Books as author:
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Mathematische Methoden für Ökonomen - 2nd edition (with R. Dyckerhoff and C. Scheicher).
479 pages, Berlin (Springer) 2011. |
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Beschreibende
Statistik und Wirtschaftsstatistik, 4th edition (with
F. Schmid).
254 pages, Berlin (Springer) 2009. |
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Wahrscheinlichkeitsrechnung
und schließende Statistik, 4th edition (with F.
Schmid).
347 pages, Berlin (Springer) 2011. |
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Multivariate
Dispersion, Central Regions and Depth: The Lift Zonoid
Approach.
Lecture Notes in Statistics. 291 Seiten, Berlin (Springer)
2002. |
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Stochastic
Orders and Applications, A Classified Bibliography. (with
M. Scarsini).
379 pages, Berlin (Springer) 1993. MR 94g:60001. |
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Continuous
Location of Transportation Networks.
158 pages, Berlin (Springer) 1987. Zbl. 618.90026. |
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Entscheidungsregeln
bei Risiko: Multivariate stochastische Dominanz.
172 pages, Berlin (Springer) 1982. Zbl. 497.62009. |
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Optimale
Transportnetze. Zur Bestimmung ihres kostengünstigsten
Standorts bei gegebener Nachfrage.
142 pages, Berlin (Springer) 1976. MR 53.5:12553. |
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Books as editor:
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Wolf Krumbholz: Statistische Qualitaetskontrolle (with Wilfried Seidel).
268 pages, Hamburg (Kovac) 2009. Link |
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Decision
Theory and Decision Systems
(Volume 52 of the Annals of Operations Research, with
M. Schader).
249 pages, Basel (Baltzer) 1994. MR 95d:90007. |
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Operations
Research '92 (with A. Karmann, M. Schader and G. Uebe).
581 pages, Heidelberg (Physica) 1993. MR 94b:90007. |
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Stochastic
Orders and Decision under Risk (with M. Scarsini).
392 pages, Hayward, California (Institute of Mathematical
Statistics) 1991. MR 93g:60003. |
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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. |
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Software:
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WMT Regions Link |
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Zonoid Regions Link |
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Articles:
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An exact algorithm for weighted-mean trimmed regions in any dimension (with Pavel Bazovkin)
Journal of Statistical Software 47 (2012) [Full Paper as .PDF] |
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Weighted-mean regions of a probability distribution (with R. Dyckerhoff) Statistics and Probability Letters 82 (2012), 318-325.[Full Paper as
.PDF] |
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Weighted-mean trimming of multivariate data (with R. Dyckerhoff)
Journal of Multivariate Analysis 102 (2011), 405-421. [Full Paper as .PDF] |
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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] |
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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] |
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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] |
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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.) |
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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.) |
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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] |
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Statistik.
Schwerpunktstichwort in: Das neue Lexikon der Betriebswirtschaftslehre
(S.G. Häberle, ed.). München (Oldenbourg), 2008. [Full Paper as .PDF] |
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Attenuation
of relative poverty by taxes and subsidies (with Christoph
Scheicher).
METRON LXVI (2008), 265 - 283 [Full Paper as .PDF] |
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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.) |
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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) |
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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. ) |
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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] |
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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] |
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Studienaufbau und Studienerfolg von
Kölner Volks- und Betriebswirten im Grundstudium
(mit A. Savin).
Das Hochschulwesen 53 (2005), 144 - 150. [Full
Paper as .PDF] |
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Studienaufbau und Studienerfolg von
Kölner Volks- und Betriebswirten im Hauptstudium
(mit A. Savin).
Das Hochschulwesen 53 (2005), 181 - 187. [Full
Paper as .PDF] |
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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.) |
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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.) |
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Classification based on data depth (with
Richard Hoberg).
Bulletin of the ISI 54th Session (2003). [PS-File] |
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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.) |
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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.) |
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Multidimensional indices and orders
of diversity.
Community Ecology 2 (2001), 137-143. [Abstract] |
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Testing for homogeneity in an exponential
mixture model (mit Wilfried Seidel).
Australian and New Zealand Journal of Statistics 43
(2001). [Abstract] |
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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] |
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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] |
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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] |
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Measuring multivariate concentration:
A geometric approach (mit Gleb Koshevoy).
Allgemeines Statistisches Archiv 83 (1999), 173-189. [Abstract] |
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Welfare means and equalizing transfers
(mit Pietro Muliere).
Metron 56 (1998), 11-52. [Abstract] |
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Specification analysis in mixed hazard
models and a test of crossing survival functions (mit
Tomas Philipson).
Statistical Papers 40 (1999), 37-54. [Abstract] |
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Lift zonoids, random convex hulls and
the variability of random vectors (mit Gleb Koshevoy).
