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     Uni Cologne > WiSo-Faculty > Department of Economic and Social Statistics >Chair for Statistics and Econometrics > Prof. Mosler > Publications

Publications Univ.-Prof.  Dr. Karl Mosler

Books as author · Books as editor · Software · Articles · Recent Manuscripts · Lecture Notes

Books as author:

1. Mathematische Methoden für Ökonomen - 2nd edition (with R. Dyckerhoff and C. Scheicher).
479 pages, Berlin (Springer) 2011.
2. Beschreibende Statistik und Wirtschaftsstatistik, 4th edition (with F. Schmid).
254 pages, Berlin (Springer) 2009.
3. Wahrscheinlichkeitsrechnung und schließende Statistik, 4th edition (with F. Schmid).
347 pages, Berlin (Springer) 2011.
4. Multivariate Dispersion, Central Regions and Depth: The Lift Zonoid Approach.
Lecture Notes in Statistics. 291 Seiten, Berlin (Springer) 2002.
5. Stochastic Orders and Applications, A Classified Bibliography. (with M. Scarsini).
379 pages, Berlin (Springer) 1993. MR 94g:60001.
6. Continuous Location of Transportation Networks.
158 pages, Berlin (Springer) 1987. Zbl. 618.90026.
7. Entscheidungsregeln bei Risiko: Multivariate stochastische Dominanz.
172 pages, Berlin (Springer) 1982. Zbl. 497.62009.
8. Optimale Transportnetze. Zur Bestimmung ihres kostengünstigsten Standorts bei gegebener Nachfrage.
142 pages, Berlin (Springer) 1976. MR 53.5:12553.
   

Books as editor:

1. Wolf Krumbholz: Statistische Qualitaetskontrolle (with Wilfried Seidel). 268 pages, Hamburg (Kovac) 2009. Link
2. Decision Theory and Decision Systems
(Volume 52 of the Annals of Operations Research, with M. Schader).
249 pages, Basel (Baltzer) 1994. MR 95d:90007.
3. Operations Research '92 (with A. Karmann, M. Schader and G. Uebe).
581 pages, Heidelberg (Physica) 1993. MR 94b:90007.
4. Stochastic Orders and Decision under Risk (with M. Scarsini).
392 pages, Hayward, California (Institute of Mathematical Statistics) 1991. MR 93g:60003.
5. Operations Research and Economic Theory, Essays in Honor of M. J. Beckmann (with H. Hauptmann and W. Krelle).
378 pages, Berlin (Springer) 1984. MR 85i:90004.
   

Software:

1. WMT Regions Link
2. Zonoid RegionsLink
   

Articles:

1.

Weighted-mean regions of a probability distribution (with R. Dyckerhoff)
Statistics and Probability Letters 82 (2012), 318-325.[Full Paper as .PDF]

2.

Weighted-mean trimming of multivariate data (with R. Dyckerhoff)
Journal of Multivariate Analysis 102 (2011), 405-421. [Full Paper as .PDF]

3.

The effect of infrequent trading on detecting price jumps (with Frowin C. Schulz)
AStA: Advances in Statistical Analysis 95 (2011), 27-58. [Full Paper as .PDF]

4. Wege in die Zukunft (mit Göran Kauermann). In: H. Grohmann, W. Krämer, A. Steger, eds., Statistik in Deutschland, Berlin (Springer) 2011, 69-76. [Full Paper as .PDF]
5. Computing zonoid trimmed regions in dimension d > 2 (with Tatjana Lange and Pavel Bazovkin)
Computational Statistics and Data Analysis 53 (2009), 2500 - 2510. [Full Paper as .PDF]

6.

A comparison of recent procedures in Weibull mixture testing (with Lars Haferkamp).
C.H. Skiadas, ed., Advances in Data Analysis, Boston (Birkhäuser), 2009,211 - 218 [Full Paper as .PDF]

(The original paper is available at www.springerlink.com.)

7. Constructing indices of multivariate polarization (with Chiara Gigliarano).
Journal of Economic Inequality 7 (2009) 435 - 460. [Full Paper as .PDF]

(The original paper is available at www.springerlink.com.)

