@article{ŠakićMarinkovićButenwegetal.2023, author = {Šakić, Bogdan and Marinković, Marko and Butenweg, Christoph and Klinkel, Sven}, title = {Influence of slab deflection on the out-of-plane capacity of unreinforced masonry partition walls}, series = {Engineering Structures}, volume = {276}, journal = {Engineering Structures}, editor = {Yang, J.}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0141-0296}, doi = {10.1016/j.engstruct.2022.115342}, year = {2023}, abstract = {Severe damage of non-structural elements is noticed in previous earthquakes, causing high economic losses and posing a life threat for the people. Masonry partition walls are one of the most commonly used non-structural elements. Therefore, their behaviour under earthquake loading in out-of-plane (OOP) direction is investigated by several researches in the past years. However, none of the existing experimental campaigns or analytical approaches consider the influence of prior slab deflection on OOP response of partition walls. Moreover, none of the existing construction techniques for the connection of partition walls with surrounding reinforced concrete (RC) is investigated for the combined slab deflection and OOP loading. However, the inevitable time-dependent behaviour of RC slabs leads to high values of final slab deflections which can further influence boundary conditions of partition walls. Therefore, a comprehensive study on the influence of slab deflection on the OOP capacity of masonry partitions is conducted. In the first step, experimental tests are carried out. Results of experimental tests are further used for the calibration of the numerical model employed for a parametric study. Based on the results, behaviour under combined loading for different construction techniques is explained. The results show that slab deflection leads either to severe damage or to a high reduction of OOP capacity. Existing practical solutions do not account for these effects. In this contribution, recommendations to overcome the problems of combined slab deflection and OOP loading on masonry partition walls are given. Possible interaction of in-plane (IP) loading, with the combined slab deflection and OOP loading on partition walls, is not investigated in this study.}, language = {en} } @article{KubalskiButenwegElDeib2022, author = {Kubalski, Thomas and Butenweg, Christoph and El-Deib, Khaled}, title = {Vereinfachte Ber{\"u}cksichtigung der Rahmentragwirkung in Mauerwerksgeb{\"a}uden}, series = {Bautechnik}, volume = {99}, journal = {Bautechnik}, number = {12}, editor = {Jesse, Dirk}, publisher = {Ernst \& Sohn}, address = {Berlin}, issn = {0932-8351}, doi = {10.1002/bate.202200081}, pages = {865 -- 928}, year = {2022}, abstract = {Aufgrund der gestiegenen Anforderungen durch h{\"o}here Ein-wirkungen aus Wind und Erdbeben ist eine Verbesserung und Optimierung der Berechnungs- und Bemessungsans{\"a}tze f{\"u}r Mauerwerksbauten erforderlich. Eine bessere Ausnutzung der Tragwerksreserven ist durch die Ber{\"u}cksichtigung der Rah-mentragwirkung mit einer Aktivierung der Deckenscheiben in den Rechenmodellen m{\"o}glich, die in der Praxis aufgrund der Komplexit{\"a}t der Wand-Decken-Interaktion bislang nicht aus-genutzt wird. Im vorliegenden Aufsatz wird ein vereinfachter Ansatz auf Grundlage der mitwirkenden Plattenbreite von Schubw{\"a}nden aus Mauerwerk vorgestellt, der die wesentli-chen Einfl ussfaktoren in parametrisierten Tabellen erfasst. Damit steht den Tragwerksplanern ein einfach anwendbares Werkzeug zur Verf{\"u}gung, um die Rahmentragwirkung in der Mauerwerksbemessung anzusetzen.}, language = {de} } @article{ButenwegMarinkovicPhlippetal.2022, author = {Butenweg, Christoph and Marinkovic, Marko and Phlipp, Michel and Lins, Robin and Renaut, Philipp}, title = {Isolierung und BIM-basiertes Bauwerksmonitoring des neuen Geb{\"a}udekomplexes f{\"u}r das BioSense-Institut in Novi Sad, Serbien}, series = {Bauingenieur}, volume = {97}, journal = {Bauingenieur}, number = {6}, editor = {Haghsheno, Shervin}, publisher = {VDI Fachmedien}, address = {D{\"u}sseldorf}, issn = {1436-4867}, doi = {10.37544/0005-6650-2022-06-28}, pages = {S3 -- S5}, year = {2022}, abstract = {Im Norden von Serbien erfolgt in Novi Sad der Neubau eines modernen Forschungsgeb{\"a}udes f{\"u}r das BioSense-Institut mit finanzieller Unterst{\"u}tzung durch die Eu-rop{\"a}ische Union. Der Geb{\"a}udeteil mit Laboren wird zum Schutz und zur Sicherstellung des reibungslosen Betriebs der sensiblen und kapitalintensiven technischen Einbauten mit ei-ner Erdbebenisolierung mit integrierter K{\"o}rperschallisolation versehen. Zus{\"a}tzlich wird der entkoppelte Laborteil des For-schungsgeb{\"a}udes mit einem BIM-basierten Bauwerksmonito-ring versehen, um {\"A}nderungen des Geb{\"a}udezustands jederzeit abfragen und beurteilen zu k{\"o}nnen.