Ludwig - Maximilians - Universität München Institut für Statistik

Acknowledgements I am deeply grateful for the support of many people that helped me during these last months while I worked on this project. A special thank you to.... • Dipl. Stat. Nora Fenske for her excellent supervision, her accurate proofreading , her support, her commitment and her patience. I also want to thank her for making all her R code about quantile regression available to me. • Prof. Dr. Torsten Hothorn for his excellent supervision and for the trust he put in me by offering me this thesis. I also want to thank him for looking through much of the R code that led to the simulations and for the essential input around the questions of how to interpret and evaluate prediction intervals. • Prof. Dr. Helmut Küchenhoff and his team of the statistical consulting unit (especially Juliane Manitz and André Klima) for giving me the great opportunity to test our methods in practice with the movie data. • Elisabeth Waldmann and Juliane Manitz for proofreading and their fair comments. • Dipl. Stat. Michael Obermeier and Birgit Oppolzer for important L A T E X tips and for sharing the office with me while I worked on this thesis. for the 3 pm coffee therapy every day and their moral support. • Dipl. Stat. Benjamin Hofner for encouraging me to select this topic and mailing me his thesis which I allowed me to use as a guideline concerning many aspects. • My friends, my family and Belén for their constant support and encouragement .