Dette, Holger

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Person:162697

Available identifiers

zbMath Open dette.holgerWikidataQ102121830 ScholiaQ102121830MaRDI QIDQ162697

List of research outcomes

PublicationDate of PublicationType
Rearranged dependence measures2024-03-26Paper
Testing equivalence of multinomial distributions -- a constrained bootstrap approach2024-02-13Paper
Comparing regression curves: an \(L^1\)-point of view2024-01-16Paper
Statistical inference for function-on-function linear regression2024-01-16Paper
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions2023-11-08Paper
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions2023-09-26Paper
Detecting relevant changes in the spatiotemporal mean function2023-08-24Paper
A portmanteau-type test for detecting serial correlation in locally stationary functional time series2023-07-06Paper
Fluctuations of the diagonal entries of a large sample precision matrix2023-07-04Paper
A CLT for the difference of eigenvalue statistics of sample covariance matrices2023-06-15Paper
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators2023-05-23Paper
The effect of intraday periodicity on realized volatility measures2023-04-11Paper
A reinforced learning approach to optimal design under model uncertainty2023-03-28Paper
Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices2023-03-09Paper
RDM2023-02-24Software
The integrated copula spectrum2023-01-12Paper
Statistical inference for the slope parameter in functional linear regression2022-12-19Paper
Nonparametric and high-dimensional functional graphical models2022-12-19Paper
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes2022-10-20Paper
Pivotal tests for relevant differences in the second order dynamics of functional time series2022-09-28Paper
Quantifying deviations from separability in space-time functional processes2022-09-28Paper
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes2022-08-22Paper
Sequential change point detection in high dimensional time series2022-07-15Paper
A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression2022-07-11Paper
Testing Relevant Hypotheses in Functional Time Series via Self-Normalization2022-07-08Paper
Design admissibility and de la Garza phenomenon in multifactor experiments2022-06-24Paper
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach2022-04-04Paper
An RKHS approach for pivotal inference in functional linear regression2022-02-16Paper
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators2022-02-07Paper
Bio-equivalence tests in functional data by maximum deviation2022-01-19Paper
Rearranged dependence measures2022-01-10Paper
Optimal designs for comparing regression curves: dependence within and between groups2022-01-03Paper
The integrated copula spectrum2021-12-13Paper
A distribution free test for changes in the trend function of locally stationary processes2021-10-11Paper
A nonparametric test for stationarity in functional time series2021-10-06Paper
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA2021-10-06Paper
Identifying shifts between two regression curves2021-09-28Paper
Confidence surfaces for the mean of locally stationary functional time series2021-09-08Paper
Optimal designs for model averaging in non-nested models2021-09-01Paper
Statistical inference for the slope parameter in functional linear regression2021-08-16Paper
Detecting structural breaks in eigensystems of functional time series2021-08-09Paper
Linear spectral statistics of sequential sample covariance matrices2021-07-21Paper
A new approach for open‐end sequential change point monitoring2021-06-30Paper
Multiscale change point detection for dependent data2021-06-22Paper
Optimal designs for frequentist model averaging2021-04-20Paper
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes2021-04-19Paper
Nonparametric and high-dimensional functional graphical models2021-03-18Paper
Optimal designs for comparing regression curves -- dependence within and between groups2021-01-14Paper
A test for separability in covariance operators of random surfaces2020-12-14Paper
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing2020-12-07Paper
Regularization parameter selection in indirect regression by residual based bootstrap2020-11-16Paper
Equivalence of regression curves sharing common parameters2020-10-26Paper
A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters2020-09-15Paper
Functional data analysis in the Banach space of continuous functions2020-08-28Paper
Robust and efficient design of experiments for the Monod model2020-08-24Paper
Detecting deviations from second-order stationarity in locally stationary functional time series2020-07-20Paper