}, language = {de} } @article{MorandiButenwegBreisetal.2022, author = {Morandi, Paolo and Butenweg, Christoph and Breis, Khaled and Beyer, Katrin and Magenes, Guido}, title = {Latest findings on the behaviour factor q for the seismic design of URM buildings}, series = {Bulletin of Earthquake Engineering}, volume = {20}, journal = {Bulletin of Earthquake Engineering}, number = {11}, editor = {Ansal, Atilla}, publisher = {Springer Nature}, address = {Cham}, issn = {1573-1456}, doi = {10.1007/s10518-022-01419-7}, pages = {5797 -- 5848}, year = {2022}, abstract = {Recent earthquakes as the 2012 Emilia earthquake sequence showed that recently built unreinforced masonry (URM) buildings behaved much better than expected and sustained, despite the maximum PGA values ranged between 0.20-0.30 g, either minor damage or structural damage that is deemed repairable. Especially low-rise residential and commercial masonry buildings with a code-conforming seismic design and detailing behaved in general very well without substantial damages. The low damage grades of modern masonry buildings that was observed during this earthquake series highlighted again that codified design procedures based on linear analysis can be rather conservative. Although advances in simulation tools make nonlinear calculation methods more readily accessible to designers, linear analyses will still be the standard design method for years to come. The present paper aims to improve the linear seismic design method by providing a proper definition of the q-factor of URM buildings. These q-factors are derived for low-rise URM buildings with rigid diaphragms which represent recent construction practise in low to moderate seismic areas of Italy and Germany. The behaviour factor components for deformation and energy dissipation capacity and for overstrength due to the redistribution of forces are derived by means of pushover analyses. Furthermore, considerations on the behaviour factor component due to other sources of overstrength in masonry buildings are presented. As a result of the investigations, rationally based values of the behaviour factor q to be used in linear analyses in the range of 2.0-3.0 are proposed.}, language = {en} } @article{Timme2022, author = {Timme, Michael}, title = {Beweislast beim gutgl{\"a}ubigen Erwerb eines Kraftfahrzeugs ohne Erhalt der Zulassungsbescheinigung Teil II — Zugleich eine Besprechung von BGH, Urt. v. 23.9.2022 - V ZR 148/21, MDR 2022, 1542}, series = {Monatsschrift f{\"u}r Deutsches Recht}, volume = {77}, journal = {Monatsschrift f{\"u}r Deutsches Recht}, number = {1}, publisher = {Verlag Dr. Otto Schmidt}, address = {K{\"o}ln}, issn = {0340-1812}, doi = {doi.org/10.9785/mdtr-2023-770102}, pages = {r5 -- r7}, year = {2022}, abstract = {Im Handel mit Kraftfahrzeugen geh{\"o}ren Aspekte des gutgl{\"a}ubigen Erwerbs zu den beinahe allt{\"a}glichen Standardproblemen. Der BGH f{\"u}gt in seiner Entscheidung v. 23.9.2022-VZR148/21, MDR 2022, 1541 diesem im Detail breit gef{\"a}cherten Themenfeld einen weiteren Mosaikstein hinzu: Der Erwerber erhielt das verkaufte Kfz ohne {\"U}bergabe einer Zulassungsbescheinigung Teil II, behauptet aber, diese Bescheinigung sei dem vom ihm eingeschalteten Vermittler bei Erwerb (als F{\"a}lschung) vorgelegt worden. Tats{\"a}chlich befand sich das Original durchg{\"a}ngig beim wahren Eigent{\"u}mer, der nunmehr Herausgabe des Fahrzeugs verlangt. Der BGH sch{\"u}tzt in dieser Gestaltung im Ergebnis den Erwerber. Die Entscheidung ist in mehrfacher Hinsicht bemerkenswert.