We consider some asymptotic distribution theory for M-estimators of the parameters of a linear model whose errors are non-negative; these estimators are the solutions of constrained optimization problems and their asymptotic theory is non-standard. Under weak conditions on the distribution of the...

For the problem of percentile estimation of a quantal response curve, we determine multi-objective designs which are robust with respect to misspecifications of the model assumptions. We propose a maximin approach based on efficiencies and provide designs that are simultaneously efficient with...

We consider the problem of uniform asymptotics in kernel functional estimation where the bandwidth can depend on the data. In a unified approach we investigate kernel estimates of the density and the hazard rate for uncensored and right-censored observations. The model allows for the fixed...

Support Vector Machines (SVMs) have become a popular learning algorithm, in particular for large, high-dimensional classification problems. SVMs have been shown to give most accurate classification results in a variety of applications. Several methods have been proposed to obtain not only a...

Many robust statistical procedures have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets. Secondly, robust confidence intervals for the estimated parameters or robust predictions according to the fitted models are often unknown. Here, we...

In the common Fourier regression model we determine the optimal designs for estimating the coefficients corresponding to the lower frequencies. An analytical solution is provided which is found by an alternative characterization of c-optimal designs. Several examples are provided and the...

Assume we have a dataset, Z say, from the joint distribution of random variables X and Y , and two further, independent datasets, X and Y, from the marginal distributions of X and Y , respectively. We wish to combine X, Y and Z, so as to construct an estimator of the joint density. This problem...

Ziel des vorliegenden Diskussionspapiers ist es, einen Beitrag zur Verbesserung der Vergleichbarkeit der Schätzgüteergebnisse von Insolvenzprognosestudien zu leisten. Hierzu werden zunächst in der Literatur verwendete kategoriale, ordinale und kardinale Schätzgütemaße vorgestellt. Es wird...

The convergence of estimators, e.g. maximum likelihood estimators, for increasing sample size is well understood in many cases. However, even when the rate of convergence of the estimator is known, practical application is hampered by the fact, that the estimator cannot always be obtained at...