| Articles in Proceedings (Sortieren nach: Erscheinungsdatum | Titel) |
| Steland, A. (2001). On nonparametric sequential control for time series under mixing conditions with applications in finance and econometrics (peer-reviewed). 4th St. Petersburg Workshop on Simulation, St. Petersburg, Russia: St. Petersburg State University. |
| Steland, A. (2001). Measuring credit risk: Can we benefit from sequential nonparametric control? (Selected Papers, peer-reviewed). Proceedings of the 2001 Symposium on Operations Research, Duisburg, Germany: University of Duisburg. |
| Steland, A. (2005). On detection of unit roots generalizing the classic Dickey-Fuller approach (peer-reviewed). 5th St. Petersburg Workshop on Simulation, St. Petersburg, Russia: St. Petersburg State University.. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/stpetersburg2005.pdf |
| Steland, A. (2006). On monitoring a sequential linear LS residual process for integrated errors (655-665, peer-reviewed). Prague Stochastics 2006, 7th Prague Symposium on Asymptotic Statistics: MATFYZPRESS.. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/prague2006.pdf |
| Herrmann, W., Althaus, J., Steland, A. & Zähle, H. (2006). Statistical and experimental methods for assessing the power output specification of PV modules. Proceedings of the 21st European Photovoltaic Solar Energy Conference, Dresden, 2416-2420. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/TÜV_Proc.pdf |
| Steland, A. (2009). A note on data-adaptive bandwidth selection for sequential kernel smoothers (peer-reviewed). Proceedings of the 6th St. Petersburg Workshop on Simulation, 679-684: St. Petersburg State University.. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/StPetersburg2009.pdf |
| Steland, A. (2009). On Local Linear Surveillance of Trend Stability and Asymptotic Results for the Stopped Detectors (invited paper, peer-reviewed). Proceedings of the 2nd International Workshop in Sequential Methodologies: Troyes.. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/IWSM2009Steland.pdf |
| Rafajlowicz, E., Pawlak, M. & Steland, A. (2009). Nonparametric Sequential Change-Point Detection by a Vertical Regression Method [peer-reviewed, DOI: 10.1109/SSP.2009.5278502 ]. 15th IEEE/SP Workshop on Statistical Signal Processing, , 614-617. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/SSP2009vert.pdf |
| Herrmann, W., Steland, A. & Herff, W. (2010). Sampling Procedures for the Validation of PV Module Output Specifcation [DOI: 10.4229/24thEUPVSEC2009-4AV.3.70]. Proceedings of the 24th European Photovoltaic Solar Energy Conference, Hamburg, Germany, ISBN 3-936338-25-6, 3540-3547. Verfügbar unter http://www.eupvsec-proceedings.com/proceedings?fulltext=Steland&paper=5308 |
| Pawlak, M. & Steland, A. (2011). Joint signal sampling and detection. Proceedings SampTA 2011, accepted |
| Steland, A. (2014a). Detection of changes in dependent processes: Learning from algorithms, simulations and stochastic inference. Advances in Applied and Pure Mathematics, Mathematics and Computers in Science and Engineering Series, 27, 77-81 |
| Sovetkin, Evgenii & Steland, Ansgar (2015a). On statistical preprocessing of PV field image data using robust regression. In: Nikos E. Mastorakis, Adam Ding & Marina V. Shitikova (Hrsg.), Advances in Mathematics and Statistical Sciences, Vol. 40 (ISSN 2227-4588) (S.48-51). Dubai, United Arabian Emirates: WSEAS Press.. Verfügbar unter |
| Rafajlowicz, E. & Steland, A. (2019a). The Hotelling-like T2 control chart modified for detecting changes in images having the matrix normal distribution (In: Stochastic Models, Statistics and Their Applications (Springer Proceedings in Mathematics and Statistics, Volume 294)). Heidelberg: Springer. |
| Tebbe, J., Zimmer, C., Steland, A., Lange-Hegermann, M. & Mies, F. (2024b). Efficiently Computable Safety Bounds for Gaussian Processes in Active Learning [AISTATS]. Proceedings of The 27th International Conference on Artificial Intelligence and Statistics, accepted |
