@article{GaigallGerstenbergTrinh2022,
  author    = {Gaigall, Daniel and Gerstenberg, Julian and Trinh, Thi Thu Ha},
  title     = {Empirical process of concomitants for partly categorial data and applications in statistics},
  series = {Bernoulli},
  volume    = {28},
  journal   = {Bernoulli},
  number    = {2},
  publisher = {International Statistical Institute},
  address   = {Den Haag, NL},
  issn      = {1573-9759},
  doi       = {10.3150/21-BEJ1367},
  pages     = {803 -- 829},
  year      = {2022},
  abstract  = {On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.},
  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}
}
@misc{TopcuMadabhushiStaat2022,
  author    = {Topcu, Murat and Madabhushi, Gopal Santana Phani and Staat, Manfred},
  title     = {Datasets from FEM Simulations done with COMSOL Multiphysics and Code_Aster},
  doi       = {10.6084/m9.figshare.19333295.v2},
  year      = {2022},
  abstract  = {Datasets from FEM Simulations done with COMSOL Multiphysics and Code_Aster for an elastic stress transfer between matrix and fibres having a variable radius.},
  language  = {en}
}
@book{Laack2022,
  author    = {Laack, Walter van},
  title     = {Greater Than the Entire Universe},
  publisher = {van Laack GmbH},
  address   = {Aachen},
  isbn      = {978-3-936624-52-6},
  pages     = {120 Seiten},
  year      = {2022},
  language  = {en}
}
@book{Laack2022,
  author    = {Laack, Walter van},
  title     = {Aufruf zum Nachdenken: Corona und neue Kriege - Wie kann die Menschheit {\"u}berleben?},
  publisher = {van Laack GmbH},
  address   = {Aachen},
  isbn      = {978-3-936624-56-4},
  pages     = {56 Seiten},
  year      = {2022},
  language  = {de}
}
@book{Laack2022,
  author    = {Laack, Walter van},
  title     = {Schnittstelle Tod: Was lernen wir durch Corona {\"u}ber Leben und Tod?},
  publisher = {van Laack GmbH},
  address   = {Aachen},
  isbn      = {978-3-936624-53-3},
  pages     = {108 Seiten},
  year      = {2022},
  language  = {de}
}
@article{SchoeningBronderWuetal.2017,
  author    = {Sch{\"o}ning, Michael Josef and Bronder, Thomas and Wu, Chunsheng and Scheja, Sabrina and Jessing, Max and Metzger-Boddien, Christoph and Keusgen, Michael and Poghossian, Arshak},
  title     = {Label-Free DNA Detection with Capacitive Field-Effect Devices—Challenges and Opportunities},
  series = {Proceedings},
  volume    = {1},
  journal   = {Proceedings},
  number    = {8},
  publisher = {MDPI},
  address   = {Basel},
  issn      = {2504-3900},
  doi       = {10.3390/proceedings1080719},
  pages     = {Artikel 719},
  year      = {2017},
  abstract  = {Field-effect EIS (electrolyte-insulator-semiconductor) sensors modified with a positively charged weak polyelectrolyte layer have been applied for the electrical detection of DNA (deoxyribonucleic acid) immobilization and hybridization by the intrinsic molecular charge. The EIS sensors are able to detect the existence of target DNA amplicons in PCR (polymerase chain reaction) samples and thus, can be used as tool for a quick verification of DNA amplification and the successful PCR process. Due to their miniaturized setup, compatibility with advanced micro- and nanotechnologies, and ability to detect biomolecules by their intrinsic molecular charge, those sensors can serve as possible platform for the development of label-free DNA chips. Possible application fields as well as challenges and limitations will be discussed.},
  language  = {en}
}
@article{Gaigall2020,
  author    = {Gaigall, Daniel},
  title     = {Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data},
  series = {Metrika},
  volume    = {2020},
  journal   = {Metrika},
  number    = {83},
  publisher = {Springer},
  issn      = {1435-926X},
  doi       = {10.1007/s00184-019-00742-5},
  pages     = {437 -- 465},
  year      = {2020},
  abstract  = {We discuss the testing problem of homogeneity of the marginal distributions of a continuous bivariate distribution based on a paired sample with possibly missing components (missing completely at random). Applying the well-known two-sample Cr{\´a}mer-von-Mises distance to the remaining data, we determine the limiting null distribution of our test statistic in this situation. It is seen that a new resampling approach is appropriate for the approximation of the unknown null distribution. We prove that the resulting test asymptotically reaches the significance level and is consistent. Properties of the test under local alternatives are pointed out as well. Simulations investigate the quality of the approximation and the power of the new approach in the finite sample case. As an illustration we apply the test to real data sets.},
  language  = {en}
}
@article{Gaigall2020,
  author    = {Gaigall, Daniel},
  title     = {Rothman-Woodroofe symmetry test statistic revisited},
  series = {Computational Statistics \& Data Analysis},
  volume    = {2020},
  journal   = {Computational Statistics \& Data Analysis},
  number    = {142},
  publisher = {Elsevier},
  address   = {Amsterdam},
  issn      = {0167-9473},
  doi       = {10.1016/j.csda.2019.106837},
  pages     = {Artikel 106837},
  year      = {2020},
  abstract  = {The Rothman-Woodroofe symmetry test statistic is revisited on the basis of independent but not necessarily identically distributed random variables. The distribution-freeness if the underlying distributions are all symmetric and continuous is obtained. The results are applied for testing symmetry in a meta-analysis random effects model. The consistency of the procedure is discussed in this situation as well. A comparison with an alternative proposal from the literature is conducted via simulations. Real data are analyzed to demonstrate how the new approach works in practice.},
