Wissenschaftliche Publikationen (seit 2000)
2012
Aston, J.; Kirch, C: Detecting and estimating epidemic changes in dependent functional data.
J. Multiv. Anal., 109:204-220,. The final publication is available at ScienceDirect.com.
Aston, J.; Kirch, C: Evaluating stationarity via change-point alternatives with applications to fMRI data.
Ann. Appl. Statist., accepted for publication in 2012. A preprint version can be found at CRiSM.
Ebner, B.; Henze, N.; Meintanis, S.G.: Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform.
Commun. Statist. A. Theor. Meth., 41, 1-14.
Henze, N.: Extreme Gewinnhäufigkeiten beim Lotto: Pech und Glück oder nur Werk blinden Zufalls?
Stochastik in der Schule 32, 1, 2-6.
2011
Albrecher, H.; Bäuerle, N.; Thonhauser, S.: Optimal dividend-payout in random discrete time.
To appear in: Statistics and Risk Modeling.
Bäuerle, N.; Ott, J.: Markov Decision Processes with Average-Value-at-Risk criteria.
To appear in: Mathematical Methods of Operations Research.
Bäuerle, N.; Rieder, U.: Markov Decision Processes with Applications to Finance.
Springer, Universitext.
Bäuerle, N.; Veraart, L.A.M.: Einblicke in die Finanzmathematik: Optionsbewertung und Portfolio-Optimierung.
In: Wendland, K., Werner, A. (Eds.) Facettenreiche Mathematik - Einblicke in die moderne mathematische Forschung, Vieweg.
Bäuerle, N.; Rieder, U.: Control improvement for jump-diffusion processes with applications to finance.
To appear in: Applied Mathematics and Optimization.
Bäuerle, N.; Blatter, A.: Optimal control and dependence modeling of insurance portfolios with Lévy dynamics. Insurance: Mathematics and Economics 48, 398-405.
Bordenave, C.; Foss, S.; Last, G.: On the greedy walk problem.
Queueing Systems: Theory and Applications 68, 333-338.
Borovkov, K.A.; Last, G.: On Rice's formula for stationary multivariate piecewise smooth processes.
To appear in Journal of Applied Probability.
Franke, J.; Kirch, C.; Tadjuidje Kamgaing, J.: Changepoints in time series of counts.
J. Time Ser. Anal., Accepted for publication in 2011.
Gentner, D.; Last, G.: Palm pairs and the general mass transport principle.
Mathematische Zeitschrift 267, 695-716.
Henze N.: Zwischen Angst und Gier - die Sechs verliert.
Stochastik in der Schule, 31, 2, 2-5.
Henze N.; Humenberger H.: Stochastische Überraschungen beim Spiel Bingo.
Stochastik in der Schule, 31, 3, 2-11.
Hlávka Z.; Hušková M.; Kirch, C.; Meintanis S.: Monitoring changes in the error distribution of autoregressive models based on Fourier methods TEST.
Accepted for publication in 2011.
Hušková M.; Kirch, C.: Bootstrapping sequential change-point tests for linear regression.
Metrika, Accepted for publication in 2011.
Kampf, J.; Last, G.; Molchanov I.: On the convex hull of symmetric stable processes.
To appear in Proceedings of the American Mathematical Society.
Kirch, C.; Politis, D. N.: TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain.
Ann. Statist., 39:1427-1470.
Kirch, C.; Tadjuidje Kamgaing, J.: Testing for parameter stability in nonlinear autoregressive models.
J. Time Ser. Anal., Accepted for publication in 2011.
Last G.; Penrose M.: Percolation and limit theory for the Poisson lilypond model.
To appear in Random Structures & Algorithms.
Last, G.; Penrose, M.: Martingale representation for Poisson processes with applications to minimal variance hedging.
Stochastic Processes and their Applications, 121, 1588-1606.
Last, G.; Penrose, M.: Poisson process Fock space representation, chaos expansion and covariance inequalities.
Probability Theory and Related Fields. 150, 663-690.
Last, G.; Thorisson H.: Characterization of mass-stationarity by Bernoulli and Cox transports.
Communications on Stochastic Analysis 5, 251-269.
Last, G.; Thorisson, H.: What is typical?
Journal of Applied Probability 48A (Spezial Volume), 379-390.
Last, G.; Szekli, R.: Comparisons and asymptotics for empty space hazard functions of germ-grain models.
Adv. in Appl. Probab. 43, 943-962.
2010
Bäuerle, N.; Manger, A.: Dependence Properties of exit times with applications to risk management. International Journal of Operations Research 7(4), 33-39.
Bäuerle, N.; Rieder, U.: Markov Decision Processes. Jahresbericht der DMV 112(4), 217-243.
Bäuerle, N.; Rieder, U.: Optimal control of piecewise deterministic Markov processes with finite time horizon. In: Modern trends of controlled stochastic processes: Theory and Applications (A.B. Piunovskiy ed). Luniver Press, 144-160.
