Publikationen Lehrstuhl Dette
- Dette, H. and Kroll, M.
Detecting practically significant dependencies in infinite dimensional data via distance correlations.
arXiv: 2411.16177 - Bastian, P.
Detecting relevant deviations from the white noise assumption for non-stationary time series.
arXiv: 2411.06909 - Chakraborty, S., Dette, H., Kroll, M.
Optimal Designs for Regression on Lie Groups.
arXiv: 2410.00429 - Bücher, A., Dette, H.
On the lack of weak continuity of Chatterjee's correlation coefficient.
arXiv: 2410.11418 - Dörnemann, N., Dette, H.
Detecting Change Points of Covariance Matrices in High Dimensions.
arXiv: 2409.15588 - Kühnert, S.
Estimating lagged (cross-)covariance operators of L^p-m-approximable processes in Cartesian product Hilbert spaces
Journal of Time Series Analysis
DOI: 10.1111/jtsa.12772 - Kroll, M.
Asymptotic Normality of Chatterjee's Rank Correlation.
arXiv: 2408.11547 - Blümel, S., Beule, L.; Bissantz, N., Kirchner, W.H., Haberlah-Korr, V.
Taxon-specific response of natural enemies to different flower strip mixtures.
Journal of Applied Ecology - Kühnert, S., Rice, G. and Aue, A.,
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes.
arXiv: 2407.12221 - Bastian, P. and Dette H.
Gradual changes in functional time series.
arXiv: 2407.07996 - Chen, H., Dette H. and Yu J.
Multi-resolution subsampling for large-scale linear classification.
arXiv: 2407.05691 - Bissantz, N., Dunsche, M., Nurullah, E., Maehre, M., Merget, R., Schwenk and J., Somorovsky, J.
With Great Power Come Great Side Channels: Statistical Timing Side-Channel Analyses with Bounded Type-1 Errors.
USENIX Security Symposium - Askin, Ö., Dunsche, M. and Kutta, T.
Lower Bounds for Rényi Differential Privacy in a Black-Box Setting.
IEEE Computer Society, Vol.: 1, Pages: 137 - Dette, H., Tang, J.
Simultaneous semiparametric inference for single-index models.
arXiv: 2407.01874 - Dette, H., Rohde, A.
Nonparametric bootstrap of high-dimensional sample covariance matrices.
arXiv: 2406.16849 - Kroll, M.
Asymptotic Normality of U-Statistics is Equivalent to Convergence in the Wasserstein Distance.
arXiv: 2405.06477 - Ale-Ebrahim, A, Barsl, N., Bernhard, L., Bissantz, N.,Crump, A., Holzl, T., Muench, M., Scharnowski, T.,Schiller, N., Schloegel, M. (2024).
SoK: Prudent Evaluation Practices for Fuzzing
2024 IEEE Symposium on Security and Privacy (SP) - Dette, H. and Graw, C.
Uncertainty quantification by block bootstrap for differentially private stochastic gradient descent.
arXiv: 2405.12553 - Bretz, F., Dette, H. and Koletzko, L.
Testing for similarity of dose response in multi-regional clinical trials.
arXiv: 2404.17682 - Dette, H. and Tang, J.
New energy distances for statistical inference on infinite dimensional Hilbert spaces without moment conditions.
arXiv: 2403.11489 - Dette, H., Eckle, T. and van Delft, A.
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing.
arXiv: 2401.07522 - Binder, N., Dette, H. and Möllenhoff, K.
Testing similarity of parametric competing risks models for identifying potentially similar pathways in healthcare.
arXiv: 2401.04490
- Bastian, P., Basu, R. and Dette, H.
Multiple change point detection in functional data with applications to biomechanical fatigue data.
arXiv: 2312.11108 - Dette, H. and Kroll, M.
A Simple Bootstrap for Chatterjee's Rank Correlation.
arXiv: 2308.01027 - Dasgupta, S. and Dette, H.
Efficient subsampling for exponential family models.
arXiv: 2306.16821 - Dörnemann, N. and Dette, H.
A CLT for the difference of eigenvalue statistics of sample covariance matrices.
arXiv: 2306.09050 - Bastian, P., Dette, H. and Koletzko, L.
Testing equivalence of multinomial distributions - a constrained bootstrap approach.
arXiv: 2305.08609 - Ai, M., Dette, H., Liu, Z. and Yu, J.
A reinforced learning approach to optimal design under model uncertainty.
arXiv: 2303.15887 - Dette, H., Janisch, R., Kroll, M. and Schmalofski, T.
Towards active learning: A stopping criterion for the sequential sampling of grain boundary degrees of freedom.
arXiv: 2302.01603 - Bastian, P., Dette, H., Koletzko, L. and Möllenhoff, K.
Comparing regressions curves - an L1-point of view.
arXiv: 2302.01121 - Dette, H., Dierickx, G. and Kutta, T.
Testing separability for continuous functional data.
arXiv: 2301.04487
- Askin, Ö., Dunsche, M. and Kutta, T.
Lower Bounds for Rényi Differential Privacy in a Black-Box Setting.
arXiv: 2212.04739 - Dette, H. and Dörnemann, N.
Fluctuations of the diagonal entries of a large sample precision matrix.
arXiv: 2211.00474 - Bastian, P., Dette, H. and Heiny, J.
Independence testing in high dimensions.
arXiv: 2210.17439 - Dörnemann, N. and Heiny, J.
Limiting spectral distribution for large sample correlation matrices.
arXiv: 2208.14948 - van Delft, A. and Dette, H.
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes.
arXiv: 2208.10158 - Dette, H. and Kutta, T.
Validating Approximate Slope Homogeneity in Large Panels.
arXiv: 2205.02197 - Binder, N., Dette, H., Franz, J., Zöller, D., Suarez-Ibarrola, R., Gratzke, Ch., Binder, H. and Miernik, A.
Data Mining in Urology: Understanding Real-world Treatment Pathways for Lower Urinary Tract Systems via Exploration of Big Data.
Pubmed: 35414493 - Dörnemann, N.
Likelihood ratio tests under model misspecification in high dimensions.
arXiv: 2203.05423 - Dette, H. and Quanz, P.
Detecting relevant changes in the spatiotemporal mean function.
arXiv: 2203.04716 - Dette, H. and Tang, J.
An RKHS approach for pivotal inference in functional linear regression.
arXiv: 2202.08051 - Strothmann, C., Dette, H. and Siburg, K. F.
Rearranged dependence measures.
arXiv: 2201.03329
- Goto, Y., Kley, T., Van Hecke, R., Volgushev, S., Dette, H. and Hallin, M.
