Institute of Mathematical Statistics and Actuarial Science

Team

Mathematical and Statistics Journals

A. Mösching and L. Dümbgen (2024)
Estimation of a Likelihood Ratio Ordered Family of Distributions [arXiv, DOI]
Statistics and Computing 34, in press.
L. Dümbgen and Klaus Nordhausen (2024)
Approximating Symmetrized Estimators of Scatter via Balanced Incomplete U-Statistics [arXiv, DOI]
Annals of the Institute of Statistical Mathematics 76(2), 185-207.
L. Dümbgen (2024)
Shape-constrained statistical inference [DOI]
Annual Reviews of Statistics and Its Applications 11, in press.
J. Ziegel, D. Ginsbourger and L. Dümbgen (2024)
Characteristic Kernels on Hilbert Spaces, Banach Spaces, and on Sets of Measures [arXiv, DOI]
Bernoulli 30(2), 1441-1457.
L. Dümbgen and A. Mösching (2023)
On Stochastic Orders and Total Positivity [arXiv, DOI]
ESAIM: Probability and Statistics 27, 461-481.
L. Dümbgen and Jon A. Wellner (2023)
A New Approach to Tests and Confidence Bands for Distribution Functions [arXiv, DOI]
Annals of Statistics 51(1), 260-289.
A. Henzi and L. Dümbgen (2023)
Some New Inequalities for Beta Distributions [arXiv, DOI]
Statistics and Probability Letters 195.
T. Dimitriadis, L. Dümbgen, A. Henzi, M. Puke and J. Ziegel (2023)
Honest Calibration Assessment for Binary Outcome Predictions [arXiv, DOI]
Biometrika 110(3), 663-680.
A. Henzi, A. Mösching and L. Dümbgen (2022)
Accelerating the Pool-Aadjacent Violators Algorithm for Isotonic Distributional Regression [arXiv, DOI]
Methodology and Computing in Applied Probability 24(4), 2633-2645.
L. Dümbgen, A. Mösching and C. Strähl (2021)
Active Set Algorithms for Estimating Shape-Constrained Density Ratios [arXiv, DOI]
Computational Statistics and Data Analysis 163.
L. Dümbgen, R.J. Samworth and J.A. Wellner (2021)
Bounding Distributional Errors via Density Ratios [arXiv, DOI]
Bernoulli 27(2), 818-852.
L. Dümbgen and J.A. Wellner (2020)
The Density Ratio of Generalized Binomial versus Poisson Distributions [arXiv, DOI]
Statistics and Probability Letters 165.
A. Mösching and L. Dümbgen (2020)
Monotone Least Squares and Isotonic Quantiles [arXiv, DOI]
Electronic Journal of Statistics 14(1), 24-49.
L. Dümbgen and E. Zamanzade (2020)
Inference on a Distribution Function from Ranked Set Samples [arXiv, DOI]
Annals of the Institute of Statistical Mathematics 72(1), 157-185.
L. Dümbgen, P. Kolesnyk and R.A. Wilke (2017)
Bi-Log-Concave Distribution Functions [arXiv]
Journal of Statistical Planning and Inference 184, 1-17.
N. Zumbrunnen and L. Dümbgen (2017)
pvclass: An R Package for P-Values for Classification [DOI]
Journal of Statistical Software 78(4), 1-19.
L. Dümbgen, J.A. Wellner and M. Wolff (2016)
A Law of the Iterated Logarithm for Grenander’s Estimator [arXiv]
Stochastic Processes and their Applications 126(12), 3854-3864.
L. Dümbgen, K. Nordhausen and H. Schuhmacher (2016)
New Algorithms for M-Estimation of Multivariate Scatter and Location [arXiv]
Journal of Multivariate Analysis 144, 200-217.
L. Dümbgen, M. Pauly and T. Schweizer (2015)
M-Functionals of Multivariate Scatter [arXiv]
Statistics Surveys 9, 32-105.
L. Dümbgen, K. Rufibach and D. Schuhmacher (2014)
Maximum-Likelihood Estimation of a Log-Concave Density Based on Censored Data [arXiv]
Electronic Journal of Statistics 8, 1405-1437.
J. Schmidt-Hieber, A. Munk and L. Dümbgen (2013)
Multiscale Methods for Shape Constraints in Deconvolution: Confidence Statements for Qualitative Features [arXiv]
Annals of Statistics 41(3), 1299-1328.
A. Rohde and L. Dümbgen (2013)
Statistical Inference for the Optimal Approximating Model [DOI]
Probability Theory and Related Fields 155(3-4), 839-865.
D. Schuhmacher, A. Hüsler and L. Dümbgen (2011)
Multivariate Log-Concave Distributions as a Nearly Parametric Model [arXiv]
Statistics and Risk Modeling 28(3), 277-295.
L. Dümbgen, R. Samworth and D. Schuhmacher (2011)
Approximation by Log-Concave Distributions, with Applications to Regression [arXiv]
Annals of Statistics 39(2), 702-730.
L. Dümbgen and K. Rufibach (2011)
logcondens: Computations Related to Univariate Log-Concave Density Estimation [URL]
Journal of Statistical Software 39(6).
D. Schuhmacher and L. Dümbgen (2010)
Consistency of Multivariate Log-Concave Density Estimators.
Statistics & Probability Letters 80(5-6), 376-380.
L. Dümbgen, S.A. van de Geer, M.C. Veraar and J.A. Wellner (2010)
Nemirovski's Inequalities Revisited [arXiv]
American Mathematical Monthly 117(2), 138-160.
R.J. Beran and L. Dümbgen (2010)
Least Squares and Shrinkage Estimation under Bimonotonicity Constraints [arXiv]