Bäuerle, N.; Bierbaum, J.; Kunze, M.; Pfeiffer, R.; Quapp, N.: Zinsmodelle für Versicherungen - Diskussion der Anforderungen und Vergleich der Modelle von Hull-White und Cairns. Blätter DGVFM 31, 261-290.
Fischer, Y.; Glökler, C.; Hild, J.; Ott, J.: Markov Based Decision Support for Cost-Optimal Response in Security Management, Proceedings of ISCRAM 2010, ISCRAM.
Henze, N.; Klar, B.; Parthasarathy, P. R.: Zipf and Lerch limit of birth and death process.
Probab. Eng. Inf. Sci. 24, 129-144.
Henze, N.; Lao, W.: The limit distribution of the largest interpoint distance for power-tailed spherically decomposable distributions.
Submitted, 2010.
Henze, N.; Meintanis, S.G.: A characterization and a class of omnibus tests for the Exponential distribution based on the Empirical Characteristic function.
Journal Math. Sci. 167, 588 - 595.
Hušková M.; Kirch, C.: A note on studentized confidence intervals for the change-point.
Comput. Statist., 25:269-289.
Last, G.: Modern random measures: Palm theory and related models.
New Perspectives in Stochastic Geometry, Kendall W., Molchanov I.(eds.), Oxford University Press.
Last, G.: Stationary random measures on homogeneous spaces.
Journal of Theoretical Probability 23, 478-497.
2009
Bauer, A.; Hild, J.; Ott, J.: Decision Support to Facilitate Cost-Optimal Response in Time- and Safety Critical Situations.
Proceedings of Future Security, 322-338.
Bäuerle, N.; Rieder, U.: MDP Algorithms for portfolio optimization problems in pure jump markets.
Finance and Stochastics 13(4), 591-611.
Bäuerle, N.; Mundt, A.: Dynamic Mean-Risk optimization in a binomial model.
Mathematical Methods of Operations Research 70(2), 219-239.
Baumstark, V.; Last, G.: Gamma distributions for stationary Poisson flat processes.
Advances in Advances of Applied Probability 41, 911-939.
Bissantz, N., Claeskens, G., Holzmann, H., Munk, A.:
Testing for lack of fit in inverse regression - with applications to biophotonic imaging.
To appear in J. Royal Statist. Soc. Ser. B., Stat. Methodol.
Bissantz N., Holzmann H., Pawlak M.:
Testing for Image Symmetries -- with Application to Confocal Microscopy.
IEEE Transactions on Information Theory, 1841-1855.
Ebner, B.; Henze, N.; Nikitin, Y.: Integral distribution-free statistics of Lp-type and their asymptotic comparison.
Comput. Stat. Data Anal., 53(9):3426-3438.
Geiger, W.; Klar, B.; Ruchter, M.: Comparing the effects of mobile computers and traditional approaches in environmental education.
To appear in Computers & Education, 2009.
Henze, N.: Wieviele Vieren vor der Sechs?
MNU 62, 464-465.
Henze, N.; Ketterer, F.; Klar, B.: The use of isotones for comparing tests of normality against skew normal distributions.
Journal of Statist. Th. and Practice 3, 613-626.
Hoferer, J.; Hoffmann, L.M.; Goebbels, J.; Kasper, G.; Last, G.; Weil, W.: Reconstruction algorithms for the internal packing density distribution of fibrous filter media based on tomographic data.
To appear in: Filtration 9, 147-154.
Huson, D. H.; Klar, B.; Mitra, S.: Visual and statistical comparison of metagenomes.
To appear in Bioinformatics.
Kampf, J.: On weighted parallel volumes.
Beiträge zur Algebra und Geometrie, 50, 495-519.
Klar, B.; Lindner, F.; Meintanis, S. G.: Specification tests for the error distribution in GARCH models.
Submitted, 2009.
Klar, B.; Müller, H. S.; Vogel, M.: Modelling the abrasive wear of concrete for probabilistic service life prediction of hydraulic structures.
Submitted, 2009.
Last, G.; Thorisson H.: Invariant transports of stationary random measures and mass-stationarity.
The Annals of Probability 37(2), 790-813, 2009.
Parthasarathy, P. R.; Vasudevan, K.: A single server queue with gated processor-sharing system.
Intern. J. Comput. Math., 86:1-11.
Parthasarathy, P. R.; Sudhesh, R.: A state-dependent queue alternating between arrivials and services.
To appear in Int. J. Oper. Res.
Parthasarathy, P. R.; Sudhesh, R.: On the equivalence of addition formula of lattice paths and chapman-kolmogorov equation of birth and death process.
Appl. Math. E-Notes, 8:95-100.
Parthasarathy, P. R.; Sri Ranga, K.: Generating birth and death processes.
To appear in Methods Appl. Anal.
Parthasarathy, P. R.: An interesting property of birth and death process.
Matj. Sci., 34:51-53.
2008
Bäuerle, N.; Blatter, A.; Müller, A.: Dependence Properties and Comparison Results for Levy Processes.
