Holger Dette

• Artículos de revistas (38)

• Artículos de revistas

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    Natural (Non‐)Informative Priors for Skew‐symmetric Distributions

    Holger Dette, Christophe Ley , Francisco Rubio

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 45, Nº. 2, 2018, págs. 405-420

    
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    Detection of multiple structural breaks in multivariate time series

    Philip Preuss, Ruprecht Puchstein, Holger Dette

    Journal of the American Statistical Association, ISSN 0162-1459, Vol. 110, Nº 510, 2015, págs. 654-668

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    E-optimal designs for second-order response surface models

    Holger Dette, Yuri Grigoriev

    Quality control and applied statistics, ISSN 0033-5207, Vol. 60, Nº. 3, 2015, págs. 249-250

    
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    Optimal designs for dose finding studies with an active control

    Holger Dette, Christine Kiss, Norbert Benda, Frank Bretz

    Quality control and applied statistics, ISSN 0033-5207, Vol. 60, Nº. 1-2, 2015, págs. 105-106

    
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    Some comments on copula-based regression

    Holger Dette, Ria Van Hecke, Stanislav Volgushev

    Journal of the American Statistical Association, ISSN 0162-1459, Vol. 109, Nº 507, 2014, págs. 1319-1324

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    Optimal designs for regression models with a constant coefficient of variation

    Holger Dette, Werner E. G. Müller

    Quality control and applied statistics, ISSN 0033-5207, Vol. 59, Nº. 5-6, 2014, págs. 521-522

    
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    Optimal discriminating designs for several competing regression models

    Dietrich Braess, Holger Dette

    Quality control and applied statistics, ISSN 0033-5207, Vol. 59, Nº. 1-2, 2014, págs. 131-132

    
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    Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence

    Betina Berghaus, Axel Bücher, Holger Dette

    Journal de la Société Française de Statistique & revue de statistique appliquée, ISSN 0037-914X, Vol. 154, Nº. 1, 2013, págs. 116-137

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    Optimal designs for quantile regression models

    Holger Dette, Matthias Trampisch

    Quality control and applied statistics, ISSN 0033-5207, Vol. 58, Nº. 5-6, 2013, págs. 541-542

    
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    Testing Semiparametric Hypotheses in Locally Stationary Processes.

    Philip Preuss, Mathias Vetter, Holger Dette

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 40, Nº. 3, 2013, págs. 417-437

    
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    A Copula-Based Non-parametric Measure of Regression Dependence.

    Holger Dette, Karl F. Siburg, Pavel A. Stoimenov

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 40, Nº. 1, 2013, págs. 21-41

    
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    Distributions on unbounded moment spaces and random moment sequences

    Holger Dette, Jan Nagel

    Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 40, Nº. 6, 2012, págs. 2690-2704

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    Model Checks in Inverse Regression Models with Convolution-Type Operators.

    Nicolai Bissantz, Holger Dette, Katharina Proksch

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 39, Nº. 2, 2012, págs. 305-322

    
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    Scale Checks in Censored Regression.

    Holger Dette, Cédric Heuchenne

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 39, Nº. 2, 2012, págs. 323-339

    
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    Comparing Conditional Quantile Curves

    Holger Dette, Jens Wagener, Stanislav Volgushev

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 38, Nº. 1, 2011, págs. 63-88

    
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    Generalized Latin Hypercube Design for Computer Experiments.

    Holger Dette, Andrey Pepelyshev

    Technometrics: A journal of statistics for the physical, chemical and engineering sciences, ISSN 0040-1706, Vol. 52, Nº. 4, 2010, págs. 421-429

    
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    A note on some random orthogonal polynomials on a compact interval

    Melanie Birke, Holger Dette

    Proceedings of the American Mathematical Society, ISSN 0002-9939, Vol. 137, Nº 10, 2009, págs. 3511-3522

    
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    Goodness-of-Fit Tests for Multiplicative Models with Dependent Data.

    Holger Dette, Juan Carlos Pardo Fernández , Ingrid Van Keilegom

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 36, Nº. 4, 2009, págs. 782-799

    
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    Optimal designs for dose-finding studies

    Holger Dette, Frank Bretz , Andrey Pepelyshev, José Pinheiro

    Journal of the American Statistical Association, ISSN 0162-1459, Vol. 103, Nº 483, 2008

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    Estimating a Convex Function in Nonparametric Regression.