}, language = {de} } @article{MarinkovićButenweg2022, author = {Marinković, Marko and Butenweg, Christoph}, title = {Experimental testing of decoupled masonry infills with steel anchors for out-of-plane support under combined in-plane and out-of-plane seismic loading}, series = {Construction and Building Materials}, volume = {318}, journal = {Construction and Building Materials}, number = {1}, editor = {Ford, Michael C.}, publisher = {Elsevier}, address = {Amsterdam}, issn = {1879-0526}, doi = {10.1016/j.conbuildmat.2021.126041}, year = {2022}, abstract = {Because of simple construction process, high energy efficiency, significant fire resistance and excellent sound isolation, masonry infilled reinforced concrete (RC) frame structures are very popular in most of the countries in the world, as well as in seismic active areas. However, many RC frame structures with masonry infills were seriously damaged during earthquake events, as the traditional infills are generally constructed with direct contact to the RC frame which brings undesirable infill/frame interaction. This interaction leads to the activation of the equivalent diagonal strut in the infill panel, due to the RC frame deformation, and combined with seismically induced loads perpendicular to the infill panel often causes total collapses of the masonry infills and heavy damages to the RC frames. This fact was the motivation for developing different approaches for improving the behaviour of masonry infills, where infill isolation (decoupling) from the frame has been more intensively studied in the last decade. In-plane isolation of the infill wall reduces infill activation, but causes the need for additional measures to restrain out-of-plane movements. This can be provided by installing steel anchors, as proposed by some researchers. Within the framework of European research project INSYSME (Innovative Systems for Earthquake Resistant Masonry Enclosures in Reinforced Concrete Buildings) the system based on a use of elastomers for in-plane decoupling and steel anchors for out-of-plane restrain was tested. This constructive solution was tested and deeply investigated during the experimental campaign where traditional and decoupled masonry infilled RC frames with anchors were subjected to separate and combined in-plane ‬and out-of-plane loading. Based on a detailed evaluation and comparison of the test results, the performance and effectiveness of the developed system are illustrated.}, language = {en} } @article{ElDeibButenwegKlinkel2021, author = {El-Deib, Khaled and Butenweg, Christoph and Klinkel, Sven}, title = {Erdbebennachweis von Mauerwerksbauten mit realistischen Modellen und erh{\"o}hten Verhaltensbeiwerten}, series = {Mauerwerk}, volume = {2021}, journal = {Mauerwerk}, number = {3}, editor = {Jesse, Dirk}, publisher = {Wiley}, address = {Weinheim}, issn = {1437-1022}, doi = {10.1002/dama.202110014}, pages = {110 -- 119}, year = {2021}, abstract = {Die Anwendung des linearen Nachweiskonzepts auf Mauerwerksbauten f{\"u}hrt dazu, dass bereits heute Standsicherheitsnachweise f{\"u}r Geb{\"a}ude mit {\"u}blichen Grundrissen in Gebieten mit moderaten Erdbebeneinwirkungen nicht mehr gef{\"u}hrt werden k{\"o}nnen. Diese Problematik wird sich in Deutschland mit der Einf{\"u}hrung kontinuierlicher probabilistischer Erdbebenkarten weiter versch{\"a}rfen. Aufgrund der Erh{\"o}hung der seismischen Einwirkungen, die sich vielerorts ergibt, ist es erforderlich, die vorhandenen, bislang nicht ber{\"u}cksichtigten Tragf{\"a}higkeitsreserven in nachvollziehbaren Nachweiskonzepten in der Baupraxis verf{\"u}gbar zu machen. Der vorliegende Beitrag stellt ein Konzept f{\"u}r die geb{\"a}udespezifische Ermittlung von erh{\"o}hten Verhaltensbeiwerten vor. Die Verhaltensbeiwerte setzen sich aus drei Anteilen zusammen, mit denen die Lastumverteilung im Grundriss, die Verformungsf{\"a}higkeit und Energiedissipation sowie die {\"U}berfestigkeiten ber{\"u}cksichtigt werden. F{\"u}r die rechnerische Ermittlung dieser drei Anteile wird ein nichtlineares Nachweiskonzept auf Grundlage von Pushover-Analysen vorgeschlagen, in denen die Interaktionen von W{\"a}nden und Geschossdecken durch einen Einspanngrad beschrieben werden. F{\"u}r die Bestimmung der Einspanngrade wird ein nichtlinearer Modellierungsansatz eingef{\"u}hrt, mit dem die Interaktion von W{\"a}nden und Decken abgebildet werden kann. Die Anwendung des Konzepts mit erh{\"o}hten geb{\"a}udespezifischen Verhaltensbeiwerten wird am Beispiel eines Mehrfamilienhauses aus Kalksandsteinen demonstriert. Die Ergebnisse der linearen Nachweise mit erh{\"o}hten Verhaltensbeiwerten f{\"u}r dieses Geb{\"a}ude liegen deutlich n{\"a}her an den Ergebnissen nichtlinearer Nachweise und somit bleiben {\"u}bliche Grundrisse in Erdbebengebieten mit den traditionellen linearen Rechenans{\"a}tzen nachweisbar.