If the number of assessors in a difference test is not large enough to ensure the desired power of the testing procedure, then it is often advised to use assessors repeatedly. That is, each assessor performs the testing not just once but several times. There is a discussion going on, how results...

This note provides a proof of Granger's (1986) error correction model for fractionally cointegrated variables and points out a necessary assumption that has not been noted before. Moreover, a simpler, alternative error correction model is proposed which can be employed to estimate fractionally...

A statistical method for analysing sensory profiling data obtained by means of fixed vocabulary or free choice profiling is discussed. The most interesting feature of this method is that it involves only simple statistical treatment and can therefore be performed using standard software...

We present a descriptive analysis of stylized facts for the German business cycle. We demonstrate that simple ad-hoc instructions for identifying univariate rules characterizing the German business cycle 1955-1994 lead to an error rate comparable to standard multivariate methods.

This paper presents the application of special unsupervised neural networks (self-organizing maps) to different domains, as sleep apnea discovery, protein sequences analysis and tumor classification. An enhancement of the original algorithm, as well as the introduction of several hierachical...

The paper describes a case study in combining different methods for acquiring medical knowledge. Given a huge amount of noisy, high dimensional numerical time series data describing patients in intensive care, the support vector machine is used to learn when and how to change the dose of which...

This paper generalizes Kushner's (1997) method for finding optimal repeated measurements designs to optimal designs under an interference model. The model we assume is for a onedimensional layout without guard plots and with different left and right neighbour effects. The resulting optimal...

We show that there is strong evidence of long-range dependence in the volatilities of several German stock returns. This will be done by estimating the memory parameter of the absolute returns with classical log-periodogram regression as well as by employing the tapered periodogram. Both...