Operational protocols are a valuable means for quality control. However, developing operational protocols is a highly complex and costly task. We present an integrated approach involving both intelligent data analysis and knowledge acquisition from experts that supports the development of...

Most of the literature on combination of forecasts deals with the assumption of unbiased individual forecasts. Here, we consider the case of biased forecasts and discuss two different combination techniques resulting in an unbiased forecast. On the one hand we correct the individual forecasts,...

We propose a new test for the comparison of two regression curves, which is based on a difference of two marked empirical processes based on residuals. The large sample behaviour of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In...

Cronbach’s alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to...

Cointegration describes the pattern that pairs of time series keep together in long run, although they diverge in short run. A generalisation of this behaviour is the fractional cointegration. Two statistical tests, the M– and ML–test are formulated for fractional cointegration in different...

In many fields of applied statistics samples from several locations in an investigation area are taken repeatedly over time. Especially in environmental monitoring the chemical and physical conditions in water, air and soil are measured using fixed and possibly mobile monitoring stations. The...

In investigations on the behaviour of robust estimators, typically their consistency and their asymptotic normality are studied as a necessity. Their rates of convergence, however, are often given less weight. We show here that the rate of convergence of a multivariate robust estimator to its...

Necessary and sufficient conditions for the equality of ordinary least squares and generalized least squares estimators in the linear regression model with firstorder spatial error processes are given.

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...