}, language = {de} } @article{RossiWinandsButenweg2022, author = {Rossi, Leonardo and Winands, Mark H. M. and Butenweg, Christoph}, title = {Monte Carlo Tree Search as an intelligent search tool in structural design problems}, series = {Engineering with Computers : An International Journal for Simulation-Based Engineering}, volume = {38}, journal = {Engineering with Computers : An International Journal for Simulation-Based Engineering}, number = {4}, editor = {Zhang, Jessica}, publisher = {Springer Nature}, address = {Cham}, issn = {1435-5663}, doi = {10.1007/s00366-021-01338-2}, pages = {3219 -- 3236}, year = {2022}, abstract = {Monte Carlo Tree Search (MCTS) is a search technique that in the last decade emerged as a major breakthrough for Artificial Intelligence applications regarding board- and video-games. In 2016, AlphaGo, an MCTS-based software agent, outperformed the human world champion of the board game Go. This game was for long considered almost infeasible for machines, due to its immense search space and the need for a long-term strategy. Since this historical success, MCTS is considered as an effective new approach for many other scientific and technical problems. Interestingly, civil structural engineering, as a discipline, offers many tasks whose solution may benefit from intelligent search and in particular from adopting MCTS as a search tool. In this work, we show how MCTS can be adapted to search for suitable solutions of a structural engineering design problem. The problem consists of choosing the load-bearing elements in a reference reinforced concrete structure, so to achieve a set of specific dynamic characteristics. In the paper, we report the results obtained by applying both a plain and a hybrid version of single-agent MCTS. The hybrid approach consists of an integration of both MCTS and classic Genetic Algorithm (GA), the latter also serving as a term of comparison for the results. The study's outcomes may open new perspectives for the adoption of MCTS as a design tool for civil engineers.}, language = {en} } @article{ButenwegKubalskiElDeibetal.2021, author = {Butenweg, Christoph and Kubalski, Thomas and El-Deib, Khaled and Gellert, Christoph}, title = {Erdbebennachweis von Mauerwerksbauten nach DIN EN 1998-1/NA-2021}, series = {Bautechnik : Zeitschrift f{\"u}r den gesamten Ingenieurbau}, volume = {98}, journal = {Bautechnik : Zeitschrift f{\"u}r den gesamten Ingenieurbau}, number = {11}, editor = {Jesse, Dirk}, publisher = {Ernst \& Sohn}, address = {Berlin}, issn = {1437-0999}, doi = {10.1002/bate.202100064}, pages = {852 -- 863}, year = {2021}, abstract = {Mauerwerksbauten in Deutschland sind mit Einf{\"u}hrung des nationalen Anwendungsdokuments DIN EN 1998-1/NA auf Grundlage einer neuen probabilistischen Erdbebenkarte nachzuweisen. F{\"u}r erfolgreiche Erdbebennachweise {\"u}blicher Grundrissformen von Mauerwerksbauten stehen in dem zuk{\"u}nftigen Anwendungsdokument neue rechnerische Nachweism{\"o}glichkeiten zur Verf{\"u}gung, mit denen die Tragf{\"a}higkeitsreserven von Mauerwerksbauten in der Baupraxis mit einem {\"u}berschaubaren Aufwand besser in Ansatz gebracht werden k{\"o}nnen. Das Standardrechenverfahren ist weiterhin der kraftbasierte Nachweis, der nun mit h{\"o}heren Verhaltensbeiwerten im Vergleich zur DIN 4149 durchgef{\"u}hrt werden kann. Die h{\"o}heren Verhaltensbeiwerte basieren auf der besseren Ausnutzung der geb{\"a}udespezifischen Verformungsf{\"a}higkeit und Energiedissipation sowie der Lastumverteilung der Schubkr{\"a}fte im Grundriss mit Ansatz von Rahmentragwirkung durch Wand-Deckeninteraktionen. Alternativ dazu kann ein nichtlinearer Nachweis auf Grundlage von Pushover-Analysen zur Anwendung kommen. Vervollst{\"a}ndigt werden die Regelungen f{\"u}r Mauerwerksbauten durch neue Regelungen f{\"u}r nichttragende Innenw{\"a}nde und Außenmauerschalen. Der vorliegende Beitrag stellt die Grundlagen und Hintergr{\"u}nde der neuen rechnerischen Nachweise in DIN EN 1998-1/NA vor und demonstriert deren Anwendung an einem Beispiel aus der Praxis.