8.

Measuring Middle-Class Decline in One and Many Attributes (with Chiara Gigliarano).Quaderno di Ricerca n. 333, Università Politecnica delle Marche (2009).
[Full Paper as .PDF]

9.

Statistik. Schwerpunktstichwort in: Das neue Lexikon der Betriebswirtschaftslehre (S.G. Häberle, ed.). München (Oldenbourg), 2008. [Full Paper as .PDF]

10.

Attenuation of relative poverty by taxes and subsidies (with Christoph Scheicher).
METRON LXVI (2008), 265 - 283 [Full Paper as .PDF]

11.

Homogeneity testing in a Weibull mixture model (with C. Scheicher).
Statistical Papers
(April 2008), Vol. 49 Issue 2, p315-332. 18p [Full Paper as .PDF]
(The original paper is available at www.springerlink.com.)

12.

Size and Power of Recent Tests for Homogeneity in Exponential Mixtures (with Lars Haferkamp). Communications in Statistics - Simulation and Computation 36.3 (2007), 493-504.([Full Paper as .PDF] Author Posting. (c) Taylor & Francis, 2007.
This is the author's version of the work. It is posted here by permission of Taylor & Francis for personal use, not for redistribution.
The definitive version was published in Communications in Statistics - Simulation and Computation, Volume 36 Issue 3, May 2007.
doi:10.1080/03610910701212074)

13.

Multivariate Lorenz dominance based on zonoids (with G. Koshevoy).
AStA: Advances in Statistical Analysis 91 (2007), 57-76. [
Full Paper as .PDF]
(The original paper is available at www.springerlink.com. )

14.

Data analysis and classification with the zonoid depth (with R. Hoberg).
In: R. Liu, R. Serfling, D. Souvaine, eds., Data Depth: Robust Multivariate Analysis, Computational Geometry and Applications, American Mathematical Society (2006), 49 - 59.
[Full Paper as .PDF]

15.

Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices (with P. Kosater).
Applied Energy 83 (2006), 943 - 958.
[Full Paper as .PDF]

16.

 

Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Grundstudium (mit A. Savin).
Das Hochschulwesen 53 (2005), 144 - 150.
[Full Paper as .PDF]

17.

Studienaufbau und Studienerfolg von Kölner Volks- und Betriebswirten im Hauptstudium (mit A. Savin).
Das Hochschulwesen 53 (2005), 181 - 187.
[Full Paper as .PDF]

18.

Restricted Lorenz dominance of economic inequality in one and many dimensions.
Journal of Economic Inequality 2 (2004), 89-103.
[Abstract as .PDF, .PS] ([Full Paper as .PDF, .PS] : This is a preprint of an article accepted for publication in "Journal of Economic Inequality" ©2004 Kluwer Academic Publ.)

19.

Introduction: The geometry of data.
Allgemeines Statistisches Archiv 88 (2004), 133-135.
[Full Paper as .PDF]
The original paper is available at www.springerlink.com.)

20.

Classification based on data depth (with Richard Hoberg).
Bulletin of the ISI 54th Session (2003).
[PS-File]

21.

Central regions and dependency.
Methodology and Computing in Applied Probability 5 (2003), 5-21.
[Full paper as .PS, .PDF] : This is a preprint of an article accepted for publication in "Methology and Computing in Applied Probability" ©2003 John Wiley & Sons.)

22.

Mixture models in econometric duration analysis. Applied Stochastic Models in Business and Industry 19 (2003), 91-104.[Full Paper as .PS, .PDF] : This is a preprint of an article accepted for publication in "Applied Stochastic Models in Business and Industry" ©2003 John Wiley & Sons.)

23.

Multidimensional indices and orders of diversity.
Community Ecology 2 (2001), 137-143. [Abstract]

24.

Testing for homogeneity in an exponential mixture model (mit Wilfried Seidel).
Australian and New Zealand Journal of Statistics 43 (2001). [Abstract]

25.

