Preprints
2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 bottom
2011
top bottomNo. 106 | Binder, H., Sauerbrei, W. and Royston, P. |
No. 105 | Binder, H., Sauerbrei, W. and Royston, P. |
2010
top bottomNo. 103 | Gall, C., Caputo, A. and Schumacher, M. |
No. 102 | Schoop, R., Beyersmann, J., Schumacher, M. and Binder, H. |
2009
top bottomNo. 101 | Binder, H., Porzelius, C. and Schumacher, M. Rank-based p-values for sparse high-dimensional risk prediction models fitted by componentwise boosting 2009, pdf |
2007
top bottomNo. 100 | Adapting prediction error estimates for biased complexity selection in high-dimensional bootstrap samples 2007, pdf |
No. 99 | Shape-preserving simplification of additive spline models by knot removal 2007, pdf |
No. 98 | Selection of important variables and determination of functional form for continuous predictors in multivariable model building 2007 |
No. 96 | On the valuation of compositions in Lévy term structure models April 2007 |
2006
top bottomNo. 95 | Sato Processes and the Valuation of Structured Products 2006 |
No. 94 | Calibration of Lévy term structure models 2006 in: Advances in Mathematical Finance, M. Fu et al. (eds.), Birkhäuser Verlag, 2007, 155-180 |
No. 93 | Fitting Generalized Additive Models: A Comparison of Methods November 2006, pdf |
No. 92 | On the duality principle in option pricing: semimartingale setting July 2006 |
2005
top bottomNo. 90 | Symmetries in Lévy term structure models 2005 International Journal of Theoretical and Applied Finance 9, 2006, 967-986 |
2004
top bottomNo. 89 | Valuation of floating range notes in Lévy term structure models December 2004 Mathematical Finance 16, 2006, 237-254 |
No. 88 | Symmetries and pricing of exotic options in Lévy models December 2004, in: Exotic Option Pricing and Advanced Lévy Models, A. Kyprianou et al. (eds.), Wiley, 2005, 99-128 |
No. 87 | Equivalence of floating and fixed strike Asian and lookback options December 2004 Stochastic Processes and Their Applications 115, 2005, 31-40 |
No. 86 | Exact pricing formulae for caps and swaptions in a Lévy term structure model June 2004 Journal of Computational Finance 9, 2006, 99-125 |
No. 85 | Credit Risk with infinite dimensional Lévy Processes February 2004 |
2003
top bottomNo. 84 | Estimating the functional form of a continuous covariate's effect on survival time December 2003 |
No. 83 | Lévy term structure models: no-arbitrage and completeness October 2003 Finance and Stochastics 9, 2005, 67-88 |
2002
top bottomNo. 82 | The Lévy Libor model December 2002 Finance and Stochastics 9, 2005, 327-348 |
No. 81 | Analysing the spread of beech canker October 2002 |
No. 80 | Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes September 2002 In Seminar on Stochastic Analysis, Random Fields and Applications IV, Progress in Probability 58, R.C. Dalang, M. Dozzi, F. Russo (Eds.), Birkhäuser Verlag, 2004, 221-264 |
No. 79 | Time consistency of Lévy models September 2002 Quantitative Finance 3, 2003, 40-50 |
No. 78 | Generalizing CreditRisk+ June 2002 |
No. 77 | Electricity risk (Quantification of electricity risk) June 2002 Published as: Both sides of the fence: a statistical and regualtory view of electricity risk. Energy & Power Risk Management 8 no. 6, 2003, 34-38 © 2003 Risk Waters Group. All rights reserved. Used by permission. First published in Energy & Power Risk Management, September 2003 |
No. 76 | Incorporating model selection uncertainty into prognostic factor model predictions February 2002 , gzipped PostScript |
2001
top bottomNo. 75 | Auto-models for spatially correlated counts October 2001, gzipped PostScript |
No. 74 | Improving GAMs for environmental modelling using GCV and penalized regression splines October 2001, gzipped PostScript |
No. 73 | Estimating the Effect of a Prognostic or Risk Factor after Selection of an "Optimal" Cutpoint October 2001, pdf |
No. 72 | Risk management based on stochastic volatility May 2001 Journal of Risk 5, no. 2, 2003, 19-44 |
No. 71 | The defaultable Lévy term structure: ratings and restructuring May 2001 Mathematical Finance 13, 2003, 277-300 |
2000
top bottomNo. 70 | A comparative investigation of variable selection and shrinkage methods October 2000 |
