Professoren
Prof. Dr. rer. nat. Göran Kauermann

Prof. Dr. rer. nat. Göran Kauermann

Published Articles

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 (to appear)

Wegener, M. and Kauermann, G. (2008). Modelling Equity Risk Premium using Penalized Splines Advances in Statistical Analysis (AStA, Journal of the German Statistical Society, Series B) (conditionally accepted)

Kauermann, G., Xu, R. and Vaida, F. (2007). Stacked Laplace-EM Algorithm for Duration Models with Time-Varying and Random Effects. Computational Statistics and Data Analysis (to appear)

Krivobokova, T. and Kauermann, G. (2007). A Note on Penalized Spline Smoothing with Correlated Errors. Journal of the American Statistical Association (to appear)

Windmann, M. and Kauermann, G. (2007). Statistical Consulting at German Universities - Results of a Survey. Advances in Statistical Analyisis (AStA) (to appear)

Krivobokova, T., Crainiceanu, C.M. and Kauermann, G. (2007). Fast Adaptive Penalized Splines. Journal of Computational and Graphical Statistics (to appear)

Eisenbeiss, M., Kauermann, G. and Semmler, W. (2007). Estimating Beta-Coefficients of German Stock Data: A Non-parametric Approach. The European Journal of Finance (to appear).

Flaschel, P., Kauermann, G. and Semmler, W. (2007) Testing Wage and Price Phillips Curves for the United States. Metroeconomica (to appear).

Flaschel, P., Kauermann, G. and Teuber, T. (2007) Long Cycles in employment, inflation and real unit wage costs. Qualitative analysis and quantitative assessment. American Journal of Applied Sciences (to appear).

Kauermann, G. and Norrie, J. (2007). Generalized Linear Models. Encyclopaedia of Clinical Trials (to appear).

Flaschel, P., Groh, G., Kauermann, G. and Teuber, T. (2007). 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. (to appear).

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 (to appear).

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.

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. Lifetime 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.

Tutz, G. and Kauermann, G. (1998). Locally weighted least squares in categorical varying-coefficient models. In: R. Galata, H. Küchenhoff (Hrsg): Econometrics in Theory & Practice, Festschrift für Hans Schneeweiß 119-130 1998.

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.


Edited Volumes

Kauermann, G. and Weihs, C. (2007). Statistical Consulting - Editorial. Advances in Statistical Analysis, (to appear), (Special Issue on Statistical Consulting).

Kauermann, G. (2003). Editorial. Computational Statistics, 18, 2, 165. (Special Issue on Nonparametric Modelling, Euroworkshop on Statistical Modelling).

Friedl, H. and Kauermann, G. (2001). Editorial. Statistical Modelling, 3, 2, 233-234. (Special Issue on Mixed Models, Euroworkshop on Statistical Modelling).


Proceedings (selected)

Krivobokova, T. and Kauermann, G. (2006). Computationally efficient spatially-adaptiv penalized spline smoothing. Proceedingds of the 21st Workshop on Statistical Modelling

Kauermann, G., Teuber, T and Krivobokova, T. (2005). Estimating cycles in data using penalised spline regression. Proceedingds of the 20th Workshop on Statistical Modelling

Opsomer, J.D., Breidt, F.J., Claeskens, G., Kauermann, G. and Ranalli, G. (2004). Nonparametric small area estimation using penalized spline regression. Joint Statistical Meeting Proceedings

Wager, C. Vaida, F. and Kauermann, G. (2004). Model Selection for P-spline smoothing using Akaike Information Criteria. Proceedings of the 19th Internation Workshop on Statistical Modelling.

Kauermann, G. and Brown, D. (2003). Multivariable survival models with varying coefficients. Proceedings of the 18th International Workshop on Statistical Modelling.

Opsomer, J.D., Moisen, G.G. and Kauermann, G. (2001). Model-assisted estimation of forest resources with generalized additive models. Proceedings of the 16th International Workshop on Statistical Modelling.

Kauermann, G., Heigenhauser, L. and Whobrey, W. (2000). Manuscripts in German monasteries. Proceedings of the 15th International Workshop on Statistical Modelling.

Edlich, S., Kauermann, G. and Tutz, G. (1998). Smoothing ordinal data by semiparametric models. Proceedings of the 13th International Workshop on Statistical Modelling.

Friedl, H. and Kauermann, G. (1998). On EM estimates in random effect models. Proceedings of the 13th International Workshop on Statistical Modelling.

Kauermann, G. and Tutz, G. (1997). Testing generalized linear models against smooth alternatives. Proceedings of the 12th International Workshop on Statistical Modelling. Schriftenreihe der Östereichischen Statistischen Gesellschaft, 5.


Current Preprints

Becher, H., Kauermann, G., Khomski, P. and Kouyate, B. (2007). Using spline regression to model age- and season-of-birth-dependent effects of childhood mortality risk factors in rural Burkina Faso

Yao, Z. and Kauermann, G. (2007). The Impact of Different Interest Rates on Prices of Mortgage-backed Securities

Kauermann, G., Teuber, T. and Flaschel, P. (2006). Exploring US Business Cycles with Bivariate Loops using Penalized Spline Regression

Kauermann, G., Ormerod, J. and Wand, M.P. (2006). Parsimonious classification via generalized linear mixed models

Wegener, M. and Kauermann, G. (2006). Modelling Equity Risk Premium using Penalized Splines

Kauermann, G. and Khomski, P. (2006). Full Time or Part Time Reemployment: A Competing Risk Model with Frailties and Smooth Effects using a Penalty based Approach

Kauermann, G. and Wolf, H.P. (2006). Gedanken zur Statistikausbildung an deutschen Hochschulen

Kauermann, G., Claeskens, G., Opsomer, J.D. (2006). Bootstrapping for Penalized Spline Regression

Greiner, A., Kauermann, G. (2006). Dept policy in Euro-area countries: Evidence for Germany and Italy using penalized spline smoothing


Applied Consultancy Papers

Wolf, J., Kauermann, G. and Trillmich, F. (2005). Males in the shade: habitat choice and sexual segregation in the Galapagos sea lion. Behav Ecol Sociobiol, 59, 293-302.

Nutzungshinweise: Jede natürliche Person darf sich nur mit einer E-Mail Adresse bei WiWi-Online registrieren lassen. Die Nutzung der Daten die WiWi-Online bereitstellt ist nur für den privaten Gebrauch bestimmt - eine gewerbliche Nutzung ist verboten. Eine automatisierte Nutzung von WiWi-Online und dessen Inhalte, z.B. durch Offline-Browser, Download-Manager oder Webseiten etc. ist ausdrücklich strengstens untersagt. Zuwiderhandlungen werden straf- und zivilrechtlich verfolgt.