Structured additive regression (STAR) models provide a flexible framework for modeling possible nonlinear effects of covariates: They contain the well established frameworks of generalized linear models (GLM) and generalized additive models (GAM) as special cases but also allow a wider class of...

Quantile regression provides a convenient framework for analyzing the impact of covariates on the complete conditional distribution of a response variable instead of only the mean. While frequentist treatments of quantile regression are typically completely nonparametric, a Bayesian formulation...

An overview is given over the S-Plus libraries and modules for statistical analysis of spatial data that are currently available at the Department of Statistics, University of Dortmund. It is believed that this includes all libraries currently available on the internet. Listings of functions...

An overview is given over the S-Plus libraries and modules for statistical analysis of spatial data that are currently available at the Department of Statistics, University of Dortmund. It is believed that this includes all libraries currently available on the internet. Listings of functions...

An overview is given over the S-Plus libraries and modules for statistical analysis of spatial data that are currently available at the Department of Statistics, University of Dortmund. It is believed that this includes all libraries currently available on the internet. Listings of functions...

Support Vector Machines (SVMs) are rarely benchmarked against other classification or regression methods. We compare a popular SVM implementation (libsvm) to 16 classification methods and 9 regression methodsall accessible through the software Ruby the means of standard performance measures...

This dissertation focuses on monetary policy rules in the OECD countries at both theoretical and empirical levels. It is divided into seven chapters.Chapter 1 presents some recent literature on monetary policy rules and introduces the goal and organization of this dissertation.Chapter 2 explores...