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.

in Scopus

Short CV
  • 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.

Articles in Peer Reviewed Journals

"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.

"Left-truncated health insurance claims data: theoretical review and empirical application", Advances in Statistical Analysis 108, 2024, 31-68 (with A. Dörre, D. Wied, G. Doblhammer and A. Fink), doi./SharedIt

"Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood", Statistics 56, 2022, 844-866 (with A. Dörre), doi.

"Truncating the exponential with a uniform distribution", Statistical Papers 63, 2022, 1247-1270, (with D. Wied), doi/SharedIt

"Left-Censored Dementia Incidences in Estimating Cohort Effects", Lifetime Data Analysis, 2020, 27(1), 38-63, (with A. Dörre, Y. Kim, A. Fink and G. Doblhammer), doi/SharedIt

"Consistency for the negative binomial regression with fixed covariate", Metrika (with L. Radloff), doi./SharedIt (in detail)

"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.

"Bayesian estimation of a proportional hazards model for double-censored durations", Journal of Statistical Computation and Simulation 87, 2017, 493-504 (with A. Dörre). doi.

"Altersspezifische Querschnittsanalyse der Fertilität in Mecklenburg-Vorpommern mit dem EM-Algorithmus", AStA Wirtschafts- und Sozialstatistisches Archiv 10, 2016, 269-288 (with B. Strohner). doi.

"Modeling rating transitions with instantaneous default", Economics Letters 145, 2016, 38-40 (with F. Strohecker). 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.

"Consistent estimation for discretely observed Markov jump processes with an absorbing state", Statistical Papers 54, 2013, 993-1007 (with A. Kremer), doi / SharedIt

"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)1doi.

"Assessing equivalence tests with respect to their expected p-value", Biometrical Journal 44, 2002, 1015-1027 (with T. Hothorn)1doi.

"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

"Tumor-Angiogenese und Dendriten-Dichte korrelieren nicht mit der metachronen Fernmetastasierung beim kurativ operierten Rektumkarzinom", Der Chirurg 72, 2001, 1144-1153 (with K. Günther, M.A. Reymond, K.E. Matzel, T. Radkow, W. Hohenberger, T. Papadopoulos).1 , doi.

"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)1doi.

"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)1url.  

published under the premarital name R. Pflüger


"Die 600. Sendung mit der Pasternack Big Band – Live !!!", NDR MV Jazztime, 13.6.2023, (2. alto, with A. Pasternack, J. Böskens, and much more.), Link.

External Funds