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Preprints:
- Vollmer, S., Holzmann, H., Weisbrod, J.
(2013).
A Global growth incidence analysis. In revision. - Holzmann, H., Eulert, M. (2013).
The role of the information set for forecasting - with applications to risk management. In revision. - Holzmann, H., Schwaiger, F. (2012).
Testing for the number of states in regime-switching models. Preprint.
- Holzmann, H., Leister, A. (2013).
Supplement for contribution to the discussion of "Large covariance estimation by thresholding principal orthogonal complements" by J. Fan, Y. Liao and M. Mincheva. Working Paper, Marburg University. [pdf]
2013
- Vollmer, S., Holzmann, H., Ketterer, F., Klasen,
S., Canning, D. (2013).
The Emergence of Three Human Development Clubs. To appear in: PLOS One [Preprint] - Alexandrovich, G., Holzmann, H. (2013).
Discussion of "How to find an appropriate clustering for mixed type variables with application to socio-economic stratification" by C. Hennig and Liao, to appear: J. Royal Statist. Soc. Ser. C
- Hohmann, D., Holzmann, H. (2013).
Two-component mixtures with independent coordinates as conditional mixtures: Nonparametric identification and estimation. Electron. J. Statist. 7 859-880, DOI 10.1214/13-EJS792. [pdf] [Technical Report]
2012
- Vollmer, S., Holzmann, H., Schwaiger, F.
(2012).
Peaks vs. Components. To appear in: Review of Development Economics. [Preprint] - Hohmann, D. , Holzmann, H.
(2012).
Semiparametric location mixtures with distinct components. Statistics, DOI 10.1080/02331888.2011.652118 - Vollmer, S., Holzmann, H., Ketterer, F.,
Klasen, S. (2012).
Distribution dynamics of Regional GDP per Employee in Unified Germany. Empirical Economics, DOI: 10.1007/s00181-011-0543-3 - Ketterer, F., Holzmann, H.
(2012).
Testing for intercept-scale switch in linear autoregression. Canadian J. Statist. [Preprint] - Holzmann, H., Ketterer, F. (2012).
Feasible Tests for regime switching in autoregressive models. Working Paper, Marburg University. - Alexandrovich, G., Holzmann, H., Ray, S.
(2012).
On the number of modes of finite mixtures of elliptical distributions. To appear: Proceedings of the GfKL 2011 [Preprint]
2011
- Böhringer, S., Holzmann, H. (2011).
Evaluating HWE and Association in Genome Wide Association Studies: A Unified Procedure. Preprint.
2010
- Balabdaoui, F., Bissantz, K., Bissantz, N., Holzmann, H.
(2010).
Demonstrating single- and multiple-SecYEG pore ionic transmembrane currents: Statistical testing for the number of modes of noisy observations. J. American Statist. Assoc., 105, 136-146 [Preprint]
- Birke, M., Bissantz, N., Holzmann, H.
(2010).
Confidence bands for inverse regression models. Inverse Problems, 26, doi: 10.1088/0266-5611/26/11/115020 [Preprint] - Bissantz, N., Holzmann, H., Pawlak, M.
(2010).
Improving PSF calibration in confocal microscopic imaging - estimating and exploiting bilateral symmetry. Annals of Applied Statistics, 4, 1871-1891 [Preprint] - Dannemann, J., Holzmann, H. (2010).
Testing for two components in a switching regression model. Comput. Statist. Data Anal., 64 (6), 1592-1604 [Preprint]
- Hoderlein, S., Holzmann, H. (2010).
Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification. Econometric Theory, Available on CJO 04 Nov 2010 doi:10.1017/S0266466610000423 [Preprint] - Min, A., Holzmann, H., Czado, C. (2010).
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. Comput. Statist. Data Anal., 54, 3194-3211 [Preprint]
2009
- Aurzada, F., Dereich, S. (2009).
Small deviations of general Lévy processes. Ann. Probab., 37(5), 2066-2092 - Aurzada, F., Dereich, S. (2009).
The coding complexity of Lévy processes. Found. Comput. Math., 9(3), 359-390 - Aurzada, F., Dereich, S., Scheutzow, M., Vormoor, C.
(2009).
High resolution quantization and entropy coding of jump processes, J. Complexity, 25, 163-187 - Bissantz N., Holzmann H., Pawlak M. (2009).
Testing for Image Symmetries -- with Application to Confocal Microscopy. IEEE Transactions on Information Theory, 55, 1841-1855 [Preprint] - Bissantz, N., Claeskens, G., Holzmann, H., Munk, A.
(2009).
Testing for lack of fit in inverse regression -- with applications to biophotonic imaging. J. Royal Statist. Soc. Ser. B, 71(1), 25-48 - Creutzig, J., Dereich, S., Müller-Gronbach, T., Ritter, K.
(2009).
Infinite-dimensional quadrature and approximation of distributions. Found. Comput. Math., 9(4), 391-429 - Dereich, S. (2009).
Asymptotic formulae for coding problems and intermediate optimization problems: a review in Trends in Stochastic Analysis, edited by Jochen Blath, Peter Morters, and Michael Scheutzow, Cambridge University Press, 187-232 - Dereich, S., Mörters, P. (2009).
Random networks with sublinear preferential attachment: Degree evolution. Electron. J. Probab., 14, 1222-1267
2008
- Bissantz, N., Holzmann, H. (2008).
Statistical inference for inverse problems. Inverse Problems, 24, doi: 10.1088/0266-5611/24/3/034009 [Preprint]
- Dannemann, J., Holzmann, H. (2008).
