@book{Marohn1990, author = {Marohn, Frank}, title = {On statistical information of extreme order statistics}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-47866}, publisher = {Universit{\"a}t W{\"u}rzburg}, year = {1990}, abstract = {No abstract available}, subject = {Rangstatistik}, language = {en} } @article{Marohn1991, author = {Marohn, Frank}, title = {Global sufficiency of extreme order statistics in location models of Weibull type}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-47874}, year = {1991}, abstract = {In Janssen and Reiss (1988) it was shown that in a location model of a Weibull type sample with shape parameter -1 < a < 1 the k(n) lower extremes are asymptotically local sufficient. In the present paper we show that even global sufficiency holds. Moreover, it turns out that convergence of the given statistical experiments in the deficiency metric does not only hold for compact parameter sets but for the whole real line.}, subject = {Extremwertstatistik}, language = {de} } @incollection{FalkMarohn1992, author = {Falk, Michael and Marohn, Frank}, title = {Laws of small numbers : Some applications to conditional curve estimation}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45841}, publisher = {Universit{\"a}t W{\"u}rzburg}, year = {1992}, abstract = {No abstract available}, subject = {Gesetz der kleinen Zahlen}, language = {en} } @article{FalkMarohn1993, author = {Falk, Michael and Marohn, Frank}, title = {Von Mises condition revisited}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45790}, year = {1993}, abstract = {It is shown that the rate of convergence in the von Mises conditions of extreme value theory determines the distance of the underlying distribution function F from a generalized Pareto distribution. The distance is measured in terms of the pertaining densities with the limit being ultimately attained if and only if F is ultimately a generalized Pareto distribution. Consequently, the rate of convergence of the extremes in an lid sample, whether in terms of the distribution of the largest order statistics or of corresponding empirical truncated point processes, is determined by the rate of convergence in the von Mises condition. We prove that the converse is also true.}, language = {en} } @article{FalkMarohn1993, author = {Falk, Michael and Marohn, Frank}, title = {Asymptotically optimal tests for conditional distributions}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45823}, year = {1993}, abstract = {No abstract available}, language = {en} } @article{Zillober1993, author = {Zillober, Christian}, title = {A globally convergent version of the method of moving asymptotes}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-31984}, year = {1993}, abstract = {No abstract available}, language = {en} } @article{KredlerZilloberJohannesetal.1993, author = {Kredler, Christian and Zillober, Christian and Johannes, Frank and Sigl, Georg}, title = {An application of preconditioned conjugate gradients to relative placement in chip design}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-31996}, year = {1993}, abstract = {In distance geometry problems and many other applications, we are faced with the optimization of high-dimensional quadratic functions subject to linear equality constraints. A new approach is presented that projects the constraints, preserving sparsity properties of the original quadratic form such that well-known preconditioning techniques for the conjugate gradient method remain applicable. Very-largescale cell placement problems in chip design have been solved successfully with diagonal and incomplete Cholesky preconditioning. Numerical results produced by a FORTRAN 77 program illustrate the good behaviour of the algorithm.}, language = {en} } @inproceedings{Zillober1993, author = {Zillober, Christian}, title = {Sequential convex programming in theory and praxis}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-35513}, year = {1993}, abstract = {In this paper, convex approximation methods, suclt as CONLIN, the method of moving asymptotes (MMA) and a stabilized version of MMA (Sequential Convex Programming), are discussed with respect to their convergence behaviour. In an extensive numerical study they are :finally compared with other well-known optimization methods at 72 examples of sizing problems.}, language = {en} } @article{JanssenMarohn1994, author = {Janssen, A. and Marohn, Frank}, title = {On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45816}, year = {1994}, abstract = {The aim of the present paper is to clarify the role of extreme order statistics in general statistical models. This is done within the general setup of statistical experiments in LeCam's sense. Under the assumption of monotone likelihood ratios, we prove that a sequence of experiments is asymptotically Gaussian if, and only if, a fixed number of extremes asymptotically does not contain any information. In other words: A fixed number of extremes asymptotically contains information iff the Poisson part of the limit experiment is non-trivial. Suggested by this result, we propose a new extreme value model given by local alternatives. The local structure is described by introducing the space of extreme value tangents. It turns out that under local alternatives a new class of extreme value distributions appears as limit distributions. Moreover, explicit representations of the Poisson limit experiments via Poisson point processes are found. As a concrete example nonparametric tests for Frechet type distributions against stochastically larger alternatives are treated. We find asymptotically optimal tests within certain threshold models.}, language = {en} } @inproceedings{Marohn1994, author = {Marohn, Frank}, title = {On testing the exponential and Gumbel distribution}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45804}, year = {1994}, abstract = {No abstract available}, subject = {Gumbel-Verteilung}, language = {en} }