}, language = {de} } @article{ButenwegBursiPaolaccietal.2021, author = {Butenweg, Christoph and Bursi, Oreste S. and Paolacci, Fabrizio and Marinković, Marko and Lanese, Igor and Nardin, Chiara and Quinci, Gianluca}, title = {Seismic performance of an industrial multi-storey frame structure with process equipment subjected to shake table testing}, series = {Engineering Structures}, volume = {243}, journal = {Engineering Structures}, number = {15}, editor = {Yang, J.}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0141-0296}, doi = {10.1016/j.engstruct.2021.112681}, year = {2021}, abstract = {Past earthquakes demonstrated the high vulnerability of industrial facilities equipped with complex process technologies leading to serious damage of process equipment and multiple and simultaneous release of hazardous substances. Nonetheless, current standards for seismic design of industrial facilities are considered inadequate to guarantee proper safety conditions against exceptional events entailing loss of containment and related consequences. On these premises, the SPIF project -Seismic Performance of Multi-Component Systems in Special Risk Industrial Facilities- was proposed within the framework of the European H2020 SERA funding scheme. In detail, the objective of the SPIF project is the investigation of the seismic behaviour of a representative industrial multi-storey frame structure equipped with complex process components by means of shaking table tests. Along this main vein and in a performance-based design perspective, the issues investigated in depth are the interaction between a primary moment resisting frame (MRF) steel structure and secondary process components that influence the performance of the whole system; and a proper check of floor spectra predictions. The evaluation of experimental data clearly shows a favourable performance of the MRF structure, some weaknesses of local details due to the interaction between floor crossbeams and process components and, finally, the overconservatism of current design standards w.r.t. floor spectra predictions.}, language = {en} } @article{BaringhausGaigall2017, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On Hotelling's T² test in a special paired sample case}, series = {Communications in Statistics - Theory and Methods}, volume = {48}, journal = {Communications in Statistics - Theory and Methods}, number = {2}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-415X}, doi = {10.1080/03610926.2017.1408828}, pages = {257 -- 267}, year = {2017}, abstract = {In a special paired sample case, Hotelling's T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.}, language = {en} } @article{BaringhausGaigall2017, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {Hotelling's T² tests in paired and independent survey samples: An efficiency comparison}, series = {Journal of Multivariate Analysis}, volume = {2017}, journal = {Journal of Multivariate Analysis}, number = {154}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0047-259X}, doi = {10.1016/j.jmva.2016.11.004}, pages = {177 -- 198}, year = {2017}, abstract = {Hotelling's T² tests in paired and independent survey samples are compared using the traditional asymptotic efficiency concepts of Hodges-Lehmann, Bahadur and Pitman, as well as through criteria based on the volumes of corresponding confidence regions. Conditions characterizing the superiority of a procedure are given in terms of population canonical correlation type coefficients. Statistical tests for checking these conditions are developed. Test statistics based on the eigenvalues of a symmetrized sample cross-covariance matrix are suggested, as well as test statistics based on sample canonical correlation type coefficients.