Holger Dette
Identifiers
- name variant Holger Dette 0.60 · backfill
Papers (105)
- Testing for Single-Population Ancestry in the Admixture Model stat.ME · 2026 · author #1
- Testing similarity of competing risks models by comparing transition probabilities stat.ME · 2025 · author #3
- Pivotal inference for linear predictions in stationary processes math.ST · 2025 · author #1
- Optimal designs for estimating individual coefficients in polynomial regression with no intercept math.ST · 2019 · author #1
- Likelihood ratio tests for many groups in high dimensions math.ST · 2019 · author #1
- Equivalence of regression curves sharing common parameters stat.ME · 2019 · author #3
- The empirical process of residuals from an inverse regression math.ST · 2019 · author #4
- Optimal designs for series estimation in nonparametric regression with correlated data math.ST · 2018 · author #1
- Goodness-of-fit testing the error distribution in multivariate indirect regression stat.ME · 2018 · author #3
- Multiscale change point detection for dependent data math.ST · 2018 · author #1
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing stat.ME · 2018 · author #2
- Detecting deviations from second-order stationarity in locally stationary functional time series math.ST · 2018 · author #2
- Optimal designs for frequentist model averaging stat.ME · 2018 · author #3
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process math.ST · 2018 · author #2
- A likelihood ratio approach to sequential change point detection for a general class of parameters math.ST · 2018 · author #1
- Change Point Analysis of Correlation in Non-stationary Time Series stat.ME · 2018 · author #1
- Change point analysis in non-stationary processes - a mass excess approach stat.ME · 2018 · author #1
- Optimal designs for regression with spherical data math.ST · 2017 · author #1
- A Test for Separability in Covariance Operators of Random Surfaces stat.ME · 2017 · author #2
- Functional data analysis in the Banach space of continuous functions math.ST · 2017 · author #1
- Optimal designs for enzyme inhibition kinetic models stat.ME · 2017 · author #2
- Universality in Random Moment Problems math.PR · 2017 · author #1
- Determinants of Random Block Hankel Matrices math.PR · 2017 · author #1
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes math.ST · 2017 · author #3
- Fourier analysis of serial dependence measures math.ST · 2017 · author #3
- Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations math.ST · 2017 · author #6
- A simple test for white noise in functional time series math.ST · 2016 · author #3
- Change point detection in autoregressive models with no moment assumptions math.ST · 2016 · author #2
- Optimal discrimination designs for semi-parametric models stat.ME · 2016 · author #1
- Best linear unbiased estimators in continuous time regression models stat.ME · 2016 · author #1
- On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities math.ST · 2016 · author #2
- Multiscale inference for multivariate deconvolution stat.ME · 2016 · author #3
- Regularization parameter selection in indirect regression by residual based bootstrap stat.ME · 2016 · author #3
- Assessing the similarity of dose response and target doses in two non-overlapping subgroups stat.ME · 2016 · author #3
- Bayesian $D$-optimal designs for error-in-variables models stat.ME · 2016 · author #2
- Natural (non-)informative priors for skew-symmetric distributions stat.ME · 2016 · author #1
- Multiscale inference for a multivariate density with applications to X-ray astronomy math.ST · 2016 · author #3
- Optimal designs for dose response curves with common parameters math.ST · 2016 · author #3
- Optimal designs for regression models with autoregressive errors structure math.ST · 2016 · author #1
- Optimal designs for comparing regression models with correlated observations stat.ME · 2016 · author #1
- Optimal designs for active controlled dose finding trials with efficacy-toxicity outcomes stat.ME · 2016 · author #1
- $T$-optimal discriminating designs for Fourier regression models stat.ME · 2015 · author #1
- A new approach to optimal designs for correlated observations stat.ME · 2015 · author #1
- Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix math.ST · 2015 · author #2
- Hankel determinants of random moment sequences math.PR · 2015 · author #1
- Model Selection versus Model Averaging in Dose Finding Studies stat.AP · 2015 · author #4
- Efficient computation of Bayesian optimal discriminating designs stat.CO · 2015 · author #1
- Quantile Correlations: Uncovering temporal dependencies in financial time series q-fin.GN · 2015 · author #3
- Equivalence of dose response curves stat.ME · 2015 · author #1
- Change point analysis of second order characteristics in non-stationary time series stat.ME · 2015 · author #1
- Optimal designs in regression with correlated errors stat.ME · 2015 · author #1
- Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process stat.ME · 2014 · author #4
- Bayesian T-optimal discriminating designs stat.ME · 2014 · author #1
- Designing dose finding studies with an active control for exponential families stat.ME · 2014 · author #1
- Optimal designs for comparing curves stat.ME · 2014 · author #1
- Confidence Corridors for Multivariate Generalized Quantile Regression math.ST · 2014 · author #3