| Zeitschriften (Sortieren nach: Erscheinungsdatum | Titel) |
| Steland, A. (1997). On a rank test in a two-factor model with varying dependent repeated measurements. Journal of Nonparametric Statistics, 8 (3), 215-235 |
| Steland, A. (1998). Bootstrapping rank statistics. Metrika, 47 (3), 251-264 |
| Steland, A., Bolle, F. & Braham, M. (1999). Differences in honesty in Europe? Remarks on Rankings: Measurement without theory. Homo Oeconomicus [continued by: Homo Oeconomicus: Journal of Behavioral and Institutional Economics], XVI (2), 205-217 |
| Schmid, W. & Steland, A. (2000). Sequential control of non-stationary processes by nonparametric kernel control charts. Journal of the German Statistical Association, 84, 315-336 |
| Steland, A. (2000). On robust GMM estimation with applications in economics and finance. Discussiones Mathematicae Probability and Statistics, 20, 63-83 |
| Steland, A. (2002). A Bayesian view on detecting drifts by nonparametric methods. Economic Quality Control, 2, 177-186 |
| Steland, A. (2002). Nonparametric monitoring of financial time series by jump-preserving estimators. Statistical Papers, 43 (3), 361-377 |
| Steland, A. (2003). Jump-preserving monitoring of dependent processes using pilot estimators. Statistics and Decision, 21 (4), 343-366 |
| Böhringer, S., Hardt, C., Miterski, B., Steland, A. & Epplen, J. T. (2003). Multilocus Statistics to Uncover Epistasis and Heterogeneity in Complex Diseases: Revisiting a Set of Multiple Sclerosis Data. European Journal of Human Genetics, 11, 573-584 |
| Steland, A. (2004). NP-optimal kernels for nonparametric sequential detection rules. Economic Quality Control, 18 (2), 149-163 |
| Pawlak, M., Rafajlowicz, E. & Steland, A. (2004). On detecting jumps in time series - Nonparametric setting. Journal of Nonparametric Statistics, 16, 329-347 |
| Steland, A. (2004). Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives. Metrika, 60, 229-249 |
| Steland, A. (2005). Random walks with drift - A sequential approach. Journal of Time Series Analysis, 26 (6), 917-942. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/rw_preprint_2005.pdf |
| Steland, A. (2005). Optimal sequential kernel smoothers under local nonparametric alternatives for dependent processes. Journal of Statistical Planning and Inference, 132, 131-147 |
| Bart, A.G., Bart, V.G., Steland, A. & Zaslavskiy, M.L. (2005). Modeling disease dynamics and survivor functions by sanogenesis curves. Journal of Statistical Planning and Inference, 132, 33-51 |
| Steland, A. (2005). On the distribution of the clipping median under a mixture model. Statistics and Probability Letters, 70 (1), 1-13 |
| Steland, A. (2006). A bootstrap view on Dickey-Fuller control charts for AR(1) series. Austrian Journal of Statistics (35), 339-346. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/AJSsteland_TR.pdf |
| Biedermann, S., Nagel, E., Munk, A., Holzmann, H. & Steland, A. (2006). Tests in a case control design including relatives. Scandinavian Journal of Statistics, 33 (4), 621-635. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/statgen.pdf |
| Steland, A. (2007). Monitoring procedures to detect unit roots and stationarity [Software available (see 'Sonstiges')]. Econometric Theory, 23 (6), 1108-1135. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/sequnitroot.pdf |
| Steland, A. (2007). Weighted Dickey-Fuller processes for detecting stationarity. Journal of Statistical Planning and Inference, 137 (12), 4011-4030. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/seq-df-preprint.pdf |
| Pawlak, M., Rafajlowicz, E. & Steland, A. (2008). Nonlinear image filtering and reconstruction: a unified approach based on vertically weighted regression. International Journal of Applied Mathematics and Computer Science, 18 (1), 49-61. Verfügbar unter http://pldml.icm.edu.pl/pldml/element/bwmeta1.element.bwnjournal-article-amcv18i1p49bwm |
