Dette, Holger, 1961-....
Holger Dette
Dette, Holger
VIAF ID: 37147596 (Personal)
Permalink: http://viaf.org/viaf/37147596
Preferred Forms
- 200 _ | ‡a Dette ‡b Holger ‡f 1961-....
- 100 1 _ ‡a Dette, Holger
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- 100 1 _ ‡a Dette, Holger ‡d 1961-
- 100 1 _ ‡a Dette, Holger ‡d 1961-
- 100 1 _ ‡a Dette, Holger ‡d 1961-...
- 100 1 0 ‡a Dette, Holger, ‡d 1961-
-
-
- 100 1 _ ‡a Dette, Holger, ‡d 1961-....
- 100 0 _ ‡a Holger Dette
4xx's: Alternate Name Forms (1)
5xx's: Related Names (4)
- 551 _ _ ‡a Bochum ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Ruhr-Universität Bochum ‡b Fakultät für Mathematik ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Summer School on Orthogonal Polynomials, Harmonic Analysis, Approximation and Applications (2001 ; Inzell)
- 510 2 _ ‡a Universität Bochum ‡b Fakultät für Mathematik
Works
Title | Sources |
---|---|
Asymptotic properties of the algebraic moment range process | |
Being focused When the purpose of inference matters for model selection | |
Confidence Corridorsfor MultivariateGeneralizedQuantile Regression | |
Equivalence of regression curves sharing common parameters | |
Inzell lectures on orthogonal polynomials / Wolfgang zu Castell, Frank Filbir and Brigitte Forster eds. - New York, cop. 2005. | |
Model checks in inverse regression models with convolution-type operators | |
Model identification for dose response signal detection | |
Multiplier bootstrap of tail copulas - with applications | |
Multiscale inference for multivariate deconvolution | |
Natural (non-)informative priors for skew-symmetric distributions | |
new duality relation for random walks | |
New estimators of the Pickands dependence function and a test for extreme-value dependence | |
New model-based bioequivalence statistical approaches for pharmacokinetic studies with sparse sampling | |
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process | |
note on a peculiar property of the first return probabilities in a random walk | |
note on Bayesian optimal designs in nonlinear regression | |
A note on bootstrap approximations for the empirical copula process | |
A note on some extremal problems for trigonometric polynomials | |
A note on the de la Garza phenomenon for locally optimal designs | |
Of copulas, quantiles, ranks and spectra an L1-approach to spectral analysis | |
On G-efficiency calculation for polynomial models | |
On the generating function of a random walk on the nonnegative integers | |
On the minimum of the Christoffel function | |
On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities | |
Optimal design for linear models with correlated observations | |
Optimal designs for dose finding studies with an active control | |
Optimal designs for free knot least squares splines | |
Optimal designs for model averaging in non-nested models | |
Optimal designs for multivariate regression with missing terms | |
Optimal designs for statistical analysis with Zernike polynomials | |
Optimal experimental design strategies for detecting hormesis | |
Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung | |
Optimum allocation of treatments for Welch's test in bioequivalence assessment | |
Pivotal tests for relevant differences in the second order dynamics of functional time series | |
A practical guide for optimal designs of experiments in the monod model | |
Quadrature formulas for matrix measures - a geometric approach | |
Quantile correlations: Uncovering temporal dependencies in financial time series | |
Quantile spectral analysis for locally stationary time series | |
Quantile spectral processes Asymptotic analysis and inference | |
Recurrence moment formulas for D-optimal designs with applications | |
Regularization parameter selection in indirect regression by residual based bootstrap | |
Risk estimators for choosing regularization parameters in ill-posed problems - properties and limitations | |
Robust optimal extrapolation designs | |
Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models | |
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing | |
Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery | |
Smooth backfitting in additive inverse regression | |
Some comments on goodness-of-fit tests for the parametric form of the copula based on L^2-distances | |
Some comments on specification tests in nonparametric absolutely regular processes | |
Some explicit solutions of c-optimal design problems for polynomial regression | |
Some practical aspects of sequential change point detection | |
Standardized Maximin E-optimal Designs for the Michaelis Menten Model | |
Statistical inference for high dimensional panel functional time series | |
T-optimal designs for discrimination between two polynomial models | |
test for Archimedeanity in bivariate copula models | |
A test for separability in covariance operators of random surfaces | |
test for stationarity based on empirical processes | |
Testing for a constant coefficient of variation in nonparametric regression | |
Testing model assumptions in functional regression models | |
Testing relevant hypotheses in functional time series via self-normalization | |
Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach | |
theory of canonical moments with applications in statistics, probability, and analysis | |
Total positivity of a generalized Cauchy kernel with applications | |
Validation of linear regression models |