@phdthesis{Foeckler2016, author = {F{\"o}ckler, Nicole}, title = {Biomarker zur Prognose von Fr{\"u}hgeburten : ein biomedizintechnischer Ansatz}, publisher = {Deutsche Zentralbibliothek f{\"u}r Medizin}, address = {K{\"o}ln}, doi = {10.4126/FRL01-006401575}, pages = {VII, 117 S.}, year = {2016}, language = {de} } @inproceedings{FoersterStockMontanarietal.2006, author = {F{\"o}rster, Arnold and Stock, J{\"u}rgen and Montanari, Simone and Lepsa, Mihail Ion and L{\"u}th, Hans}, title = {Fabrication and characterisation of GaAs Gunn Diode Chips for applications at 77 GHz in automotive industry}, url = {http://nbn-resolving.de/urn:nbn:de:hbz:a96-opus-1462}, year = {2006}, abstract = {GaAs-based Gunn diodes with graded AlGaAs hot electron injector heterostructures have been developed under the special needs in automotive applications. The fabrication of the Gunn diode chips was based on total substrate removal and processing of integrated Au heat sinks. Especially, the thermal and RF behavior of the diodes have been analyzed by DC, impedance and S-parameter measurements. The electrical investigations have revealed the functionality of the hot electron injector. An optimized layer structure could fulfill the requirements in adaptive cruise control (ACC) systems at 77 GHz with typical output power between 50 and 90 mW.}, subject = {Biosensor}, language = {en} } @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} } @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} } @inproceedings{Gaigall2022, author = {Gaigall, Daniel}, title = {On Consistent Hypothesis Testing In General Hilbert Spaces}, publisher = {Avestia Publishing}, address = {Orl{\´e}ans, Kanada}, doi = {10.11159/icsta22.157}, pages = {Paper No. 157}, year = {2022}, abstract = {Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cram{\´e}rvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential L{\´e}vy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.}, language = {en} } @phdthesis{Gaigall2016, author = {Gaigall, Daniel}, title = {Vergleich von statistischen Tests im verbundenen und unabh{\"a}ngigen Stichprobenfall}, publisher = {Gottfried Wilhelm Leibniz Universit{\"a}t Hannover}, address = {Hannover}, doi = {10.15488/8678}, pages = {281 Seiten}, year = {2016}, abstract = {Es werden Effizienzbegriffe zum Vergleich von statistischen Tests basierend auf verschiedenen statistischen Experimenten eingef{\"u}hrt. Dabei handelt es sich um die schon aus dem Vergleich von statistischen Tests in je demselben Modell bekannten asymptotischen relativen Effizienzen wie die Hodges-Lehmann-Effizienz, die Bahadur-Effizienz und die Pitman-Effizienz sowie um Kriterien basierend auf Volumina von Konfidenzbereichen. Effizienzaussagen werden unter anderem f{\"u}r Likelihood-Quotienten-Tests und Waldsche Tests im Rahmen eines allgemeinen multivariaten parametrischen Modells erhalten. Statistische Tests zur Pr{\"u}fung von Hypothesen {\"u}ber die relative Wirksamkeit zweier Experimente werden vorgeschlagen. Auf der Grundlage der erhaltenen Ergebnisse erfolgt ein Vergleich der Wirksamkeit von korrespondierenden Verfahren bei verbundener Stichprobenerhebung und unabh{\"a}ngiger Stichprobenerhebung. Die Rolle der Kovarianzmatrix bei verbundener Stichprobenerhebung wird insbesondere unter der Annahme, dass die zugrunde liegenden Verteilungen durch k-parametrische Exponentialfamilien modellierbar sind, herausgearbeitet. Verbindungen zu Effizienzbegriffen bei Punkt- und Konfidenzbereichssch{\"a}tzverfahren werden aufgezeigt. Ausf{\"u}hrlichere Untersuchungen betreffen die korrespondierenden Hotellingschen T²-Tests im multivariaten Normalverteilungsfall, die klassischen Homogenitatstests bei k × k-Kontingenztafeln und die Wilcoxon Tests in nichtparametrischen Lagealternativmodellen}, language = {de} } @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} } @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{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} } @phdthesis{Gaigall2023, author = {Gaigall, Daniel}, title = {On selected problems in multivariate analysis}, doi = {10.15488/14304}, pages = {17 Seiten}, year = {2023}, abstract = {Selected problems in the field of multivariate statistical analysis are treated. Thereby, one focus is on the paired sample case. Among other things, statistical testing