Statistics and Computing 20(2),177-189.
D.E. Tyler, F. Critchley, L. Dümbgen and H. Oja (2009)
Invariant Co-ordinate Selection (with discussion) [DOI]
Journal of the Royal Statistical Society, Series B 71(3), 549-592.
N. Bissantz, L. Dümbgen, A. Munk and B. Stratmann (2009).
Generalized Iteratively Reweighted Least Squares on Convex Function Spaces: Convergence Analysis and Applications [DOI]
SIAM Journal on Optimization 19(4), 1828-1845.
L. Dümbgen and K. Rufibach (2009)
Maximum Likelihood Estimation of a Log-Concave Density and its Distribution Function: Basic Properties and Uniform Consistency [arXiv]
Bernoulli 15(1), 40-68. (Extended version: Technical report 66, IMSV, Univ. of Bern)
L. Dümbgen and A. Kovac (2009)
Extensions of Smoothing via Taut Strings [arXiv]
Electronic Journal of Statistics 3, 41-75.
L. Dümbgen, B.-W. Igl and A. Munk (2008)
P-Values for Classification [arXiv]
Electronic Journal of Statistics 2, 468-493.
L. Dümbgen and C. Leuenberger (2008)
Explicit Bounds for the Approximation Error in Benford's Law [arXiv]
Electronic Communications in Probability 13, 99-112.
L. Dümbgen and G. Walther (2008)
Multiscale Inference about a Density [arXiv]
Annals of Statistics 36(4), 1758-1785. (Extended version: Technical report 56, IMSV, Univ. of Bern)
L. Dümbgen and H. Riedwyl (2007)
On Fences and Asymmetry in Box-and-Whiskers Plots [DOI]
The American Statistician 61(4), 356-359.
N. Bissantz, L. Dümbgen, H. Holzmann and A. Munk (2007)
Nonparametric Confidence Bands in Deconvolution Density Estimation.
Journal of the Royal Statistical Society, Series B 69, 483-506.
L. Dümbgen, S. Freitag-Wolf and G. Jongbloed (2006)
Estimating a Unimodal Distribution from Interval-Censored Data [DOI]
Journal of the American Statistical Association 101(475), 1094-1106.
L. Dümbgen, V.I. Piterbarg and D. Zholud (2006)
On the Limit Distribution of Multiscale Test Statistics for Nonparametric Curve Estimation.
Mathematical Methods of Statistics 15, 20-25.
L. Dümbgen and D. Tyler (2005).
On the Breakdown Properties of some Multivariate M-Functionals [URL]
Scandinavian Journal of Statistics 32(2), 247-264.
L. Dümbgen, S. Freitag and G. Jongbloed (2004)
Consistency of Concave Regression, with an Application to Current-Status Data.
Mathematical Methods of Statistics 13, 69-81.
L. Dümbgen and R.B. Johns (2004)
Confidence Bands for Isotonic Median Curves using Sign-Tests [DOI]
Journal of Computational and Graphical Statistics 13(2), 519-533.
L. Dümbgen (2003)
Optimal Confidence Bands for Shape-Restricted Curves [arXiv]
Bernoulli 9, 423-449.
L. Dümbgen (2002)
Application of Local Rank Tests to Nonparametric Regression [DOI]
Journal of Nonparametric Statistics 14(5), 511-537.
L. Dümbgen and V.G. Spokoiny (2001)
Multiscale Testing of Qualitative Hypotheses [URL]
Annals of Statistics 29(1), 124-152.
R.J. Beran and L. Dümbgen (1998)
Modulation of Estimators and Confidence Sets [DOI]
Annals of Statistics 26(5), 1826-1856.
L. Dümbgen (1998)
On Tyler's M-Functional of Scatter in High Dimension [DOI]
Annals of the Institute of Statistical Mathematics 50(3), 471-491.
L. Dümbgen (1998)
New Goodness-of-Fit Tests and their Application to Nonparametric Confidence Sets [DOI]
Annals of Statistics 26(1), 288-314.
L. Dümbgen (1998)
Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix [DOI]
Journal of Multivariate Analysis 65(1), 19-35.
L. Dümbgen (1998)
Symmetrization and Decoupling of Combinatorial Random Elements [DOI]
Statistics & Probability Letters 39(4), 355-361.
L. Dümbgen and G. Walther (1996)
Rates of Convergence for Random Approximations of Convex Sets [DOI]
Advances in Applied Probability 28(2), 384-393.
L. Dümbgen (1995).
Minimax Tests for Convex Cones [DOI]
Annals of the Institute of Statistical Mathematics 47(1), 155-165.
L. Dümbgen (1995)
Likelihood Ratio Tests for Principal Components [DOI]
Journal of Multivariate Analysis 52(2), 245-258.
L. Dümbgen (1995)
A Simple Proof and Refinement of Wielandt's Eigenvalue Inequality [DOI]
Statistics & Probability Letters 25(2), 113-115.
L. Dümbgen (1994)
Combinatorial Stochastic Processes [DOI]
Stochastic Processes and their Applications 52(1), 75-92.
L. Dümbgen (1993)
On Nondifferentiable Functions and the Bootstrap [DOI]
Probability Theory and Related Fields 95(1), 125-140.
L. Dümbgen (1992)
Limit Theorems for the Simplicial Depth [DOI]
Statistics & Probability Letters 14(2), 119-128.
L. Dümbgen (1991)
The Asymptotic Behavior of some Nonparametric Changepoint Estimators [URL]
Annals of Statistics 19(3), 1471-1495.