No. 69 | Some analytic facts on the generalized hyperbolic model July 2000 In European Congress of Mathematics, Vol. II (Progress in Mathematics Vol. 202), C. Casacuberta, et al. (Eds.), Birkhäuser Verlag, 2001, 367 - 378 |
No. 68 | Modelling change of semi-natural vegetation in North-East Scotland May 2000 |
No. 67 | Bias in statistical tests for the detection of bias in meta-analysis with binary outcomes April 2000 Statistics in Medicine 21, 2002, 2465-77 |
No. 66 | Maximal selected rank statistics for dose-response problems January 2000 |
1999
top bottomNo. 65 | How to use NIG laws to measure market risk November 1999 |
No. 64 | Application of generalized hyperbolic Lévy motions to finance November 1999 In "Lévy Processes: Theory and Applications", O.E. Barndorff-Nielsen, T. Mikosch, and S. Resnick (Eds.), Birkhäuser, 2001, 319 - 337 |
No. 63 | Pathological tremors: Deterministic chaos or nonlinear stochastic oscillators? August 1999 |
No. 62 | Prognostic Factor Studies May 1999 |
No. 61 | A Bayesian Approach to Seriation Problems in Archeology March 1999 |
No. 60 | Assessment and comparison of prognostic classification schemes for survival data February 1999 |
No. 59 | Statistical analysis of failure times in total joint replacement February 1999 Journal of Clinical Epidemiology 54, 2001, 997-1003 |
No. 58 | On identification of sodium channelgating schemes using moving-average filtered hidden Markov models January 1999 |
No. 57 | Sample size considerations for the evaluation of prognostic factors in survival analysis January 1999 |
1998
top bottomNo. 56 | The generalized hyperbolic model: financial derivatives and risk measures November 1998 In Mathematical Finance - Bachelier Congress 2000, H. Geman, D. Madan, S. Pliska, T. Vorst (Eds.), Springer Verlag, 2002, 245 - 267 |
No. 55 | A new approximate likelihood estimator for ARMA-filtered hidden Markov models November 1998 |
No. 54 | A test for a difference between spectral peak frequencies September 1998 Computational Statistics & Data Analysis 30, 1999, 45-55 |
No. 53 | Quantitative analysis by renormalized entropy of invasive electroencephalograph recordings in focal epilepsy August 1998 Phys. Rev. E 58, 1998, 4859-4864 |
No. 52 | Early detection of obstructive sleep apnea by forced oscillation technique: a model study June 1998 Tech. Health Care 6, 1998, 245-257 |
No. 51 | Moderne Finanzmathematik April 1998 Mitteilungen der DMV 3/98, 10-20 |
No. 50 | The influence of different weighting schemes on the calculation of pharmacokinetic parameters for paclitaxel (Taxol) April 1998, gzipped PostScript |
1997
top bottomNo. 49 | Comparing patient groups with respect to emesis frequencies in multi-cycle chemotherapies November 1997, gzipped PostScript |
No. 48 | Modelling financial data using generalized hyperbolic distributions September 1997, PostScript |
No. 47 | Variability among experts in detection and classifikation of obstructive sleep apnea on the basis of restricted polysomnographic information June 1997 |
No. 46 | On the misuses of artificial neural networks for prognostic and diagnostic classification in oncology July 1997 Statistics in Medicine 19, 2000, 541-561 |
No. 45 | Estimating rate constants in Hidden Markov Models by the EM algorithm June 1997 IEEE Trans. Signal Proc. 47, 1999, 226-228 |
No. 44 | Numerical methods to determine calcium release flux from calcium transient in muscle cells May 1997 Biophysical Journal 74, 1998, 1694-1706 |
No. 43 | An extension of the nonatomic assignment model May 1997 |
No. 42 | Confidence regions for spectral peak frequencies May 1997 Biometrical Journal 39, 1997, 849-861 |
No. 41 | Modelling noisy time series: The physiological tremor May 1997 Int. J. Bif. Chaos 8, 1998, 1505-1516 |
No. 40 | Testing the Markov condition in ion channel recording May 1997 Phys. Rev. E 55, 1997, 3306-3310 |
No. 39 | New insights into smile, mispricing and value at risk: the hyperbolic model April 1997 Journal of Business 71, 1998, 371-405 |
No. 38 | Shrinkage cross validation calibration, and the construction of prognostic indices March 1997, gzipped PostScript |
No. 37 | A stochastic model to analyse risk factors for emesis in multi-cycle chemotherapies February 1997, gzipped PostScript |
No. 36 | An empirical study concerning the detection of trend changes in some financial time series January 1997 |