The integrated copula spectrum.
arXiv: 2112.07077 - Kroll, M., Schmalofski, T., Dette, H. and Janisch, R.
Efficient prediction of grain boundary energies from atomistic simulations via sequential design.
arXiv: 2111.13767 - Dunsche, M., Kutta, T. and Dette, H.
Multivariate mean comparison under differential privacy.
arXiv: 2110.07996 - Györfi, L. and Kroll, M.
Multivariate density estimation from privatised data: universal concistency and minimax rates.
arXiv: 2107.12649 - Dette, H. and Tang, J.
Statistical inference for function-on-function linear regression.
arXiv: 2109.13603 - Binder, N., Möllenhoff, K., Sigle, A. and Dette, H.
Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery.
arXiv: 2109.09830 - Dette, H. and Wu, W.
Confidence surfaces for the mean of locally stationary functional time series.
arXiv: 2109.03641 - Askin, Ö., Kutta, T. and Dette, H.
Statistical Quantification of Differential Privacy: A Local Approach.
arXiv: 2108.09528 - Kutta, T., Dierickx, G. and Dette, H.
Statistical inference for the slope parameter in functional linear regression.
arXiv: 2108.07098 - Dörnemann, N. and Dette, H.
Linear spectral statistics of sequential sample covariance matrices.
arXiv: 2107.10036 - Dette, H. and Kroll, M.
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes.
arXiv: 2104.09485 - Solea, E. and Dette, H.
Nonparametric and high-dimensional functional graphical models.
arXiv: 2103.10568 - Dette, H. and Zhigljavsky, A.
Reproducing kernel Hilbert spaces, polynomials and the classical moment problems.
arXiv: 2101.11968 - Schorning, K. and Dette, H.
Optimal designs for comparing regression curves - dependence within and between groups.
arXiv: 2101.05654
- Loingeville, F., Bertrand, J., Nguyen, T. T., Sharan, S., Feng, K., Sun, W., Han, J., Grosser, S., Zhao, L., Fang, L., Möllenhoff, K., Dette, H. and Mentré, F.
New model-based bioequivalence statistical approaches for pharmacokinetic studies with sparse sampling.
Pubmed: 33125589 - Kroll, M.
Adaptive spectral density estimation by model selection under local differential privacy.
arXiv: 2010.04218 - Dette, H., Melas, V. B. and Shpilev, P.
A note on optimal designs for estimating the slope of a polynomial regression.
arXiv: 2009.08853 - Bücher, A., Dette, H. and Heinrichs, F.
A Portmanteau-type test for detecting serial correlation in locally stationary functional time series.
arXiv: 2009.07312 - Dette, H. and Schumann, M.
Difference-in-differences estimation under non-parallel trends.
- Dette, H., Golosnoy, V. and Kellermann, J.
Correcting intraday periodicity bias in realized volatility measures.
- Dette, H. and Kokot, K.
Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach.
arXiv: 2006.07291 - Gösmann, J., Stoehr, C., Heiny, J. and Dette, H.
Sequential change point detection in high dimensional time series.
arXiv: 2006.00636 - Heinrichs, F. and Dette, H.
A distribution free test for changes in the trend function of locally stationary processes.
arXiv: 2005.11132 - Dette, H. and Kokot, K.
Efficient tests for bio-equivalence in functional data.
arXiv: 2004.12364 - van Delft, A. and Dette, H.
Pivotal tests for relevant differences in the second order dynamics of functional time series.
arXiv: 2004.04724 - Dette, H., Dierickx, G. and Kutta, T.
Quantifying deviations from separability in space-time functional processes.
arXiv: 2003.12126 - Dette, H., Liu, X. and Yue, R.-X.
Design admissibility and de la Garza phenomenon in multi-factor experiments.
arXiv: 2003.09493 - Zhou, Z. and Dette, H.
Statistical inference for high dimensional panel functional time series.
arXiv: 2003.05968 (Code) - Bücher, A., Dette, H. and Heinrichs, F.
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators.
arXiv: 2002.06143 - Dette, H. and Wu, W.
Prediction in locally stationary time series.
arXiv: 2001.00419
- Kirch, C. and Stöhr, C.
Sequential change point tests based on U-statistics.
arXiv: 1912.08580 - Dette, H. and Kutta, T.
Detecting structural breaks in eigensystems of functional time series.
arXiv: 1911.07580 - Möllenhoff, K., Dette, H. and Bretz, F.
Equivalence tests for binary efficacy-toxicity responses.
arXiv: 1910.08769 - Aue, A., Dette, H. and Rice, G.
Two-sample tests for relevant differences in the eigenfunctions of covariance operators.
arXiv: 1909.06098 - Möllenhoff, K., Loingeville, F., Bertrand, J., Nguyen, T. T., Sharan, S., Sun, G., Grosser, S., Zhao, L., Fang, L., Mentré, F. and Dette, H.
Efficient model-based bioequivalence testing.
Pubmed: 32696053 - Dette, H., Dhar, S. S. and Wu, W.
Identifying shifts between two regression curves.
arXiv: 1908.04328 - Bodnar, T., Dette, H., Parolya, N. and Thorsén, E.
Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions.
arXiv: 1908.04243 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Prediction in regression models with continuous observations.
arXiv: 1908.04106 - Gruszka, P., Stammen, C., Bissantz, N. and Jensen, M. K.
Pain vs. comfort diary: A fully remote app-based experiment.
Pubmed: 31233662 - Dette, H., Melas, V. B. and Shpilev, P.
Optimal designs for estimating individual coefficients in polynomial regression with no intercept.
arXiv: 1906.08343 - Gösmann, J., Kley, T. and Dette, H.
A new approach for open-end sequential change point monitoring.
arXiv: 1906.03225 - van Delft, A.
A note on quadratic forms of stationary functional time series under mild conditions.
arXiv: 1905.13186 - Dette, H. and Dörnemann, N.
Likelihood ratio tests for many groups in high dimensions.
arXiv: 1905.10354 - Dette, H., Melas, V. B. and Shpilev, P.
Some explicit solutions of c-optimal design problems for polynomial regression. - Alhorn, K., Dette, H. and Schorning, K.
Optimal designs for model averaging in non-nested models.
arXiv: 1904.01228 - Stöhr, C., Aston, J. A. D. and Kirch, C.
Detecting changes in the covariance structure of functional time series with application to fMRI data.
arXiv: 1903.00288 - Möllenhoff, K., Bretz, F. and Dette, H.
