Lineare Modelle mit latenten Variablen sind seit langem verbreitete Analyse- und Prognoseinstrumente in den Sozialwissenschaften. Auch in der Ökonometrie gibt es einige Anwendungen. Die meistverbreiteten Modellierungs- und Schätzverfahren sind LISREL von Jöreskog und Sörbom (z.B. 1987) und...

Additive modelling has been widely used in nonparametric regression to circumvent the curse of dimensionality, by reducing the problem of estimating a multivariate regression function to the estimation of its univariate components. Estimation of these univariate functions, however, can suffer...

A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...

Statistics is often difficult for students, since it requires coordination of quantitative and graphical insights with mathematical ability. Furthermore, ever-increasing special knowledge of statistics is demanded, since data of increasing complexity and size need to be understood and analyzed....