A cautionary note on likelihood ratio tests in mixture models (mit Wilfried Seidel und Manfred Alker).
Annals of the Institute of Statistical Mathematics 52 (2000), 481-487. [Abstract]

26.

Likelihood ratio tests based on subglobal optimization: A power comparison in exponential mixture models (mit Wilfried Seidel und Manfred Alker).
Statistical Papers 41 (2000), 85-98. [Abstract]

27.

Depth of hyperplanes and related statistics (mit Gleb Koshevoy).
In: W. Gaul, M. Schader, eds., Mathematische Methoden der Wirtschaftswissenschaften. Heidelberg (Physica) 1999, 162-171. [Abstract]

28.

Measuring multivariate concentration: A geometric approach (mit Gleb Koshevoy).
Allgemeines Statistisches Archiv 83 (1999), 173-189. [Abstract]

29.

Welfare means and equalizing transfers (mit Pietro Muliere).
Metron 56 (1998), 11-52. [Abstract]

30.

Specification analysis in mixed hazard models and a test of crossing survival functions (mit Tomas Philipson).
Statistical Papers 40 (1999), 37-54. [Abstract]

31.

Lift zonoids, random convex hulls and the variability of random vectors (mit Gleb Koshevoy).
Bernoulli 4 (1998), 377-399. [Abstract]

32.

Zonoid trimming for multivariate distributions (mit Gleb Koshevoy).
Annals of Statistics 25 (1997), 1998-2017. [Abstract]

33.

Orthant orderings of discrete random vectors (mit Rainer Dyckerhoff).
Journal of Statistical Planning and Inference 62 (1997), 193-205.[Abstract]

34.

A bounding procedure for multiattribute expected utility (mit Hartmut Holz).
In: E. Gruber / A. Tangian, eds., Constructing Scalar-Valued Objective Functions. Berlin (Springer) 1997, 153-165. [Abstract]

35.

Multivariate Gini indices (mit Gleb Koshevoy).
Journal of Multivariate Analysis 60 (1997), 252-276. [Abstract]

36.

De minimis and equity in risk.
Theory and Decision 42 (1997), 215-233. [Abstract]

37.

Inequality indices and the starshaped principle of transfers (mit Pietro Muliere).
Statistical Papers 37 (1996), 343-364. [Abstract]

38.

Zonoid data depth: Theory and computation (mit Rainer Dyckerhoff und Gleb Koshevoy). In: A. Prat. ed.,
COMPSTAT 1996, Heidelberg (Physica) 1996, 235-240. [Abstract]

39.

The Lorenz zonoid of a multivariate distribution (mit Gleb Koshevoy).
Journal of the American Statistical Association 91 (1996), 873-882. [Abstract]

40.

An algorithm for multivariate weak stochastic dominance (mit Hartmut Holz und Rainer Dyckerhoff).
In: F. Faulbaum/W. Bandilla eds., SoftStat '95, Stuttgart (Lucius) 1996. [Abstract]

41.

Testing whether two distributions are stochastically ordered or not.
In: H. Rinne/B. Rüger/H. Strecker eds., Grundlagen der Statistik und ihre Anwendungen, Festschrift für Kurt Weichselberger, Heidelberg (Physica) 1995, 149--155. [Abstract]

42.

An interactive decision procedure with multiple attributes under risk (mit H. Holz).
Annals of Operations Research 52 (1994), 151--170. [Abstract]

43.

Majorization in economic disparity measures.
Linear Algebra and Its Applications 199 (1994), 91--114. MR CMP 94 12. [Abstract]

44.

Multidimensional welfarisms.
In: W. Eichhorn ed., Models and Measurement of Welfare and Inequality, Berlin (Springer) 1994, 808--820. [Abstract]

45.

Stochastic dominance with nonadditive probabilities (mit R. Dyckerhoff).
Zeitschrift für Operations Research 37 (1993), 231--256. MR 94g:90007. [Abstract]

46.

