Wolfgang Bischoff

Available identifiers

zbMath Open bischoff.wolfgangMaRDI QIDQ186534

List of research outcomes

Publication	Date of Publication	Type
Boundary crossing probabilities for \((q,d)\)-Slepian-processes	2016-09-13	Paper
On Designs for Recursive Least Squares Residuals to Detect Alternatives	2016-06-28	Paper
The Cameron-Martin theorem for (\(p\)-)Slepian processes	2016-06-27	Paper
Optimal designs which are efficient for lack of fit tests	2012-09-03	Paper
Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data	2011-01-14	Paper
Cusum techniques for timeslot sequences with applications to network surveillance	2010-04-01	Paper
The limit of the partial sums process of spatial least squares residuals	2009-11-13	Paper
An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend	2008-01-23	Paper
Lack-of-fit-efficiently optimal designs to estimate the highest coefficient of a polynomial with large degree	2006-10-05	Paper
Efficient lack of fit designs that are optimal to estimate the highest coefficient of a polynomial	2006-10-05	Paper
Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests	2006-02-08	Paper
A lower bound for boundary crossing probabilities of Brownian bridge/motion with trend	2005-09-29	Paper
Adaptive two-stage test procedures to find the best treatment in clinical trials	2005-09-05	Paper
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test	2004-09-27	Paper
On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.	2004-02-14	Paper
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend	2004-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4431554	2003-10-22	Paper
Optimal lower and upper bounds for the \(\mathbb{L}_p\)-mean deviation of functions of a random variable	2003-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q4787690	2003-01-08	Paper
Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems	2002-02-05	Paper
Asymptotically optimal tests for some growth curve models under non-normal error structure	2002-01-29	Paper
A note on change point estimation in dose-response trials	2001-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4239808	2001-01-29	Paper
The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution	2000-01-01	Paper
A functional central limit theorem for regression models	1999-11-09	Paper
On distributions whose conditional distributions are normal. A vector space approach	1998-03-01	Paper
Lower Bounds for the Efficiency of Designs with Respect to theD-Criterion when the Observations are Correlated	1997-06-03	Paper
On maximin designs for correlated observations	1996-07-02	Paper
Characterizing multivariate normal distributions by some of its conditionals	1996-06-05	Paper
Minimax estimation for the bounded mean of a bivariate normal distribution	1996-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q4855265	1995-12-03	Paper
Determinant formulas with applications to designing when the observations are correlated	1995-11-08	Paper
On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response	1993-12-05	Paper
On least favourable two point priors and minimax estimators under absolute error loss	1993-10-18	Paper
On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions	1993-05-16	Paper
On exact \(D\)-optimal designs for regression models with correlated observations	1993-04-01	Paper
Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4008976	1992-09-27	Paper
Characterization of the multivariate normal distribution by conditional normal distributions	1992-06-27	Paper
Normal distribution assumption and least squares estimation function in the model of polynomial regression	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3204358	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4734627	1988-01-01	Paper
A characterization of the normal distribution by sufficiency of the least squares estimation	1987-01-01	Paper

Research outcomes over time

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This page was built for person: Wolfgang Bischoff