Equivalence of regression curves sharing common parameters.
arXiv: 1902.03456 - Kutta, T., Bissantz, N., Chown, J. and Dette, H.
The empirical process of residuals from an inverse regression.
arXiv: 1902.03418
- Dette, H., Schorning, K. and Konstantinou, M.
Optimal designs for series estimation in nonparametric regression with correlated data.
arXiv: 1812.05553 - Chown, J., Bissantz, N. and Dette, H.
Goodness-of-fit testing the error distribution in multivariate indirect regression.
arXiv: 1812.02409 - Collignon, O., Möllenhoff, K. and Dette, H.
Equivalence analyses of dissolution profiles with the Mahalanobis distance: a regulatory perspective and a comparison with a parametric maximum deviation-based approach.
Pubmed: 30515869 - Durastanti, C. and Patschkowski, T.
Aliasing effects for random fields over spheres of arbitrary dimension.
arXiv: 1811.11708 - Dette, H., Schüler, T. and Vetter, M.
Multiscale change point detection for dependent data.
arXiv: 1811.05956 - van Delft, A. and Dette, H.
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing. arXiv: 1810.08292 - Dette, H., Kokot, K. and Volgushev, S.
Testing relevant hypotheses in functional time series via self-normalization.
arXiv: 1809.06092 - Bücher, A., Volgushev, S. and Zou, N.
On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method.
arXiv: 1808.10828 - Bücher, A., Dette, H. and Heinrichs, F.
Detecting deviations from second-order stationarity in locally stationary functional time series.
arXiv: 1808.04092 - Dette, H., Pan, G. M. and Yang, Q.
Estimating a change point in a sequence of very high-dimensional covariance matrices.
arXiv:1807.10797 - Alhorn, K., Schorning, K. and Dette, H.
Optimal designs for frequentist model averaging.
arXiv: 1807.05234 - Bücher, A. and Zhou, C.
A horse racing between the block maxima method and the peak-over-threshold approach.
arXiv: 1807.00282 - Dette, H., Tomecki, D. and Venker, M.
Random Moment Problems under Constraints.
arXiv: 1806.04652 - Gude, P., Rieckert, C., Bissantz, N., Weber, T. P., Vogelsang, H., Dazert, S. and Thomas, J. P.
Analgetikabedarf bei Kindern im Alter zwischen 2 und 12 Jahren nach Tonsillenoperationen / Need of analgetics in children aged 2-12 years after tonsil surgery.
Pubmed: 29660744 - Chown, J., Heuchenne, C. and Van Keilegom, I.
The nonparametric location-scale mixture cure model.
arXiv: 1803.03512 - Bagchi, P. and Dhar, S. S.
A study on the least square estimator of multiple isotonic regression function.
- Hoffmann, M.
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process.
arXiv: 1802.08658 - Dette, H. and Gösmann, J.
A likelihood ratio approach to sequential change point detection for a general class of parameters.
arXiv: 1802.07696 - Dette, H. and Wu, W.
Change point analysis in non-stationary processes - a mass excess approach.
arXiv: 1801.09874 - van Delft, A. and Eichler, M.
A note on Herglotz's theorem for time series on function spaces.
arXiv: 1801.04262
- Claeys, T., Neuschel, T. and Venker, M.
Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices.
arXiv: 1712.08432 - Schorning, K. and Konstantinou, M.
Bayesian optimal designs for dose-response curves with common parameters.
arXiv: 1711.05704 - Dette, H., Konstantinou, M., Schorning, K. and Gösmann, J.
Optimal designs for regression with spherical data.
arXiv: 1710.10526 - Bagchi, P. und Dette, H.
A Test for Separability in Covariance Operators of Random Surfaces.
arXiv: 1710.08388 - Dette, H., Kokot, K. and Aue, A.
Functional data analysis in the Banach space of continuous functions.
arXiv: 1710.07781 - Schorning, K., Dette, H., Kettelhake, K. and Möller, T.
Optimal designs for enzyme inhibition kinetic models.
arXiv: 1709.04952 - Bücher, A., Fermanian, J.-D. and Kojadinovic, I.
Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series.
arXiv: 1709.02673 - Dette, H., Tomecki, D. and Venker, M.
Universality in Random Moment Problems.
arXiv: 1709.02266 - van Delft, A., Characiejus, V. and Dette, H.
A nonparametric test for stationarity in functional time series.
arXiv: 1708.05248 - Bodnar, T., Dette, H. and Parolya, N.
Testing for Independence of Large Dimensional Vectors.
arXiv: 1708.03964 - Tomecki, D. and Dette, H.
Determinants of Random Block Hankel Matrices.
arXiv: 1706.08914 - Bücher, A. and Segers, J.
Inference for heavy tailed stationary time series based on sliding blocks.
arXiv: 1706.01968 - Bücher, A. and Kojadinovic, I.
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results.
arXiv: 1706.01031 - Möllenhoff, K., Dette, H., Kotzagiorgis, E., Volgushev, S. and Collignon, O.
Regulatory assessment of drug dissolutions profiles comparability via maximum deviation.
Pubmed: 29862526 - Bondzio, L., Scheit, M., Berghaus, B., Bissantz, N., Bakaba, J. E. and Ortlepp, J.
Sicherung von bevorrechtigten umlaufenden Radwegen an innerörtlichen Kreisverkehren.
- Dette, H. and Gösmann, J.
Relevant change points in high dimensional time series.
arXiv: 1704.04614 - Hoffmann, M., Vetter, M. and Dette, H.
Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes.
arXiv: 1704.04040 - Dunker, F., Eckle, K., Proksch, K. and Schmidt-Hieber, J.
Tests for qualitative features in the random coefficients model.
arXiv: 1704.01066 - Van Hecke, R., Volgushev, S. and Dette, H.
Fourier analysis of serial dependence measures.
arXiv: 1703.04320 - Lucka, F., Proksch, K., Brune, C., Bissantz, N., Burger, M., Dette, H. and Wübbeling, F.
Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations.
arXiv: 1701.04970 - Aue, A. and van Delft, A.
Testing for stationarity of functional time series in the frequency domain.
arXiv: 1701.01741
- Bagchi, P., Characiejus, V. and Dette, H.
A simple test for white noise in functional time.
arXiv: 1612.04996 - Akashi, F., Dette, H. and Liu, Y.
Change point detection in autoregressive models with no moment assumptions.
arXiv: 1612.01520 - Dette, H., Guchenko, R., Melas, V. B. and Wong, W. K.
Optimal discrimination designs for semi-parametric models.
arXiv: 1612.00328 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Best linear unbiased estimators in continuous time regression models.
arXiv: 1611.09804 - Birr, S., Dette, H., Hallin, M., Kley, T. and Volgushev, S.
