In Pleier und Mangold (2013) wurde ein Pilotprojekt zur Verbesserung des Lernverhaltens untersucht, welches im Wintersemester 2012/2013 durchgeführt wurde. Studierende sollten dabei semesterbegleitend an Online-Tests teilnehmen, um sich frühzeitig auf die abschließende Klausur vorzubereiten....

Ein Anreizsystem zur kontinuierlichen Mitarbeit wird als Mittel zur Verbesserung der universitären Lehre vorgestellt. Da Missbrauchsmöglichkeiten bestehen, kommen bei der qualitativen Erfolgsanalyse Zweifel auf, ob die Anreize an der richtigen Stelle greifen. Ziel dieser Arbeit ist es, die...

J.M. Keynes (1911) shows how distributions look like for which the arithmetic, the geometric and the harmonic mean are "most probable values". We propose a general class of distributions for which the quasi-arithmetic means are ML-estimators such that these distributions can be transformed into...

Li, Fang & Tian (1994) assert that special quasi-linear means should be preferred to the simple arithmetic mean for robustness properties. The strategy that is used to show robustness is completely detached from the concepts wellknown from the theory of robust statistics. Robustness of...

Zhang (2008) defines the quotient correlation coefficient to test for dependence and tail dependence of bivariate random samples. He shows that asymptotically the test statistics are gamma distributed. Therefore, he called the corresponding test gamma test. We want to investigate the speed of...

Wir haben hinreichende und teils notwendige Bedingungen identifiziert, so dass eine Familie von Aggregationsfunktionen, die abgeschlossen gegenüber der Bildung gewichteter Potenzmittelwerte ist, eine Familie von Copulas darstellt. Diese Copulafamilien verallgemeinern Resultate, die in der...

In this note we present a simple method to include the no-arbitrage condition into the derivation of conditional densities using the principle of maximum entropy. For the case of identically and independently distributed returns, we easily derive that the whole process estimated that way is...

There is no package in R to plot bivariate distributions for discrete variables or variables given by classes. Therefore, with the help of the already implemented R routine "persp" R functions will be proposed for 3-D plots of the bivariate distribution of discrete variables, the so-called...

Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature. One simple approach is to consider convex-combinations (i.e. weighted arithmetic means) of two...

Since the pioneering work of Embrechts and co-authors in 1999, copula models enjoy steadily increasing popularity in finance. Whereas copulas are well-studied in the bivariate case, the higher-dimensional case still offers several open issues and it is by far not clear how to construct copulas...