Prof. Dr. Rafael Weißbach
Chair Holder
Room 104, Ulmenstraße 69
E-Mail: Prof. Dr. Rafael Weißbach
Phone: +49 381 498-4428
Office hours: Thursday 11 a.m. to 12 p.m.
- born on 16/04/1971 in Haan / Rheinland
- 1997: Diploma in Mathematics at the University of Göttingen
- 2001: Doctorate in statistics at the University of Dortmund
- 2001 to 2004: Risk analyst and portfolio manager in investment banking
- 2007: Habilitation in Econometrics at the University of Dortmund
- Teaching and research at the universities of York / Canada, Göttingen, Oslo / Norway, Bochum, Erlangen-Nuremberg, Mannheim and Dortmund
- Appointments to the universities of Kiel (CAU), Brussels (VUB) and Bielefeld
- Co-editor of Statistics
Statistik für Wirtschaftswissenschaftler
Statistik für Wirtschaftswissenschaftler : J. Bleymüller, R. Weißbach and A. Dörre — 18th ed. 2020 — München : Vahlen
ISBN 978-3-8006-6142-8, doi.
Statistische Formeln und Tabellen
Statistische Formeln und Tabellen : Kompakt und prüfungsrelevant für Wirtschaftswissenschaftler / von R. Weißbach, J. Bleymüller und A. Dörre — 14th ed. 2021 — München : Vahlen
ISBN 3800649624, 9783800665082, url.
Übungen zur Statistik für Wirtschaftswissenschaftler
Übungen zur Statistik für Wirtschaftswissenschaftler: J. Bleymüller, R. Weißbach and A. Dörre - 2018 - München : Vahlen
ISBN 978-3-8006-5873-2, 978-3-8006-5874-9, doi.
Einführung in die Finanzstatistik
Einführung in die Finanzstatistik: Rafael Weißbach. - 2019 - Springer Spektrum
ISBN: 978-3-662-57639-7, 978-3-662-57640-3, doi.
"Testing truncation dependence: The Gumbel-Barnett copula", Journal of Statistical Planning and Inference, Volume 234, January 2025, 106194, (with A.-M. Toparkus), doi.
"A powerful nonparametric test of the effect of dementia duration on mortality", Journal of Nonparametric Statistics; 2024, (L.Radloff, C.Reinke and G.Doblhammer), doi.
"Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood", Statistics 56, 2022, 844-866 (with A. Dörre), doi.
"Estimating the probability of a non-Markovian rating transition from partially unobserved histories", Journal of Risk Management in Financial Institutions 12 (3), 2019, 256–267 (with F. Schmal). url.
"Altersspezifische Querschnittsanalyse der Fertilität in Mecklenburg-Vorpommern mit dem EM-Algorithmus", AStA Wirtschafts- und Sozialstatistisches Archiv 10, 2016, 269-288 (with B. Strohner). doi.
"Regionaler Anteil kariesfreier Vorschulkinder – eine cluster-randomisierte Studie in Südhessen" AStA Wirtschafts- und Sozialstatistisches Archiv 9, 2015, 27–39 (with M. Herzog, G. Menzel). doi.
"Maximum likelihood estimation for left-censored survival times in an additive hazard model" Journal of Statistical Planning and Inference 149, 2014, 33-45 (with A. Kremer and F. Liese). doi.
"Asymptotic normality for discretely observed Markov jump processes with an absorbing state", Statistics and Probability Letters 90, 2014, 136-139 (with A. Kremer). doi.
"A score-test on measurement errors in rating transition times", Journal of Econometrics 180, 2014, 16-29 (with S. Voß), doi.
“A mixture of beta–Dirichlet processes prior for Bayesian analysis of event history data“, Journal of the Korean Statistical Society 42, 2013, 313-321 (with Minwoo Chae, Kwang Hyun Cho, Yongdai Kim), doi.
"Nearest neighbor hazard estimation with left-truncated duration data", Advances in Statistical Analysis 97, 2013, 33-47 (with W. Poniatowski and W. Krämer), doi.
"Bayesian analysis of multi-state event history data: Beta-dirichlet process prior ", Biometrika 99, 2012, 127-140 (with Y. Kim and L. James), doi.
"Consistency of the kernel density estimator - a survey", Statistical Papers 53, 2012, 1-21 (with D. Wied), doi.
"Modeling rating transitions", Journal of the Korean Statistical Society 40, 2011, 469-485 (with T. Mollenhauer), doi.
"A likelihood ratio test for stationarity of rating transitions", Journal of Econometrics 155, 2010, 188-194 (with R. Walter), doi.
"Economic capital for nonperforming loans", Financial Markets and Portfolio Management 24, 2010, 67-85 (with C. von Lieres and Wilkau), doi.
"Testing homogeneity of time-continuous rating transitions after origination of debt", Empirical Economics 36, 2009, 575-596 (with P. Tschiersch and C. Lawrenz), doi.