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities.
arXiv: 1611.07253 - Eckle, K., Bissantz, N. and Dette, H.
Multiscale inference for multivariate deconvolution.
arXiv: 1611.05201 - Chown, J. and Müller, U. U.
Detecting heteroskedasticity in nonparametric regression using weighted empirical processes.
arXiv: 1610.09139 - Chown, J.
Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data.
arXiv: 1610.08768 - Bissantz, N., Chown, J. and Dette, H.
Regularization parameter selection in indirect regression by residual based bootstrap.
arXiv: 1610.08663 - Dette, H., Golosnoy, V. and Kellermann, J.
The effect of intraday periodicity on realized volatility measures.
- Michalak, J., Probst, T., Heidenreich, T., Bissantz, N. and Schramm, E.
Mindfulness-Based Cognitive Therapy and a Group Version of the Cognitive Behavioral Analysis System of Psychotherapy for Chronic Depression: Follow-Up Data of a Randomized Controlled Trial and the Moderating Role of Childhood Adversities.
Pubmed: 27744451 - Birke, M., Neumeyer, N. and Volgushev, S.
The independence process in conditional quantile location-scale models and an application to testing for monotonicity.
arXiv: 1609.07696 - Berghaus, B. and Bücher, A.
Weak convergence of a pseudo maximum likelihood estimator for the extremal index.
arXiv: 1608.01903 - Dette, H., Goesmann, J., Greiff, C. and Janisch, R.
Efficient sampling in materials simulation - exploring the parameter space of grain boundaries.
- Bretz, F., Möllenhoff, K., Dette, H., Liu, W. and Trampisch, M.
Assessing the similarity of dose response and target doses in two non-overlapping subgroups.
arXiv: 1607.05424 - Roslyakova, I., Sundman, B., Dette, H., Zhang, L. and Steinbach, I.
Modeling of Gibbs energies of pure elements down to 0K using segmented regression.
- Duarte, B. P. M., Wong, W. K. and Dette, H.
Adaptive grid semidefinite programming for finding optimal designs.
- Konstantinou, M. and Dette, H.
Bayesian D-optimal designs for error-in-variables models.
arXiv: 1605.04055 - Krämer, W. and Dette, H.
Beyond inequality: A novel measure of skewness and its properties.
- Dette, H., Ley, C. and Rubio, F. J.
Natural (non-)informative priors for skew-symmetric distributions.
arXiv: 1605.02880 - Eckle, K., Bissantz, N., Dette, H., Proksch, K. and Einecke, S.
Multiscale inference for a multivariate density with applications to X-ray astronomy.
arXiv: 1604.04405 - Feller, C., Schorning, K., Dette, H., Bermann, G. and Bornkamp, B.
Optimal designs for dose response curves with common parameters.
arXiv: 1603.04500 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Optimal designs for regression models with autoregressive errors structure.
arXiv: 1602.03794 - Dette, H., Schorning, K. and Konstantinou, M.
Optimal designs for comparing regression models with correlated observations.
arXiv: 1601.06722 - Bücher, A. and Segers, J.
On the maximum likelihood estimator for the Generalized Extreme-Value distribution.
arXiv: 1601.05702 - Dette, H., Kettelhake, K. Schorning, K., Wong, W. K. and Bretz, F.
Optimal designs for active controlled dose finding trials with efficacy-toxicity outcomes.
arXiv: 1601.00797
- Dette, H., Melas, V. B. and Shpilev, P.
T-optimal discriminating designs for Fourier regression models.
arXiv: 1512.07441 - Dunker, F.
Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence.
PDF - Bücher, A. and Segers, J.
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series.
arXiv: 1511.07613 - Dette, H., Konstantinou, M. and Zhigljavsky, A.
A new approach to optimal designs for correlated observations.
arXiv: 1511.01881 - Bodnar, T., Dette, H. and Parolya, N.
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix.
arXiv: 1509.06121 - Dette, H., and Tomecki, D.
Hankel determinants of random moment sequences.
arXiv: 1508.00617 - Schorning, K., Bornkamp, B., Bretz, F. and Dette, H.
Model Selection versus Model Averaging in Dose Finding Studies.
arXiv: 1508.00281 - Dette, H., Guchenko, R. and Melas, V. B.
Efficient computation of Bayesian optimal discriminating designs.
arXiv: 1508.00279 - Schmitt, T. A., Schäfer, R., Dette, H. and Guhr, T.
Quantile Correlations: Uncovering temporal dependencies in financial time series.
arXiv: 1507.04990 - Hoffmann, M. and Vetter, M.
Weak convergence of the empirical truncated distribution function of the Lévy measure of an Ito semimartingale.
arXiv: 1506.07404 - Bissantz, K., Bissantz, N. and Proksch, K.
Monitoring of significant changes over time in fluorescence microscopy imaging of living cells.
- Dette, H., Möllenhoff, K., Volgushev, S. and Bretz, F.
Equivalence of dose response curves.
arXiv: 1505.05266 - Bücher, A., Kinsvater, P. and Kojadinovic, I.
Detecting breaks in the dependence of multivariate extreme-value distributions.
arXiv: 1505.00954 - Dette, H., Wu, W. and Zhou, Z.
Change point analysis of second order characteristics in non-stationary time series.
arXiv: 1503.08610 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Optimal designs in regression with correlated errors.
arXiv: 1501.01774
- Bücher, A. and Kojadinovic, I.
Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications.
arXiv: 1412.5875 - Bücher, A., Hoffmann, M., Vetter, M. and Dette, H.
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process.
arXiv: 1412.5376 - Dette, H., Melas, V. B. and Guchenko, R.
Bayesian T-optimal discriminating designs.
arXiv: 1412.2548 - Bücher, A. and Kojadinovic, I.
An overview of nonparametric tests of extreme-value dependence and of some related statistical procedures.
arXiv: 1410.6784 - Berghaus, B., Bücher, A. and Volgushev, S.
Weak convergence of the empirical copula process with respect to weighted metrics.
arXiv: 1411.5888 - Dette, H., Kettelhake, K. and Bretz, F.
Designing dose finding studies with an active control for exponential families.
arXiv: 1410.8688 - Dette, H. and Schorning, K.
Optimal designs for comparing curves.
arXiv: 1410.7616 - Konstantinou, M. and Dette, H.
Locally optimal designs for errors-in-variables models.
- Kley, T.