Mathematical Methods of Operations Research 67(1), 161-186.
Bäuerle, N.; Grübel, R.: Multivariate risk processes with interacting intensities.
Advances in Applied Probability 40.2, 578-601.
Bäuerle, N.; Kötter, M.: The periodic risk model with investment.
Insurance: Mathematics and Economics 42, 962-967.
Bäuerle, N.; Mundt, A.: A Bayesian approach to incorporate model ambiguity in a dynamic risk measure.
Statistics & Decisions 26, 1001-1024.
Baringhaus, L.; Grübel, R.; Henze N.: Dietrich Morgenstern 26.9.1924-24.6.2007.
Jahresbericht Deutscher Mathematik-Vereinigung, 110(2):101-113,2008.
Baringhaus, L.; Henze N.: A new weighted integral goodness-of-fit statistic for exponentiality.
Stat. Probab. Lett., 78(8):1006-1016, 2008.
Bissantz, N.; Holzmann, H.: Statistical inference for inverse problems.
Inverse Probl., 24(3):034009, 17.
Borovkov, K.; Last, G.: On level crossings for a general class of piecewise-deterministic Markov processes.
Advances in Applied Probability 40, S. 815-834.
Dannemann, J., Holzmann, H. :.
Testing for two states in a hidden Markov model. Canad. J. Statist., 36 (4),505-520.
Dannemann, J., Holzmann, H.:
Likelihood ratio testing for hidden Markov models under nonstandard conditions. Scand. J. Statist., 35 (2), 309-321.
Dannemann, J., Holzmann, H.:
The likelihood ratio test for hidden Markov models in two-sample problems. Computational Statistics & Data Analysis, 52, 1850-1859.
Denker, M.; Holzmann, H.: Markov partitions for fibre expanding systems.
Colloq, Math., 110(2):485-492.
Henze, N.: Rekorde.
Der Mathematikunterricht 54, S. 16-23.
Holzmann, H., Munk, A.:
Reply to: On the nonidentifiability of population sizes Biometrics, 64, 979-981.
Holzmann, H., Vollmer, S.:
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.
Holzmann, H.:
Testing parametric models in the presence of instrumental variables. Statist. Prob. Letters, 78, 629-636.
Hongler, M.-O.; Parthasarathy, P. R.: On a super-diffusive, nonlinear birth and death process.
Phys. Lett., A, (10.1016).
Kieser, R.; Veraart, L.A.M.: A note on the survival probability in Credit Grades.
Jornal of Credit Risk, 4(2).
Parthasarathy, P. R.; Sudhesh, R.: Transient of a multiserver poisson queue with n-policy.
Comp. Math. Appl., 55:550-562.
Rogers, L.C.G.; Veraart, L.A.M.: A stochastic volatility alternative to SABR.
J. Appl. Probab., 45(2):1071-1085.
2007
Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.: On the waiting time of arriving aircrafts and the capacity of airports with one or two runways.
European Jornal of Operation Research, 177(2):1180-1196.
Bäuerle, N.; Kötter, M.: Markov-modulated diffusion risk models.
Scandinavian Actuarial Journal 1, 34-52.
Bäuerle, N.; Kötter, M.: The Markov-modulated risk model with investment.
Operations Research Proceedings 2006, 575-580, Springer, Berlin.
Bäuerle, N.; Rieder, U.: Portfolio optimization with jumps and
unobservable intensity process.
Mathematical Finance, Vol.17/2, 205-224.
Baumstark, V.; Last, G.: Some distributional results for Poisson Voronoi tessellations.
Advances in Applied Probability 39, 16-40.
Heveling, M.; Last, G.: Point shift characterization of Palm measures on Abelian groups.
Electronic Journal of Probability, 12, 122-137.
Morgenthaler, S.; Parthasarathy, P. R.: Euler on statistics.
J. Stat. Theory Pract., 1:479-487.
Parthasarathy, P. R.; Vasudevan, K.: A single server queue with two types of customers in a varying environment.
Inter. J. Mod. Math., 2:81-101.
Parthasarathy, P. R.; Sudhesh, R.: Transient solution for a queue with state- and time-dependent rates.
Math. Sci., 32:140-146.
Parthasarathy, P. R.; Sudhesh, R.: Transient solution for a single server retrial queue with state-dependent rates.
Oper. Res. Lett., 35:601-611.
Stummer, W.; Vajda, I.: Optimal statistical decisions about some alternative financial models.
Journal of Econometrics 137, 441-471.
2006
Bäuerle, N.; Müller, A.: Stochastic orders and risk measures:
consistency and bounds.
Insurance: Mathematics and Economics 38, 132-148.
Ebner, B,; Folkers, M.; Mit Mathematik unterschreiben: Ein Vorschlag für den Schulunterricht, in: Realitätsnaher Mathematikunterricht - vom Fach aus und für die Praxis, Festschrift für Hans-Wolfgang Henn zum 60. Geburtstag, Verlag Franzbecker, Hildesheim 2006.
