Dickey-Fuller control charts aim at monitoring a random walk until a given time horizon to detect stationarity as early as possible. That problem appears in many fields, especially in econometrics and the analysis of economic equilibria. To improve upon asymptotic control limits (critical...

Over the past few years continuously new process capability indices have been developed, most of them with the aim to add some feature missed in former process capability indices. Thus, for nearly any thinkable situation now a special index exists which makes choosing a certain index as...

Deep hole drilling methods are used for producing holes with a high lengthto- diameter ratio, good surface finish and straightness. The process is subject to dynamic disturbances usually classified as either chatter vibration or spiralling. In this work, we propose to monitor the BTA drilling...

We consider data consisting of photon counts of diffracted X-rays as a function of the angle of diffraction. The problem is to determine the positions, powers and shapes of the relevant peaks. An additional difficulty is that the power of the peaks is to be measured from a baseline which itself...

We derive approximate formulae for the credit value-at-risk and the economic capital of a large credit portfolio. The representation allows to change the risk horizon quickly and avoids simulation or numerical procedures. The Poisson mixture model is equivalent to CreditRisk and uses the same...

The computation of robust regression estimates often relies on minimization of a convex functional on a convex set. In this paper we discuss a general technique for a large class of convex functionals to compute the minimizers iteratively which is closely related to majorization-minimization...

In nonparametric curve estimation, the smoothing parameter is critical for performance. In order to estimate the hazard rate, we compare nearest neighbor selectors that minimize the quadratic, the Kullback-Leibler, and the uniform loss. These measures result in a rule of thumb, a...

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...

Sliced inverse regression (SIR) is a clever technique for reducing the dimension of the predictor in regression problems, thus avoiding the curse of dimensionality. There exist many contributions on various aspects of the performance of SIR. Up to now, few attention has been paid to the problem...