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     Uni Köln > WiSo-Fakultät > Seminar für Wirtschafts- und Sozialstatistik > Institut > LS Mosler > Prof. Mosler > Publikationen

Publikationen von Univ.-Prof.  Dr. Karl Mosler

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

Books as author:

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

Books as editor:

. Wolf Krumbholz: Statistische Qualitaetskontrolle (with Wilfried Seidel). 268 pages, Hamburg (Kovac) 2009. Link
. Decision Theory and Decision Systems
(Volume 52 of the Annals of Operations Research, with M. Schader).
249 pages, Basel (Baltzer) 1994. MR 95d:90007.
. Operations Research '92 (with A. Karmann, M. Schader and G. Uebe).
581 pages, Heidelberg (Physica) 1993. MR 94b:90007.
. Stochastic Orders and Decision under Risk (with M. Scarsini).
392 pages, Hayward, California (Institute of Mathematical Statistics) 1991. MR 93g:60003.
. 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:

. WMT Regions Link
. Zonoid Regions Link
   

Articles:

. Depth statistics
[Full Paper as .PDF]
C. Becker, R. Fried, S. Kuhnt , eds., Robustness and Complex Data Structures, Festschrift in Honour of Ursula Gather, Berlin (Springer) 2013, 17-34.
. On the life course perspective in income related health inequalities: A semiparametric approach (with Martin Siegel) [Full Paper as .PDF]
Health Economics (2013).
.

DDα-classification of asymmetric and fat-tailed data (with Tatjana Lange and Pavlo Mozharovskyi)
Proceedings of the 36th Annual Conference of the German Classification Society on “Data Analysis, Machine Learning and Knowledge Discovery”, Hildesheim, 1-3 August 2012. [Full Paper as .PDF]

. Fast nonparametric classification based on data depth (with Tatjana Lange and Pavlo Mozharovskyi)
Statistical Papers
(2012), [Full Paper as .PDF]
(The final publication is available at www.springerlink.com.)

. An exact algorithm for weighted-mean trimmed regions in any dimension (with Pavel Bazovkin)
Journal of Statistical Software 47 (2012) [Full Paper as .PDF]
.

Weighted-mean regions of a probability distribution (with R. Dyckerhoff) [Full Paper as .PDF]
This is the author's version of a work that was subsequently published in Statistics and Probability Letters 82 (2012), 318-325.

.

Weighted-mean trimming of multivariate data (with R. Dyckerhoff) [Full Paper as .PDF]
This is the author's version of a work that was subsequently published in Journal of Multivariate Analysis 102 (2011), 405-421.

.

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]

. 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]
. Computing zonoid trimmed regions in dimension d > 2 (with Tatjana Lange and Pavel Bazovkin) [Full Paper as .PDF]
This is the author's version of a work that was subsequently published in Computational Statistics and Data Analysis 53 (2009), 2500 - 2510.

.

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 final publication is available at www.springerlink.com.)

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

(The final publication is available at www.springerlink.com.)

.

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]

.

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

.

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

.

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 final publication is available at www.springerlink.com.)

.

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)

.

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

.

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]

.

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]

.

 

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

.

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

.

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] : The final publication is available at www.springerlink.com.)

.

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

.

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

.

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.)

.

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.)

.

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

.

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

.

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]

.

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]

.

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]

.

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

.

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

.

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

.

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

.

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

.

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

.

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]

.

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

.

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

.

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

.

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

.

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

.

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]

.

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]

.

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

.

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

.

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

.

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

.

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]

.

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

.

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]

.

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

.

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

.

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

.

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

.

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

.

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

.

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.

.

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

.

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.

.

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

.

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:

.

Classifying real-world data with the DDα-procedure
(with Pavlo Mozharovskyi and Tatjana Lange) [Full Paper as .PDF]

.

General notions of depth for functional data
(with Yulia Polyakova) [Full Paper as .PDF]

. Stochastic linear programming with a distortion risk constraint
(with Pavel Bazovkin) [Full Paper as .PDF]
   

Lecture Notes:

. Entscheidungstheorie und -verfahren.
153 Seiten, Hamburg 1995
. Stochastische Modelle (Statistik I für Fortgeschrittene).
Universität zu Köln 2012
. Statistische Inferenz (Statistik II für Fortgeschrittene).
Universität zu Köln 2012
. Ökonometrie/Econometrics
Universität zu Köln 2006
. Zeitreihenanalyse / Time Series Analysis
Universität zu Köln, 2006