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach2020-06-12Paper
Likelihood ratio tests for many groups in high dimensions2020-05-19Paper
Random moment problems under constraints2020-05-13Paper
Efficient tests for bio-equivalence in functional data2020-04-26Paper
Pivotal tests for relevant differences in the second order dynamics of functional time series2020-04-09Paper
Quantifying deviations from separability in space-time functional processes2020-03-26Paper
Design admissibility and de la Garza phenomenon in multi-factor experiments2020-03-20Paper
Statistical Inference for High Dimensional Panel Functional Time Series2020-03-12Paper
Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach2020-01-15Paper
Determinants of block Hankel matrices for random matrix-valued measures2019-12-17Paper
Testing for independence of large dimensional vectors2019-10-09Paper
Goodness-of-fit testing the error distribution in multivariate indirect regression2019-09-13Paper
The empirical process of residuals from an inverse regression2019-08-29Paper
Optimal designs for rational regression models2019-08-28Paper
Optimal designs for regression models with a constant coefficient of variation2019-08-27Paper
Prediction in regression models with continuous observations2019-08-12Paper
Change Point Analysis of Correlation in Non-stationary Time Series2019-08-01Paper
The BLUE in continuous-time regression models with correlated errors2019-07-18Paper
Detecting Relevant Changes in Time Series Models2019-06-12Paper
Optimal Designs for Dose Finding Studies with an Active Control2019-05-09Paper
A Geometric Characterization of Optimal Designs for Regression Models with Correlated Observations2019-04-12Paper
Optimal designs for regression with spherical data2019-02-14Paper
Bayesian D‐optimal designs for error‐in‐variables models2019-02-08Paper
Optimal designs for non-competitive enzyme inhibition kinetic models2018-12-03Paper
`Nearly' universally optimal designs for models with correlated observations2018-11-08Paper
Equivalence of Regression Curves2018-11-02Paper
Change‐Point Detection in Autoregressive Models with no Moment Assumptions2018-09-28Paper
Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations2018-09-27Paper
Relevant change points in high dimensional time series2018-09-24Paper
Testing relevant hypotheses in functional time series via self-normalization2018-09-17Paper
Optimal designs for comparing regression models with correlated observations2018-08-14Paper
Detecting deviations from second-order stationarity in locally stationary functional time series2018-08-13Paper
Multiscale inference for a multivariate density with applications to X-ray astronomy2018-05-29Paper
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities2018-05-16Paper
Universality in random moment problems2018-05-15Paper
Adaptive grid semidefinite programming for finding optimal designs2018-02-27Paper
A Simple Test for White Noise in Functional Time Series2018-02-23Paper
Fourier Analysis of Serial Dependence Measures2018-02-23Paper
Quantile Spectral Analysis for Locally Stationary Time Series2018-02-19Paper
Hankel determinants of random moment sequences2018-01-26Paper
Optimal designs for dose response curves with common parameters2017-12-22Paper
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials2017-11-17Paper
Multiscale inference for multivariate deconvolution2017-11-10Paper
Detection of Multiple Structural Breaks in Multivariate Time Series2017-10-13Paper
A new approach to optimal designs for correlated observations2017-09-08Paper
Some Comments on Copula-Based Regression2017-08-07Paper
Determinants of Random Block Hankel Matrices2017-06-27Paper
Detecting long-range dependence in non-stationary time series2017-05-16Paper
Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations2017-01-18Paper
Optimal discrimination designs for semi-parametric models2016-12-01Paper
Smooth backfitting in additive inverse regression2016-09-16Paper
Optimal designs for regression models with autoregressive errors2016-06-24Paper
Optimal designs for comparing curves2016-06-09Paper
Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach2016-06-06Paper
Dose response signal detection under model uncertainty2016-05-30Paper
Quantile spectral processes: asymptotic analysis and inference2016-05-12Paper
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix2016-05-04Paper
https://portal.mardi4nfdi.de/entity/Q27998892016-04-13Paper
Optimal designs in regression with correlated errors2016-02-22Paper
Estimation of additive quantile regression2016-02-01Paper
Measuring stationarity in long-memory processes2016-01-28Paper
A simple test for the parametric form of the variance function in nonparametric regression2016-01-15Paper
