Recently, Dette, Neumeyer and Pilz (2005a) proposed a new monotone estimator for strictly increasing nonparametric regression functions and proved asymptotic normality. We explain two modifications of their method that can be used to obtain monotone versions of any nonparametric function...

Most credit portfolio models exclusively calculate the loss distribution for a portfolio of performing counterparts. Conservative default definitions cause considerable insecurity about the loss for a long time after the default. We present three approaches to account for defaulted counterparts...

N-Acetyltransferase 2 (NAT2) genotyping may result in a considerable percentage in several ambiguous allele combinations. PHASE 2.1 is a statistical program which is designed to estimate the probability of different allele combinations. We have investigated haplotypes of 2088 subjects genotyped...

We consider maximin and Bayesian D-optimal designs for nonlinear regression models. The maximin criterion requires the specification of a region for the nonlinear parameters in the model, while the Bayesian optimality criterion assumes that a prior distribution for these parameters is available....

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Properties of a specification test for the parametric form of the variance function in diffusion processes dXt = b (t,Xt) dt + sigma (t,Xt) dWt are discussed. The test is based on the estimation of certain integrals of the volatility function. If the volatility function does not depend on the...

To estimate the effective dose level ED a in the common binary response model, several parametric and nonparametric estimators have been proposed in the literature. In the present paper, we focus on nonparametric methods and present a detailed numerical comparison of four different approaches to...

The regression depth method (RDM) proposed by Rousseeuw and Hubert [RH99] plays an important role in the area of robust regression for a continuous response variable. Christmann and Rousseeuw [CR01] showed that RDM is also useful for the case of binary regression. Vapnik?s convex risk...

One serious problem in deep hole drilling is the occurrence of a dynamic disturbances called spiralling. A common explanation for the occurrence of spiralling is the coincidence of time varying bending eigenfrequencies of the tool with multiples of the spindle rotation frequency. We propose a...

Motivation: Not individual single nucleotide polymorphisms (SNPs), but high-order interactions of SNPs are assumed to be responsible for complex diseases such as cancer. Therefore, one of the major goals of genetic association studies concerned with such genotype data is the identification of...