Lehrstuhl für Statistik und ihre Anwendungen in Wirtschafts- und Sozialwissenschaften
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Further publications

  • Wegener, M. and Kauermann, G. (2015):
    Forecasting in Nonlinear Univariate Time Series using Penalized Splines.
    Statistical Papers 58(3): 557–576. doi:10.1007/s00362-015-0711-1.
  • Schulze Waltrup, L., Sobotka, F., Kneib, T. and Kauermann, G. (2014):
    Expectile and Quantile Regression - David and Goliath?
    Statistical Modelling 15(5): 433-456. doi:10.1177/1471082X14561155.
  • Kauermann, G. and Schellhase, C. (2014):
    Flexible Pair-Copula Estimation in D-vines with Penalized Splines.
    Statistics and Computing 24(6): 1081-1100.
  • Sabanés Bové, D., Held, L. and Kauermann, G. (2014):
    Objective Bayesian Model Selection in Generalised Additive Models with Penalised Splines.
    Journal of Computational and Graphical Statistics 24(2): 394-415. doi:10.1080/10618600.2014.912136.
  • Kauermann, G. and Meyer, R. (2014):
    Penalized Marginal Likelihood Estimation of Finite Mixtures of Archimedean Copulas.
    Computational Statistics 29(1-2): 283-306.
  • Kauermann, G. and Kuhlenkasper, T. (2013):
    Penalized Splines and Multilevel Models.
    Handbook of Multilevel Modelling, Editors: Marc Scott, Jeffrey Simonoff and Brian Marx. SAGE Publications.
  • Kauermann, G., Schellhase, C. and Ruppert, D. (2013):
    Flexible Copula Density Estimation with Penalized Hierarchical B-Splines.
    Scandinavian Journal of Statistics 40(4), 685-703.
  • Sobotka, F., Kauermann, G., Schulze Waltrup, L. and Kneib, T. (2013):
    On Confidence Intervals for Geoadditive Expectile Regression Models.
    Statistics and Computing 23(2), 135-148.
  • Mestekemper, T., Kauermann, G. and Smith, M. (2013):
    A Comparison of Periodic Autoregressive and Dynamic Factor Models in Intraday Energy Demand Forecasting.
    International Journal of Forecasting 29(1), 1-12.
  • Kauermann, G., Haupt, H. and Kaufmann, N. (2012):
    A Hitchhiker's View on Spatial Statistics and Spatial Econometrics for Lattice Data.
    Statistical Modelling 12(5), 419-440.
  • Kauermann, G. and Westerheide, N. (2012):
    To move or not to move to find a new job - Spatial Duration Time Model with Dynamic Covariate Effects.
    Journal of Applied Statistics 39(5), 995-1009.
  • Schellhase, C. and Kauermann, G. (2012):
    Density Estimation and Comparison with a Penalized Mixture Approach.
    Computational Statistics 27(4), 757-777.
  • Westerheide, N. and Kauermann, G. (2012):
    Flexible Modelling of Duration of Unemployment Using Functional Hazard Models and Penalized Splines: A Case Study Comparing Germany and the UK.
    Studies in Nonlinear Dynamics & Econometrics 16(1), Article 5.
  • Kauermann, G., Teuber, T. and Flaschel, P. (2012):
    Exploring US Business Cycles with Bivariate Loops using Penalized Spline Regression.
    Computational Economics, 39, 409-427.
  • Kauermann, G. and Mestekemper, T. (2012):
    A short note on quantifying and visualizing yearly variation in online monitored temperature data.
    Statistical Modelling: An International Journal, 12, 195-209.
  • Smith, M. and Kauermann, G. (2011):
    Bicycle Commuting in Melbourne during the 2000s Energy Crisis: A Semiparametric Analysis of Intraday Volumes.
    Transportation Research Part B: Methodological, 45, 1846-1862.
  • Kauermann, G., Krivobokova, T. and Semmler, W. (2011):
    Filtering Time Series with Penalized Splines.
    Studies in Nonlinear Dynamics & Econometrics, 15(2), Article 2.
  • Kauermann, G. and Opsomer, J.D. (2011):
    Data-driven Selection of the Spline Dimension in Penalized Spline Regression.
    Biometrika, 98(1), 225-230.
  • Kauermann, G. and Wegener, M. (2011):
    Functional Variance Estimation using Penalized Splines with Principal Component Analysis.
    Statistics and Computing, 21, 159-172.
  • Kuhlenkasper, T. and Kauermann, G. (2010):
    Duration of maternity leave in Germany: A case study of nonparametric hazard models and penalized splines.
    Labour Economics, 17(3), 466-473.
  • Mestekemper, T., Windmann, M. and Kauermann, G. (2010):
    Functional Hourly Forecasting of Water Temperature.
    International Journal of Forecasting 26(4), 684-699.