Designing dose-finding studies with an active control for exponential families2016-01-08Paper
Locally optimal designs for errors-in-variables models2016-01-08Paper
QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES2016-01-08Paper
Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness2015-12-18Paper
Bridge estimators and the adaptive Lasso under heteroscedasticity2015-11-13Paper
The quantile process under random censoring2015-11-13Paper
Bayesian \(T\)-optimal discriminating designs2015-10-30Paper
https://portal.mardi4nfdi.de/entity/Q52620852015-07-13Paper
Testing for additivity in nonparametric quantile regression2015-06-26Paper
A New Approach to Optimal Design for Linear Models With Correlated Observations2015-06-16Paper
Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis2015-06-15Paper
Confidence bands for multivariate and time dependent inverse regression models2015-05-19Paper
Detecting gradual changes in locally stationary processes2015-05-11Paper
Optimal designs for the Michaelis–Menten model with correlated observations2014-12-22Paper
Censored quantile regression processes under dependence and penalization2014-11-18Paper
\(E\)-optimal designs for second-order response surface models2014-10-17Paper
Optimal designs for nonlinear regression models with respect to non-informative priors2014-10-13Paper
Distributions on matrix moment spaces2014-09-08Paper
Testing non-parametric hypotheses for stationary processes by estimating minimal distances2014-08-06Paper
A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models2014-08-04Paper
Rejoinder: A general approach to \(D\)-optimal designs for weighted univariate polynomial regression models2014-08-04Paper
Focused model selection in quantile regression2014-04-29Paper
Goodness-of-fit tests in long-range dependent processes under fixed alternatives2014-04-10Paper
Comment2014-04-01Paper
Additive inverse regression models with convolution-type operators2014-03-21Paper
Testing strict monotonicity in nonparametric regression2014-03-19Paper
Optimal designs for estimating the slope of a regression2014-03-14Paper
Multiplier bootstrap of tail copulas with applications2014-02-04Paper
A test for stationarity based on empirical processes2014-02-04Paper
Testing Semiparametric Hypotheses in Locally Stationary Processes2013-10-09Paper
Complete classes of designs for nonlinear regression models and principal representations of moment spaces2013-09-25Paper
Comments on: ``An updated review of goodness-of-fit tests for regression models2013-09-05Paper
The adaptive Lasso in high-dimensional sparse heteroscedastic models2013-08-23Paper
Nonparametric quantile regression for twice censored data2013-08-16Paper
Zeros and ratio asymptotics for matrix orthogonal polynomials2013-07-25Paper
Optimal discriminating designs for several competing regression models2013-07-24Paper
Nonparametric comparison of quantile curves: a stochastic process approach2013-06-24Paper
Optimal design for linear models with correlated observations2013-05-30Paper
Significance testing in quantile regression2013-05-29Paper
A Copula‐Based Non‐parametric Measure of Regression Dependence2013-03-20Paper
Model checks for the volatility under microstructure noise2013-01-17Paper
Testing for a constant coefficient of variation in nonparametric regression by empirical processes2012-12-27Paper
Distributions on unbounded moment spaces and random moment sequences2012-12-10Paper
Optimal Designs for Quantile Regression Models2012-11-09Paper
Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities2012-10-16Paper
Comparing Conditional Quantile Curves2012-09-01Paper
Model Checks in Inverse Regression Models with Convolution-Type Operators2012-09-01Paper
Scale Checks in Censored Regression2012-09-01Paper
Optimal designs for estimating critical effective dose under model uncertainty in a dose response study2012-08-18Paper
A test for Archimedeanity in bivariate copula models2012-08-13Paper
Efficient Algorithms for Optimal Designs with Correlated Observations in Pharmacokinetics and Dose-Finding Studies2012-06-27Paper
Correction to ``Asymptotic optimal designs under long-range dependence error structure2012-05-28Paper
Matrix measures, random moments, and Gaussian ensembles2012-04-26Paper
A Measure of Stationarity in Locally Stationary Processes With Applications to Testing2012-01-18Paper
New estimators of the Pickands dependence function and a test for extreme-value dependence2011-12-08Paper
Optimal designs for indirect regression2011-11-10Paper
Optimal design for smoothing splines2011-11-08Paper
A note on testing hypotheses for stationary processes in the frequency domain2011-10-28Paper