problems of marginal homogeneity are under consideration. In detail, properties of Hotelling's T² test in a special parametric situation are obtained. Moreover, the nonparametric problem of marginal homogeneity is discussed on the basis of possibly incomplete data. In the bivariate data case, properties of the Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on the basis of partly not identically distributed data are investigated. Similar testing problems are treated within the scope of the application of a result for the empirical process of the concomitants for partly categorial data. Furthermore, testing changes in the modeled solvency capital requirement of an insurance company by means of a paired sample from an internal risk model is discussed. Beyond the paired sample case, a new asymptotic relative efficiency concept based on the expected volumes of multidimensional confidence regions is introduced. Besides, a new approach for the treatment of the multi-sample goodness-of-fit problem is presented. Finally, a consistent test for the treatment of the goodness-of-fit problem is developed for the background of huge or infinite dimensional data.}, language = {en} } @article{GaigallGerstenberg2023, author = {Gaigall, Daniel and Gerstenberg, Julian}, title = {Cram{\´e}r-von-Mises tests for the distribution of the excess over a confidence level}, series = {Journal of Nonparametric Statistics}, journal = {Journal of Nonparametric Statistics}, publisher = {Taylor \& Francis}, issn = {1048-5252 (Print)}, doi = {10.1080/10485252.2023.2173958}, year = {2023}, abstract = {The Cram{\´e}r-von-Mises distance is applied to the distribution of the excess over a confidence level. Asymptotics of related statistics are investigated, and it is seen that the obtained limit distributions differ from the classical ones. For that reason, quantiles of the new limit distributions are given and new bootstrap techniques for approximation purposes are introduced and justified. The results motivate new one-sample goodness-of-fit tests for the distribution of the excess over a confidence level and a new confidence interval for the related fitting error. Simulation studies investigate size and power of the tests as well as coverage probabilities of the confidence interval in the finite sample case. A practice-oriented application of the Cram{\´e}r-von-Mises tests is the determination of an appropriate confidence level for the fitting approach. The adoption of the idea to the well-known problem of threshold detection in the context of peaks over threshold modelling is sketched and illustrated by data examples.}, language = {en} } @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{GamellaZakharchenkoGuzetal.2017, author = {Gamella, Maria and Zakharchenko, Andrey and Guz, Nataliia and Masi, Madeline and Minko, Sergiy and Kolpashchikov, Dmitry M. and Iken, Heiko and Poghossian, Arshak and Sch{\"o}ning, Michael Josef and Katz, Evgeny}, title = {DNA computing system activated by electrochemically triggered DNA realease from a polymer-brush-modified electrode array}, series = {Electroanalysis}, volume = {29}, journal = {Electroanalysis}, number = {2}, publisher = {Wiley-VCH}, address = {Weinheim}, issn = {1521-4109}, doi = {10.1002/elan.201600389}, pages = {398 -- 408}, year = {2017}, abstract = {An array of four independently wired indium tin oxide (ITO) electrodes was used for electrochemically stimulated DNA release and activation of DNA-based Identity, AND and XOR logic gates. Single-stranded DNA molecules were loaded on the mixed poly(N,N-dimethylaminoethyl methacrylate) (PDMAEMA)/poly(methacrylic acid) (PMAA) brush covalently attached to the ITO electrodes. The DNA deposition was performed at pH 5.0 when the polymer brush is positively charged due to protonation of tertiary amino groups in PDMAEMA, thus resulting in electrostatic attraction of the negatively charged DNA. By applying electrolysis at -1.0 V(vs. Ag/AgCl reference) electrochemical oxygen reduction resulted in the consumption of hydrogen ions and local pH increase near the electrode surface. The process resulted in recharging the polymer brush to the negative state due to dissociation of carboxylic groups of PMAA, thus repulsing the negatively charged DNA and releasing it from the electrode surface. The DNA release was performed in various combinations from different electrodes in the array assembly. The released DNA operated as input signals for activation of the Boolean logic gates. The developed system represents a step forward in DNA computing, combining for the first time DNA chemical processes with electronic input signals.