regressionskurven als äquivalent betrachtet werden können. Zum Beantworten dieser Frage bedarf es verschiedener statistischer Methoden, von dene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3579::529a045fd99e02ae77c0b9466ab8d838
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/files/5370/diss.pdf
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/files/5370/diss.pdf
Autor:
Berghaus, Hedwig Betina
Die vorliegende Arbeit befasst sich mit dem asymptotischen Verhalten des empirischen Copulaprozesses und dessen Anwendungen bei der Modellierung von Abhängigkeiten multivariater Zeitreihen. Im ersten Teil der Arbeit wird ein Test auf Randabhängigke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3579::c8bfa81ce4eb13d6cdf0c13c9c727994
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/frontdoor/index/index/docId/4564
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/frontdoor/index/index/docId/4564
Residual-based analysis is generally considered a cornerstone of statistical methodology. For a special case of indirect regression, we investigate the residual-based empirical distribution function and provide a uniform expansion of this estimator,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eda6123bc467c9589b844a275fe75af0
http://hdl.handle.net/2003/35302
http://hdl.handle.net/2003/35302