Gantert, N.; van der Hofstad, R.; König, W.:
Deviations of a random walk in a random scenery with stretched exponential
tails. Stochastic Processes and their Applications 116, 2006, 480 - 492.
Gantert, N.; Müller, S.:
The critical Branching Random Walk is transient.
Markov Processes and Related Fields 12, 2006, 805-814.
Heveling, M.; Last, G.: Existence, uniqueness and
algorithmic computation of general lilypond systems.
Random Structures & Algorithms, 2006, 29, 338-350.
Hinderer, K.; Stieglitz, M.: The solution of a generalization of a Bayesian stopping problem of Mac Kinnon. In: Morlock, M.; Schwindt, C.; Trautmann, N.; Zimmermann, J. (Eds.), Perspectives in Operations Research: Essays in Honour of Klaus Neumann. Deutscher Universitätsverlag, 2006, pp. 69-92.
Hug, D.; Last, G.; Weil, W.: Polynomial parallel volume, convexity and contact
distributions of random sets. Probability Theory and Related Fields, 135, 2006, 169-200.
Last, G.: On mean curvature functions of Brownian paths. Stochastic Processes and their Applications, 116, 2006, 1876-1891.
Last, G.: Stationary partitions and Palm probabilities.
Advances in Applied Probability, 2006, 38, 602-620.
Münderle, M.; Taraschewski, H.; Klar, B.; Chang, C.W.; Shiao, J.C.; Shen, K.N.; He, J.T.; Lin, S.H.; Tzeng, W.N.: Occurrence of Anguillicola crassus (Nematoda: Dracunculoidea) in Japanese eels Anguilla japonica of a river and in an aquaculture unit in SW Taiwan. Diseases of Aquatic Organisms 71, 2006, 101-108.
2005
Henze, N.; Last, G.: Mathematik für Wirschaftsingenieure, volume 1.
Vieweg, 2., überarb. und erw. Aufl. edition, 2005
Bäuerle, N.; Rieder, U.: Portfolio optimization with unobservable Markov-modulated drift process.
Journal of Applied Probability 42, 362-378, 2005.
Bäuerle, N.: Benchmark and Mean-Variance problems for insurers.
Mathematical Methods of Operations Research 62(1), 159-165, 2005.
Bäuerle, N.; Mundt, A.: Einführung in die Theorie und Praxis statischer Risikomaße, in:
Bäuerle, N.; Mundt, A. (Hrsg.), Risikomanagement, Schriftenreihe des Kompetenzzentrums Versicherungswissenschaften GmbH,
Band 3, Karlsruhe 2005, S. 67 - 99.
Bäuerle, N.; Grübel, R.: Multivariate counting processes: copulas and beyond.
ASTIN Bulletin 35, 379-408.
Berner, Z.; Hartmann, J.; Henze,N.; Stüben, D.: A statistical procedure for the analysis of seismotectonically induced hydrochemical signals:
A case study from Eastern Carpathians, Romania.
Tectonophyics 405, 77-98.
Bischoff, W.; Bradley, P.E.; Ferrara, C.; Kohler, N.:
Überlebensanalyse von Gebäudebeständen am Beispiel der Stadt Ettlingen.
Stadtforschung und Statistik 1, 32-35.
Bischoff, W.; Hashorva, E.; Huesler, J.; Miller, F.:
Analysis of a change-point regression problem in quality control by
partial sums processes and Kolmogorov type tests.
Metrika 62, 85-98.
Bischoff, W.; Heck, B.; Howind, J.; Teusch, A.:
A statistical method for testing heteroscedasticity of variances in a
linear model with a case study showing the dependence of variances of GPS
carrier phase observations on the elevation angle.
Journal of Geodesy, 78, 397-405.
Daley, D.; Last, G.: Descending Chains, the lilypond model, and mutual nearest
neighbour matching. Advances in Applied Probability 37, 604-628.
Ender, P.: Ein Anpassungstest für Kopulafunktionen.
Dissertation. Fakultät für Mathematik, Universität Karlsruhe.
Gantert, N.; König, W.; Shi, Z.:
Annealed deviations of random walk in random scenery.
Annales de l'Institut Henri Poincare Prob. et Stat., Vol 43, No 1, 147-176.
Gantert; N., Löwe, M.; Steif, J.:
The voter model with antivoter bonds.
Annales de l'Institut Henri Poincare, Prob. et Stat., Vol 41, No 4, 767-780.
Henze, N.; Klar, B.; Zhu, L.X.: Checking the adequacy of the multivariate semiparametric location shift model.
Journal of Multivariate Analysis 93, 238-256.
Henze, N.; Meintanis, S.G.: Recent and classical tests for exponentiality:
A partial review with comparisons. Metrika 61, 29-45.
Heveling, M.; Last, G.: Characterization of Palm measures via bijective point-shifts.
Annals of Probability 33, 1698-1715.
Hinderer, K.: Lipschitz continuity of value functions in Markovian decision processes.