Bernoulli 4 (1998), 377-399. [Abstract] |
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Zonoid trimming for multivariate distributions
(mit Gleb Koshevoy).
Annals of Statistics 25 (1997), 1998-2017. [Abstract] |
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Orthant orderings of discrete random
vectors (mit Rainer Dyckerhoff).
Journal of Statistical Planning and Inference 62 (1997),
193-205.[Abstract] |
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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] |
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Multivariate Gini indices (mit Gleb
Koshevoy).
Journal of Multivariate Analysis 60 (1997), 252-276. [Abstract] |
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De minimis and equity in risk.
Theory and Decision 42 (1997), 215-233. [Abstract] |
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Inequality indices and the starshaped
principle of transfers (mit Pietro Muliere).
Statistical Papers 37 (1996), 343-364. [Abstract] |
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Zonoid data depth: Theory and computation
(mit Rainer Dyckerhoff und Gleb Koshevoy). In: A. Prat.
ed.,
COMPSTAT 1996, Heidelberg (Physica) 1996, 235-240. [Abstract] |
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The Lorenz zonoid of a multivariate
distribution (mit Gleb Koshevoy).
Journal of the American Statistical Association 91 (1996),
873-882. [Abstract] |
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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] |
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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.
[PDF] |
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An interactive decision procedure with
multiple attributes under risk (mit H. Holz).
Annals of Operations Research 52 (1994), 151--170. [Abstract] |
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Majorization in economic disparity measures.
Linear Algebra and Its Applications 199 (1994), 91--114.
MR CMP 94 12. [Abstract] |
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Multidimensional welfarisms.
In: W. Eichhorn ed., Models and Measurement of Welfare
and Inequality, Berlin (Springer) 1994, 808--820. [Abstract] |
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Stochastic dominance with nonadditive
probabilities (mit R. Dyckerhoff).
Zeitschrift für Operations Research 37 (1993),
231--256. MR 94g:90007. [Abstract] |
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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] |
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Zur Abschätzung von Rechteck--Wahrscheinlichkeiten
bei simultanen Tests (mit H. Jäschke).
Österreichische Zeitschrift für Statistik
und Informatik (ZSI) 22 (1992), 219--242. [Abstract] |
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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] |
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Multiattribute utility functions, partial
information on coefficients, and efficient choice.
OR Spektrum 13 (1991), 87--94. MR 92c:90027.[Abstract] |
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Location of physical distribution networks:
A continuous approach.
Locational Analysis 1 (1990), 189--202. [Abstract] |
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Estimation under G-invariant quasi-convex
loss.
Journal of Multivariate Analysis 22 (1987), 137--143.
MR 88d:62091. |
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Simultane Konfidenzintervalle für
die Mittelwerte nicht unabhängiger Zufallsgrössen.
Allgemeines Statistisches Archiv 69 (1985), 377--391. |
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Increasing multivariate risk: Some definitions.
In: Risk and Capital, G. Bamberg/K. Spremann eds., Berlin
(Springer) 1984, 88--102. MR 85h:90020. |
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Stochastic dominance decision rules
when the attributes are utility independent.
Management Science 30 (1984), 1311--1322. MR 86g:90005,
Zbl. 554.90011. |
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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. |
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Robust comparisons of spatial patterns.
Regional Science and Urban Economics 14 (1984), 453--463. |
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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. |
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Assoziierte und positiv abhängige
Zufallsvariable.
Methods of Operations Research 44 (1981), 115--126.\
MR 84:90010, Zbl. 524.62056. |
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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. |
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Statistical decisions between portfolios:
Mean--variance analysis revisited.
Engineering and Process Economics 4 (1979), 257--268. |
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Zur Dezentralisierung des quadratischen
Standortproblems.
Zeitschrift für die gesamte Staatswissenschaft
134 (1978), 464--476. |
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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. |
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Recent Manuscripts:
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Stochastic linear programming with a distortion risk constraint
(with Pavel Bazovkin) [Full Paper as .PDF] |
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Fast nonparametric classification based on data depth
(with Tatjana Lange and Pavlo Mozharovskyi) [Full Paper as .PDF] |
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On the life course perspective in income related health inequalities: A semiparametric approach (with Martin Siegel) [Full Paper as
.PDF] |
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Lecture Notes:
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Entscheidungstheorie
und -verfahren.
153 Seiten, Hamburg 1995 |
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Stochastische
Modelle (Statistik I für Fortgeschrittene).
Universität zu Köln 2010 |
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Statistische
Inferenz (Statistik II für Fortgeschrittene).
Universität zu Köln 2010 |
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Ökonometrie/Econometrics
Universität zu Köln 2006 |
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Zeitreihenanalyse
/ Time Series Analysis
Universität zu Köln, 2006 |
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