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, https://projecteuclid.org/euclid.ejs/1603353629
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, https://www.jstatsoft.org/v091/i05
Confidence regions for multivariate quantiles (with Maximilian Coblenz and Oliver Grothe), Water 10 (2018), 996. https://doi.org/10.3390/w10080996
Nonparametric estimation of multivariate quantiles (with Maximilian Coblenz and Oliver Grothe), Environmetrics 29 (2018), e2488. https://doi.org/10.1002/env.2488
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]
Manuskripte
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]
Bücher
Mathematische Methoden für Ökonomen, 2nd edition (with Karl Mosler and Christoph Scheicher). 479 pages, Berlin (Springer) 2011.