| Steland, A. (2008). Sequentially updated residuals and detection of stationary errors in polynomial regression models. Sequential Analysis, 27 (3), 304-329. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/sqa2008-preprint.pdf |
| Steland, A. & Zähle, H. (2009a). Sampling inspection by variables: nonparametric setting. Statistica Neerlandica, 63 (1), 101-123. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/TRsampling2.pdf |
| Rafajlowicz, E. & Steland, A. (2009b). A binary control chart to detect small jumps [DOI 10.1080/02331880802379405]. Statistics, 43 (3), 295-311. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/BinaryChart_TR.pdf |
| Steland, A. (2010a). A surveillance procedure for random walks based on local linear estimation. Journal of Nonparametric Statistics, 22 (3), 345-361. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/steland_loclin_rw preprint.pdf |
| Herrmann, W. & Steland, A. (2010b). Evaluation of Photovoltaic Modules Based on Sampling Inspection Using Smoothed Empirical Quantiles [ DOI: 10.1002/pip.926]. Progress in Photovoltaics, 18 (1), 1-9. Verfügbar unter http://www3.interscience.wiley.com/cgi-bin/fulltext/123227456/PDFSTART |
| Pawlak, M., Rafajlowicz, E. & Steland, A. (2010c). Nonparametric sequential change-point detection by a vertically trimmed box method [10.1109/TIT.2010.2048443]. IEEE Transactions on Information Theory, 56 (7), 3621-3634 . Verfügbar unter http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=5484990 |
| Steland, A. (2010d). Discussion on 'Quickest Detection Problems: Fifty Years Later' by A.N. Shiryaev (Steklov Mathematical Institute, Russian Academy of Sciences) [invited]. Sequential Analysis, 29 (4), 403-407 |
| Steland, A, Padmanabhan, A.R. & Akram, M. (2011). Resampling methods for the nonparametric and generalized Behrens-Fisher problems. Sankhya Series A, 73-A (2), 267-302. Verfügbar unter http://sankhya.isical.ac.in/search/73a2/A09053_f.pdf |
| Steland, A. (2012a). Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction. Communications in Statistics, 41 (7), 1195-1219. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/SeqCV-03.pdf |
| Golyandina, N., Pepelyshev, A. & Steland, A. (2012c). New approaches to nonparametric density estimation and selection of smoothing parameters. Computational Statistics and Data Analysis, 56 (7), 2206-2218. Verfügbar unter http://www.sciencedirect.com/science/article/pii/S0167947311004543 |
| Steland, A. (2012d). Sequential cross-validated bandwidth selection under dependence and Anscombe-type extensions to random time horizons [invited, in honor of F. Anscombe, Princeton, 1918-2001,http://en.wikipedia.org/wiki/Francis_Anscombe]. Sequential Analysis, 31 (3), 326-350 |
| Pawlak, M. & Steland, A. (2013b). Nonparametric Sequential Signal Change Detection Under Dependent Noise [accepted December 12th. 2012]. IEEE Transactions on Information Theory, 59 (6 ), 3514-3531. Verfügbar unter http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6422391 |
| Steland, A. & Weidauer, S. (2013c). Detection of stationary errors in multiple regressions with integrated regressors and cointegration [accepted April 27th, 2013]. Sequential Analysis, 32 ( 3), 319-349 |
| Steland, A. & Rafajlowicz, E. (2014b). Decoupling change-point detection based on characteristic functions: Methodology, asymptotics, subsampling and application [accepted August 2nd, 2013]. Journal of Statistical Planning and Inference, 145, 49-73. Verfügbar unter http://www.isw.rwth-aachen.de/public/steland/preprints/ChF-18.pdf |
| Pepelyshev, A., Rafajlowicz, E. & Steland, A. (2014c). Estimation of the quantile function using Bernstein-Durrmeyer polynominals [accepted July10th, 2013]. Journal of Nonparametric Statistics, 145 ( ), 49-73 |