}, language = {en} } @article{BaringhausGaigall2018, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {Efficiency comparison of the Wilcoxon tests in paired and independent survey samples}, series = {Metrika}, volume = {2018}, journal = {Metrika}, number = {81}, publisher = {Springer}, address = {Berlin}, issn = {1435-926X}, doi = {10.1007/s00184-018-0661-4}, pages = {891 -- 930}, year = {2018}, abstract = {The efficiency concepts of Bahadur and Pitman are used to compare the Wilcoxon tests in paired and independent survey samples. A comparison through the length of corresponding confidence intervals is also done. Simple conditions characterizing the dominance of a procedure are derived. Statistical tests for checking these conditions are suggested and discussed.}, language = {de} } @article{BaringhausGaigall2019, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On an asymptotic relative efficiency concept based on expected volumes of confidence regions}, series = {Statistics - A Journal of Theoretical and Applied Statistic}, volume = {53}, journal = {Statistics - A Journal of Theoretical and Applied Statistic}, number = {6}, publisher = {Taylor \& Francis}, address = {London}, issn = {1029-4910}, doi = {10.1080/02331888.2019.1683560}, pages = {1396 -- 1436}, year = {2019}, abstract = {The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.}, language = {en} } @article{Gaigall2019, author = {Gaigall, Daniel}, title = {On a new approach to the multi-sample goodness-of-fit problem}, series = {Communications in Statistics - Simulation and Computation}, volume = {53}, journal = {Communications in Statistics - Simulation and Computation}, number = {10}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-4141}, doi = {10.1080/03610918.2019.1618472}, pages = {2971 -- 2989}, year = {2019}, abstract = {Suppose we have k samples X₁,₁,…,X₁,ₙ₁,…,Xₖ,₁,…,Xₖ,ₙₖ with different sample sizes ₙ₁,…,ₙₖ and unknown underlying distribution functions F₁,…,Fₖ as observations plus k families of distribution functions {G₁(⋅,ϑ);ϑ∈Θ},…,{Gₖ(⋅,ϑ);ϑ∈Θ}, each indexed by elements ϑ from the same parameter set Θ, we consider the new goodness-of-fit problem whether or not (F₁,…,Fₖ) belongs to the parametric family {(G₁(⋅,ϑ),…,Gₖ(⋅,ϑ));ϑ∈Θ}. New test statistics are presented and a parametric bootstrap procedure for the approximation of the unknown null distributions is discussed. Under regularity assumptions, it is proved that the approximation works asymptotically, and the limiting distributions of the test statistics in the null hypothesis case are determined. Simulation studies investigate the quality of the new approach for small and moderate sample sizes. Applications to real-data sets illustrate how the idea can be used for verifying model assumptions.}, language = {en} } @article{DitzhausGaigall2018, author = {Ditzhaus, Marc and Gaigall, Daniel}, title = {A consistent goodness-of-fit test for huge dimensional and functional data}, series = {Journal of Nonparametric Statistics}, volume = {30}, journal = {Journal of Nonparametric Statistics}, number = {4}, publisher = {Taylor \& Francis}, address = {Abingdon}, issn = {1029-0311}, doi = {10.1080/10485252.2018.1486402}, pages = {834 -- 859}, year = {2018}, abstract = {A nonparametric goodness-of-fit test for random variables with values in a separable Hilbert space is investigated. To verify the null hypothesis that the data come from a specific distribution, an integral type test based on a Cram{\´e}r-von-Mises statistic is suggested. The convergence in distribution of the test statistic under the null hypothesis is proved and the test's consistency is concluded. Moreover, properties under local alternatives are discussed. Applications are given for data of huge but finite dimension and for functional data in infinite dimensional spaces. A general approach enables the treatment of incomplete data. In simulation studies the test competes with alternative proposals.}, language = {en} } @article{BaringhausGaigallThiele2018, author = {Baringhaus, Ludwig and Gaigall, Daniel and Thiele, Jan Philipp}, title = {Statistical inference for L²-distances to uniformity}, series = {Computational Statistics}, volume = {2018}, journal = {Computational Statistics}, number = {33}, publisher = {Springer}, address = {Berlin}, issn = {1613-9658}, doi = {10.1007/s00180-018-0820-0}, pages = {1863 -- 1896}, year = {2018}, abstract = {The paper deals with the asymptotic behaviour of estimators, statistical tests and confidence intervals for L²-distances to uniformity based on the empirical distribution function, the integrated empirical distribution function and the integrated empirical survival function. Approximations of power functions, confidence intervals for the L²-distances and statistical neighbourhood-of-uniformity validation tests are obtained as main applications. The finite sample behaviour of the procedures is illustrated by a simulation study.