Publication list of Silvelyn Zwanzig

Published papers

• S. Zwanzig (1980): The choice of approximative models in nonlinear regression, Statistics, Vol. 11, No. 1, 23-47. here
• A. V. Ivanov, S. Zwanzig (1981): An asymptotic expansion for the distribution of the least squares estimator of a vector parameter in nonlinear regression. Soviet Math. Dokl. Vol. 23 (1981), No.1, 118-121.
• A. V. Ivanov, S. Zwanzig (1982): An asymptotic expansion of the least squares estimator of a nonlinear regression vector parameter. (in Russian) Theor. Prob. and Math. Statist., 1982, 41-48.
• A. V. Ivanov, S. Zwanzig (1983): An asymptotic expansion of the distribution of the least squares estimator in the nonlinear regression model. Statistics, Vol. 14 (1983), No.1, 7-27.
• S. Zwanzig (1983): A note to the paper of Ivanov and Zwanzig on the asymptotic expansion of the least squares estimator. Statistics, Vol. 14, No.1, 29-32.
• W. H. Schmidt, S. Zwanzig (1984): Testing hypothesis in nonlinear regression for nonnormal distributions, Proceedings of the Conference on Robustness of Statistical Methods and Nonparametric Statistics, VEB Deutscher Verlag der Wissenschaften Berlin, 1984, 134-138.
• S. Zwanzig (1985): A third order comparison of least squares, jacknifing and cross- validation for error variance estimation in nonlinear regression. Statistics, Vol. 16, No.1, 47-54.
• S. Zwanzig (1985): On asymptotic higher order efficient tests in nonlinear regression. Proc. of the Fourth European Meeting of Young Statisticians, Varna, 6 p..
• W. H. Schmidt, S. Zwanzig (1986): Second order asymptotics in nonlinear regression. J. Multiv. Anal., Vol.18, No. 2, 187-215.
• W. H. Schmidt, S. Zwanzig (1986): Testing hypothesis in nonlinear regression for nonnormal distributions. Statistics, Vol.17, No.4, 483-503.
• S. Zwanzig (1987): On the consistency of the least squares estimator in nonlinear errors-in-variables models, Folia Oeconomia, Acta Universitatis Lodziensis. 8 p..
• S. Zwanzig (1987): Asymptotic tests in nonlinear regression, Folia Oeconomia, Acta Universitatis Lodziensis.13p..
• M. Nussbaum, S. Zwanzig (1988): A minimax result in a model with infinitely many nuisance parameters, Transaction of the Tenth Prague Conference on Information Theory, Statistical Decisions, Random Processes, Prague 1988, 215-222.
• S. Zwanzig (1989): On an asymptotic minimax result in nonlinear errors-in-variables models, Proceedings of the Fourth Prague Symposium on Asymptotic Statistics, Prague 1989, 549-558.
• S. Zwanzig (1990): Discussion to A. Pazman: Small-sample distributional properties of nonlinear regression estimator (a geometric approach). Statistics Vol. 21, No.3, 361-363.