  language  = {en}
}
@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{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}
}
@incollection{EngelmannBaumann2022,
  author    = {Engelmann, Ulrich M. and Baumann, Martin},
  title     = {Moderationsexpertise f{\"u}r QMBs - das Mindset},
  series = {Qualit{\"a}tsmanagement im Gesundheitswesen},
  booktitle = {Qualit{\"a}tsmanagement im Gesundheitswesen},
  editor    = {Herbig, Nicola and Poppelreuter, Stefan},
  edition   = {59. Update},
  publisher = {T{\"U}V-Verlag},
  address   = {K{\"o}ln},
  isbn      = {978-3-8249-0714-4},
  pages     = {Kapitel 10814},
  year      = {2022},
  abstract  = {Teamsitzungen, Arbeitsgruppentreffen, Kickoffs und Meetings - sie alle werden mit dem Ziel durchgef{\"u}hrt, innerhalb einer vorgegebenen Zeitspanne ein gemeinsames Arbeitsziel zu erreichen. Damit die Zielerreichung auch bei komplexeren Arbeitsauftr{\"a}gen nicht vom Zufall abh{\"a}ngt, empfiehlt es sich, die Leitung des Ablaufs einem Moderator zu {\"u}bertragen. In diesem Beitrag einer mehrteiligen Serie wird beschrieben, {\"u}ber welches Mindset der Moderator verf{\"u}gen sollte, welche grunds{\"a}tzlichen Methoden hilfreich sind und was bei der Onlinemoderation im Besonderen zu beachten ist.},
  language  = {de}
}
@article{Gaigall2023,
  author    = {Gaigall, Daniel},
  title     = {Allocating and forecasting changes in risk},
  series = {Journal of risk},
  volume    = {25},
  journal   = {Journal of risk},
  number    = {3},
  editor    = {AitSahlia, Farid},
  publisher = {Infopro Digital Risk},
  address   = {London},
  issn      = {1755-2842},
  doi       = {10.21314/JOR.2022.048},
  pages     = {1 -- 24},
  year      = {2023},
  abstract  = {We consider time-dependent portfolios and discuss the allocation of changes in the risk of a portfolio to changes in the portfolio's components. For this purpose we adopt established allocation principles. We also use our approach to obtain forecasts for changes in the risk of the portfolio's components. To put the approach into practice we present an implementation based on the output of a simulation. Allocation is illustrated with an example portfolio in the context of Solvency II. The quality of the forecasts is investigated with an empirical study.},
  language  = {en}
}
@inproceedings{TranTrinhDaoetal.2022,
  author    = {Tran, Ngoc Trinh and Trinh, Tu Luc and Dao, Ngoc Tien and Giap, Van Tan and Truong, Manh Khuyen and Dinh, Thuy Ha and Staat, Manfred},
  title     = {Limit and shakedown analysis of structures under random strength},
  series = {Proceedings of (NACOME2022) The 11th National Conference on Mechanics, Vol. 1. Solid Mechanics, Rock Mechanics, Artificial Intelligence, Teaching and Training},
  booktitle = {Proceedings of (NACOME2022) The 11th National Conference on Mechanics, Vol. 1. Solid Mechanics, Rock Mechanics, Artificial Intelligence, Teaching and Training},
  publisher = {Nha xuat ban Khoa hoc tu nhien va Cong nghe (Verlag Naturwissenschaft und Technik)},
  address   = {Hanoi},
  isbn      = {978-604-357-084-7},
  pages     = {510 -- 518},
  year      = {2022},
  abstract  = {Direct methods comprising limit and shakedown analysis is a branch of computational mechanics. It plays a significant role in mechanical and civil engineering design. The concept of direct method aims to determinate the ultimate load bearing capacity of structures beyond the elastic range. For practical problems, the direct methods lead to nonlinear convex optimization problems with a large number of variables and onstraints. If strength and loading are random quantities, the problem of shakedown analysis is considered as stochastic programming. This paper presents a method so called chance constrained programming, an effective method of stochastic programming, to solve shakedown analysis problem under random condition of strength. In this our investigation, the loading is deterministic, the strength is distributed as normal or lognormal variables.},
  language  = {en}
}
@article{Gaigall2023,
  author    = {Gaigall, Daniel},
  title     = {On the applicability of several tests to models with not identically distributed random effects},
  series = {Statistics : A Journal of Theoretical and Applied Statistics},
  volume    = {57},
  journal   = {Statistics : A Journal of Theoretical and Applied Statistics},
  publisher = {Taylor \& Francis},
  address   = {London},
  isbn      = {0323-3944},
  issn      = {1029-4910},
  doi       = {10.1080/02331888.2023.2193748},
  pages     = {14 Seiten},
  year      = {2023},
  abstract  = {We consider Kolmogorov-Smirnov and Cram{\´e}r-von-Mises type tests for testing central symmetry, exchangeability, and independence. In the standard case, the tests are intended for the application to independent and identically distributed data with unknown distribution. The tests are available for multivariate data and bootstrap procedures are suitable to obtain critical values. We discuss the applicability of the tests to random effects models, where the random effects are independent but not necessarily identically distributed and with possibly unknown distributions. Theoretical results show the adequacy of the tests in this situation. The quality of the tests in models with random effects is investigated by simulations. Empirical results obtained confirm the theoretical findings. A real data example illustrates the application.},
  language  = {en}
}