Math. Meth. Oper. Res. 62, 3-22
Hinderer, K.; Waldmann, K.-H.: Algorithms for countable state Markovian decision models
with an absorbing set. SIAM Journal Control Optim. 43, 2109-2131.
Klar, B.: Tests for exponentiality against the M and LM classes of life distributions.
TEST 14, 543-565.
Klar, B.; Meintanis, S.G.: Tests for normal mixtures based on the empirical characteristic function.
Computational Statistics and Data Analysis 49, 227-242.
Mahlzahn, D.; Opper, M.: A statistical physics approach for the analysis of machine
learning algorithms on real data.
Journal of Statistical Mechanics: Theory and Experiment, P11001, 1-33.
Schildge, J.; Klar, B.: Sarkoidose der Lunge - klinische und bronchoskopische Befunde in Abhängigkeit vom radiologischen Stadium. Pneumologie 59, 282-287.
Schäl, I.; Stummer W.: Kategorisierung operationeller Risiken im Umfeld von Basel II.
FINANZ BETRIEB 7 (Heft 12), 786 - 798.
2004
Kalckreuth von, U.; Krtscha, M.: Stable solutions to homogeneous difference-differential equations with constant coefficients: Analytical instruments and an application to monetary theory.
Appl. Math., Praha, 49(4):373-386, 2004
Henze, N.; Last, G.: Mathematik für Wirschaftsingenieure, volume 2.
Vieweg, 2004
Bischoff, W.; Hashorva, E.; Huesler, J.; Miller, F.:
On the power of the Kolmogorov test to detect the trend of a Brownian
bridge with applications to a change-point problem in regression models.
Statistics & Probability Letters 66, 105-115.
Burger, M.; Klar, B.; Müller, A.; Schindlmayr, G.:
A spot market model for the pricing of derivatives in electricity markets.
Quantitative Finance 4, 109-122.
Dembo, A.; Gantert, N., Zeitouni, O.:
Large deviations for random walk in random environment with holding times.
Annals of Probability 32, 996-1029.
Gupta, A.K.; Henze, N.; Klar, B.:
Testing for affine equivalence of elliptically symmetric distributions.
Journal of Multivariate Analalysis 88, 222-242.
Henze, N.; Stummer, W.:
Mittelwerte und Mitten in der Stochastik.
Der Mathematikunterricht 50, 18-29.
Heveling, M.; Hug, D.; Last, G.:
Does parallel volume imply convexity?
Mathematische Annalen 328, 469-479.
Hug, D.; Last, G.; Weil, W.:
A local Steiner-type formula for general closed sets and applications.
Mathematische Zeitschrift 246, 237-272.
Klar, B.; Sures, B.:
A nonlinear model of stress hormone levels in rats - the interaction between pollution and parasites.
Ecotoxicology and Environmental Safety 59, 23-30.
Konstantopoulos, T.; Last G.; Lin, S.:
On a class of Levy stochastic networks.
Queueing Systems 46, 409-437.
Last, G.:
Ergodicity properties of stress release, repairable system and workload models.
Advances in Applied Probability 36, 471-498.
Mahlzahn, D.; Opper, M.: Approximate analytical bootstrap averages for support vector classifiers.
Advances in Neural Information Processing Systems 16, MIT Press,
Eds.: S. Thrun, L. Saul, B. Schölkopf.
Mahlzahn, D.; Opper, M.: Impact of long-term correlations on the distribution of extreme events.
Disasters and Society - From Hazard Assessment to Risk Reduction, p. 11-17,
Logos Verlag Berlin.
Stummer W.: Moderne Finanzmathematik für die Schule.
In: R. Biehler, J. Engel u. J. Meyer (Hrsg.), Neue Medien und innermathematische
Vernetzungen in der Stochastik, 61-75, Verlag Franzbecker Hildesheim/Berlin.
2003
Bader, G.; Bischoff, W.: Old and New Aspects of Minimax Estimation
of a Bounded Parameter. Festschrift for Constance van Eeden.
IMS Lecture Notes.
Berger, N.; Gantert, N., Peres, Y.:
The speed of biased random walk on percolation clusters.
Probability Theory and Related Fields 126, 221-242.
Bischoff, W.; Hashorva, E.; Hüsler, J.; Miller, F.:
Exact asymptotics for boundary crossings of the Brownian bridge with
trend with application to the Kolmogorov test.
Annals of the Institute of Statistical Mathematics 55, No. 4, 849-864.
Bischoff, W.; Miller, F.; Hashorva, E.; Hüsler, J:
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend.
Methodol. Comput. Appl. Probab. 5, No. 3, 271-287.
Henze, N.; Klar, B.; Meintanis, S.G.:
Invariant tests for symmetry about an unspecified point
based on the empirical characteristic function.
Journal of Multivariate Analysis 87, 275-297.
Henze, N.; Nikitin, Ya.Yu.: Two-sample tests based on the integrated empirical process.
Communications in Statististics A - Theory and Methods 32, 1767-1788.
Hinderer, K.; Waldmann, K.-H.: The critical discount factor for finite
Markovian decision processes with an absorbing set.