  • Kauermann, G., Ormerod, J. and Wand, M.P. (2010):
    Parsimonious Classification via Generalized Linear Mixed Models.
    Journal of Classification 27(1), 89-110.
  • Mikolajczyk, R. T., Kauermann, G., Sagel, U. and Kretschmar, M. (2009):
    A Mixture Model to Assess the Extent of Cross-Transmission of Multi-Resistant Pathogens in Hospitals.
    Infection Control and Hospital Epidemiology, 30(8), 730-736.
  • Flaschel, P., Groh, G., Kauermann, G. and Teuber, T. (2009):
    The Classical growth cycle after fifteen years of new observations.
    In: P. Flaschel and M. Landesmann (Eds.): Mathematical Economics and the Dynamics of Capitalism. London: Routledge. 69-77.
  • Becher, H., Kauermann, G., Khomski, P. and Kouyate, B. (2009):
    Using penalized splines to model age- and season-of-birthdependent effects of childhood mortality risk factors in rural Burkina Faso.
    Biometrical Journal 51(1), 110-122.
  • Kauermann, G. and Khomski, P. (2009):
    Full Time or Part Time Reemployment: A Competing Risk Model with Frailties and Smooth Effects using a Penalty based Approach.
    Journal of Computational and Graphical Statistics 18(1), 106-125.
  • Kauermann, G., Claeskens, G. and Opsomer, J. D. (2009):
    Bootstrapping for Penalized Spline Regression.
    Journal of Computational and Graphical Statistics 18(1), 126-146.
  • Kauermann, G., Krivobokova, T. and Fahrmeir, L. (2009):
    Some Asymptotic Results on Generalized Penalized Spline Smoothing.
    Journal of the Royal Statistical Society, Series B 71(2), 487-503.
  • Kauermann, G. and Norrie, J. (2008):
    Generalized Linear Models.
    Encyclopaedia of Clinical Trials. Wiley.
  • Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2008):
    Fast Adaptive Penalized Splines.
    Journal of Computational and Graphical Statistics 17(1), 1-20.
  • Greiner, A., Kauermann, G. (2008):
    Dept policy in Euro-area countries: Evidence for Germany and Italy using penalized spline smoothing.
    Economic Modelling 25 (6), 1144-1154.
  • Wegener, M. and Kauermann, G. (2008):
    Modelling Equity Risk Premium using Penalized Splines.
    Advances in Statistical Analysis 92, 35-56.
  • Kauermann, G., Xu, R. and Vaida, F. (2008):
    Stacked Laplace-EM Algorithm for Duration Models with Time-Varying and Random Effects.
    Computational Statistics and Data Analysis 52, 2514-2528.
  • Opsomer, J.D., Claeskens, G., Ranalli, G., Kauermann, G. and Breidt, F.J. (2008):
    Nonparametric small area estimation using penalized spline regression.
    Journal of the Royal Statistical Society, Series B 70, 265-286.
  • Flaschel, P., Kauermann, G. and Semmler, W. (2007):
    Testing Wage and Price Phillips Curves for the United States.
    Metroeconomica 58(4), 550-581.
  • Eisenbeiss, M., Kauermann, G. and Semmler, W. (2007):
    Estimating Beta-Coefficients of German Stock Data: A Non-parametric Approach.
    The European Journal of Finance 13, (6), 503-522.
  • Windmann, M. and Kauermann, G. (2007):
    Statistical Consulting at German Universities - Results of a Survey.
    Advances in Statistical Analysis 91, 367-378.
  • Krivobokova, T. and Kauermann, G. (2007):
    A Note on Penalized Spline Smoothing with Correlated Errors.
    Journal of the American Statistical Association 102, 1328-1337.
  • Wager, C., Vaida, F. and Kauermann, G. (2007):
    Model Selection for P-Spline Smoothing using Akaike Information Criteria.
    Australian and New Zealand Journal of Statistics 49(2), 173-190.
  • Greiner, A., Kauermann, G. (2007):
    Sustainability of US public debt: Estimating smoothing spline regression.
    Economic Modelling 24, 250-364.
  • Brown, D., Kauermann, G. and Ford, I. (2007):
    A partial likelihood approach to the smooth estimation of dynamic covariate effects.
    Biometrical Journal 49, 441-452.
  • J.D. Opsomer, F.J. Breidt, G.G. Moisen and G. Kauermann (2007):
    Model-assisted estimation of forest resources with generalized additive models (with discussion).
    Journal of the American Statistical Association 102, 400-416.
  • Kauermann, G. and Khomski, P. (2006):
    Additive Two Way Hazards Model with Varying Coefficients.
    Computational Statistics and Data Analysis 51 (3), 1944-1956.
  • Kauermann, G. (2006):
    Nonparametric models and their estimation.
    Allgemeines Statistisches Archiv 90, 135-150.