Quantile-Based Spectral Analysis in an Object-Oriented Framework and a Reference Implementation in R: The quantspec Package.
arXiv: 1408.6755 - Chao, S.-K., Proksch, K., Dette, H. and Härdle, W.
Confidence Corridors for Multivariate Generalized Quantile Regression.
arXiv: 1406.4421 - Berghaus, B. and Bücher, A.
Goodness-of-fit tests for multivariate copula-based time series models.
- Skowronek, S., Volgushev, S., Kley, T., Dette, H. and Hallin, M.
Quantile Spectral Analysis for Locally Stationary Time Series.
arXiv: 1404.4605 - Dette, H. and Wied, D.
Detecting relevant changes in time series models.
arXiv: 1403.8120 - Dette, H., Van Hecke, R. and Volgushev, S.
Some comments on copula-based regression.
PDF - Dette, H. and Grigoriev, Y.
E-optimal designs for second-order response surface models.
arXiv: 1403.3805 - Konstantinou, M., Biedermann, S. and Kimber, A.
Optimal designs for two-parameter nonlinear models with application to survival models.
PDF - Kley, T., Volgushev, S., Dette, H. and Hallin, M.
Quantile spectral processes: Asymptotic analysis and inference.
arXiv: 1401.8104 - Bücher, A., El Ghouch, A. and Van Keilegom, I.
Single-index quantile regression models for censored data.
PDF
- Preuß, P., Sen, K. and Dette, H.
Detecting long-range dependence in non-stationary time series.
arXiv: 1312.7452 - Preuß, P., Vetter, M. and Dette, H.
A test for stationarity based on empirical processes.
arXiv: 1312.5448 - Dette, H., Hoyden, L., Kuhnt, S. and Schorning, K.
Optimal designs for multi-response generalized linear models with applications in thermal spraying.
arXiv: 1312.4472 - Proksch, K.
On confidence bands for multivariate nonparametric regression.
PDF - Paparoditis, E. and Preuss, P.
Estimation of the bispectrum for locally stationary processes.
- Puchstein, R. and Preuss, P.
Testing for stationarity in multivariate locally stationary processes.
arXiv: 1312.1509 - Bissantz, N., Holzmann, H. and Proksch, K.
Confidence regions for images observed under the Radon transform.
- Bücher, A. and Segers, J.
Extreme value copula estimation based on block maxima of a multivariate stationary time series.
arXiv: 1311.3060 - Burghaus, I. and Dette, H.
Optimal designs for nonlinear regression models with respect to non-informative priors.
arXiv: 1311.0835 - Bissatz, N., Dette, H. and Hildebrandt, T.
Smooth backfitting in additive inverse regression.
arXiv: 1311.0834 - Vogt, M. and Dette, H.
Detecting gradual changes in locally stationary processes.
arXiv: 1310.4678 - Dette, H., Melas, V. B. and Shpilev, P.
Robust T-optimal discriminating designs.
arXiv: 1309.4652 - Preuß, P., Puchstein, R. and Dette, H.
Detection of multiple structural breaks in multivariate time series.
arXiv: 1309.1309 - Bücher, A., Jäschke, S. and Wied, D.
Nonparametric tests for constant tail dependence with an application to energy and finance.
- Dette, H. and Schorning, K.
Complete classes of designs for nonlinear regression models and principal representations of moment spaces.
arXiv: 1306.4872 - Bücher, A. and Kojadinovic, I.
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing.
arXiv: 1306.3930 - Braess, D. and Dette, H.
Optimal discriminating designs for several competing regression models.
arXiv: 1306.1320 - Bücher, A., Segers, J. and Volgushev, S.
When uniform weak convergence fails: Empirical processes for dependence functions via epi- and hypographs.
arXiv: 1305.6408 - Huang, Y., Volgushev, S. and Shao, X.
On self-normalization for censored dependent data.
PDF - Volgushev, S. and Shao, X.
A general approach to the joint asymptotic analysis of statistics from sub-samples.
arXiv: 1305.5618 - Bibinger, M. and Vetter, M.
Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps.
arXiv: 1305.3068 - Bücher, A.
A note on weak convergence of the sequential multivariate empirical process under strong mixing.
arXiv: 1304.5113 - Vetter, M.
Inference on the Lévy measure in case of noisy observations.
PDF - Paparoditis, E. and Preuß, P.
On local properties of frequency domain based tests for stationarity.
- Hildebrandt, T., Bissantz, N. and Dette, H.
Additive inverse regression models with convolution-type operators.
arXiv: 1303.4179 - Sen, K., Preuß, P. and Dette, H.
Measuring stationarity in long-memory processes.
arXiv: 1303.3482 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Optimal design for linear models with correlated observations.
arXiv: 1303.2863 - Berghaus, B. and Bücher, A.
Nonparametric tests for tail monotonicity.
- Volgushev, S.
Smoothed quantile regression processes for binary response models.
arXiv: 1302.5644 - Gu, J., Koenker, R. and Volgushev, S.
Testing for Homogeneity in Mixture Models.
arXiv: 1302.1805
- Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Design for regression models with correlated errors.
- Vetter, M. and Dette, H.
Model checks for the volatility under microstructure noise.
arXiv: 1211.5507 - Gralla, R., Kraft, K. and Volgushev, S.
The effects of works councils on overtime hours - a censored quantile regression approach.
- Preuß, P. and Vetter, M.
Discriminating between long-range dependence and non-stationarity.
- Dette, H., Titoff, S., Volgushev, S. and Bretz, F.
Model identification for dose response signal detection.
- Volgushev, S., Wagener, J. and Dette, H.
Censored quantile regression processes under dependence and penalization.
arXiv: 1208.5467 - Berghaus, B., Bücher, A. and Dette, H.
Minimum distance estimation of Pickands dependence function for multivariate distributions.
- Preuß, P. and Hildebrandt, T.
Comparing spectral densities of stationary time series with unequal sample sizes.
arXiv: 1207.5659 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
'Nearly' universally optimal designs for models with correlated observations. - Bücher, A.
A note on nonparametric estimation of bivariate tail dependence.
- Vetter, M.
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing.
arXiv: 1206.5761 - Volgushev, S., Birke, M., Dette, H. and Neumeyer, N.
Significance testing in quantile regression.
arXiv: 1206.3125 - Proksch, K., Bissantz, N. and Dette, H.
Confidence bands for multivariate and time dependent inverse regression models.
arXiv: 1206.2743 - Bücher, A., Kojadinovic, I., Rohmer, T. and Segers, J.
Detecting changes in cross-sectional dependence in multivariate time series.
arXiv: 1206.2557 - Bücher, A. and Ruppert, M.