- Quantile Spectral Analysis for Locally Stationary Time Series math.ST · 2014 · author #4
- Detecting relevant changes in time series models stat.ME · 2014 · author #1
- Detecting Gradual Changes in Locally Stationary Processes stat.ME · 2014 · author #2
- $E$-optimal designs for second-order response surface models stat.ME · 2014 · author #1
- Quantile spectral processes: Asymptotic analysis and inference math.ST · 2014 · author #3
- Detecting long-range dependence in non-stationary time series math.ST · 2013 · author #3
- A test for stationarity based on empirical processes math.ST · 2013 · author #3
- Optimal designs for multi-response generalized linear models with applications in thermal spraying stat.AP · 2013 · author #1
- Optimal designs for nonlinear regression models with respect to non-informative priors stat.ME · 2013 · author #2
- Smooth backfitting in additive inverse regression stat.ME · 2013 · author #2
- Misspecification in copula-based regression stat.ME · 2013 · author #1
- Detecting gradual changes in locally stationary processes stat.ME · 2013 · author #2
- Robust T-optimal discriminating designs math.ST · 2013 · author #1
- Detection of multiple structural breaks in multivariate time series math.ST · 2013 · author #3
- Complete classes of designs for nonlinear regression models and principal representations of moment spaces math.ST · 2013 · author #1
- Optimal discriminating designs for several competing regression models math.ST · 2013 · author #2
- Measuring stationarity in long-memory processes math.ST · 2013 · author #3
- Optimal design for linear models with correlated observations math.ST · 2013 · author #1
- Model checks for the volatility under microstructure noise math.ST · 2012 · author #2
- Censored quantile regression processes under dependence and penalization math.ST · 2012 · author #3
- Significance testing in quantile regression stat.ME · 2012 · author #3
- Confidence bands for multivariate and time dependent inverse regression models math.ST · 2012 · author #3
- $T$-optimal designs for discrimination between two polynomial models math.ST · 2012 · author #1
- Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis math.ST · 2011 · author #1
- A test for Archimedeanity in bivariate copula models math.ST · 2011 · author #2
- Zeros and ratio asymptotics for matrix orthogonal polynomials math.CA · 2011 · author #2
- Response-adaptive dose-finding under model uncertainty stat.AP · 2011 · author #3
- A note on the de la Garza phenomenon for locally optimal designs math.ST · 2011 · author #1
- New estimators of the Pickands dependence function and a test for extreme-value dependence math.ST · 2011 · author #2
- Multiplier bootstrap of tail copulas with applications math.ST · 2011 · author #2
- Optimal designs for discriminating between dose-response models in toxicology studies math.ST · 2010 · author #1
- Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics stat.AP · 2010 · author #1
- Nonparametric quantile regression for twice censored data stat.ME · 2010 · author #2
- Distributions on unbounded moment spaces and random moment sequences math.PR · 2010 · author #1
- Asymptotic optimal designs under long-range dependence error structure math.ST · 2010 · author #1
- A geometric characterization of $c$-optimal designs for heteroscedastic regression math.ST · 2009 · author #1
- Optimal discrimination designs math.ST · 2009 · author #1
- Some asymptotic properties of the spectrum of the Jacobi ensemble math.PR · 2009 · author #1
- Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations math.CA · 2009 · author #1
- Matrix measures, random moments and Gaussian ensembles math.PR · 2009 · author #2
- Optimal designs for dose-finding experiments in toxicity studies stat.ME · 2009 · author #1
- Random block matrices and matrix orthogonal polynomials math.PR · 2008 · author #1
- On the number of support points of maximin and Bayesian optimal designs math.ST · 2007 · author #2
- Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors math.ST · 2006 · author #1
- Optimal designs for a class of nonlinear regression models math.ST · 2005 · author #1
- A note on some peculiar nonlinear extremal phenomena of the Chebyshev polynomials math.CA · 1994 · author #1
- New bounds for Hahn and Krawichouk polynomials math.CA · 1994 · author #1
- Some new asymptotic properties for the zeros of Jacobi, Laguerre and Hermite polynomials math.CA · 1994 · author #1
- Characterizations of generalized Hermite and sieved ultraspherical polynomials math.CA · 1994 · author #1
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Frequent Coauthors
- Stanislav Volgushev 12 shared papers
- Kirsten Schorning 11 shared papers
- Andrey Pepelyshev 10 shared papers
- Viatcheslav B. Melas 9 shared papers
- Nicolai Bissantz 8 shared papers
- Frank Bretz 7 shared papers
- Anatoly Zhigljavsky 6 shared papers
- Axel B\"ucher 5 shared papers
- Maria Konstantinou 5 shared papers
- Mathias Vetter 5 shared papers
- Katharina Proksch 4 shared papers
- Marc Hallin 4 shared papers
- Petr Shpilev 4 shared papers
- Tobias Kley 4 shared papers
- Weng Kee Wong 4 shared papers
- Bj\"orn Bornkamp 3 shared papers
- Dominik Tomecki 3 shared papers
- Jan Nagel 3 shared papers
- Justin Chown 3 shared papers
- Kathrin M\"ollenhoff 3 shared papers