No. 35 | Missing values in epidemiological studies February 1997, gzipped PostScript |
1996
top bottomNo. 34 | Optimal weighed Bayesian design applied to dose-response-curve analysis December 1996 Communications in Statistics - Theory and Methods 26, 1997, 2879-290 |
No. 33 | Term Structure Models driven by General Lévy Processes November 1996 Mathematical Finance 9, 1999, 31-53 |
No. 32 | Analysis of multichannel patch clamp recordings by Hidden Markov Models October 1996 Biometrics 53, 1997, 870-884 |
No. 31 | Cross-spectral analysis of physiological tremor and muscle activity. Part I and Part II October 1996 Biological Cybernics 78, 1998, 349-357 & 359-368 |
No. 30 | Comparison of estimators in stable models July 1996 |
No. 29 | On the Development of Voluntary and Reflexive Components in Saccade Generation June 1996 |
No. 28 | On the relation between parameter estimates from transition and marginal models for longitudinal data June 1996, gzipped PostScript |
No. 27 | Estimation of prolongation of hospital stay attributable to nosocomial infections: new approaches based on multistate models June 1996 |
No. 26 | On the relation between the shrinkage effect and a shrinkage method May 1996 |
No. 25 | Statistical Methods for Incomplete Covariate Data in Clinical and Epidemiological Studies May 1996 |
No. 24 | Analyzing X-ray variability by Linear State Space Models April 1996 Astronomy and Astrophysics Supplement Series 124, 1997, 589-596 |
No. 23 | Resampling and cross-validation techniques: A tool to reduce bias caused by model building? April 1996 |
No. 22 | Sequential Change-Point Detection in Continuous Time when the Post-Change Drift is unknown March 1996 |
No. 21 | A Note concerning the Limit Distribution of the Quicksort Algorithm February 1996 |
No. 20 | Biased Estimation of Adjusted Odds Ratios from Incomplete Covariate. Data due to Violation of the Missing at Random Assumption February 1996, gzipped PostScript |
No. 19 | Saccadic Reaction Times: A Statistical Analysis of Multimodal Distributions January 1996 Vision Research 37, 1997, 2119-2131 |
1995
top bottomNo. 18 | On the Range of Options Prices October 1995 Finance and Stochastics 1, 1997, 131-140 |
No. 17 | Behandlung von fehlenden Werten in den Einflußgrößen von Regressionsmodellen – Ein Überblick October 1995, gzipped PostScript |
No. 16 | Analysis of recursive algorithms by the contraction method September 1995 Lect. Notes Stat. 114, Springer-Verlag, 1996, 18-33 |
No. 15 | Quantitative Analysis of Tremor Time Series August 1995 Electroencephalography and Clinical Neurophysiology 101, 1996, 461-468 |
No. 14 | The power of surrogate data testing with respect to non-stationarity August 1995 Phys. Rev. E 58, 1998, 5153-5156 |
No. 13 | An Investigation on Measures of Explained Variation in Survival Analysis July 1995 |
No. 12 | A New Look at Warrant Pricing and related Optimal Stopping Problems June 1995 |
No. 11 | Misspecification of covariates in the proportional hazards model and its impact on the estimation of treatment effects April 1995 |
No. 10 | Option Pricing in ARCH-type Models: with Detailed Proofs March 1995, PostScript |
No. 9 | Some Considerations on Estimating Event - Related Brain Signals February 1995 Journal of Neural Transmission 99, 1995, 103-129 |
No. 8 | Using Optimized Time-Frequency Representations for Acoustic Quality Control of Motors January 1995, PostScript Acta Acoustica 83, 1997, 1053-1064 |
No. 7 | Evaluating the Effect of Optimized Cutoff Values in the Assessment of Prognostic Factors Januar 1995 |
1994
top bottomNo. 6 | Asymptotics of Hidden Markov Models December 1994 |
No. 5 | Optimal Solutions of Multivariate Coupling Problems December 1994/div> Appl. Math. 23, 1995, 325-338 |
No. 4 | Optimized Time-Frequency Representations for the Classification and Detection of Signals December 1994, PostScript Applied Signal Processing 3, 1995, 124-143 |
No. 3 | Convergence of a Branching Type Recursion December 1994 Ann. Inst. Henri Poincare, Probab. Stat. 32, 1996, 725-741 |
No. 2 | Neural Networks and logistic regression December 1994, Part I, gzipped Postscript, Part II, gzipped Postscript |
No. 1 | Hyperbolic Distributions in Finance October 1994 Bernoulli 1, 1995, 281-299 |