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique.
arXiv: 1206.1675 - Dette, H. and Müller, W. G.
Optimal designs for regression models with a constant coefficient of variation.
- Dette, H., Melas, V. B. and Shpilev, P.
T-optimal designs for discrimination between two polynomial models.
arXiv: 1205.6283 - Dette, H., Pepelyshev, A. and Wong, W. K.
Optimal designs for composed models in pharmacokinetic-pharmacodynamic experiments.
Pubmed: 22614634 - Bücher, A. and Vetter, M.
Nonparametric inference on Lévy measures and copulas.
arXiv: 1205.0417 - Dette, H., Guhlich, M. and Nagel, J.
Distributions on matrix moment spaces. - Behl, P., Claeskens, G. and Dette, H.
Focused model selection in quantile regression.
- Wagener, J., Volgushev, S. and Dette, H.
The quantile process under random censoring.
- Dette, H. and Kiss, C.
Optimal designs for rational regression models.
- Dette, H. and Kunert, J.
Optimal designs for the Michaelis Menten model with correlated observations.
- Dette, H., Guhlich, M. and Neumeyer, N.
Testing for additivity in nonparametric quantile regression.
PDF - Christensen, K., Podolskij, M. and Vetter, M.
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes.
- Dette, H., Hallin, M., Kley, T. and Volgushev, S.
Of copulas, quantiles, ranks and spectra: An L1-approach to spectral analysis.
arXiv: 1111.7205 - Bücher, A. and Volgushev, S.
Empirical and sequential empirical copula processes under serial dependence.
arXiv: 1111.2778 - Bücher, A., Dette, H. and Volgushev, S.
A test for Archimedeanity in bivariate copula models.
arXiv: 1109.6501 - Dette, H., Kiss, C., Benda, N. and Bretz, F.
Optimal designs for dose finding studies with an active control.
- Delvaux, S. and Dette, H.
Zeros and ratio asymptotics for matrix orthogonal polynomials.
arXiv: 1108.5155 - Holland-Letz, T., Dette, H. and Renard, D.
Efficient algorithms for optimal designs with correlated observations in pharmacokinetics and dose-finding studies .
Pubmed: 21838804 - Dette, H. and Trampisch, M.
Optimal designs for quantile regression models.
- Wied, D., Arnold, M., Bissantz, N. and Ziggel, D.
A new fluctuation test for constant variances with applications to finance.
PDF - Bornkamp, B., Bretz, F., Dette, H. and Pinheiro, J.
Response-adaptive dose-finding under model uncertainty.
arXiv: 1107.5883 - Behl, P., Dette, H., Frondel, M. and Tauchmann, H.
Being focused: When the purpose of inference matters for model selection.
- Dette, H. and Melas, V. B.
A note on the de la Garza phenomenon for locally optimal designs.
arXiv: 1105.3575 - Wagener, J. and Dette, H.
The adaptive Lasso in high dimensional sparse heteroscedastic models.
- Dette, H., Pepelyshev, A., Wong, W. K.
Optimal experimental design strategies for detecting hormesis.
Pubmed: 21545627 - Birke, M. and Bissantz, N.
Testing for symmetries in multivariate inverse problems.
- Wagener, J. and Dette, H.
Bridge estimators and the adaptive Lasso under heteroscedasticity.
- Bissantz, N. and Holzmann, H.
Asymptotics for spectral regularization estimators in statistical inverse problems. - Bissantz, N., Jenke, A. C., Trampisch, M., Klaassen-Mielke, R., Bissantz, K. and Holland-Letz, T.
Hospital-based, prospective, multicentre surveillance to determine the incidence of intussusception in children aged below 15 years in Germany.
Pubmed: 21435207 - Preuß, P., Vetter, M. and Dette, H.
Testing semiparametric hypotheses in locally stationary processes.
- Dette, H., Wagener, J. and Volgushev, S.
Nonparametric comparison of quantile curves: A stochastic process approach.
- Dette, H., Hoderlein, S. and Neumeyer, N.
Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefinitenes.
- Bissantz, N., Holzmann, H. and Pawlak, M.
Improving PSF calibration in confocal microscopic imaging - estimating and exploiting bilateral symmetry.
arXiv: 1102.0630 - Bücher, A., Dette, H. and Volgushev, S.
New estimators of the Pickands dependence function and a test for extreme-value dependence.
arXiv: 1102.0405 - Bücher, A. and Dette, H.
Multiplier bootstrap of tail copulas with applications.
arXiv: 1102.0110
- Detloff, K. C., Zander, C. D., Bissantz, N. and Ziggel, D.
Saisonale Variation im Nahrungsverhalten des fakultativen Putzerfisches Symphodus melanocercus (Risso) im Tyrrhenischen Meer (Italien). - Dette, H. and Sen, K.
Goodness-of-fit tests in long-range dependent processes under fixed alternatives.
- Bissantz, K., Bissantz, N. and Ziggel, D.
Diversification effects between stock indices.
PDF - Dette, H., Pepelyshev, A. and Holland-Letz, T.
Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics.
arXiv: 1011.3333 - Dette, H., Marchlewski, M. and Wagener, J.
Testing for a constant coefficient of variation in nonparametric regression.
- Gamboa, F., Nagel, J., Rouault, A. and Wagener, J.
Large Deviations for Random Matricial Moment Problems.
arXiv: 1011.0299 - Behl, P., Dette, H., Frondel, M. and Tauchmann, H.
Choice is suffering: A focused information criterion for model selection.
- Arnold, M., Bissantz, N., Wied, D. and Ziggel, D.
A new online-test for changes in correlations between assets.
- Dette, H., Bornkamp, B. and Bretz, F.
On the efficiency of adaptive designs.
- Jacod, J., Podolskij, M. and Vetter, M.
Limit theorems for moving averages of discretized processes plus noise.
arXiv: 1010.0335 - Biedermann, S., Bissantz, N., Dette, H. and Jones, E.
Optimal designs for indirect regression.
- Dette, H., Preuß, P. and Vetter, M.
A measure of stationarity in locally stationary processes with applications to testing.
- Vetter, M.
Estimation of correlation for continuous semimartingales.
- Volgushev, S. and Dette, H.
Nonparametric quantile regression for twice censored data.
arXiv: 1007.3376 - Nagel, J. and Dette, H.
Distributions on unbounded moment spaces and random moment sequences.
arXiv: 1007.3369 - Bissantz, N., Steinorth, V. and Ziggel, D.
Stabilität von Diversifikationseffekten im Markowitz-Modell.
