A1: Regularization and Qualitative Assumptions in Multivariate Density Estimation

A first goal of the present project is a deeper understanding of log-concave density estimation, both for independent, identically distributed data as well as binned or censored data, with particular emphasis on global… (more)

A2: Estimation of Variograms by Monotone, Conditionally Negative Definite Functions with Applications in Forestry

The project aims to provide improved non-parametric estimators for the variogram by restriction to some subclasses of conditionally negative definite functions. Of particular interest is the class of models that… (more)

A3: Complex Nonparametric Models: Separable Nonparametric Regression with Several Components

In this project nonparametric models will be studied where several nonparametric components enter into the model. These models naturally generalize additive models where the nonparametric components are additively… (more)

A4: Structured Regression Models

The title Semiparametric Structured Models has been chosen because it summarizes in a simple way the three fields Dimension Reduction (via separability or generalized PCA), Simultaneous Equation Systems (like they occur when… (more)

A5: Statistical Modelling of Errors in Administrative Labor Market Data

Since many years the analysis of labor market policies in Germany is of high interest for researchers and politicians alike. Results are, however, in several cases contradictory or ignore important aspects. This research project… (more)

A6: Honest Confidence Sets for Sparsely and Non-Sparsely Tuned Model Selection Estimators

In this project we want to investigate the distributional properties of shrinkage estimators, such as the popular Lasso estimator and other regularization methods, with the aim of deriving honest confidence sets based on the these estimators. (more)

A7: Nonparametric Identification and Inference in Duration Analysis

Econometric duration analysis focuses on the hazard rate of random variables that capture the time that a unit spends in a certain state, like the unemployment duration of an individual… (more)