Selected Publications

    Books, Theses
    Working Papers
    Papers
    Tutorials
 

Books, Theses

• Härdle, W., Müller, M., Sperlich, S., Werwatz, A. (2004): Nonparametric and Semiparametric Models. Springer Series in Statistics, Springer-Verlag. (R material) 

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• Müller, M. (2000): Semiparametric Extensions to Generalized Linear Models, kumulative Habilitationsschrift, Wirtschaftswissenschaftliche Fakultät, Humboldt Universität zu Berlin.
  

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• Härdle, W.; Klinke, S.; Müller, M. (eds.) (2000): XploRe - Academic Edition, The Interactive Statistical Computing Environment for Windows 95/98/NT. Springer-Verlag. 

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• Härdle, W.; Klinke, S.; Müller, M. (eds.) (1999): XploRe - Learning Guide, Springer-Verlag.

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• Müller, M. (1993): Asymptotische Eigenschaften von Modellwahlverfahren in der Regressionsanalyse. (Asymptotic properties of model selection procedures in regression analysis.) Doctoral thesis, advisor: Olaf Bunke.

Working Papers

• Kruse, S.; Müller, M. (2009): Pricing American call options under the assumption of stochastic dividends – An application of the Korn-Rogers model. ITWM-Report  158. (PDF)

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• Kraft, H.; Kroisandt, G.; Müller, M. (2004): Redesigning Ratings: Assessing the Discriminatory Power of Credit Scores under Censoring. Revised version. (PDF)

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• Bertschek, I.; Müller, M. (2006): Productivity Effects of IT-Outsourcing: Semiparametric Evidence for German Companies. In: Sperlich, S.; Härdle, W.K.; Aydinli, G. (Eds.) The Art of Semiparametrics, Springer-Verlag, Heidelberg, 2006.

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• Müller, M. (2004): Generalized Linear Models. In: J. Gentle, W. Härdle, Y. Mori (eds): Handbook of Computational Statistics (Volume I). Concepts and Fundamentals, Springer-Verlag, Heidelberg, 2004. (PDF)
  

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• Müller, M.; Härdle, W. (2003): Exploring Credit Data. In: Bol, G.; Nakhaeizadeh, G.; Rachev, S.T.; Ridder, T.; Vollmer, K.-H. (eds.): Credit Risk - Measurement, Evaluation and Management, Physica-Verlag, Proceedings Ökonometrie-Workshop Kreditrisiko - Messung, Bewertung und Management, Universität Karlsruhe. (Preprint)

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• Müller, M. (2002): Nonparametric Components in Multivariate Discrete Choice Models - An Analysis of Household Portfolio Allocation. COMPSTAT'2002, Short Communication.

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• Franke, J.; Holzberger, H.; Müller M. (2002): Nonparametric Estimators of GARCH Processes. In: Härdle, W.; Kleinow, T.; Stahl, G. (eds.): Applied Quantitative Finance, Springer Verlag. (Preprint)

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• Müller, M. (2001): Estimation and Testing in Generalized Partial Linear Models - A Comparative Study. Statistics and Computing, 11, 299-309. 

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• Müller M.; Härdle, W. (2000): Multivariate and Semiparametric Kernel Regression, in M.G. Schimek (Ed.): Smoothing and Regression. Approaches, Computation and Application, Wiley, 357-391.
  

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• Rönz, B. Müller, M.; Ziegenhagen, U. (2000): The Multimedia Project MM*STAT for Teaching Statistics. COMPSTAT'2000 Proceedings, Utrecht, NL. (Preprint)
  

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• Müller, M.; Rönz, B. (1999): Semiparametric Credit Scoring. In: Franke, J.; Härdle, W.; Stahl, G. (eds.): Measuring Risk in Complex Statistical Systems, Springer Verlag. 

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• Härdle, W.; Mammen, E.; Müller M. (1998): Testing Parametric versus Semiparametric Modelling in Generalized Linear Models. Journal of the American Statistical Association, 93 (444), 1461-1474. 

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• Burda, M. C.; Härdle, W.; Müller, M.; Werwatz, A. (1998): Semiparametric Analysis of German East-West Migration: Facts and Theory. Journal of Applied Econometrics, Special Issue: Application of Semiparametric Methods for Micro-Data, 13(5), 525-542. 

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• Müller M. (1998): Computer-assisted Statistics Teaching in Network Environments. COMPSTAT'98 Proceedings, Bristol, UK. 

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• Müller M. (1998): Teaching Statistics with XploRe. Maths&Stats Newsletter, CTI  Statistics, Glasgow. (Preprint)
  

Tutorials

• Müller, M.: Descriptive Statistics (XploRe Tutorial)
• Müller, M.: Generalized Linear Models (XploRe Tutorial)
• Müller, M.: Generalized Partial Linear Models (XploRe Tutorial)
• Müller, M.: Smoothing Methods (XploRe Tutorial)
• Klinke, S.; Symanzik, J.; Benko, M.; Müller, M.: Reading and Writing Data (XploRe Tutorial)
• Boztug, Y.; Müller, M.: Matrix Handling (XploRe Tutorial)
• Müller, M. , Klinke, S.; Papst, D.: Dynamically Linked Libraries (XploRe Tutorial)