Mathematical Methods of Operations Research 57, 1-19.
Hug, D.; Last, G.; Weil, W.: Distance measurements on processes of flats.
Advances in Applied Probability 35, 70-95.
Kabanov, Y.M.; Last, G.: Hedging in a model with transaction costs.
Proceedings of Steklov Institute of Mathematics 237, 208-214.
Klar, B. On a test for exponentiality against Laplace order dominance.
Statistics 37, 505-515.
Klar, B.; Müller, A.: Characterizations of classes of lifetime distributions
generalizing the NBUE class.
Journal of Applied Probability 40, 20-32.
Malzahn, D.; Opper, M.: An approximate analytical approach to resampling averages.
Journal of Machine Learning Research. Vol. 4: 1151-1173
Schildge, J.; Klar, B.; Hardung-Backes, M.: Die Mastzelle in der bronchoalveolären Lavage
bei interstitiellen Lungenerkrankungen.
Pneumologie 57, 202-207.
Stummer W.:
Nuancen der Nichtbeliebigkeit von Aktienkurs-Modellierungen.
Stochastik in der Schule 2, 79-99.
2002
Bader, G.; Bischoff, W.;Kohler, N.; Schwaiger, B.: Statistische
Methoden zur Analyse von Gebäudebeständen.
Stadtforschung und Statistik 1, 44-47.
Bischoff, W.: On the assumption of constant variance in regression models with an
analysis of yearly rainfall data.
Applications of Mathematics in Engineering and Economics, D. Ivanchev,
M. D. Todorov (Eds.), Heron Press, 409-418.
Bischoff, W.: The structure of residual partial sums limit processes of linear regression models.
Theory of Stochastic Processes 8(24) No.1-2, 23-28.
Bischoff, W.; Miller, F.: A minimax two stage procedure for comparing treatments:
looking at a hybrid test and estimation problem as a whole.
Statistica Sinica 12, 1133-1144.
Bischoff, W.; Scherer, R.: Mathematical Modeling for the Waterman System.
Proceedings of the 6th Balkan Conference on Operational Research: A
Challenge for Scientific and Business Collaboration, Byron
Papathanassiou, Maro Vlachopoulou (eds.), CD, W1B1.
Dembo, A.; Gantert, N.; Peres, Y.; Zeitouni, O.: Large deviations
for random walks on Galton-Watson trees: averaging and
uncertainty.
Probability Theory and Related Fields 122, 241-288.
Gantert, N.: Subexponential tail-asymptotics for a random walk with
randomly placed one-way nodes. Annales de l'Institut Henri Poincare,
Prob. et Statistique 38 No 1, 687-704.
Gantert, N.; Shi, Z.: Many visits to a single site for a transient
random walk in random environment.
Stochastic Processes and their
Applications 99, 159-176.
Henze, N.: Invariant tests for multivariate normality: A critical review.
Statistical Papers 43, 467-506.
Henze, N.: Verschwundene Socken, Rencontre-Probleme, Fußballauslosungen
und Sammelbilder - eine einheitliche Betrachtungsweise.
Praxis der Mathematik 44, 219-224.
Henze, N.; Klar, B.: Goodness-of-fit tests for the inverse Gaussian
distribution based on the empirical Laplace transform.
Annals of the Institute of Statistical Mathematics 54, 425-444.
Henze, N.; Meintanis, S.G.: Goodness-of-fit tests based on a new
characterization of the exponential distribution.
Communications in Statistics A - Theory and Methods 31, 1479-1497.
Henze, N.; Meintanis, S.G.: Goodness-of-fit tests for the exponential distribution based
on the empirical Laplace transform.
Statistics 36, 147-161
Henze, N.; Nikitin, Ya.Yu.: New Watson type goodness-of-fit tests based on the integrated
empirical process.
Mathematical Methods of Statistics 11, 183-202.
Hug, D.; Last, G.; Weil, W.: A survey on contact distributions. Morphology of Condensed Matter.
Physics and Geometry of Spatially Complex Systems. (K. Mecke, D. Stoyan, eds.),
Lecture Notes in Physics 600,
317-357, Springer, Berlin.
Hug, D.; Last, G.; Weil, W.: Generalized contact distributions of
inhomogeneous Boolean models.
Advances in Applied Probability 34, 21-47.
Kabanov, Y.M.; Last, G.: Hedging under transaction costs in currency
markets: a continuous-time model.
Mathematical Finance 12, 63-70.
Klar, B.: A note on the L-class of life distributions.
Journal of Applied Probability 39, 11-19.
Klar, B.: A treatment of multivariate skewness, kurtosis and related statistics.
Journal of Multivariate Analysis 83, 141-165.
Miller, F.: Optimale Versuchspläne bei Einschränkungen in der Versuchspunktwahl.
Dissertation. Fakultät für Mathematik, Universität Karlsruhe.
Schymik, G.; Hess, M.; Klar, B.; Mehmel, H.C.:
Cardiogenic shock: which clinical and interventional parameters affect mortality.