  • Krivobokova, T., Kauermann, G. and Archontakis, T. (2006):
    Estimating the term structure of interest rates using penalized splines.
    Statistical Papers, 47(3): 443-459.
  • Flaschel, P., Kauermann, G. and Teuber, T. (2005):
    Long Cycles in employment, inflation and real unit wage costs. Qualitative analysis and quantitative assessment.
    American Journal of Applied Science (Special Issue), 69-77.
  • Kauermann, G., Tutz, G. and Brüderl, J. (2005):
    The survival of newly founded firms: A case study into varying-coefficient models.
    Journal of the Royal Statistical Society, Series A, 168, 145-158.
  • Kauermann, G. (2005):
    Penalised Spline Fitting in Multivariable Survival Models with Varying Coefficients.
    Computational Statistics and Data Analysis, 49, 169-186.
  • Kauermann, G. (2005):
    A note on smoothing parameter selection for penalised spline smoothing.
    Journal of Statistical Planing and Inference, 127, 53-69.
  • Kauermann, G. and Eilers, P. (2004):
    Modelling microarray data using a threshold mixture model.
    Biometrics, 60, 376-387.
  • Kauermann, G. and Opsomer, J. (2004):
    Generalized Cross-validation for Bandwidth Selection of Backfitting Estimates in Generalized Additive Models.
    Journal of Computational and Graphical Statistics, 13, 66-89.
  • Kauermann, G. and Ortlieb, R. (2004):
    Temporal pattern in the number of staff on sick leave: The effect of downsizing.
    Journal of the Royal Statistical Society, Series C - Applied Statistics, 53, 353-367.
  • Kauermann, G. and Berger, U. (2003):
    A smooth test in proportional hazard models using local partial likelihood fitting.
    ifetime Data Analysis, 9, 373-393.
  • Einbeck, J. and Kauermann, G. (2003):
    Online Monitoring with Local Smoothing Methods and Adaptive Ridging.
    Journal of Statistical Computation and Simulation, 73, No. 12, 913-929.
  • Kauermann, G. and Opsomer, J. (2003):
    Local likelihood estimation in Generalized Additive Models.
    Scandinavian Journal of Statistics, 30, 317-337.
  • Tutz, G. and Kauermann, G. (2003):
    Generalized linear random effect models with varying coefficients.
    Computational Statistics and Data Analysis, 43, 13-28 .
  • Kauermann, G. and Küchenhoff, H. (2003):
    Modelling Data from Inside of Earth: Local Smoothing of Mean and Dispersion Structure in Deep Drill Data.
    Statistical Modelling: An International Journal, 3, 43-64.
  • Kauermann, G. and Tutz, G. (2003):
    Semi- and nonparametric modelling of ordinal data.
    Journal of Computational and Graphical Statistics, 12, 176-196.
  • Kauermann, G. (2002):
    On a Small Sample Adjustment for the Profile Score Function in Semiparametric Smoothing Models.
    Journal of Multivariate Analysis, 82, 471-485.
  • Kauermann, G. and Carroll, R.J. (2001):
    A note on the efficiency of sandwich covariance matrix estimation.
    Journal of the American Statistical Association, 96, 1387-1396.
  • Kauermann, G. and Tutz, G. (2001):
    Testing generalized linear and semiparametric models against smooth alternatives.
    Journal of the Royal Statistical Society, Series B, 63, 147-166.
  • Galindo, C., Kauermann, G., Liang, H. and Carroll, R. (2001):
    Bootstrap confidence intervals for local likelihood, local estimating equations and varying coefficient models.
    Statistica Sinica, 11, 121-134.
  • Friedl, H. and Kauermann, G. (2000):
    Standard errors for EM estimates in variance component models.
    Biometrics, 56, 761-767
  • Kauermann, G. (2000):
    Modeling longitudinal data with ordinal response by varying coefficients.
    Biometrics, 56, 692-698.
  • Kauermann, G. and Tutz, G. (2000):
    Local likelihood estimation in varying-coefficient models including additive bias correction.
    Journal of Nonparametric Statistics, 12, 343-371.
  • Kauermann, G. and Tutz, G. (1999):
    On model diagnostics using varying coefficient models.
    Biometrika, 86, 119-128.
  • Kauermann, G., Müller, M. and Carroll, R.J. (1998):
    The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimation equations.
    Statistics & Probability Letters, 37, 41-47.
  • Kauermann, G. (1997):
    A note on multivariate logistic models for contingency tables.
    Australian Journal of Statistics, 39, 261-276.
  • Tutz, G. and Kauermann, G. (1997):
    Local estimators in multivariate generalized linear models with varying coefficients.
    Computational Statistics, 12, 193-208.
  • Kauermann, G. (1996):
    On a dualization of graphical Gaussian models.
    Scandinavian Journal of Statistics, 23, 105-116.