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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

Last modified: 10.04.2013 · ketteref

 
 
 
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