Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Referee "Schlather, Martin Prof. Dr."
Now showing items 1-12 of 12
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Characterization and construction of max-stable processes
(2013-08-30)Max-stable processes provide a natural framework to model spatial extremal scenarios. Appropriate summary statistics include the extremal coefficients and the (upper) tail dependence coefficients. In this thesis, the full ... -
A unified framework for spline estimators
(2013-07-09)This dissertation develops a uni ed framework to study the (asymptotic) properties of all (periodic) spline based estimators, that is of regression, penalized and smoothing splines. The explicit form of the periodic ... -
Brown-Resnick Processes: Analysis, Inference and Generalizations
(2013-01-25)This thesis deals with the analysis, inference and further generalizations of a rich and flexible class of max-stable random fields, the so-called Brown-Resnick processes. The first chapter gives the ... -
Financial Models of Interaction Based on Marked Point Processes and Gaussian Fields
(2013-01-16)This thesis deals with interaction phenomena in marked point processes, with particular attention being paid to the extreme value theory framework and with application to high-frequency financial data. While ... -
The Empirical Hierarchical Bayes Approach for Pathway Integration and Gene-Environment Interactions in Genome-Wide Association Studies
(2012-10-24)Complex diseases such as cancer result from a complicated interplay of multiple genetic and environmental factors. To unveil their genetic component, the simple analysis of single-nucleotide polymorphisms (SNP) as done in ... -
Genomic Prediction for Quantitative Traits: Using Kernel Methods and Whole Genome Sequence Based Approaches
(2012-09-28)Predicting genetic values is important in animal and plant breeding, personalized medicine and evolutionary biology. Traditionally, prediction is based on a best linear unbiased prediction (BLUP) approach within a linear ... -
Spatial Interpolation and Prediction of Gaussian and Max-Stable Processes
(2012-07-04)This thesis deals with different aspects of spatial interpolation and prediction of random fields. In the case of Gaussian random fields, best linear predictors and conditional distributions are well-known, provided that ... -
Nichtparametrische Analyse diagnostischer Gütemaße bei Clusterdaten
(2011-04-01)For some years diagnostic studies have developed into an important mainstay for clinical research. Therefore the development of new statistical methods of evaluating diagnostic studies has become an influential issue ... -
Über Zusammenhänge von leichten Tails, regulärer Variation und Extremwerttheorie
(2010-11-30)This work deals with some aspects of the extremal behavior of both light tailed and heavy tailed distributions. The thesis is divided into three parts and starts with the analysis of ... -
Kenngrößen für die Abhängigkeitsstruktur in Extremwertzeitreihen
(2010-11-26)The extreme value dependence structure in uni- as well as multivariate time series may be described in a simplified way using suitable characteristics. These include concepts such as the ... -
A Comparison of Models and Methods for Spatial Interpolation in Statistics and Numerical Analysis
(2010-06-18)Interpolation of spatial data is a very general mathematical problem with many applications, such as surface reconstruction, the numerical solution of partial differential equations, learning ... -
Extreme-Value Analysis of Self-Normalized Increments
(2007-06-20)We prove a distributional convergence version of Levy's theorem on the continuity modulus of the Brownian motion. The result is extended to totally skewed alpha-stable processes.