The following pages link to Dette, Holger (Q162697):
Displaying 50 items.
- On a test for a parametric form of volatility in continuous time financial models (Q1776002) (← links)
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations (Q1785032) (← links)
- Relevant change points in high dimensional time series (Q1786570) (← links)
- Validation of linear regression models (Q1807092) (← links)
- Optimal designs for the identification of the order of a Fourier regression (Q1807126) (← links)
- A note on Bayesian \(c\)-and \(D\)-optimal designs in nonlinear regression models (Q1816981) (← links)
- Constrained \(D\)- and \(D_ 1\)-optimal designs for polynomial regression. (Q1848850) (← links)
- Robust designs for polynomial regression by maximizing a minimum of \(D\)- and \(D_1\)-efficiencies (Q1848893) (← links)
- Nonparametric analysis of covariance. (Q1848910) (← links)
- A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on \([0,1]\) and \([0,\infty)\) (Q1860451) (← links)
- A note on optimal designs in weighted polynomial regression for the classical efficiency functions (Q1869145) (← links)
- Quadrature formulas for matrix measures --- a geometric approach (Q1870062) (← links)
- \(D\)-optimal designs for trigonometric regression models on a partial circle (Q1870365) (← links)
- A functional-algebraic determination of \(D\)-optimal designs for trigonometric regression models on a partial circle. (Q1871242) (← links)
- A test for randomness against ARMA alternatives. (Q1877528) (← links)
- Minimax designs in linear regression models (Q1895342) (← links)
- Some new asymptotic properties for the zeros of Jacobi, Laguerre, and Hermite polynomials (Q1897536) (← links)
- Optimal designs for identifying the degree of a polynomial regression (Q1906211) (← links)
- On the minimum of the Christoffel function (Q1917931) (← links)
- Bayesian optimal one point designs for one parameter nonlinear models (Q1918218) (← links)
- Sign regularity of a generalized Cauchy kernel with applications (Q1918225) (← links)
- On \(G\)-efficiency calculation for polynomial models (Q1922381) (← links)
- Testing for a constant coefficient of variation in nonparametric regression by empirical processes (Q1926008) (← links)
- Model checks for the volatility under microstructure noise (Q1932237) (← links)
- Significance testing in quantile regression (Q1951105) (← links)
- Optimal design for linear models with correlated observations (Q1952446) (← links)
- E-optimal design for the Michaelis-Menten model (Q1962138) (← links)
- On a nonparametric test for linear relationships (Q1970822) (← links)
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Optimal designs for model averaging in non-nested models (Q2051020) (← links)
- Optimal designs for comparing regression curves: dependence within and between groups (Q2063883) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes (Q2087407) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- Nonparametric and high-dimensional functional graphical models (Q2106795) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- Design admissibility and de la Garza phenomenon in multifactor experiments (Q2148970) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Random moment problems under constraints (Q2179594) (← links)
- Likelihood ratio tests for many groups in high dimensions (Q2181720) (← links)
- Robust and efficient design of experiments for the Monod model (Q2193183) (← links)
- Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- A test for separability in covariance operators of random surfaces (Q2215739) (← links)
- Identifying shifts between two regression curves (Q2230873) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations (Q2267396) (← links)
- Determinants of block Hankel matrices for random matrix-valued measures (Q2280025) (← links)
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
