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Business cycle prediction using support vector methods
Vogtländer, Kai; Weihs, Claus - 2000
Persistent link: https://www.econbiz.de/10001522625
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Variables selection in observational and experimental studies
Kunert, Joachim; Weihs, Claus - 2000
Persistent link: https://www.econbiz.de/10001522631
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar - 2003 - Revision
Persistent link: https://www.econbiz.de/10001813124
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Comparison of separable components in different samples
Neumeyer, Natalie; Sperlich, Stefan - 2003
Persistent link: https://www.econbiz.de/10001813127
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Efficient experimental design for the Behrens-Fisher problem with application to bioassay
Dette, Holger; O'Brien, Timothy E. - 2003
Persistent link: https://www.econbiz.de/10001813142
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A power comparison between nonparametric regression tests
Zhang, Chunming; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001813298
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Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
Krämer, Walter - 2003
Persistent link: https://www.econbiz.de/10001813489
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A note on testing symmetry of the error distribution in linear regression models
Neumeyer, Natalie; Dette, Holger; Nagel, Eva-Renate - 2003
Persistent link: https://www.econbiz.de/10001813567
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Optimal sequential kernel detection for dependent processes
Steland, Ansgar - 2003
Persistent link: https://www.econbiz.de/10001813592
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On detecting jumps in time series : nonparametric setting
Pawlak, Mirek; Rafajlowicz, Ewaryst; Steland, Ansgar - 2003
Persistent link: https://www.econbiz.de/10001813602