• S. Zwanzig (1991): Least squares estimation in nonlinear functional relations. Proceedings Probastat 91, Bratislava, 171-177.
• S. Zwanzig (1994): On adaptive estimation in nonlinear regression. Kybernetika, Vol.30, No.3, 359-367.
• A.V. Ivanov, S. Zwanzig (1996): Saddlepoint approximation in nonlinear regression. Theory of Stochastic Processes, 2, (18), 1996, 156-162.
• S. Zwanzig (1997): On L1-norm estimators in nonlinear regression and in nonlinear error-in-variables models, in ''L1-Statistical Procedures and Related Topics'' IMS Lecture Notes-Monographs Series. Vol 31, 1997, 101-118.
• S. Zwanzig (1998): Application of Hipparcos dates: A new statistical method for star reduction. Proceedings of Journees 1997, Academy of Sciences of the Czech Republic, Astronomical Institute, 142-144.
• S. Zwanzig (1998): Experimential design for nonlinear error-in-variables models, Proceedings of the Third St.-Petersburg Workshop on Simulation, 225-230.
• S. Zwanzig (1999): How to adjust nonparametric regression estimators to models with errors in the variables, Theory of Stochastic Processes. 5 (21) 272-277.
• S. Zwanzig (2000): Experimential design for nonlinear error-in-variables models, in "Advanced in Stochastc Simulation Methods" Ed. Balakrishan, Melas, Ermakov (extended version of the paper above) here
• A. Kukush, S. Zwanzig (2001): On a corrected contrast estimator in nonlinear functional relations.(in Russian) Ukr. Math. J. 53, 1204-1209. here
• A. Kukush, S. Zwanzig (2002): On consistent estimatiors in nonlinear functional errors-in-variables models. p. 145-154. In "Total Least squares and Erros-in-Variables Modeling" ed. Sabine Huffel, Philippe Lemmerling, Kluwer here
• A.V. Ivanov, S. Zwanzig (2002): Saddlepoint expansions in linear regression, Multivariate Analysis.83,183-207. here
• A.V. Ivanov, S. Zwanzig (2002): A Saddlepoint approximation for the residual sum of squares in heteroscedastic linear regression. Theory of Stochastic Processes. 8 (24) 2002, No 1-2, 154-161 here
• I.Fazekas, A. Kukush, S. Zwanzig (2004): Correction of nonlinear orthogonal regression estimator. Ukr. Math. J. 56, 1101-1118. here
• J. Polzehl, S. Zwanzig (2004): On a symmetrized simulation extrapolation estimator in linear errors-in-variables models, Journal of Computational Statistics and Data Analysis.47 (2004) 675-688. here
• S. Zwanzig (2007): Local linear estimation in nonparametric errors-in-variables models. Theory of Stochastic Processes, Vol.13, 316-327 here
• S. Amiri, D. von Rosen, S. Zwanzig (2009): The SVM Approach for Box Jenkins Models, Revstat. Statistical Journal Vol 7, 23-36 here
• S. Amiri, D. von Rosen, S. Zwanzig (2010): A comparison of bootstrap methods for variance estimation, accepted by JSTA journal