Testing model assumptions in functional regression models2011-08-16Paper
Testing symmetry of a nonparametric bivariate regression function2011-07-22Paper
A note on the de la Garza phenomenon for locally optimal designs2011-06-29Paper
Optimal design for additive partially nonlinear models2011-06-28Paper
Testing for a constant coefficient of variation in nonparametric regression2011-04-18Paper
Optimal designs for discriminating between dose-response models in toxicology studies2011-02-28Paper
Goodness-of-Fit Tests for Multiplicative Models with Dependent Data2011-02-22Paper
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics2010-12-27Paper
A note on bootstrap approximations for the empirical copula process2010-12-20Paper
Some comments on quasi-birth-and-death processes and matrix measures2010-12-01Paper
Optimal designs for dose-finding experiments in toxicity studies2010-11-15Paper
Asymptotic optimal designs under long-range dependence error structure2010-11-15Paper
A robust test for homoscedasticity in nonparametric regression2010-09-20Paper
A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay2010-09-17Paper
Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble2010-08-19Paper
Optimal designs for the emax, log-linear and exponential models2010-08-19Paper
https://portal.mardi4nfdi.de/entity/Q35809092010-08-14Paper
https://portal.mardi4nfdi.de/entity/Q35804962010-08-12Paper
Random block matrices generalizing the classical Jacobi and Laguerre ensembles2010-06-25Paper
Random block matrices and matrix orthogonal polynomials2010-06-09Paper
https://portal.mardi4nfdi.de/entity/Q35663332010-06-07Paper
A note on all-bias designs with applications in spline regression models2010-04-14Paper
Improving updating rules in multiplicative algorithms for computing \(D\)-optimal designs2010-03-30Paper
A bootstrap test for the comparison of nonlinear time series2010-03-30Paper
Efficient Experimental Design for the Behrens-Fisher Problem With Application to Bioassay2010-03-11Paper
Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations2010-03-01Paper
Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances2010-02-12Paper
A geometric characterization of \(c\)-optimal designs for heteroscedastic regression2009-12-09Paper
Optimal experimental designs for inverse quadratic regression models2009-11-11Paper
On the estimation of a monotone conditional variance in nonparametric regression2009-10-13Paper
Constrained optimal discrimination designs for Fourier regression models2009-10-13Paper
Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing2009-10-13Paper
A note on some random orthogonal polynomials on a compact interval2009-10-09Paper
Optimal discrimination designs2009-07-22Paper
Robust designs for series estimation2009-06-16Paper
Non-Crossing Non-Parametric Estimates of Quantile Curves2009-06-10Paper
https://portal.mardi4nfdi.de/entity/Q36007232009-02-05Paper
A note on estimating a smooth monotone regression by combining kernel and density estimates2008-12-12Paper
https://portal.mardi4nfdi.de/entity/Q35348352008-11-05Paper
A martingale-transform goodness-of-fit test for the form of the conditional variance2008-09-29Paper
DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES2008-09-29Paper
A test for the parametric form of the variance function in a partial linear regression model2008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q34986312008-05-16Paper
A comparison of sequential and non-sequential designs for discrimination between nested regression models2008-04-08Paper
Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models2008-03-12Paper
Efficient experimental designs for sigmoidal growth models2008-03-06Paper
Optimal designs for statistical analysis with Zernike polynomials2008-02-07Paper
https://portal.mardi4nfdi.de/entity/Q54340332008-01-09Paper
https://portal.mardi4nfdi.de/entity/Q54340492008-01-09Paper
Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk2007-12-16Paper
Estimating a Convex Function in Nonparametric Regression2007-12-16Paper
Asymptotic properties of the algebraic moment range process2007-11-12Paper
Compound optimal designs for percentile estimation in dose-response models with restricted design intervals2007-10-24Paper
https://portal.mardi4nfdi.de/entity/Q53084912007-09-28Paper
On the number of support points of maximin and Bayesian optimal designs2007-09-03Paper
A Note on Nonparametric Estimation of the Effective Dose in Quantal Bioassay2007-08-20Paper
Optimal Design for Goodness-of-Fit of the Michaelis–Menten Enzyme Kinetic Function2007-08-20Paper
Optimal Designs for Dose–Response Models With Restricted Design Spaces2007-08-20Paper
