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Preprint-Serie

Preprints der Mitglieder der Forschergruppe FOR916 zum gemeinsamen Thema "Statistical Regularization and Qualitative Constraints". Für erschienene (und aktuellere) Arbeiten siehe auch folgenden Link: Publikationen

Jahr # Autoren Titel Link
2014 1 H. Leeb, B.M. Pötscher, K. Ewald. On various confidence intervals post-model-selection PDF
2014 1 R. Dezeure et al. High-dimensional inference: confidence intervals, p-values and R-software hdi PDF
2014 1 N. Meinshausen & P. Buehlmann. Maximin effects in inhomogeneous large-scale data PDF
2014 1 J. Ernest & P. Buehlmann. On the role of additive regression for (high-dimensional) causal inference PDF
2014 3 L. Dümbgen et al. Confidence Bands for Distribution Functions: A New Look at the Law of the Iterated Logarithm PDF
2014 2 L. Dümbgen et al. New Algorithms for M-Estimation of Multivariate Location and Scatter PDF
2014 1 L. Dümbgen et al. A Survey of M-Functionals of Multivariate Location and Scatter PDF
2013 1 J. Mandozzi & P. Buehlmann. Hierarchical testing in the high-dimensional setting with correlated variables PDF
2013 1 C. Nowzohour & P. Buehlmann. Score-based causal learning in additive noise models PDF
2013 1 J. Peters & P. Buehlmann. Structural intervention distance (SID) for evaluating causal graphs PDF
2013 4 T. Sabel et al. Spot volatility estimation for high-frequency data: adaptive estimation in practice PDF
2013 3 K. Frick et al. Multiscale Change-Point Inference PDF
2013 2 F. Dunker et al. Random Coefficients in Static Games of Complete Information PDF
2013 1 T. Sabel et al. Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information PDF
2012 3 M. Hebiri et al. How Correlations Influence Lasso Prediction PDF
2012 2 A. Krajina A method of moments estimator of tail dependence in meta-elliptical models published
2012 1 M. Chichignoud et al. A Robust, Fully Adaptive M-estimator for Pointwise Estimation in Heteroscedastic Regression PDF
2011 8 S. van de Geer et al. The Lasso, correlated design, and improved oracle inequalities PDF
2011 7 J. Lederer et al. New Concentration Inequalities for Suprema of Empirical Processes PDF
2011 6 S. van de Geer et al. The Bernstein-Orlicz norm and deviation inequalities PDF
2011 5 J. Schelldorfer et al. GLMMLasso: An Algorithm for High-Dimensional Generalized Linear Mixed Models Using l1-Penalization PDF
2011 4 F. Dunker et al. Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression PDF
2011 3 J. Einmahl et al. Estimating extreme bivariate quantile regions PDF
2011 2 K. Frick et al. Statistical Multiresolution Dantzig Estimation in Imaging: Fundamental Concepts and Algorithmic Framework published
2011 1 J. Einmahl et al. An M-Estimator For Tail Dependence In Arbitrary Dimensions PDF
2010 33 K. Frick et al. Morozov's principle for the augmented Lagrangian method applied to linear inverse problems published
2010 32 M. Hoffmann et al. Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation PDF
2010 31 J. Woerner Analyzing the fine structure of continuous time stochastic processes published
2010 30 M. Scheuerer et al. Covariance Models for Random Vector Fields PDF
2010 29 T. Krivobokova et al. Simultaneous Confidence Bands for Penalized Spline Estimators PDF
2010 28 T. Hohage et al. Acceleration techniques for regularized Newton methods applied to electromagnetic inverse medium scattering problems published
2010 27 K. Yu et al. Semiparametric Regression: Efficiency Gains From Modeling the Nonparametric Part published
2010 26 Y. Lee et al. Backfitting and smooth backfitting for additive quantile models published
2010 25 J. Horowitz et al. Oracle-efficient Nonparametric Estimation Of An Additive Model With An Unknown Link Function published
2010 24 B. Fitzenberger et al. New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work published
2010 23 B. Fitzenberger et al. Unemployment Durations in West-Germany Before and After the Reform of the Unemployment Compensation System during the 1980s published
2010 22 E. Mammen et al. Do-validation for Kernel Density Estimation PDF
2010 21 E. Mammen et al. Backfitting Tests in Additive Interaction Models PDF
2010 20 M. Hebiri et al. The Smooth-Lasso and other l1 + l2-penalized methods published
2010 19 E. Mammen et al. Generalised Linear Time Series Regression PDF
2010 18 E. Porcu et al. From Schoenberg to Pick-Nevanlinna: towards a complete picture of the variogram class PDF
2010 17 M. Ruiz-Medina et al. The Dagum and auxiliary covariance families: towards reconciling two parameter models that separate fractal dimension and Hurst Effect published
