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math.ST2021
Simultaneous inference for partial areas under receiver operating curves -- with a view towards efficiency
Maximilian Wechsung, Frank Konietschke
We propose new simultaneous inference methods for diagnostic trials with elaborate factorial designs. Instead of the commonly used total area under the receiver operating character…
math.ST2020
Consistency of a nonparametric least squares estimator in integer-valued GARCH models
Maximilian Wechsung, Michael H. Neumann
We consider a nonparametric version of the integer-valued GARCH(1,1) model for time series of counts. The link function in the recursion for the variances is not specified by finit…