Research Reports of Seminar für Statistik ETH

2003:

Nr.	Date	Author(s)	Title
125	July 04	Nicolai Meinshausen	A simultaneous lower bound for the number of true discoveries in multiple testing under general dependence
124	June 04	Roman Werner Lutz and Peter Bühlmann	Conjugate direction boosting for regression
123	May 04	Nicolai Meinshausen and Peter Bühlmann	Consistent neighbourhood selection for sparse high-dimensional graphs with the Lasso
122	March 04	Marcel Dettling	BagBoosting for Tumor Classification with Gene Expression Data
121	February 04	Nicolai Meinshausen and Peter Bühlmann	Upper bounds for the number of true null hypotheses and novel estimates for error rates in multiple testing
120	February 04	Peter Bühlmann	Boosting for high-dimensional linear models
119	August 03	Hans R. Künsch, Erik Agrell and Fred A. Hamprecht	Optimal lattices for interpolation of stationary random fields
118	June 03	Christian Hennig, Daniel Müllensiefen and Jens Bargmann	Comparison of changes in a pretest-posttest design with Likert scales
117	May 03	Marco Cattaneo	Combining Belief Functions Issued from Dependent Sources
116	May 03	Nicolai Meinshausen and Peter Bühlmann	Discoveries at Risk
115	May 03	Marcel Dettling and Peter Bühlmann	Supervised Gene Clustering with Penalized Logistic Regression
114	February 03	Frank Hampel	The proper fiducial argument
113	February 03	Peter Bühlmann	Bagging, subagging and bragging for improving some prediction algorithms
112	January 03	Hans R. Künsch	Recursive Monte Carlo Filters: Algorithms and Theoretical Analysis

2002:

Nr.	Date	Author(s)	Title
111	December 02	N. Meinshausen and B.M. Hambly	Monte Carlo methods for the valuation of multiple exercise options
110	November 02	Christian Hennig and Bernhard Hausdorf	Distance-based parametric bootstrap tests for clustering of species ranges
109	October 02	Peter Bühlmann	Consistency for L2Boosting and Matching Pursuit with Trees and Tree-type Basis Functions
108	October 02	Christian Hennig	Symmetric, asymmetric, and robust linear dimension reduction for classification
107	September 02	Peter Bühlmann and Fiorenzo Ferrari	Dynamic Combination of Models for Nonlinear Time Series
106	August 02	Marcel Wolbers and Werner Stahel	Linear Unmixing of Multivariate Observations: A Structural Model
105	May 02	Christian Hennig	Breakdown points for maximum likelihood-estimators of location-scale mixtures
104	Mar 02	Martin Mächler and Peter Bühlmann	Variable Length Markov Chains: Methodology, Computing and Software
103	Mar 02	Marcel Dettling and Peter Bühlmann	How to Use Boosting for Tumor Classification with Gene Expression Data
102	Jan 02	Frank Hampel	Some thoughts about classification
101	Jan 02	Christian Hennig and Norbert Christlieb	Validating visual clusters in large datasets: Fixed point clusters of spectral features

2001:

Nr.	Date	Author(s)	Title
100	Oct 01	Werner A. Stahel	On Strategies in Regression Analysis
99	Aug 01	Francesco Audrino and Peter Bühlmann	Volatility Estimation with Functional Gradient Descent for Very High-Dimensional Financial Time Series
98	Aug 01	Peter Bühlmann and Bin Yu	Boosting with the L2-Loss: Regression and Classification
97	May 01	Francesco Audrino and Peter Bühlmann	Synchronizing Multivariate Financial Time Series
96	Feb 01	Marcel Dettling and Peter Bühlmann	Volatility and Risk Estimation with Linear and Nonlinear Methods Based on High Frequency Data
95	Apr 01	Frank Hampel	An Outline of a Unifying Statistical Theory
94	Mar 01	Frank Hampel	Robust statistics: A brief introduction and overview

2000:

Nr.	Date	Author(s)	Title
93	Dec 00	Frank Hampel	Robust Inference
92	May 00	Peter Bühlmann and Bin Yu	Explaining Bagging
91	Mar 00	Francesco Audrino and Peter Bühlmann	Tree Structured GARCH Models

1999:

Nr.	Date	Author(s)	Title
90	Dec 99	Peter Bühlmann and Alexander J. McNeil	Nonparametric GARCH Models.
89	Oct 99	Peter Bühlmann	Sieve bootstrap with variable length Markov chains for stationary categorical time series.
88	Oct 99	Fiorenzo Ferrari	Estimation of general stationary processes by variable length Markov chains.
87	July 99	Peter Bühlmann	Bootstraps for time series.
86	Feb 99	Frank Hampel	A sketch of a unifying statistical theory.