}, language = {en} } @article{GarhoferBekBoehmetal.2010, author = {Garhofer, Gerhard and Bek, Toke and Boehm, Andreas G. and Gherghel, Doina and Grundwald, Juan and Jeppesen, Peter and Kergoat, H{\´e}l{\`e}ne and Kotliar, Konstantin and Lanzl, Ines and Lovasik, John V. and Nagel, Edgar and Vilser, Walthard and Orgul, Selim and Schmetterer, Leopold}, title = {Use of the retinal vessel analyzer in ocular blood flow research}, series = {Acta Ophthalmol}, volume = {88}, journal = {Acta Ophthalmol}, number = {7}, publisher = {Wiley-Blackwell}, address = {Oxford}, issn = {1755-3768}, doi = {10.1111/j.1755-3768.2009.01587.x}, pages = {717 -- 722}, year = {2010}, abstract = {The present article describes a standard instrument for the continuous online determination of retinal vessel diameters, the commercially available retinal vessel analyzer. This report is intended to provide informed guidelines for measuring ocular blood flow with this system. The report describes the principles underlying the method and the instruments currently available, and discusses clinical protocol and the specific parameters measured by the system. Unresolved questions and the possible limitations of the technique are also discussed.}, language = {en} } @article{GaribaldiBegingCaneseetal.2017, author = {Garibaldi, F. and Beging, Stefan and Canese, R. and Carpinelli, G. and Clinthorne, N. and Colilli, S. and Cosentino, L. and Finocchiaro, P. and Giuliani, F. and Gricia, M. and Lucentini, M. and Majewski, S. and Monno, E. and Musico, P. and Santavenere, F. and T{\"o}dter, J. and Wegener, Hans-Peter and Ziemons, Karl}, title = {A novel TOF-PET MRI detector for diagnosis and follow up of the prostate cancer}, series = {European Physical Journal Plus}, volume = {132}, journal = {European Physical Journal Plus}, number = {9}, publisher = {Springer}, address = {Berlin}, issn = {2190-5444}, doi = {10.1140/epjp/i2017-11662-x}, year = {2017}, language = {en} } @article{GasparyanPoghossianVitusevichetal.2009, author = {Gasparyan, F. V. and Poghossian, Arshak and Vitusevich, S. A. and Petrychuk, M. V. and Sydoruk, V. A. and Surmalyan, A. V. and Siqueira, J. R. and Oliveira, O. N. and Offenh{\"a}usser, A. and Sch{\"o}ning, Michael Josef}, title = {Low Frequency Noise In Electrolyte-Gate Field-Effect Devices Functionalized With Dendrimer/Carbon-Nanotube Multilayers}, series = {Noise and fluctuations : 20th International Conference on Noise and Fluctuations, ICNF 2009, Pisa, Italy, 14 - 19 June 2009 / ed. Massimo Macucci; Giovanni Basso}, journal = {Noise and fluctuations : 20th International Conference on Noise and Fluctuations, ICNF 2009, Pisa, Italy, 14 - 19 June 2009 / ed. Massimo Macucci; Giovanni Basso}, publisher = {American Inst. of Physics}, address = {Melville, NY}, isbn = {9780735406650}, pages = {133 -- 136}, year = {2009}, language = {en} } @article{GasparyanVitusevichOffenhaeusseretal.2011, author = {Gasparyan, F.V. and Vitusevich, S.A. and Offenh{\"a}usser, A. and Sch{\"o}ning, Michael Josef}, title = {Modified charge fluctuation noise model for electrolyte-insulator-semiconductor devices}, series = {Modern Physics Letters B (MPLB). 25 (2011), H. 11}, journal = {Modern Physics Letters B (MPLB). 25 (2011), H. 11}, publisher = {World Scientific Publ.}, address = {Singapur}, isbn = {0217-9849}, pages = {831 -- 840}, year = {2011}, language = {en} } @article{GasparyanPoghossianVitusevichetal.2011, author = {Gasparyan, Ferdinand V. and Poghossian, Arshak and Vitusevich, Svetlana A. and Petrychuk, Mykhaylo V. and Sydoruk, Viktor A. and Siqueira, Jos{\´e} R. Jr. and Oliveira, Osvaldo N. Jr. and Offenh{\"a}usser, Andreas and Sch{\"o}ning, Michael Josef}, title = {Low-Frequency Noise in Field-Effect Devices Functionalized With Dendrimer/Carbon-Nanotube Multilayers}, series = {IEEE Sensors Journal. 11 (2011), H. 1}, journal = {IEEE Sensors Journal. 11 (2011), H. 1}, publisher = {IEEE}, address = {New York}, isbn = {1530-437X}, pages = {142 -- 149}, year = {2011}, language = {en} }