We show that small trends do not influence log-periodogram based estimators for the memory parameter in a stationary invertible long-memory process. In the case of slowly decaying trends which are easily confused with long-range dependence we show by Monte Carlo methods that the tapered...

For testing one-sided but also two-sided hypotheses concerning several treatment arms in group sequentially performed clinical trials with arbitrary outcome variables, a general learning method is considered that allows for a complete self-designing of the study. All information available prior...

We derive the limiting null distribution of the robust CUSUM-M test and the recursive CUSUM-M test for structural change of the coefficients of a linear regression model with long-memory disturbances. It turns out that the asymptotic null distribution of the CUSUM-M statistic is a fractional...

This paper obtains Lorenz ordering relationships among order statistics from log-logistic samples of possibly different sizes. Some results extend other families including the Lomax, Burr III and Burr XII distributions.

The secondary structure classification of amino acid sequences can be carried out by a statistical analysis of sequence and structure data using state-space models. Aiming at this classification, a modified filter algorithm programmed in S is applied to data of three proteins. The application...

As high dimensional data occur as a rule rather than an exception in critical care today, it is of utmost importance to improve acquisition, storage, modelling and analysis of medical data, which appears feasible only with the help of bedside computers. The use of clinical information systems...

In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to multivariate outlier identifiers. We show how this term...

In combining several tests of significance the individual test statistics are allowed to be dependent. By choosing the weighted inverse normal method for the combination, the dependency of the original test statistics is then characterized by a correlation of the transformed statistics. For this...

In this paper we propose a simulation study in order to discuss four statistical models dealing with the problem of parameter estimation in enzyme-kinetics. The pseudo-maximumlikelihood estimators for the transform-both-sides-model and the weighted TBS-model are compared with...