Journal of the American College of Cardiology 39, Supplement B, 98-99.
Stummer, W.:
Decision risk reductions for stock indices.
Advances and Applications in Statistics 2, 79-99.
Stummer, W.:
Some potential means for venture valuation.
The Journal of Entrepreneurial Finance and Business Ventures 7, 39-52.
Sures, B.; Scheef, G.; Klar, B.; Kloas, W.; Taraschewski, H.:
Interaction between cadmium exposure and infection with
the intestinal parasite Moniliformis moniliformis (Acanthocephala)
on the stress hormone levels in rats.
Environmental Pollution 119, 333-340.
2001
Bader, G.: Asymptotik von Regressionsmodellen. Dissertation.
Fakultät für Mathematik, Universität Karlsruhe.
Bader, G.; Bischoff, W.:
Weak LeCam-convergence of regression models with an application to the
asymptotic efficiency of the likelihood ratio test.
Preprint Nr. 01/23. Fakultät für Mathematik, Universität Karlsruhe.
Friede, T.; Miller, F.; Bischoff, W.; Kieser, M.: A note on change
point estimation in dose-response trials.
Computational Statistics and Data Analysis 37, 219-232.
Henze, N.: Muster in Bernoulli-Ketten.
Stochastik in der Schule 21, Heft 2, 2-10.
Henze, N.; Klar, B.: Testing exponentiality against the -class of life
distributions.
Mathematical Methods of Statistics 12, 232-246.
Hinderer, K.; Waldmann, K.-H.: Cash Management in a Randomly Varying Environment.
European Journal of Operational Research 130, 468-485
Klar, B.: Goodness-of-fit tests for the exponential and the
normal distribution based on the
integrated distribution function. Annals of the Institute of
Statistical Mathematics 53, 338-353.
Last, G.; Schassberger, R.: On the second derivative of the spherical contact
distribution function of smooth grain models.
Probability Theory and Related Fields 121, 49-72.
Last, G; Szekli, R.: Moments and Blackwell's convergence for repairable
systems with heavy tailed lifetimes.
Markov Processes and Related Fields 7, 469-490.
Schildge, J.; Klar, B.; Gaiser, R.: Die Bestimmung der bronchialen Sensitivität - ist
die Widerstandsmessung mittels Unterbrechermethode ein zuverlässiges
Verfahren? Pneumologie 55, 425-430.
Schymik, G.; Hess, M.; Vorderbrügge, U.; Kretschmer, S.; Schlick, M.; Klar, B.; Mehmel, H.C.:
Der kardiogene Schock: Determinanten des PTCA-Erfolges und der In-Hospitalletalität.
German Journal of Cardiology 90, Supplement 2, 109.
Stummer, W.:
A Toolbox for Generalized Relative Entropies, EMM and Contingent Claim Valuation.
In: Mathematical Finance. Hrsg.: M. Kohlmann, S. Tang. pp. 345-354, Birkhäuser Verlag Basel.
Stummer, W.:
On a statistical information measure for a generalized Samuelson-Black-Scholes world.
Statistics and Decisions 19, 289-314.
Stummer, W.:
Some divergence properties of asset price models.
Entropy 3, 300-324.
Walther, W., Klar, B. (2001). Evidenzgestützte Einschätzung
prognostischer Faktoren der prothetischen Therapieplanung - eine multivariate Analyse.
Deutsche Zahnärztliche Zeitschrift 56, 676-679.
2000
Baringhaus, L.; Gürtler, N.; Henze, N.: Weighted integral test statistics
and components of smooth tests of fit.
Australian & New Zealand Journal of Statistics 42, 179-192.
Baringhaus, L.; Henze, N.: Omnibus tests of fit for exponentiality based
on a characterization via the mean residual life function.
Statistical Papers 41, 225-236.
Bischoff, W.: The structure of a linear model: sufficiency, ancillarity,
invariance, equivariance, and the normal distribution.
Journal of Multivariate Analysis 73, 180-198.
Bischoff, W.: Asymptotically optimal tests for some growth curve models
under non-normal error structure.
Metrika 50, 195-203.
Bischoff, W.; Fichter, M.:
Optimal lower and upper bounds for the -mean deviation of
functions of a random variable.
Mathematical Methods of Statistics 9, 237-269.
Bischoff, W.; Miller, F.:
Asymptotically optimal tests and optimal designs for testing the
mean in regression models with applications to change-point problems.
Annals of the Institute of Statistical Mathematics 52, 658-679.
Comets, F.; Gantert N.; Zeitouni, O.:
Quenched, annealed and functional large deviations for
one-dimensional random walk in random environment.
Probability Theory and Related Fields 118, 65-114.
Eichhorn, W.; Funke, H.; Krtscha, M.: A characterization of inequality
measures based on bilateral inequality.
Aequationes Mathematicae 58, 1-10.
Friede, T.; Kieser, M.; Miller, F.:
Modeling the Recovery from Depressive Illness by an Exponential Model
with Mixed Effects.