}, language = {en} } @article{BaringhausGaigall2015, author = {Baringhaus, Ludwig and Gaigall, Daniel}, title = {On an independence test approach to the goodness-of-fit problem}, series = {Journal of Multivariate Analysis}, volume = {2015}, journal = {Journal of Multivariate Analysis}, number = {140}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0047-259X}, doi = {10.1016/j.jmva.2015.05.013}, pages = {193 -- 208}, year = {2015}, abstract = {Let X₁,…,Xₙ be independent and identically distributed random variables with distribution F. Assuming that there are measurable functions f:R²→R and g:R²→R characterizing a family F of distributions on the Borel sets of R in the way that the random variables f(X₁,X₂),g(X₁,X₂) are independent, if and only if F∈F, we propose to treat the testing problem H:F∈F,K:F∉F by applying a consistent nonparametric independence test to the bivariate sample variables (f(Xᵢ,Xⱼ),g(Xᵢ,Xⱼ)),1⩽i,j⩽n,i≠j. A parametric bootstrap procedure needed to get critical values is shown to work. The consistency of the test is discussed. The power performance of the procedure is compared with that of the classical tests of Kolmogorov-Smirnov and Cram{\´e}r-von Mises in the special cases where F is the family of gamma distributions or the family of inverse Gaussian distributions.}, language = {en} } @article{Gaigall2021, author = {Gaigall, Daniel}, title = {Test for Changes in the Modeled Solvency Capital Requirement of an Internal Risk Model}, series = {ASTIN Bulletin}, volume = {51}, journal = {ASTIN Bulletin}, number = {3}, publisher = {Cambridge Univ. Press}, address = {Cambridge}, issn = {1783-1350}, doi = {10.1017/asb.2021.20}, pages = {813 -- 837}, year = {2021}, abstract = {In the context of the Solvency II directive, the operation of an internal risk model is a possible way for risk assessment and for the determination of the solvency capital requirement of an insurance company in the European Union. A Monte Carlo procedure is customary to generate a model output. To be compliant with the directive, validation of the internal risk model is conducted on the basis of the model output. For this purpose, we suggest a new test for checking whether there is a significant change in the modeled solvency capital requirement. Asymptotic properties of the test statistic are investigated and a bootstrap approximation is justified. A simulation study investigates the performance of the test in the finite sample case and confirms the theoretical results. The internal risk model and the application of the test is illustrated in a simplified example. The method has more general usage for inference of a broad class of law-invariant and coherent risk measures on the basis of a paired sample.}, language = {en} } @article{Gaigall2020, author = {Gaigall, Daniel}, title = {Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data}, series = {Communications in Statistics - Theory and Methods}, volume = {51}, journal = {Communications in Statistics - Theory and Methods}, number = {12}, publisher = {Taylor \& Francis}, address = {London}, issn = {1532-415X}, doi = {10.1080/03610926.2020.1805767}, pages = {4006 -- 4028}, year = {2020}, abstract = {The established Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic is investigated for partly not identically distributed data. Surprisingly, it turns out that the statistic has the well-known distribution-free limiting null distribution of the classical criterion under standard regularity conditions. An application is testing goodness-of-fit for the regression function in a non parametric random effects meta-regression model, where the consistency is obtained as well. Simulations investigate size and power of the approach for small and moderate sample sizes. A real data example based on clinical trials illustrates how the test can be used in applications.}, language = {en} }