1998:

Nr.	Date	Author(s)	Title
85	June 98	Frank Hampel	On the foundations of statistics: A frequentist approach
84	Apr 98	Peter Bühlmann	Dynamic adaptive partitioning for nonlinear time series.
83	Apr 98	Peter Bühlmann Hans Bühlmann	Selection of credibility regression models. [.ps.gz]

1997:

Nr.	Date	Author(s)	Title
82	Sep 97	Peter Bühlmann	Model selection for variable length Markov chains and tuning the context algorithm. [.ps.gz](154k), or [.pdf] (329k).
81	May 97	Frank Hampel	Is statistics too difficult? [.ps.gz](74k), or [.pdf] (178k).

1996:

Nr.	Date	Author(s)	Title
80	Nov 96	Guoqi Qian Hans R. Künsch	On Model Selection in Robust Linear Regression. [.ps.gz]
79	Nov 96	Guoqi Qian Hans R. Künsch	Some Notes On Rissanen's Stochastic Complexity. [.ps.gz]
78	Oct 96	Werner Stahel	Robust alternatives to least squares [.ps.gz]
77	Aug 96	H. R. Künsch A. Papritz F. Bassi	Generalized cross-covariances and their estimator. [.ps.gz]

1995:

Nr.	Date	Author(s)	Title
76	Oct 95	Frank Hampel	Some additional notes on the ``Princeton Robustness Year''.[.ps.gz]
75	Sep 95	Frank Hampel	Wozu brauchen wir Robuste Statistik? [.ps.gz]
74	May 95	Edward Carlstein Kim-Anh Do Peter Hall Tim Hesterberg Hans R. Künsch	Matched-block bootstrap for dependent data. [.ps.gz]
73	Apr 95	Markus Hürzeler Hans R. Künsch	Monte Carlo Approximations for General State Space Models. [.ps.gz]

1994 and before:

Nr.	Date	Author(s)	Title
72	Oct 94	Peter Bühlmann Hans R. Künsch	Block Length Selection in the Bootstrap for Time Series. [.ps.gz]
71	May 93	Martin Mächler	Very Smooth Nonparametric Curve Estimation by Penalizing Change of Curvature. [.ps.gz](109k), or [.pdf](409k).
70	May 93	Peter Bühlmann Hans R. Künsch	The Blockwise Bootstrap for General Parameters of a Stationary Time Series. [.ps.gz]
69	Sep 92	Stahel W.A. Welsh, A.	Robust Estimation of Variance Components. [.ps.gz]
68	Apr 92	Peter Bühlmann	Weak Convergence of the Bootstrapped Multidimensional Empirical Process for Stationary Strong-Mixing Sequences. (not available in electronic form)
67	1991	Hans R. Künsch	Robust Priors for Smoothing and Image Restoration. [.ps.gz]
66	Dec 91	Frank Hampel	Some remarks on the foundations of statistics. [.ps.gz]
65	May 93	W.Stahel A.Ruckstuhl P.Senn K.Dressler	Robust Estimation in the Analysis of Complex Molecular Spectra. [.ps.gz]
64	Aug 91	Werner A. Stahel Ricardo A. Maronna Victor J. Yohai	Bias-robust estimators of multivariate scatter based on projections. (not available in electronic form)
63	Mar 91	Elvezio Ronchetti A. H. Welsh	Empirical saddlepoint approximations for multivariate m-estimators. (not available in electronic form)
62	Sep 90	Hans R. Künsch	Robust Methods For Credibility. [.ps.gz]
61	July 89	Christian Schleiffer	Some educational programs in statistics. (not available in electronic form)
60	1990	H. Künsch J. Beran F. Hampel	Contrasts Under Long-Range Correlations, or: Why Statistics Sometimes Works. [.ps.gz]
52a	19??	Hans R. Künsch	The Jackknife and the Bootstrap for General Stationary Observations [.ps.gz]