Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Dietmar Ferger"'
Autor:
Dietmar Ferger
Publikováno v:
Volume: 42, Issue: 4 1747-1764
Turkish Journal of Mathematics
Turkish Journal of Mathematics
In the definition of weak convergence of probability measures it is assumed that the limit is a probability measure as well. We get rid of this assumption and require that the limit merely needs to be a Choquet-capacity functional. In terms of random
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::73409e08034ad852370f2cc8ad605d7d
https://doi.org/10.3906/mat-1705-106
https://doi.org/10.3906/mat-1705-106
Autor:
Dietmar Ferger
Publikováno v:
Statistics & Probability Letters. 134:63-69
Let T be the point, where a reflected Brownian bridge attains its maximal value M . We determine the density and the distribution function of R ≔ M ∕ T ( 1 − T ) . Its counterpart R n for tied-down sums pertaining to i.i.d. random variables con
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e0fb6000ca16ba27722cab72aba315f3
https://doi.org/10.1016/j.spl.2017.10.008
https://doi.org/10.1016/j.spl.2017.10.008
Autor:
John Venz, Dietmar Ferger
Publikováno v:
Kybernetika. :198-219
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9a7fca814a4712128b2fc983d39c3f0
https://doi.org/10.14736/kyb-2017-2-0198
https://doi.org/10.14736/kyb-2017-2-0198
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wid
Autor:
Dietmar Ferger, Daniel Tillich
Publikováno v:
Applied Stochastic Models in Business and Industry. 31:762-781
Let Y = mX + e be a regression model with a dichotomous output Y and a one-step regression function m. In the literature, estimators for the three parameters of m, that is, the breakpoint i¾? and the levels a and b, are proposed for independent and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::588855d3fdcd199615db1d57e6815cd3
https://doi.org/10.1002/asmb.2089
https://doi.org/10.1002/asmb.2089
Autor:
Dietmar Ferger
Publikováno v:
TURKISH JOURNAL OF MATHEMATICS. 38:558-575
We give moment equalities for sums of independent and identically distributed random variables including, in particular, centered and specifically symmetric summands. Two different types of proofs, combinatorial and analytical, lead to 2 different ty
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5bebbc99965c306600e2964e5956c91b
https://doi.org/10.3906/mat-1301-6
https://doi.org/10.3906/mat-1301-6
Publikováno v:
From Statistics to Mathematical Finance
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d50d83a9dd5728a3fa1114bb0f4ea79d
https://doi.org/10.1007/978-3-319-50986-0
https://doi.org/10.1007/978-3-319-50986-0
Autor:
Dietmar Ferger
Publikováno v:
From Statistics to Mathematical Finance ISBN: 9783319509853
In a nonparametric regression model let the regression function m have a split-point \(\theta \), i.e., m runs above the mean output to the left of \(\theta \) and it runs below that level to the right-hand side. Here, there can be a continuous cross
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ab660dc19e433a2e30c0f874aaa6b19
https://doi.org/10.1007/978-3-319-50986-0_8
https://doi.org/10.1007/978-3-319-50986-0_8
Autor:
Hans-Ulrich Wittchen, Andreas M. Zeiher, Jens Klotsche, Juergen Rehm, Dietmar Ferger, Lars Pieper, David M. Leistner
Publikováno v:
Biometrical Journal. 54:808-823
Models that predict disease incidence or disease recurrence are attractive for clinicians as well as for patients. The usefulness of a risk prediction model is linked to the two questions whether the observed outcome is confirmed by the prediction an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f232e6b1280c35d6addecd9cfbeab9c
https://doi.org/10.1002/bimj.201100104
https://doi.org/10.1002/bimj.201100104
Publikováno v:
Statistica Neerlandica. 66:380-402
Many phenomena in the life sciences can be analyzed by using a fixed design regression model with a regression function m that exhibits a crossing-point in the following sense: the regression function runs below or above its mean level, respectively,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d4fba7dc6adbeb65ee3a68d88a97a515
https://doi.org/10.1111/j.1467-9574.2012.00521.x
https://doi.org/10.1111/j.1467-9574.2012.00521.x