"Modelling correlations in credit portfolio risk", Journal of Risk Management in Financial Institutions 3, 2009, 16-30 (with B. Rosenow), url.
"A bootstrap test for the comparison of nonlinear time series", Computational Statistics & Data Analysis 53, 2009, 1339 - 1349 (with H. Dette), doi.
"Schätzung des Kariesbefalls 3-5jähriger Kinder aus einstufigen Clusterstichproben", Das Gesundheitswesen 71, 2009, 121-126 (with M. Herzog), doi.
"Double-smoothing in kernel hazard rate estimation", Methods of Information in Medicine 47, 2008, 167-173 (with O. Gefeller and A. Pfahlberg), doi.
"Kolmogorov-Smirnov-type testing for the partial homogeneity of Markov processes", Applied Stochastic Models in Business and Industry 23, 2007, 223-234 (with H. Dette), doi.
"Significant long-term weight reduction after open gastric bypass for morbid obesity: results after 23 years", Obesity Surgery 16, 2006, 288-296 (with K. Günther, J. Vollmuth, W. Hohenberger, B. Husemann, T. Horbach), doi.
"A general kernel functional estimator with general bandwidth", Journal of Nonparametric Statistics 18, 2006, 1-12, doi.
"Prediction of lymph node metastasis in colorectal carcinoma by chemokine receptors CCR7 and CXCR4", International Journal of Cancer 116, 2005, 726-733 (with K. Günther, J. Leier, G. Henning, A. Dimmler, W. Hohenberger, R. Förster), doi.
"Angiogenesis and dendritic cell density are not correlated with metachronous distant metastasis in curatively operated rectal cancer", International Journal of Colorectal Disease 18, 2003, 300-308 (with K. Günther, T. Radkow, M.A. Reymond, A. Dimmler, W. Hohenberger, T. Papadopoulos)1, doi.
"Prediction of distant metastases after curative surgery for rectal cancer", Journal of Surgical Research 103, 2002, 68-78 (with K. Günther, O. Dworak, S. Remke, S. Merkel, W. Hohenberger, M.A. Reymond)1, doi.
"Assessing equivalence tests with respect to their expected p-value", Biometrical Journal 44, 2002, 1015-1027 (with T. Hothorn)1, doi.
"Ki-67 and resection margin status are associated with disease free survival in desmoids tumor patients", Anticancer Research 21, 2001, 3615-3620 (with W.M. Brueckl, J.M.M. Preuss, A. Wein, A. Jung, T. Braletz, G.H. Wiest, T. Kirchner, E.G. Hahn, W. Hohenberger, K. Günther).1
"Positive nickel patch tests do not intensify positive reactions to adjacent patch tests with dichromate: Results from a double-blind multicentre study of the German Contact Dermatitis Research Group (Deutsche Kontaktallergie-Gruppe, DKG)", Contact Dermatitis 43, 2000, 144-149 (with J. Brasch, B. Kreilgard, T. Henseler, W. Aberer, T. Fuchs, U. Hoeck, O. Gefeller)1, doi.
"Eine Projektwoche zur Zahngesundheit in 5. Klassen: Evaluation aufklärerisch-präventiver Wirkung", Oralprophylaxe 21, 1999, 41-46 (with M. Herzog, H. Friedrich, I. Krüger, A. Pfahlberg, O. Gefeller).1
"1 - alpha equivariant confidence rules for convex alternatives are alpha/2 level tests", Journal of the American Statistical Association 94, 1999, 1311-1319 (with A. Munk)1, doi.
"The prognostic role of p53, Metallothionein, P-glycoprotein, and MIB-1 in muscle-invasive urothelial transitional cell carcinoma", Clinical Cancer Research 4, 1998, 559-565 (with L.L. Siu, D. Banerjee, R.J. Khurana, X. Pan, I.F. Tannock, M.J. Moore)1, url.
1 published under the premarital name R. Pflüger
- DFG-Research Grant WE 3573/3-1 "Multi-state, multi-time, multi-level analysis of health-related demographic events: Statistical aspects and applications", two Years, part-time position (3/4), Euro 115.000,-
- DFG-Research Grant WE 3573/2-1 "Cross-sectional Dependence in Durations - with Applications to Finance and Demography", March 2012 to February 2015, part-time position (3/4), Euro 180.000,-
- Collaborative Research Center 823 (DFG) "Statistical Modelling of Nonlinear Dynamic Processes", Project A1 "Dynamic dependence in asset returns" with W. Krämer and H. Dette, July 2009 to June 2013, Euro 684.000,-
- Research Training Group 1032 (DFG) "Statistical Modelling", Projects C9 "Weißbach: Constructing rating models with empirical processes" and C10 "Weißbach: The impact of estimation noise on portfolio credit risk", January 2009 to June 2013, 1 scholarship for about Euro 132.000,-