Methods of Information in Medicine 39, 12-15.
Gantert, N.:
A note on logarithmic tail asymptotics and mixing.
Statistics & Probability Letters 49, 113-118.
Gantert, N.:
The maximum of a branching random walk with semiexponential increments.
Annals of Probability 28, 1219-1229.
Gürtler, N.: Asymptotische Untersuchungen zur Klasse der BHEP-Tests
auf multivariate Normalverteilung mit festem und variablem Glättungsparameter.
Dissertation. Fakultät für Mathematik, Universität Karlsruhe.
Gürtler, N.; Henze, N.: Goodness-of-fit tests for the Cauchy distribution
based on the empirical characteristic function.
Annals of the Institute of Statistical Mathematics 52, 267-286.
Gürtler, N.; Henze, N.: Recent and classical goodness-of-fit tests for
the Poisson distribution.
Journal of Statistical Planning and Inference 90, 207-225.
Henze, N.: Stochastische Modellbildung zwischen Glücksspiel - Mathematik
und wirklichem (?) Anwendungsbezug - eine kritische Bestandsaufnahme. In:
Modellbildung, Computer und Mathematikunterricht, Hrsg.: H. Hirscher, 49-57.
Henze, N.; Klar, B.: ARD-Lotto-Show - zwei stochastische Probleme.
Der Mathematisch -- Naturwissenschaftliche Unterricht 53, 151-153.
Henze, N.; Nikitin, Ya. Yu.: A new approach to goodness-of-fit testing
based on the integrated empirical process.
Journal of Nonparametric Statistics 12, 391-416.
Hinderer, K.; Stieglitz, M.: Isotonicity of Minimizers in Polychotomous
Discrete interval Search via Lattice Programming.
Mathematical Methods of Operations Research 51, 139-173.
Hug, D.; Last, G.: On support measures in Minkowski spaces and contact distributions
in stochastic geometry.
Annals of Probability 28, 796-850.
Klar, B.: A Class of Tests for Exponentiality against HNBUE Alternatives.
Statistics & Probability Letters 47, 199-207.
Klar, B.: Bounds on Tail Probabilities of Discrete Distributions.
Probability in the Engineering and Informational Sciences 14, 161-171.
Klar, B.: Diagnostic smooth tests of fit.
Metrika 52, 237-252.
Konstantopoulos, T.; Last, G.: On
the dynamics and performance of stochastic fluid systems.
Journal of Applied Probability 37, 652-667.
Last, G.; Schassberger, R.: On stationary stochastic flows and Palm
probabilities of surface processes.
Annals of Applied Probability 10, 463-492.
Schildge, J.; Klar, B.; Weinstock, N.: Wert der Bestimmung der
alkalischen Phosphatase (AP) und des AP/Albumin-Quotienten in der
bronchoalveolären Lavage (BAL) für die Diagnostik
interstitieller Lungenkrankheiten.
Pneumologie 54, 385-391.
Bücher (seit 2000)
Henze, N.; Last, G. (2010): Mathematik für Wirtschaftsingenieure und für
naturwissenschaftlich-technische Studiengänge 1.
2. überarbeitete Auflage. Verlag Vieweg + Teubner, Wiesbaden.
466 Seiten.
Henze, N. (2010):
Stochastik für Einsteiger. 8., erweiterte Auflage. Verlag Vieweg + Teubner, Wiesbaden.
366 Seiten.
Henze, N. (2008):
Stochastik für Einsteiger. 7., überarbeitete und erweiterte Auflage. Vieweg, Wiesbaden.
362 Seiten.
Henze, N. (2006):
Stochastik für Einsteiger. 6. überarbeitete und erweiterte Auflage. Vieweg, Braunschweig, Wiesbaden,
306 Seiten.
Henze, N.; Last, G. (2005): Mathematik für Wirtschaftsingenieure und für
naturwissenschaftlich-technische Studiengänge 1.
2. überarbeitete und ergänzte Auflage. Vieweg, Wiesbaden, 430 Seiten.
Henze, N. (2004):
Stochastik für Einsteiger. 5. überarbeitete Auflage. Vieweg, Braunschweig, Wiesbaden,
287 Seiten.
Henze, N.; Last, G. (2004):
Mathematik für Wirtschaftsingenieure und für naturwissenschaftlich-technische
Studiengänge 2. Vieweg, Wiesbaden, 466 Seiten.
Stummer, W. (2004):
Exponentials, Diffusions, Finance, Entropy and Information.
Shaker Verlag, Aachen, 223 Seiten.
Henze, N. (2003):
Stochastik für Einsteiger. 4. verbesserte Auflage. Vieweg, Braunschweig, Wiesbaden,
306 Seiten.
Henze, N.; Last, G. (2003): Mathematik für Wirtschaftsingenieure 1.
Vieweg, Wiesbaden, 422 Seiten.
Henze, N. (2000):
Stochastik für Einsteiger. 3. erweiterte Auflage. Vieweg, Braunschweig, Wiesbaden,
306 Seiten.