This paper considers optimal experimental designs for models with correlated observations through a covariance function depending on the magnitude of the responses. This suggests the use of stochastic processes whose covariance structure is a function of the mean. Covariance functions must be...

This paper addresses the task of eliciting an informative prior distribution for multinomial models. We first introduce a method of eliciting univariate beta distributions for the probability of each category, conditional on the probabilities of other categories. Two different forms of...

In this paper we discuss estimation and diagnostic procedures in semiparametric additive models with symmetric errors in order to permit distributions with heavier and lighter tails than the normal ones, such as Student-t, Pearson VII, power exponential, logistics I and II, and contaminated...

We present the basic distribution theory of δ-record values, R <Subscript> n,δ </Subscript>, δ≤0, from a sequence of independent and identically distributed random variables from an absolutely continuous parent. We obtain recurrent formulas for the density function of R <Subscript> n,δ </Subscript> and a representation for this random...</subscript></subscript>

Discussing the paper “Model-free model-fitting and predictive distributions” by Politis (<CitationRef CitationID="CR13">2013</CitationRef>), we propose to extend this procedure to semiparametric and parametric mixed effects models (MEM) as in practice, these are probably the most popular ones for prediction. Specifically, combining...</citationref>

It is well known that the traditional estimated risk for the Markowitz mean-variance optimization had been demonstrated to seriously depart from its theoretic optimal risk due to accumulation of input estimation errors. Fan et al. (in J. Am. Stat. Assoc. 107:592–606, <CitationRef CitationID="CR4">2012a</CitationRef>) addressed the...</citationref>

We consider the estimation of the slope function in functional linear regression, where a scalar response Y is modelled in dependence of a random function X, when Y and only a panel Z <Subscript>1</Subscript>,…,Z <Subscript> L </Subscript> of noisy measurements of X are observable. Assuming an i.i.d. sample of (Y,Z <Subscript>1</Subscript>,…,Z <Subscript> L </Subscript>) of size n...</subscript></subscript></subscript></subscript>

Wir untersuchen geschlechtsspezifische Lohnunterschiede in Österreich anhand eines neuen Datensatzes, der aus der Verknüpfung von Lohnsteuerdaten des Jahres 2007, Daten des Mikrozensus und Daten der Sozialversicherungen gewonnen wurde. Mit diesen Daten können wir auch für Arbeitslosigkeit,...

In dieser Studie untersuchen wir, welche Faktoren im Kontext einer dualen Ausbildung im bayerischen Handwerk die Absicht von Auszubildenden beeinflussen, nach Abschluss der Ausbildung entweder das Ausbildungsunternehmen oder den Ausbildungsberuf zu wechseln. Exemplarische Faktoren sind Freude an...

In Germany, older unemployed people aged 58 or more years have been exempt from a fundamental principle of activating labour market policy until 2007: They have been entitled to unemployment benefit payments until taking up retirement pension without having to seek new employment (Section 428 of...