2010 16 A. Munk et al. Lower bounds for volatility estimation in microstructure noise models published
2010 15 K. Frick et al. Shape Constrained Regularisation by Statistical Multiresolution for Inverse Problems: Asymptotic Analysis PDF
2010 14 S. Hoderlein et al. Nonparametric Models in Binary Choice Fixed Effects Panel Data PDF
2010 13 N. Städler et al. l1-Penalization for Mixture Regression Models published
2010 12 J. Dai & S. Sperlich Simple and Effective Boundary Correction for Kernel Densities and Regression with an Application to the World Income and Engel Curve Estimation published
2010 11 J. Buhmann Information theoretic model validation for clustering published
2010 10 N. Heidenreich et al. Bandwidth Selection Methods for Kernel Density Estimation - What is a reasonable choice? PDF
2010 9 S. Zhou Thresholded Lasso for high dimensional variable selection and statistical estimation PDF
2010 8 L. Wichert & R. Wilke Which factors safeguard employment? An analysis with misclassified German register data. published
2010 7 D. Schuhmacher et al. Multivariate Log-Concave Distributions as a Nearly Parametric Model published
2010 6 K. Pendakur et al. Semiparametric Indirect Utility and Consumer Demand published
2010 5 S. van de Geer et al. Prediction and variable selection with the adaptive Lasso PDF
2010 4 L. Dümgben et al. Approximation by Log-Concave Distributions with Applications to Regression published
2010 3 L. Dümgben et al. Nemirovski's Inequalities Revisited published
2010 2 S. van de Geer The Lasso with within group structure published
2010 1 J. Schelldorfer et al. Estimation for High-Dimensional Linear Mixed-Effects Models Using l1-Penalization published
2009 21 M. Claassen et al. Proteome Coverage Prediction for Integrated Proteomics Datasets published
2009 20 O. Linton et al. Nonparametric Regression with Filtered Data published
2009 19 S. Zhou Thresholding Procedures for High Dimensional Variable Selection and Statistical Estimation published
2009 18 S. Zhou Restricted Eigenvalue Conditions on Subgaussian Random Matrices PDF
2009 17 S. Dlugosz et al. Fixing the leak: Unemployment incidence before and after the 2006 reform of unemployment benefits in Germany PDF
2009 16 S. Dlugosz et al. The Value of the Last Digit - Statistical Fraud Detection with Digit Analysis published
2009 15 L. Wasserman et al. A Statistical Framework for Differential Privacy published
2009 14 P. Bühlmann et al. Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm published
2009 13 N. Meinshausen et al. Stability Selection published
2009 12 C. Dahinden et al. Decomposition and Model Selection for Large Contingency Tables published
2009 11 K. Lounici et al. Taking Advantage of Sparsity in Multi-Task Learning published
2009 10 M. Schlather Some covariance models based on normal scale mixtures published
2009 9 S. Gerster et al. Protein and gene model inference based on statistical modeling in k-partite graphs published
2009 8 T. Hotz et al. Locally adaptive image denoising by a statistical multiresolution criterion PDF
2009 7 F. Balabdaoui et al. The likelihood ratio test for non-standard hypotheses near the boundary of the null – with application to the assessment of non–inferiority published
2009 6 S. Huckemann et al. Möbius deconvolution on the hyperbolic plane with application to impedance density estimation published
2009 5 K. Frick & O. Scherzer Regularization of ill-posed linear equations by the non-stationary Augmented Lagrangian method published
2009 4 A. Munk et al. Nonparametric Estimation of the Volatility Function in a High-Frequency Model corrupted by Noise published
2009 3 V. Zastavnyi et al. Characterization Theorems for the Gneiting class of Space-Time covariances published
2009 2 S. Sperlich et al. Local Polynomial Inference for Small Area Statistics: Estimation, Validation and Prediction published
2009 1 T. Cai et al. Sharp minimax estimation of the variance of Brownian motion corrupted with Gaussian noise. published
2008 6 C. Conrad et al. Nonparametric Regression On Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models PDF
2008 5 B. Fitzenberger et al. Union Density and Varieties of Coverage: The Anatomy of Union Wage Effects in Germany PDF
2008 4 I. Moral-Arce et al. Analyzing Semiparametrically Trends in the Gender Pay Gap - The Case of Spain PDF
2008 3 I. Moral-Arce et al. Feasible Semiparametric Estimation of Censored Expenditure Equations PDF
2008 2 Z. Kabluchko et al. Shao’s theorem on the maximum of standardized random walk increments for multidimensional arrays published
2008 1 L. Boysen et al. Jump estimation in inverse regression published