Some robust design strategies for percentile estimation in binary response models2007-07-31Paper
Strictly monotone and smooth nonparametric regression for two or more variables2007-07-31Paper
https://portal.mardi4nfdi.de/entity/Q52955812007-07-30Paper
Optimal discrimination designs for exponential regression models2007-07-23Paper
Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials2007-07-17Paper
The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate2007-04-16Paper
https://portal.mardi4nfdi.de/entity/Q34275572007-03-20Paper
BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS2007-03-20Paper
Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing2006-12-08Paper
A simple nonparametric estimator of a strictly monotone regression function2006-11-06Paper
Maximin efficient design of experiment for exponential regression models2006-10-05Paper
Local \(c\)- and \(E\)-optimal designs for exponential regression models2006-09-12Paper
A simple nonparametric estimator of a strictly monotone regression function2006-06-01Paper
A comparative study of monotone nonparametric kernel estimates2006-05-03Paper
Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors2006-03-23Paper
https://portal.mardi4nfdi.de/entity/Q33760182006-03-17Paper
A note on testing symmetry of the error distribution in linear regression models2005-12-22Paper
On the equivalence of optimality design criteria for the placebo--treatment problem2005-11-07Paper
Bayesian and maximin optimal designs for heteroscedastic regression models2005-10-18Paper
A note on the Bickel\,-\,Rosenblatt test in autoregressive time series2005-09-29Paper
A note on testing the covariance matrix for large dimension2005-09-29Paper
Finite sample performance of sequential designs for model identification2005-07-18Paper
On a test for a parametric form of volatility in continuous time financial models2005-05-20Paper
On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies2005-05-20Paper
Efficient Design of Experiments in the Monod Model2005-04-29Paper
Optimal Designs When the Variance Is A Function of the Mean2005-04-13Paper
Optimal designs for a class of nonlinear regression models2005-02-28Paper
A note on the maximization of matrix valued Hankel determinants with applications2005-02-22Paper
A comparison of different nonparametric methods for inference on additive models2005-02-21Paper
Some comments on specification tests in nonparametric absolutely regular processes2004-11-24Paper
A test for randomness against ARMA alternatives.2004-09-07Paper
Some Methodological Aspects of Validation of Models in Nonparametric Regression2004-06-15Paper
Robust and Efficient Designs for the Michaelis–Menten Model2004-06-10Paper
Optimal designs for estimating individual coefficients in Fourier regression models2004-06-09Paper
A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation2004-03-16Paper
A power comparison between nonparametric regression tests.2004-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44506772004-02-15Paper
Optimal designs for estimating individual coefficients in polynomial regression -- a functional approach2003-12-14Paper
Nonparametric comparison of regression curves: An empirical process approach2003-11-10Paper
Optimal designs for testing the functional form of a regression via nonparametric estimation techniques2003-06-24Paper
Testing symmetry in nonparametric regression models2003-06-05Paper
\(D\)-optimal designs for trigonometric regression models on a partial circle2003-05-11Paper
A functional-algebraic determination of \(D\)-optimal designs for trigonometric regression models on a partial circle.2003-05-07Paper
Quadrature formulas for matrix measures --- a geometric approach2003-05-04Paper
A note on optimal designs in weighted polynomial regression for the classical efficiency functions2003-04-09Paper
Testing additivity by kernel-based methods -- what is a reasonable test?2003-02-26Paper
A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on \([0,1\) and \([0,\infty)\)]2003-02-23Paper
Constrained \(D\)- and \(D_ 1\)-optimal designs for polynomial regression.2002-11-14Paper
Robust designs for polynomial regression by maximizing a minimum of \(D\)- and \(D_1\)-efficiencies2002-11-14Paper
Nonparametric analysis of covariance.2002-11-14Paper
Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models2002-10-08Paper
A test for additivity in nonparametric regression2002-08-20Paper
A consistent test for heteroscedasticity in nonparametric regression based on the kernel method2002-06-16Paper
Matrix measures, moment spaces and Favard's theorem for the interval \([0,1\) and \([0,\infty)\)]2002-05-15Paper
A note on a specification test of independence.2002-01-29Paper
On a nonparametric test for linear relationships2002-01-08Paper
