english version
Nächster Vortrag im Stochastischen Kolloquium:
06.12.2017, 11:15, Prof. Paul Fearnhead (Lancaster University)

"Detecting changes in slope with an Lo penalty" (Abstract).
Presseinformation: Dr. Vlada Limic, CNRS Straßburg, hat den Friedrich Wilhelm Bessel-Forschungspreis der Alexander von Humboldt-Stiftung erhalten. Sie forscht für ein Jahr am Institut für Mathematische Stochastik in der Arbeitsgruppe von Prof. Dr. Anja Sturm (Presseinformation).
Statistics Meets Friends: The workshop "Statistics Meets Friends - from biophysics to inverse problems and back -" takes place in Göttingen from November 29th to December 1st, 2017.

Arbeitsgruppe "Angewandte und Mathematische Statistik"
Publikationen: Gesamtliste

Georg Lichtenberg Program "Applied Statistics and Empirical Methods"

  • Friede, T., Kombrink, K., Munk, A. (2013).
    Design and semiparametric analysis of non-inferiority trials with active and placebo control for censored time to event data Statistics in Medicine, 32, 3055-3066.
  • Dannemann, J. (2012).
    Semiparametric hidden Markov models. J. Comput. Graph. Statist., 21 (3), 677-692.
  • Munk, A. , Stockis, J.P., Valeinis, J., Giese, G. (2011).
    Neyman smooth goodness of fit tests for the marginal distribution of dependent data. Ann. Inst. Statist. Math. , 63, 639-659.
  • Dannemann. J., Holzmann, H. (2010).
    Testing for two components in a switching regression model. Comput. Statist. Data Anal., 64 (6), 1592-1604.
  • Boysen, L., Bruns, S., Munk, A. (2009).
    Jump estimation in inverse regression. Elect.ronic J. Statist. , 3, 1322-1359 (Preprint).
  • Boysen, L., Kempe, A., Munk, A., Liebscher, V., Wittich, O. (2009).
    Consistencies and rates of convergence of jump penalized least squares estimators. Ann. Statist., 37, 157-183 (Preprint).
  • Mielke, M., Munk, A., Schacht, A. (2008).
    Technical Report on "The assessment of non-inferiority in a gold standard design with censored, exponentially distributed endpoints". (Preprint).
  • Holzmann, H., Vollmer, S. (2008).
    A likelihood ratio test for bimodality in two-component mixtures -- with application to regional income distribution in the EU. AStA - Advances in Statistical Analysis, 92, 57-69 (Preprint).
  • Dannemann, J., Holzmann, H. (2008).
    Testing for two states in a hidden Markov model. Canad. J. Statist., 36 (4), 505-520 (Preprint).
  • Dannemann, J., Holzmann, H. (2008).
    Likelihood ratio testing for hidden Markov models under nonstandard conditions. Scand. J. Statist., 35 (2), 309-321 (Preprint).
  • Mielke, M., Munk, A., Schacht, A. (2008).
    The assessment of non-inferiority in a gold standard design with censored, exponentially distributed endpoints. Statistics in Medicine, 27, 5093-5110.
  • Dannemann, J., Holzmann, H. (2008).
    The likelihood ratio test for hidden Markov models in two-sample problems. Computational Statistics & Data Analysis, 52, 1850-1859. (Preprint).
  • Munk, A. Neumeyer, N., Scholz, A. (2007).
    Nonparametric analysis of covariance - the case of inhomogeneous and heteroscedastic noise Scand. J. Statist., 34, 511-534 (Preprint).