In the presented paper we introduce an approach to assess particular economic effects which may arise with bringing mobile technologies into the field of sales and distribution. The research problem posed here comprises quite a special case where sales operations of a company are carried by its...

Threshold Accepting (TA) is a powerful optimization heuristic from the class of stochastic local search algorithms. It has been applied successfully to different optimization problems in statistics and econometrics, including the uniform design problem. Using the latter application as example,...

Standard measures of consumer price inflation are based on a bundle of representative goods. It is well known that this approach might overstate inflation for new products and products with fast increasing quality. For this reason, hedonic adjustment methods have been proposed and introduced in...

A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to...

In this paper we highlight a data augmentation approach to inference in the Bayesian logistic regression model. We demonstrate that the resulting conditional likelihood of the regression coefficients is multivariate normal, equivalent to a standard Bayesian linear regression, which allows for...

In dieser Arbeit werden die Auswirkungen einer Ersetzung von fehlenden Werten auf das Ergebnis einer Regressionsanalyse untersucht. Grundlage ist eine Untersuchung von Klasen (2000) über die Unterschiede im Zusammenhang zwischen Unterernährung und Kindersterblichkeit in Afrika und Südasien....

We propose a new class of state space models for longitudinal discrete response data where the observation equation is specified in an additive form involving both deterministic and random linear predictors. These models allow us to explicitly address the effects of trend, seasonal or other...

Microaggregation is a set of procedures that distort empirical data in order to guarantee the factual anonymity of the data. At the same time the information content of data sets should not be reduced too much and should still be useful for scientific research. This paper in- vestigates the...

We propose a method to test a prediction of the distribution of a stochastic process. In a non-Bayesian non-parametric setting, a predicted distribution is tested using a realization of the stochastic process. A test associates a set of realizations for each predicted distribution, on which the...

To solve boundary value problems for linear systems of stochastic differential equations we propose and justify a numerical method based on the Gibbs sampler. In contrast to the technique which yields for linear systems an "exact" numerical solution, the proposed method is simpler to generalize...