    Melanie Birke, Holger Dette

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 34, Nº. 2, 2007, págs. 384-404

    
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    Uniform approximation of eigenvalues in Laguerre and Hermite $\beta$-ensembles by roots of orthogonal polynomials

    Holger Dette, Lorens A. Imhof

    Transactions of the American Mathematical Society, ISSN 0002-9947, Vol. 359, Nº 10, 2007, págs. 4999-5018

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    Strictly monotone and smooth nonparametric regression for two or more variables.

    Holger Dette, Regine Scheder

    Canadian Journal of Statistics = Revue Canadienne de Statistique, ISSN 0319-5724, Vol. 34, Nº. 4, 2006, págs. 535-561

    
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    Some robust design strategies for percentile estimation in binary response models.

    Stefanie Biedermann, Holger Dette, Andrey Papelyshev

    Canadian Journal of Statistics = Revue Canadienne de Statistique, ISSN 0319-5724, Vol. 34, Nº. 4, 2006, págs. 603-622

    
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    Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors

    V. B. Melas, Holger Dette, A. Pepelyshev

    Annals of statistics, ISSN 0090-5364, Vol. 33, Nº 6, 2005, págs. 2758-2788

    
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    Bayesian and maximin optimal designs for heteroscedastic regression models

    L. M. Haines, Holger Dette

    Canadian Journal of Statistics = Revue Canadienne de Statistique, ISSN 0319-5724, Vol. 33, Nº 2, 2005, pág. 221

    
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    Optimal Design for Goodness-of-Fit of the Michaelis -- Menten Enzyme Kinetic Function

    Holger Dette, Viatcheslav B. Melas

    Journal of the American Statistical Association, ISSN 0162-1459, Vol. 100, Nº 472, 2005, págs. 1370-1381

    
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    On the equivalence of optimality design criteria for the placebo¿treatment problem

    Weng Kee Wong , Holger Dette, Wei Zhu

    Statistics & probability letters, ISSN 0167-7152, Vol. 74, Nº. 4, 2005, págs. 337-346

    
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    A note on the Bickel¿Rosenblatt test in autoregressive time series

    Dirk Bachmann, Holger Dette

    Statistics & probability letters, ISSN 0167-7152, Vol. 74, Nº. 3, 2005, págs. 221-234

    
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    A note on testing the covariance matrix for large dimension

    Holger Dette, Melanie Birke

    Statistics & probability letters, ISSN 0167-7152, Vol. 74, Nº. 3, 2005, págs. 281-289

    
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    Optimal designs for a class of nonlinear regression models

    Holger Dette, V. B. Melas, A. Pepelyshev

    Annals of statistics, ISSN 0090-5364, Vol. 32, Nº 5, 2004, págs. 2142-2167

    
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    A comparison of sequential and non-sequential designs for discrimination between nested regression models

    Holger Dette, R. Kwiecien

    Biometrika, ISSN 0006-3444, Nº. 1, 2004, págs. 165-176

    
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    On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies.

    Holger Dette

    Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 31, Nº 3, 2004, pág. 319

    
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    Optimal designs for estimating individual coefficients in Fourier regression models

    Holger Dette, V. B. Melas

    Annals of statistics, ISSN 0090-5364, Vol. 31, Nº 5, 2003, págs. 1669-1692

    
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    Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials

    Holger Dette

    Journal of approximation theory, ISSN 0021-9045, Vol. 118, Nº 2, 2002, págs. 290-304

    
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    Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models

    Holger Dette, D. Song, W. K. Wong

    Canadian Journal of Statistics = Revue Canadienne de Statistique, ISSN 0319-5724, Vol. 29, Nº 4, 2001, págs. 633-648

    
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    First return probabilities of birth and death chains and associated orthogonal polynomials

    Holger Dette

    Proceedings of the American Mathematical Society, ISSN 0002-9939, Vol. 129, Nº 6, 2001, págs. 1805-1816

    
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    Testing linearity of regression models with dependent errors by kernel based methods

    Stefanie Biedermann, Holger Dette

    Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 9, Nº. 2, 2000, págs. 417-438

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    Box-type approximations in nonparametric factorial designs

    Holger Dette, Edgar Brunner

    Journal of the American Statistical Association, ISSN 0162-1459, Vol. 92, Nº 440, 1997, págs. 1494-1502

    

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