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  • Approximate computation of projection depths (with Pavlo Mozharovskyi and Stanislav Nagy). To appear in Computational Statistics and Data Analysis (2021). arXiv:2007.08016 [stat.CO]
  • Uniform convergence rates for the approximated halfspace and projection depth (with Pavlo Mozharovskyi and Stanislav Nagy), Electronic Journal of Statistics 14 (2020), 3939-3975.doi:10.1214/20-EJS1759,
  • Depth and depth-based classification with R-package ddalpha (with Oleksii Pokotylo and Pavlo Mozharovskyi), Journal of Statistical Software 91 (2019), 1-46. doi: 10.18637/jss.v091.i05,
  • Confidence regions for multivariate quantiles (with Maximilian Coblenz and Oliver Grothe), Water 10 (2018), 996.
  • Nonparametric estimation of multivariate quantiles (with Maximilian Coblenz and Oliver Grothe), Environmetrics 29 (2018), e2488.
  • Exact computation of the halfspace depth (with Pavlo Mozharovskyi), Computational Statistics and Data Analysis 98 (2016), 19–30. [Full Paper as PDF] [C++ Quellcode]
  • Depth-based runs test for bivariate central symmetry (with Christophe Ley and Davy Paindaveine), Annals of the Institute of Statistical Mathematics 67 (2015), 917 - 941. [Full paper as PDF]
  • Weighted-mean regions of a probability distribution (with Karl Mosler), Statistics and Probability Letters 82 (2012), 318-325. [Full Paper as PDF]
  • Weighted-mean trimming of multivariate data (with Karl Mosler), Journal of Multivariate Analysis 102 (2011), 405-421. [Full paper as PDF]
  • Data depths satisfying the projection property, Allgemeines Statistisches Archiv 88 (2004), 163-190.
  • Inference based on data depth, In: Karl Mosler, Multivariate Dispersion, Central Regions and Depth, Springer, New York. Chapter 5, 133-163.
  • Computing zonoid trimmed regions of bivariate data sets, In: COMPSTAT 2000 - Proceedings in Computational Statistics (Bethlehm, Jelke G., and van der Heijden, Peter G., eds.), Physica, Heidelberg 2000. 295-300.
  • A Comparison of Multivariate Rank Tests Based on Different Notions of Data Depth, In: COMPSTAT '98 - Proceedings in Computational Statistics (Payne, R., and Lane, P., eds.), IACR-Rothamsted, Harpenden 1998, 29-30.
  • Checking for orthant orderings between discrete multivariate distributions: An algorithm (with Hartmut Holz and Karl Mosler), Discussion Papers in Statistics and Econometrics, No. 1/98, January 1998. [Full paper as PDF]
  • Orthant Orderings of Discrete Random Vectors (with Karl Mosler), Journal of Statistical Planning and Inference 62 (1997), 193-205. [Abstract]
  • Zonoid Data Depth: Theory and Computation (with Gleb Koshevoy and Karl Mosler), In: COMPSTAT '96 - Proceedings in Computational Statistics (Prat, Albert, ed.). Physica, Heidelberg 1996. 235-240. [Abstract]
  • An Algorithm for Multivariate Weak Stochastic Dominance (with Hartmut Holz and Karl Mosler), In: SoftStat'95 - Advances in Statistical Software 5 (Faulbaum, F., and Bandilla, W., eds.), Lucius & Lucius, Stuttgart 1996. 537-544. [Abstract]
  • Choquet-Erwartungsnutzen und antizipierter Nutzen , Dissertation, Hamburg 1994. [PDF-Datei]
  • Decomposition of Multivariate Utility Functions in Non-additive Expected Utility Theory, Journal of Multi-Criteria Decision Analysis 3 (1994), 41-58. [Abstract]
  • Stochastic Dominance with Nonadditive Probabilities (with Karl Mosler), Zeitschrift für Operations Research 37 (1993), 231-256. [Abstract]


  • Depth based support vector classifiers to detect data nests of rare events (with Hartmut Stenz) (2019). To appear in International Journal of Computational Economics and Econometrics
  • Convergence of depths and depth-trimmed regions, (2016).  arXiv:1611.08721 [math.ST]


  • Mathematische Methoden für Ökonomen, 2nd edition (with Karl Mosler and Christoph Scheicher).
    479 pages, Berlin (Springer) 2011.