Dietmar Ferger

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Person:172007

Available identifiers

zbMath Open ferger.dietmarMaRDI QIDQ172007

List of research outcomes





PublicationDate of PublicationType
Estimation and testing of crossing-points in fixed design regression2024-12-03Paper
Weak convergence of probability measures on hyperspaces with the upper Fell-topology2024-11-28Paper
On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics2024-03-14Paper
Supremal inequalities for convex M-estimators with applications to complete and quick convergence2023-11-29Paper
Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation2023-10-12Paper
Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process2023-06-05Paper
On the locations of maxima and minima in a sequence of exchangeable random variables2021-12-22Paper
A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes2021-12-10Paper
Weak convergence of probability measures to Choquet capacity functionals2019-05-08Paper
Estimation of rating classes and default probabilities in credit risk models with dependencies2019-02-08Paper
Asymptotic Tail Bounds for the Dempfle-Stute Estimator in General Regression Models2018-03-29Paper
On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics2018-02-15Paper
Density estimation via best $L^2$-approximation on classes of step functions2017-09-06Paper
Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies2016-09-27Paper
Moment equalities for sums of random variables via integer partitions and Faa di Bruno's formula2014-05-23Paper
Optimal constants in the Marcinkiewicz-Zygmund inequalities2014-04-09Paper
Minimum distance estimation in normed linear spaces with Donsker-classes2014-03-10Paper
Estimation of Crossing Points of Continuous Distribution Functions2013-06-13Paper
Binary regression: Total gain in positive and negative predictive values2012-12-21Paper
On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies2012-06-18Paper
Weak Convergence of the Empirical Process and the Rescaled Empirical Distribution Function in the Skorokhod Product Space2011-08-16Paper
Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals2011-01-14Paper
Estimation of split-points in binary regression2010-07-30Paper
Argmax-stable marked empirical processes2009-05-12Paper
https://portal.mardi4nfdi.de/entity/Q54574082008-04-14Paper
Estimation of the Jump-Point in a Hazard Function2008-04-03Paper
Weighted Least Squares Estimators for a Change-Point2007-09-18Paper
On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments2006-03-09Paper
https://portal.mardi4nfdi.de/entity/Q46771692005-05-20Paper
A two-dimensional CramĂ©r–von Mises test for the two-sample problem with dispersion alternatives2005-04-19Paper
Maximal asymptotic power and efficiency of two-sample tests based on generalized U-statistics2004-10-01Paper
Boundary estimation based on set-indexed empirical processes2004-09-27Paper
A continuous mapping theorem for the argmax‐functional in the non‐unique case2004-06-15Paper
A functional law of the iterated logarithm for U-statistic type processes2003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q44315602003-10-22Paper
The exact distribution of the maximizing point of the two-sample empirical process2003-06-23Paper
Analysis of change-point estimators under the null hypothesis2003-03-10Paper
Exponential and polynomial tailbounds for change-point estimators2002-11-14Paper
Estimation of the change point of a distribution based on the number of failed test items2002-01-29Paper
https://portal.mardi4nfdi.de/entity/Q42378412001-07-19Paper
Optimal tests for the general two-sample problem2000-10-15Paper
https://portal.mardi4nfdi.de/entity/Q44941332000-08-10Paper
On the uniqueness of maximizers of Markov-Gaussian processes2000-07-19Paper
https://portal.mardi4nfdi.de/entity/Q49403382000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q42171131999-03-04Paper
Optimal bounds for the Prokhorov distance of the Miller - Sen process and Brownian motion1999-01-21Paper
https://portal.mardi4nfdi.de/entity/Q43519621997-08-28Paper
https://portal.mardi4nfdi.de/entity/Q48927981997-01-19Paper
Nonparametric tests for nonstandard change-point problems1996-07-31Paper
The joint distribution of the running maximum and its location of D-valued Markov processes1996-04-08Paper
Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation1995-07-17Paper
Change-point estimators in case of small disorders1995-01-24Paper
On the power of nonparametric changepoint-tests1995-01-19Paper
An extension of the CsörgƑ-HorvĂĄth functional limit theorem and its applications to changepoint problems1994-12-11Paper
Nonparametric detection of changepoints for sequentially observed data1994-11-30Paper
On exact rates of convergence in functional limit theorems for \(U\)- statistic type processes1994-11-14Paper
On the rate of almost sure convergence of DĂŒmbgen's change-point estimators1994-09-13Paper
Convergence of changepoint estimators1992-10-04Paper
https://portal.mardi4nfdi.de/entity/Q40013771992-09-18Paper
Weak convergence of probability measures on hyperspaces with the upper Fell-topologyN/APaper

Research outcomes over time

This page was built for person: Dietmar Ferger