Testing linearity of regression models with dependent errors by kernel based methods2001-07-12Paper
Analysis of variance in nonparametric regression models2001-06-05Paper
Convex optimal designs for compound polynomial extrapolation2001-05-20Paper
A unified approach to second order optimality criteria in nonlinear design of experiments2001-05-20Paper
Bayesian optimal one point designs for one parameter nonlinear models2001-05-17Paper
Optimal designs for rational models and weighted polynomial regression2001-03-29Paper
First return probabilities of birth and death chains and associated orthogonal polynomials2001-03-20Paper
https://portal.mardi4nfdi.de/entity/Q45004562001-02-27Paper
https://portal.mardi4nfdi.de/entity/Q49390862000-10-29Paper
E-optimal design for the Michaelis-Menten model2000-07-17Paper
A consistent test for the functional form of a regression based on a difference of variance estimators2000-06-21Paper
Testing model assumptions in multivariate linear regression models2000-06-05Paper
Nonparametric comparison of several regression functions: Exact and asymptotic theory1999-12-14Paper
Validation of linear regression models1999-11-09Paper
Optimal designs for the identification of the order of a Fourier regression1999-11-09Paper
Designs of experiments in a polynomial regression when there is uncertainty about the degree1999-10-28Paper
https://portal.mardi4nfdi.de/entity/Q42471641999-10-17Paper
Bayesian D-optimal designs on a fixed number of design points for heteroscedastic polynomial models1999-10-05Paper
Box-Type Approximations in Nonparametric Factorial Designs1999-10-05Paper
https://portal.mardi4nfdi.de/entity/Q42254791999-07-04Paper
A simple goodness-of-fit test for linear models under a random design assumption1999-01-10Paper
Optimality criteria for regression models based on predicted variance1999-01-01Paper
Optimum Allocation of Treatments for Welch's Test in Equivalence Assessment1998-10-19Paper
Testing Heteroscedasticity In Nonparametric Regression1998-10-18Paper
Estimating the Variance In Nonparametric Regression—What is a Reasonable Choice?1998-10-18Paper
E‐optimal designs for regression models with quantitative factors— a reasonable choice?1998-09-10Paper
Optimal discrimination designs for multifactor experiments1998-06-08Paper
https://portal.mardi4nfdi.de/entity/Q48930431998-06-02Paper
https://portal.mardi4nfdi.de/entity/Q43837701998-04-02Paper
https://portal.mardi4nfdi.de/entity/Q43701711998-01-14Paper
https://portal.mardi4nfdi.de/entity/Q43696571998-01-06Paper
Bayesian D-optimal designs for exponential regression models1997-12-15Paper
How many random walks correspond to a given set of return probabilities to the origin?1997-12-10Paper
A note on the uniform distribution on the arcsin points1997-11-13Paper
https://portal.mardi4nfdi.de/entity/Q43639961997-11-13Paper
On the generating functions of a random walk on the non-negative integers1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43480851997-10-19Paper
Wall and Siegmund duality relations for birth and death chains with reflecting barrier1997-10-07Paper
Experimental designs for a class of weighted polynomial regression models1997-08-31Paper
Optimal Bayesian designs for models with partially specified heteroscedastic structure1997-08-03Paper
Robust optimal extrapolation designs1997-07-24Paper
Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models1997-02-27Paper
A note on Bayesian \(c\)-and \(D\)-optimal designs in nonlinear regression models1997-01-29Paper
https://portal.mardi4nfdi.de/entity/Q48854691996-11-20Paper
Minimax designs in linear regression models1996-10-08Paper
On \(G\)-efficiency calculation for polynomial models1996-09-01Paper
Sign regularity of a generalized Cauchy kernel with applications1996-07-18Paper
On the minimum of the Christoffel function1996-07-15Paper
Characterizations of generalized Hermite and sieved ultraspherical polynomials1996-04-24Paper
https://portal.mardi4nfdi.de/entity/Q48646041996-03-05Paper
Optimal designs for identifying the degree of a polynomial regression1996-02-08Paper
https://portal.mardi4nfdi.de/entity/Q48540251996-02-04Paper
New Bounds for Hahn and Krawtchouk Polynomials1996-01-07Paper
A note on some peculiar nonlinear extremal phenomena of the Chebyshev polynomials1995-09-26Paper
Some new asymptotic properties for the zeros of Jacobi, Laguerre, and Hermite polynomials1995-09-04Paper
https://portal.mardi4nfdi.de/entity/Q48443691995-08-21Paper
Robust designs for multivariate polynomial regression on the \(d\)-cube1995-07-03Paper
Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression1995-07-03Paper
On a generalization of the ehrenfest urn model1995-05-02Paper
