Norbert Henze

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Norbert Henze (born September 12, 1951 ) is a German mathematician who mainly deals with stochastics .


Henze studied from 1969 mathematics and computer science at the University of Hannover, where he made 1975 his diploma and in 1981 Dietrich Morgenstern with the work p An asymptotic rate above the maximum minimum distance of independent random vectors with application to a fit test in R ^ and on the ball doctorate . In 1986 he qualified as a professor in the field of mathematics with a neighbor-type test for the nonparametric multivariate two- and more-sample problem with a general alternative . After substituting professorships at the Universities of Göttingen (1987) and Gießen (1988–1990), he has been Full Professor of Mathematical Stochastics at the Karlsruhe Institute of Technology (KIT), formerly University of Karlsruhe (TH), since 1991 . From 1999 to 2002 he was dean of the Faculty of Mathematics and from 2002 to 2009 prorector of the University of Karlsruhe (TH). In 2014 he won the Ars legendi Prize for excellent university teaching in mathematics.



Selected items

  • The limit distribution of maxima of 'weighted' rth nearest neighbor distances. Journ. Appl. Probab. 19: 344-354 (1982).
  • On the fraction of random points with specified nearest-neighbor interrelations and degree of attraction. Adv. Appl. Probab. 19: 873-895 (1987).
  • A multivariate two-sample test based on the number of nearest neighbor type coincidences. Ann. Extra 16: 772-783 (1988).
  • with Ludwig Baringhaus: A consistent test for multivariate normality based on the empirical characteristic function. Metrika 35: 339-348 (1988).
  • with Holger Dette: The limit distribution of the largest nearest neighbor link in the unit d-cube. Journ. Appl. Probab. 26: 67-80 (1989).
  • with Ludwig Baringhaus: Limit distributions for measures of multivariate skewness based on projections. Journ. Multiv. Anal. 38: 51-69 (1991).
  • with Ludwig Baringhaus: Limit distribution for Mardia's measure of multivariate skewness. Ann. Extra 20: 1889-1902 (1992).
  • with Bernd Voigt: Almost sure convergence of certain slowly-changing one- and multi-sample statistics. Ann. Probab. 20, 1086-1098 (1992).
  • with Timo Klein: The limit distribution of the largest interpoint distance from a symmetric Kotz sample. Journ. Multiv. Anal. 57: 228-239 (1996).
  • with Mathew Penrose: On the multivariate runs test. Ann. Extra 27: 290-298 (1999).
  • with Yakov Yu. Nikitin: A new approach to goodness-of-fit testing based on the integrated empirical process. Journ. Nonpar. Extra 12: 391-416 (2000).
  • with Bernhard Klar and Simos G. Meintanis: Invariant tests for symmetry about an unspecified point based on the empirical characteristic function. Journ. Multiv. Anal. 87: 275-297 (2003).
  • with Bernhard Klar and Li Xing Zhu: Checking the adequacy of the multivariate semiparametric shift model. Journ. Multiv. Anal. 93: 238-256 (2005).
  • with Bruno Ebner and Yakov Yu. Nikitin: Integral distribution-free statistics of L ^ p-type and their asymptotic comparison. Comput. Extra Data Anal. 53: 3426-3438 (2009).
  • with Bruno Ebner and Panamalai R. Parthasarathy: Ramanujan theta functions and birth and death processes. Extra Probab. Lett. 83, 2647-2655 (2013).

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