Dissertations

• S. Zwanzig (1983): ''Asymptotics of higher order in nonlinear regression'' (in German) 170 p. Dissertation A, Institute of Mathematics, Academy of Sciences, GDR, Berlin, referees: W.H. Schmidt (Berlin), W. Wolf (Dresden).
• S. Zwanzig (1998): Estimation in nonlinear error-in-variables models. 276 p. Habilitation, Department of Mathematics, University of Hamburg, referees: F. Liese (Rostock), G. Neuhaus (Hamburg), here

  Technical reports

  • W.H. Schmidt, S. Zwanzig (1983): Second order asymptotics in nonlinear regression.Preprint P-Math-04/83, Institute of Mathematics, Academy of Sciences, GDR, 41p., long version of the published paper, see above.
  • M. Nussbaum, S. Zwanzig (1988): Standard and nonstandard asymptotic risk bounds in a semiparametric errors in variable model and their attainment by estimation. Preprint P-Math-20/88, Institute of Mathematics, Academy of Sciences, GDR, 24p.
  • S. Zwanzig (1990): On consistency in nonlinear functional relations. Preprint P-Math- 10/90, Institute of Mathematics, Academy of Sciences, GDR, 29p.
  • S. Zwanzig (1994): Tests of fit in nonlinear regression. Preprint No 94-9. December 1994, University of Hamburg, Institute of Mathematical Stochastics, 16 p.,long version of the paper, which will be published, see above.
  • A.V. Ivanov, S. Zwanzig (1995): Application of saddlepoint approximation in nonlinear regression. Preprint-No. 95-9. December 1995, University of Hamburg, Institute of Mathematical Stochastics, 39 p.
  • S. Zwanzig (1996): On an orthogonal series estimator in nonparametric functional relations. Preprint-No. 96-8. May 1996, University of Hamburg, Institute of Mathematical Stochastics, 21 here
  • A. Kukush, S. Zwanzig (1996): On inconsistency of the least squares estimator in nonlinear functional error-in-variables model. Preprint-No. 96-12. July 1996, University of Hamburg, Institute of Mathematical Stochastics, 12 p.
  • A. Kukush, S. Zwanzig (1997): Consistency and inconsistency of the weighted least squares estimator in linear functional relations with dependent error terms. Preprint-No. 97-3. March 1997, University of Hamburg, Institute of Mathematical Stochastics, 9 p.
  • S. Zwanzig (1997): Application of Hipparcos dates: A new statistical method for star reduction. Preprint-No. 97-10. October 1997, University of Hamburg, Institute of Mathematical Stochastics, 15 p., long version of the paper in the proceedings, see above. here
  • A. Kukush, S. Zwanzig (1997): On a corrected contrast estimator in the implicit nonlinear functional relation model. Preprint-No. 97-11. October 1997, University of Hamburg, Institute of Mathematical Stochastics, 35 p. here
  • I. Fazekas, A. Kukush and S. Zwanzig (1998): On inconsistency of the least squares estimator in nonlinear functional relations. Research Report 1, Department of Statistics and Demography, Odense University. 30 p.
  • A. Ivanov, S. Zwanzig (2000): Saddlepoint expansions in linear regression. Preprint-No. 2000-01 February 2000, University of Hamburg, Schwerpunkt Mathematische Statistik und Stochastische Prozesse.
  • M. Schmelling, S. Zwanzig (2001): The data set of Mölln. Preprint-No 2001-02 April 2001, University of Hamburg, Schwerpunkt Mathematische Statistik and Stochastische Processe, 23 p. here
  • Ch. de Vegt, S. Zwanzig (2001): Comparison of reference frame linking methods. Preprint-No. 2001-03 April 2001, University of Hamburg, Schwerpunkt Mathematische Statistik and Stochastische Processe, 23 p. here
  • J. Polzehl, S. Zwanzig (2003): On a comparison of different simulation extrapolation estimators in linear errrors-in-variables models. U.U.D.M. Report 2003:17 here
  • J. Polzehl, S. Zwanzig (2004): SIMEX and TLS: An equivalence result.preprint Weierstrass Institute Berlin,ISSN 0946-8633, No 999. here
  • S. Zwanzig (2006): On comparison of simulation experiments. U.U.D.M. Report 2006:11 ISSN 1101-3591 here
  • S. Zwanzig (2006): On an application of deconvolution techniques to local linear regression with errors in variables. U.U.D.M. Report 2006:12 ISSN 1101-3591 here
  • M. Eklund and S. Zwanzig (2007): SimSel- a new simulation feature selection method I U.U.D.M. Report 2007:65 ISSN 1101-3591 here Download the SimSel 0.1 R-packet zip version
  • S. Zwanzig (2008): On nonlinear rank regression, U.U.D.M. Report 2008:14 ISSN 1101-3591
  • Saeid Amiri, Dietrich von Rosen and S. Zwanzig (2008): On the comparison of parametric and nonparametric bootstrap, U.U.D.M. Report 2008:15 ISSN 1101-3591 here
  • Kristi Kuljus, S. Zwanzig (2008): Asymptotic linearity of linear rank statistics in the case of symmetric heteroscedastic variables, U.U.D.M. Report 2008:32 ISSN 1101-3591 here
  • Kristi Kuljus, S. Zwanzig (2008): Asymptotic properties of a rank estimate in heteroscedastic linear regression, U.U.D.M. Report 2008:33 ISSN 1101-3591 here
  • M. Eklund and S. Zwanzig (2009): Ridge-SimSel: A generalization of the variable selection method SimSel to multicollinear data sets. U.U.D.M. Report 2009:12 ISSN 1101-3591 here
  • S. Amiri, D. von Rosen, S. Zwanzig (2009) On a generalization of the Jarque-Bera test using bootstrap method. Centre of Biostochastics, SLU 2009:3

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  2010-09-03, Silvelyn Zwanzig (zwanzig@math.uu.se)