- Behl, P., Dette, H. and Vetter, M.
A note on martingale transforms for model checks.
- Dette, H., Kinsvater, T. and Vetter, M.
Testing nonparametric hypotheses for stationary processes by estimating minimal distances.
- Dette, H. and Hildebrandt, T.
A note on testing hypotheses for stationary processes in the frequency domain.
- Biedermann, S., Dette, H. and Woods, D. C.
Optimal design for additive partially nonlinear models.
- Birke, M. and Neumeyer, N.
Testing monotonicity of regression functions - an empirical process approach.
- Balabdaoui, F., Bissantz, K., Bissantz, N. and Holzmann, H.
Demonstrating single- and multiple currents through the E. coli-SecYEG-pore: Testing for the number of modes of noisy observations. - Marek, C., Bissantz, N., Curio, E., Siegert, A., Tacud, B. and Ziggel, D.
Spatial orientation of the Philippine bent-toed gecko (Cyrtodactylus philippinicus) in relation to its home range. - Dette, H., Siburg, K. F. and Stoimenov, P. A.
A copula-based nonparametric measure of regression dependence.
- Dette, H., Leonenko, N., Pepelyshev, A. and Zhigljavsky, A.
Asymptotic optimal designs under long-range dependence error structure.
arXiv: 1001.1817 - Dette, H. and Pepelyshev, A.
NPUA: A new approach for the analysis of computer experiments.
- Bücher, A. and Dette, H.
A note on bootstrap approximations for the empirical copula process.
- Dette, H. and Holland-Letz, T.
A geometric characterization of c-optimal designs for heteroscedastic regression.
arXiv: 0911.3801 - Dette, H. and Trampisch, M.
A general approach to D-optimal designs for weighted univariate polynomial regression models.
- Bissantz, N., Dette, H. and Proksch, K.
Model checks in inverse regression models with convolution-type operators.
- Dette, H. and Heuchenne, C.
Scale checks in censored regression.
- Podolskij, M. and Vetter, M.
Understanding limit theorems for semimartingales: a short survey.
- Bücher, A., Dette, H. and Wieczorek, G.
Testing model assumptions in functional regression models.
- Guhlich, M., Nagel, J. and Dette, H.
Random block matrices generalizing the classical ensembles.
PDF - Biedermann, S., Dette, H. and Woods, D. C.
Optimal designs for multivariable spline models.
- Dette, H. and Pepelyshev, A.
Generalized latin hypercube design for computer experiments.
- Dette, H., Melas, V. B. and Shpilev, P.
Optimal designs for estimating the slope in nonlinear regression.
- Dette, H. and Titoff, S.
Optimal discrimination designs.
arXiv: 0908.1912 - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
A new approach to optimal designs for models with correlated observations.
- Holland-Letz, T., Dette, H. and Pepelyshev, A.
A geometric characterization of c-optimal designs for regression models with correlated observations.
- Dette, H., Wagener, J. and Volgushev, S.
Nonparametric analysis of covariance using quantile curves.
- Dette, H. Kiss, C., Bevanda, M. and Bretz, F.
Optimal designs for the EMAX, log-linear and exponential model.
- Dette, H., Pepelyshev, A., Shpilev, P., Wong, W. K.
Optimal designs for estimating critical effective dose under model uncertainty in a dose response study.
- Birke, M., Dette, H. and Stahljans, K.
Testing symmetry of a nonparametric bivariate regression function.
- Dette, H. and Marchlewski, M.
A robust test for homoscedasticity in nonparametric regression.
- Dette, H., Pepelyshev, A., Shpilev, P. and Wong, W. K.
Optimal designs for discriminating dose response models in toxicology studies.
- Bücher, A. and Dette, H.
Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances.
- Dette, H., Melas, V. B. and Shpilev, P.
Optimal designs for trigonometric regression models.
- Vetter, M.
Limit theorems for bipower variation of semimartingales.
PDF - Dette, H. and Nagel, J.
Some asymptotic properties of the spectrum of the Jacobi ensemble.
arXiv: 0904.4091 - Dette, H. and Wagener, J.
Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations.
arXiv: 0904.4089 - Dette, H. and Nagel, J.
Matrix measures, random moments and Gaussian ensembles.
arXiv: 0904.3847 - Anders, P., Baumgardt, H., Bissantz, N. and Portegies Zwart, S.
How well do STARLAB and NBODY4 compare? I: Simple models.
arXiv: 0902.4636 - Dette, H., Pepelyshev, A. and Wong, W. K.
Optimal designs for dose-finding experiments in toxicity studies.
arXiv: 0902.1426 - Dette, H., Kiss, C. and Wong, W. K.
Robustness of optimal designs for the Michaelis-Menten model under a variation of criteria.
- Bretz, F., Dette, H. and Pinheiro, J.
Practical considerations for optimal designs in clinical dose finding studies.
- Bissantz, N., Dümbgen, L., Munk, A. and Stratmann, B.
Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Optimal designs for estimating the slope of a regression.
- Birke, M. and Dette, H.
A note on random orthogonal polynomials on a compact interval.
arXiv: 0809.4936 - Dette, H. and Hetzler, B.
A martingale-transform goodness-of-fit test for the form of the conditional variance.
arXiv: 0809.4914 - Dette, H. and Reuther, B.
Random block matrices and matrix orthogonal polynomials.
arXiv: 0809.4601 - Dette, H. and Paparoditis, E.
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities.
- Dette, H. and Melas, V. B.
A note on all-bias designs with applications in spline regression models.
- Bissantz, N. and Birke, M.
Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators.
- Bissantz, N., Holzmann, H. and Pawlak, M.
Testing for image symmetries - with application to confocal microscopy.
- Birke, M., Bissantz, N. and Holzmann, H.
Confidence bands for inverse regression models - with application to gel electrophoresis.
- Weißbach, R. and Dette, H.
Bias in nearest-neighbor hazard estimation.
- Podolskij, M. and Vetter, M.
Bipower-type estimation in a noisy diffusion setting.
- Birke, M.
Shape constrained kernel density estimation.
- Dette, H. and Scheder, R.
A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay.
- Dette, H. and Reuther, B.
Some comments on quasi-birth-and death processes and matrix measures.
- Bissantz, N., Mair, B. and Munk, A.
A statistical stopping rule for MLEM reconstructions in PET.
PDF - Bissantz, N., Claeskens, G., Holzmann, H. and Munk, A.
Testing for lack of fit in inverse regression - with applications to biophotonic imaging.
PDF - Dette, H., Melas, V. B. and Shpilev, P.