Testing for two states in a hidden Markov model. Canad. J. Statist., 36 (4), 505-520 [Preprint] - Dannemann, J., Holzmann, H. (2008).
Likelihood ratio testing for hidden Markov models under nonstandard conditions. Scand. J. Statist., 35 (2), 309-321 [Preprint] - Dannemann, J., Holzmann, H. (2008).
The likelihood ratio test for hidden Markov models in two-sample problems. Comput. Statist. Data Anal., 52, 1850-1859 [Preprint] - Denker, M., Holzmann, H. (2008).
Markov partitions for fibre expanding systems. COLLOQUIUM MATHEMATICUM, 110, 485-492 [Preprint] - Dereich, S. (2008).
The coding complexity of diffusion processes under supremum norm distortion. Stochastic Process. Appl., 118(6), 917-937 - Dereich, S. (2008).
The coding complexity of diffusion processes under Lp[0,1]-norm distortion. Stochastic Process. Appl., 118(6), 938-951 - Holzmann, H., Munk, A. (2008).
Reply to Reader Reacton: On the nonidentifiability of population sizes. Biometrics, 64, 979-981 [Preprint]
- Holzmann, H., Vollmer, S. (2008).
A likelihood ratio test for bimodality in two-component mixtures -- with application to regional income distribution in the EU. AStA - Advances in Statistical Analysis, 92, 57-69 [Preprint] - Holzmann, H. (2008).
Testing parametric models in the presence of instrumental variables. Statist. Prob. Letters, 78, 629-636 [Preprint]
2007
- Ankirchner S., Dereich, S., Imkeller, P.
(2007).
Enlargement of filtrations and continuous Girsanov-type embeddings in Séminaire de Probabilités XL (ed. Catherine Donati-Martin, Michel Émery, Alain Rouault, and Christophe Stricker), LNM1899, Springer, 2007 - Bissantz, N., Dümbgen, L., Holzmann, H. and Munk, A.
(2007).
Nonparametric confidence bands in deconvolution density estimation. J. Royal Statist. Society Ser. B., 69, 483-506 - Bissantz, N., Holzmann, H. (2007).
Estimation of a quadratic regression functional using the sinc kernel. J. Statist. Plann. Inference, 137, 712-719 [Preprint] - Holzmann, H., Bissantz, N. und Munk, A.
(2007).
Density testing in a contaminated sample. J. Multivariate Analysis, 98, 57-75 [Preprint]
2006
- Ankirchner, S., Dereich, S., Imkeller, P.
(2006).
The Shannon information of filtrations and the additional logarithmic utility of insiders. Ann. Probab., 34(2), 743-778 - Biedermann, S., Nagel, E., Munk, A., Holzmann, H., Steland,
A. (2006).
Tests in a case-control design including relatives. Scand. J. Statist., 33, 621-636 [Preprint] - Dereich, S., Scheutzow, M. (2006).
High-resolution quantization and entropy coding for fractional Brownian motion. Electron. J. Probab., 11, 700-722 - Holzmann, H., Munk, A. Zucchini, W. (2006).
On Identifiability in Capture-Recapture Models: Supporting Material--Proofs. Biometrics, 62, supporting material. [Preprint] - Holzmann, H., Boysen, L. (2006).
Integrated square error asymptotics for supersmooth deconvolution. Scand. J. Statist., 33, 849-860 [Preprint] - Holzmann, H., Munk, A., Gneiting, T. (2006).
Identifiability of finite mixtures of elliptical distributions. Scand. J. Statist., 33, 753-764 [Preprint] - Holzmann, H., Munk, A., Zucchini, W. (2006).
On identifiability in capture-recapture models. Biometrics, 62, 934-936 [Preprint] - Holzmann, H., Munk, A., Suster, M., Zucchini, W.
(2006).
Hidden Markov models for circular and linear-circular time series. Environmental and Ecological Statistics (Special Issue on Analyses of Directional Data in Ecological and Environmental Sciences)., 13 (3), 325-347 [Preprint]
2005
- Bissantz, N., Holzmann, H. Munk, A. (2005).
Testing parametric assumptions on band- or time-limited signals under noise. IEEE Transactions on Information Theory, 51, 3796-3805 [Preprint] - Dereich, S., Lifshits, M.A. (2005).
Probabilities of randomly centered small balls and quantization in Banach spaces. Ann. Probab., 33(4), 1397-1421 - Dereich, S. (2005).
Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces. Bulletin des Sciences Mathématiques, 129(10), 791-803 - Holzmann, H. (2005).
The central limit theorem for stationary Markov processes with normal generator -- with applications to hypergroups. Stochastics, 77, 371-380 [Preprint] - Holzmann, H. (2005).
Martingale approximations for continuous-time and discrete-time stationary Markov processes. Stochastic Processes and Their Applications, 115, 1518-1529 [Preprint]
2004
- Gordin, M., Holzmann, H. (2004).
The central limit theorem for stationary Markov chains under invariant splittings. Stochastics and Dynamics, 4, 15-30 [Preprint] - Holzmann, H., Koch, S., Min, A. (2004).
An Almost Sure Limit Theorem for U-Statistics. Statistics and Probability Letters, 69, 261-269 [Preprint] - Holzmann, H., Munk, A., Stratmann, B.
(2004).
Identifiability of finite mixtures - with applications to circular distributions. Sankhya, 66, 440-450 [Preprint]
2003
- Dereich, S. (2003).
Small ball probabilities around random centers of Gaussian measures and applications to quantization. J. Theor. Probab., 16(2), 427-449 - Dereich, S., Fehringer, F., Matoussi, A., Scheutzow, M.
(2003).
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces. J. Theor. Probab., 16(1), 249-265