| Pepelyshev, A., Steland, A. & Avellan-Hampe, A. (2014d). Acceptance sampling plans for photovoltaic modules with two-sided specification limits [accepted Sept 9, 2012]. Progress in Photovoltaics, 22 (6), 603-611 |
| Steland, A. (2015e). Vertically weighted averages in Hilbert spaces and applications to imaging: Fixed sample asymptotics and efficient sequential two-stage estimation [Invited paper for the special Issue on Stein's 1945 AMS paper]. Sequential Analysis, 34 (3), 295-323 |
| Prause, A., Steland, A. & Abujarad, M. (2016a). Minimum Hellinger Distance Estimation for Bivariate Samples and Time Series with Applications to Nonlinear Regression and Copula-Based Models. Metrika, 79 ( ), 425-455 |
| Steland, A. (2016b). Asymptotics for random functions moderated by dependent noise [published online Dec 7th 2015]. Statistical Inference for Stochastic Processes, 19 (3), 363-387. Verfügbar unter http://link.springer.com/article/10.1007/s11203-015-9130-0?wt_mc=internal.event.1.SEM.ArticleAuthorOnlineFirst |
| Steland, A. (2016c). On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average. Journal of Statistical Theory and Practice, online Dec 6th. Verfügbar unter http://www.tandfonline.com/doi/abs/10.1080/15598608.2016.1263809?journalCode=ujsp20 |
| Steland, A. (2017a). Fusing photovoltaic data for improved confidence intervals [Open Access]. AIMS Energy, 5 (1), 113-136. Verfügbar unter http://DOI 10.3934/energy.2017.1113 |
| Pepelyshev, A., Sovetkin, E. & Steland, A. (2017b). Panel-Based Stratified Cluster Sampling and Analysis for Photovoltaic Outdoor Measurements [Open Access]. Applied Stochastic Models in Business and Industry, 33 (1), 35-53. Verfügbar unter http://onlinelibrary.wiley.com/doi/10.1002/asmb.2217/full |
| Steland, A. (2017c). Discussion on 'An Effective Method for the Explicit Solution of Sequential Problems on the Real Line' by S. Christensen. Sequential Analysis, 36, 30-32 |
| Prause, A. & Steland, A. (2017d). Sequential Detection of Three-Dimensional Signals under Dependent Noise. Sequential Analysis, 36 (2), 151-178. Verfügbar unter http://arxiv.org/abs/1703.07303 |
| Steland, A. & von Sachs, R. (2017e). Large sample approximations for variance-covariance matrices of high-dimensional time series. Bernoulli, 23 (4A), 2299-2329. Verfügbar unter http://arxiv.org/abs/1704.06230 |
| Steland, A & von Sachs, R (2018a). Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. Stochastic Processes and Their Applications, 128 (8), 2816-2855. Verfügbar unter http://arxiv.org/abs/1711.01835 |
| Fischer, G., Hupach, U., Schmauder, J., Sepanski, A., Sommer, A., Steland, A. & Vaaßen, W. (2018b). Failure assessments of PV systems demonstrate the importance of elective quality assurance. PV-Tech Power, 14, 70-81. Verfügbar unter http://www.pv-tech.org/pv-tech-power/pv-tech-power-volume-14 |
| Prause, A. & Steland, A. (2018c). Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference. Electronic Journal of Statistics, 12 (1), 890-940. Verfügbar unter http://projecteuclid.org/euclid.ejs/1520326826 |
| Steland, A. (2018d). Convergence of moments for approximating processes and applications to surrogate models like deep learning neural networks [http://www.jyotiacademicpress.org/jyotic/journalview/35/article/50/83]. International Journal of Statistics: Advances in Theory and Applications, 2 (1), 77-94. Verfügbar unter http://arxiv.org/abs/1804.10821 |
| Steland, A. (2018e). Shrinkage for covariance estimation: Asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance. Statistical Papers, 59 (4), 1441-1462. Verfügbar unter http://arxiv.org/abs/1809.00463 |
| Sommer, A. & Steland, A. (2019c). Multistage Acceptance Sampling under Nonparametric Dependent Sampling Designs. Journal of Statistical Planning and Inference, 199, 89-113 |
