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)
- Müller, M. (2000):
Semiparametric
Extensions to Generalized Linear Models, kumulative
Habilitationsschrift, Wirtschaftswissenschaftliche Fakultät,
Humboldt Universität zu Berlin.
- Härdle, W.;
Klinke, S.; Müller, M. (eds.) (2000): XploRe - Academic
Edition, The Interactive Statistical Computing
Environment for Windows 95/98/NT. Springer-Verlag.
- Härdle, W.;
Klinke, S.; Müller, M. (eds.) (1999): XploRe
-
Learning Guide, Springer-Verlag.
- 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)
- Kraft, H.;
Kroisandt, G.; Müller, M. (2004): Redesigning Ratings:
Assessing the Discriminatory Power of Credit Scores under
Censoring. Revised version. (PDF)
Papers
- 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.
- 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)
- 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)
- Müller, M. (2002):
Nonparametric
Components
in Multivariate Discrete Choice Models - An Analysis of
Household Portfolio Allocation. COMPSTAT'2002,
Short Communication.
- 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)
- Müller, M. (2001):
Estimation
and
Testing in Generalized Partial Linear Models - A Comparative
Study. Statistics and Computing, 11,
299-309.
- 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.
- Rönz, B. Müller,
M.; Ziegenhagen, U. (2000): The Multimedia Project MM*STAT for
Teaching Statistics. COMPSTAT'2000 Proceedings,
Utrecht, NL. (Preprint)
- Müller, M.; Rönz,
B. (1999): Semiparametric
Credit Scoring. In: Franke, J.; Härdle, W.; Stahl, G.
(eds.): Measuring
Risk
in Complex Statistical Systems, Springer
Verlag.
- 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.
- 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.
- Müller M. (1998):
Computer-assisted
Statistics Teaching in Network Environments. COMPSTAT'98
Proceedings, Bristol, UK.
- 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)
©
Marlene Müller, February 2010