Location of a spatially extended facility with respect to a point.
In: T. R. Lakshmanan/P. Nijkamp eds., Structure and Change in the Space Economy, Berlin (Springer) 1993, 145--162. [Abstract]

47.

Zur Abschätzung von Rechteck--Wahrscheinlichkeiten bei simultanen Tests (mit H. Jäschke).
Österreichische Zeitschrift für Statistik und Informatik (ZSI) 22 (1992), 219--242. [Abstract]

48.

Some theory of stochastic dominance (mit M. Scarsini).
In: K. Mosler/M. Scarsini eds., Stochastic Orders and Decision under Risk, Hayward, California (Institute of Mathematical Statistics) 1991, 261--284. MR 94a:60024. [Abstract]

49.

Multiattribute utility functions, partial information on coefficients, and efficient choice.
OR Spektrum 13 (1991), 87--94. MR 92c:90027.[Abstract]

50.

Location of physical distribution networks: A continuous approach.
Locational Analysis 1 (1990), 189--202. [Abstract]

51.

Estimation under G-invariant quasi-convex loss.
Journal of Multivariate Analysis 22 (1987), 137--143. MR 88d:62091.

52.

Simultane Konfidenzintervalle für die Mittelwerte nicht unabhängiger Zufallsgrössen.
Allgemeines Statistisches Archiv 69 (1985), 377--391.

53.

Increasing multivariate risk: Some definitions.
In: Risk and Capital, G. Bamberg/K. Spremann eds., Berlin (Springer) 1984, 88--102. MR 85h:90020.

54.

Stochastic dominance decision rules when the attributes are utility independent.
Management Science 30 (1984), 1311--1322. MR 86g:90005, Zbl. 554.90011.

55.

Location theory of the firm facing uncertain prices and transport rates.
In: Operations Research and Economic Theory, Essays in Honor of M. J. Beckmann. H. Hauptmann/W. Krelle/K. C. Mosler eds., Berlin (Springer) 1984, 163--174. Zbl. 542.90008.

56.

Robust comparisons of spatial patterns.
Regional Science and Urban Economics 14 (1984), 453--463.

57.

Characterization of some stochastic orderings in multinormal and elliptic distributions.
In: Operations Research Proceedings 1983, H. Steckhan et al. eds., Berlin (Springer) 1984, 520--527.\ MR 87g:90003, Zbl. 533.90011.

58.

Assoziierte und positiv abhängige Zufallsvariable.
Methods of Operations Research 44 (1981), 115--126.\ MR 84:90010, Zbl. 524.62056.

59.

Halbordnungen zur Abschätzung des Verhaltens stochastischer Systeme.
In: Anwendungen der Systemtheorie und Kybernetik in Wirtschaft und Verwaltung. H. Hauptmann/K. E. Schenk eds., Berlin (Duncker & Humblot) 1980, 179--192.

60.

Statistical decisions between portfolios: Mean--variance analysis revisited.
Engineering and Process Economics 4 (1979), 257--268.

61.

Zur Dezentralisierung des quadratischen Standortproblems.
Zeitschrift für die gesamte Staatswissenschaft 134 (1978), 464--476.

62.

Minimum cost location of branched networks for transportation to a center.
In: Advances in Operational Research. M. Roubens ed., Amsterdam (North--Holland) 1977, 311--329.\ Zbl. 372.90120.

   

Recent Manuscripts:

1. An exact algorithm for weighted-mean trimmed regions in any dimension
(with Pavel Bazovkin) [Full Paper as .PDF]
2. On the life course perspective in income related health inequalities: A semiparametric approach (with Martin Siegel) [Full Paper as .PDF]
   

Lecture Notes:

1. Entscheidungstheorie und -verfahren.
153 Seiten, Hamburg 1995
2. Stochastische Modelle (Statistik I für Fortgeschrittene).
Universität zu Köln 2010
3. Statistische Inferenz (Statistik II für Fortgeschrittene).
Universität zu Köln 2010
4. Ökonometrie/Econometrics
Universität zu Köln 2006
5. Zeitreihenanalyse / Time Series Analysis
Universität zu Köln, 2006