Bayesian D-Optimal and Model Robust Designs in Linear Regression Models1995-04-10Paper
E-optimal designs for linear and nonlinear models with two parameters1995-02-22Paper
Discrimination designs for polynomial regression on compact intervals1995-02-12Paper
Elfving's theorem for \(D\)-optimality1994-10-11Paper
An extension of Welch's approximate t-solution to comparative bioequivalence trials1994-07-04Paper
New identities for orthogonal polynomials on a compact interval1994-06-16Paper
A note on \(E\)-optimal designs for weighted polynomial regression1994-05-19Paper
Extremal properties of ultraspherical polynomials1994-04-28Paper
https://portal.mardi4nfdi.de/entity/Q42848391994-03-24Paper
Geometry of \(E\)-optimality1993-08-23Paper
On a mixture of the \(D\)- and \(D_ 1\)-optimality criterion in polynomial regression1993-06-29Paper
A new interpretation of optimality for \(E\)-optimal designs in linear regression models1993-05-16Paper
Rank Procedures for the Two-Factor Mixed Model1993-04-01Paper
On the Boundary Behaviour of Nonparametric Regression Estimators1993-04-01Paper
On a new characterization of the classical orthogonal polynomials1993-01-16Paper
Optimal designs for a class of polynomials of odd or even degree1992-09-27Paper
A note on robust designs for polynomial regression1991-01-01Paper
Some peculiar boundary phenomena for extremes of r-th nearest neighbor links1990-01-01Paper
A generalization of D- and \(D_ 1\)-optimal designs in polynomial regression1990-01-01Paper
The limit distribution of the largest nearest-neighbour link in the unit d-cube1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47306321989-01-01Paper

Research outcomes over time


Doctoral students

Doctoral Student
Mark Podolski
Gerd Haller
Benedikt Göbels
Natalie Neumeyer
Ralf Krüger
Stefanie Biedermann
Michael Sahm
Thorsten Wagner
Dirk Bachmann
Melanie Birke
Tobias Franke
Eva-Renate Nagel
Kay Frederik Pilz
Ingrid Spreckelsen
Carsten von Lieres und Wilkau
Regine Scheder
Gabriele Wieczorek
Bettina Reuther
Mathias Vetter
Benjamin Hetzler
Daniel Ziggel
Stanislav Volgushev
Jens Wagener
Jan Nagel
Axel Bücher
Mareen Marchlewski
Matthias Trampisch
Stefanie Titoff
Christine Kiss
Katharina Proksch
Philip Preuss
Matthias Guhlich
Thimo Hildebrandt
Ruprecht Puchstein
Kemal Sen
Tobias Kley
Ina Burghaus
Betina Hedwig Berghaus
Martin Löwendick
Katrin Kettelhake
Peter Behl
Kirsten Schorning
Konstantin Eckle
Stefan David Birr
Kathrin Möllenhoff
Michael Raimund Hoffmann
Irina Roslyakova
Ria Van Hecke
Dominik Tomecki


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
academic degreeDoctor of Philosophy
award receivedFellow of the American Statistical Association
award receivedFellow of the Institute of Mathematical Statistics
country of citizenshipGermany
doctoral advisorNorbert Henze
doctoral studentMark Podolski
doctoral studentGerd Haller
doctoral studentBenedikt Göbels
doctoral studentNatalie Neumeyer
doctoral studentRalf Krüger
doctoral studentStefanie Biedermann
doctoral studentMichael Sahm
doctoral studentThorsten Wagner
doctoral studentDirk Bachmann
doctoral studentMelanie Birke
doctoral studentTobias Franke
doctoral studentEva-Renate Nagel
doctoral studentKay Frederik Pilz
doctoral studentIngrid Spreckelsen
doctoral studentCarsten von Lieres und Wilkau
doctoral studentRegine Scheder
doctoral studentGabriele Wieczorek
doctoral studentBettina Reuther
doctoral studentMathias Vetter
doctoral studentBenjamin Hetzler
doctoral studentDaniel Ziggel
doctoral studentStanislav Volgushev
doctoral studentJens Wagener
doctoral studentJan Nagel
doctoral studentAxel Bücher
doctoral studentMareen Marchlewski
doctoral studentMatthias Trampisch
doctoral studentStefanie Titoff
doctoral studentChristine Kiss
doctoral studentKatharina Proksch
doctoral studentPhilip Preuss
doctoral studentMatthias Guhlich
doctoral studentThimo Hildebrandt
doctoral studentRuprecht Puchstein
doctoral studentKemal Sen
doctoral studentTobias Kley
doctoral studentIna Burghaus
doctoral studentBetina Hedwig Berghaus
doctoral studentMartin Löwendick
doctoral studentKatrin Kettelhake
doctoral studentPeter Behl
doctoral studentKirsten Schorning
doctoral studentKonstantin Eckle
doctoral studentStefan David Birr
doctoral studentKathrin Möllenhoff
doctoral studentMichael Raimund Hoffmann
doctoral studentIrina Roslyakova
doctoral studentRia Van Hecke
doctoral studentDominik Tomecki
educated atLeibniz University Hannover
employerRuhr University Bochum
instance ofhuman
member ofAmerican Statistical Association
member ofInstitute of Mathematical Statistics
occupationstatistician
occupationuniversity teacher
sex or gendermale


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