| Sovetkin, E. & Steland, A. (2019d). Automatic processing and solar cell detection in photovoltaic electroluminescence images. Integrated Computer-Aided Engineering, 26 (2), 123-137. Verfügbar unter http://arxiv.org/abs/1807.10820 |
| Mies, F. & Steland, A. (2019e). Nonparametric Gaussian inference for stable processes. Statistical Inference for Stochastic Processes, 22 (3), 525-555 |
| Steland, A. & Chang, Y.T. (2019f). Jackknife variance estimation for common mean estimators under ordered variances and general two-sample statistics. Japanese Journal of Statistics and Data Science, 1 (2), 173-217. Verfügbar unter http://arxiv.org/abs/1710.01898 |
| Steland, A. (2020a). Testing and estimating a change-point in the covariance matrix of a high-dimensional time series. Journal of Multivariate Analysis, 177, online |
| Mause, N. & Steland, A. (2020b). Detecting changes in the second moment structure of high-dimensional sensor-type data in a k-sample setting. Sequential Analysis, 39, 336-366. Verfügbar unter http://arxiv.org/abs/2001.05204 |
| Chang, Y.T. & Steland, A. (2021a). High-confident nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation. Sequential Analysis, 40 (1), 97-124. Verfügbar unter http://arxiv.org/abs/1910.02829 |
| Bours, M. & Steland, A. (2021b). Large-sample approximations and change testing for high-dimensional covariance matrices of multivariate linear time series and factor models [Open access, first published December 14th 2020]. Scandinavian Journal of Statistics, 48 (2), 610-654. Verfügbar unter http://doi.org/10.1111/sjos.12508 |
| Deitsch, S., Buerhop-Lutz, C., Sovetkin, E., Steland, A., Meier, A., Gallwitz, F. & Riess, C. (2021c). Segmentation of photovoltaic module cells in uncalibrated electroluminescence images machine vision and applications. Machine Vision and Applications, 32, Article No. 84. Verfügbar unter http://https://arxiv.org/abs/1806.06530 |
| Loboda, D., Mies, F. & Steland, A. (2021d). Regularity of multifractional moving average processes with random Hurst exponent. Stochastic Processes and Their Applications, 140, 21-48. Verfügbar unter http://https://arxiv.org/abs/2004.07539 |
| Friedrich, Sarah, Antes, Gerd, Behr, Sigrid, Binder, Harald, Brannath, Werner, Dumpert, Florian, Ickstadt, Katja, Kestler, Hans, Lederer, Johannes, Leitgöb, Heinz, Pauly, Markus, Steland, Ansgar, Wilhelm, Adalbert & Friede, Tim (2021e). Is there a role for statistics in artificial intelligence?. Advances in Data Analysis and Classification, 16 (4), 823-846. Verfügbar unter http://arxiv.org/abs/2009.09070 |
| Greipel, Jonathan, Frank, Regina, Huber, Meike, Steland, Ansgar & Schmitt, Robert (2022c). Auto-Encoder-based Algorithm for the Selection of Key Characteristics for Products to Reduce Inspection Efforts. International Journal of Quality & Reliability Management, 40 (7), 1597-1620 |
| Mies, F. & Steland, A. (2023). Sequential Gaussian approximation for nonstationary time series in high dimensions. Bernoulli, 29 (4), 3114-3140. Verfügbar unter http://https://arxiv.org/abs/2203.03237 |
| Steland, A. (2024c). Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices. Journal of Multivariate Analysis, 199, 105245 |
| Mies, F. & Steland, A. (2024d). Projection inference for high-dimensional covariance matrices with structured shrinkage targets. Electronic Journal of Statistics, 18 (1), 1643-1676. Verfügbar unter http://https://arxiv.org/abs/2211.02368 |
| Steland, A. (2024e). Are minimum variance portfolios in multi-factor models long in low-beta assets?. Mathematics and Financial Economics (online), 1-20. Verfügbar unter http://https://link.springer.com/article/10.1007/s11579-024-00366-y |
| Steland, A., Rafajlowicz, E. & Rafajlowicz, W. (2024f). General adapted-threshold monitoring in discrete environments and rules for imbalanced classes. Statistica Neerlandica, accepted |
Institut für Statistik und Wirtschaftsmathematik
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