Optimal designs for estimating pairs of coefficients in Fourier regression models.
- Pohl, M., Englmaier, P. and Bissantz, N.
3D Distribution of Molecular Gas in the Barred Milky Way.
arXiv: 0712.4264 - Jacod, J., Li, Y., Mykland, P., Podolskij, M. and Vetter, M.
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach.
- Bissantz, N. and Holzmann, H.
Statistical Inference for Inverse Problems.
- Dette, H. and Kiss, C.
Optimal experimental designs for inverse quadratic regression models.
- Dette, H. and Wieczorek, G.
Testing for a constant coefficient of variation in nonparametric regression.
- Bissantz, N., Mair, B. and Munk, A.
Stochastic multi-scale selection of the stopping index in PET. Proceedings in Applied Mathematics and Mechanics. - Birke, M. and Bissantz, N.
Shape constrained estimators in inverse regression models with convolution-type operator.
- Dette, H., Pardo-Fernandéz, J. C. and van Keilegom, I.
Goodness-of-fit Tests for Multiplicative Models with Dependent Data.
- Dette, H. and Wiens, D. P.
Robust Designs for Series Estimation.
- Birke, M. and Pilz, K. F.
Nonparametric Option Pricing with No-Arbitrage Constraints.
- Dette, H. and Scheder, R.
Non-crossing Marginal Effects in Additive Quantile Regression.
PDF - Dette, H., Pepelyshev, A. and Zhigljavsky, A.
Improving updating rules in multiplicative algorithms for computing D-optimal designs.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Optimal designs for smoothing splines.
- Dette, H. and Marchlewski, M.
A test for the parametric form of the variance function in a partial linear regression model.
- Dette, H., Trampisch, M. and Hothorn, L. A.
Robust Designs in Non-Inferiority Three Arm Clinical Trials with Presence of Heteroscedasticity.
MatLab-Programm zur Berechnung der Designs - Podolskij, M. and Ziggel, D.
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models.
PDF - Podolskij, M. and Ziggel, D.
Bootstrapping Bipower Variation, Technical report.
PDF - Miller, F., Guilbaud, O. and Dette, H.
Optimal designs for estimating the interesting part of a dose-effect curve.
Pubmed: 18027219 - Dette, H. and Volgushev, S.
Non-crossing nonparametric estimates of quantile curves.
- Kinnebrock, S. and Podolskij, M.
A Note on the Central Limit Theorem for Bipower Variation of General Functions.
PDF - Dette, H. and Wiens, D. P.
Robust designs for 3D shape analysis with spherical harmonic descriptors.
- Anders, P., Bissantz, N., Boysen, L., de Grijs, R., Fritze - v. Alvensleben, U.
The Young Star Cluster System in the Antennae: Evidence for a Turnover in the luminosity function.
arXiv: astro-ph/0702413 - Bissantz, N., Dümbgen, L., Holzmann, H. and Munk, A.
Nonparametric confidence bands in deconvolution density estimation.
PDF - Bretz, F., Dette, H., Pepelyshev, A. and Pinheiro, J.
Optimal designs for dose finding studies.
- Birke, M.
Central limit theorems for the integrated squared error of derivative estimators.
- Birke, M. and Dette, H.
Testing strict monotonicity in nonparametric regression.
- Podolskij, M. and Vetter, M.
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Optimal designs for free knot least squares splines.
- Christensen, K., Podolskij, M. and Vetter, M.
Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise.
- Christensen, K. and Podolskij, M.
Range-Based Estimation of Quadratic Variation.
- Strigul, N., Dette, H. and Melas, V. B.
A practical guide for optimal designs of experiments in the Monod model.
- Dette, H. and Weißbach, R
A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Optimal designs for statistical analysis with Zernike polynomials.
- Biedermann, S., Dette, H. and Hoffmann, P.
Constrained optimal discriminating designs for Fourier regression models.
- Dette, H. and Ziggel, D.
Discount curve estimation by monotonizing McCulloch Splines.
- Dette, H. and Hetzler, B.
A simple test for the parametric form of the variance function in nonparametric regression.
- Biedermann, S., Nagel, E.-R., Munk, A., Holzmann, H. and Steland, A.
Tests in a Case-Control Design Including Relatives.
PDF - Dette, H., Kunert, J. and Pepelyshev, A.
Exact optimal designs for weighted least squares analysis with correlated errors.
- Dette, H. and Podolskij, M.
Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach.
- Dette, H. and Weißbach, R.
Kolmogorov-Smirnov-type testing for the partial homogeneity of Markov processes - with application to credit risk.
- Kiwitt, S., Nagel, E.-R. and Neumeyer, N.
Empirical likelihood estimators for the error distribution in nonparametric regression models.
- Neumeyer, N.
A note on uniform consistency of monotone function estimators.
PS - Dette, H. and van Keilegom, I.
A new test for the parametric form of the variance function in nonparametric regression.
- Hall, P. and Neumeyer, N.
Estimating a bivariate density when there are extra data on one or both components.
- Birke, M. and Dette, H.
A note on estimating a smooth monotone regression by combining kernel and density estimates.
- Dette, H., Reuther, B., Studden, W. J. and Zygmunt, M.
Matrix measures and random walks.
- Biedermann, S., Dette, H. and Pepelyshev, A.
Optimal Discrimination Designs for Exponential Regression Models.
- Dette, H. and Melas, V. B.
A note on some extremal problems for trigonometric polynomials.
- Birke, M. and Dette, H.
Estimating a convex function in nonparametric regression. - Dette, H., Melas, V. B., Pepelyshev, A. and Strigul, N.
Robust and efficient design of experiments for the Monod model.
Pubmed: 15808874 - Christensen, K. and Podolski, M.
Asymptotic Theory for Range-Based Estimation of integrated Variance of a Continuous Semi-Martingale.
- Dette, H. and Scheder, R.
Strictly monotone and smooth nonparametric regression for two or more variables.
- Dette, H., Melas, V. B. and Shpilev, P.
Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models.
PDF - Dette, H. and Pepelyshev, A.
Efficient experimental designs for sigmoidal growth models.
- Biedermann, S., Dette, H. and Zhu, W.
Geometric construction of optimal designs for dose-response models with two parameters.
- Dette, H. and Gamboa, F.
Asymptotic properties of the algebraic moment range process.
- Mora, J. and Neumeyer, N.
The two-Sample Problem with Regression Errors: An Empirical Process Approach.
- Biedermann, S., Dette, H. and Zhu, W.
Compound Optimal Designs for Percentile Estimation in Dose-Response Models with Restricted Design Intervals.
- Braess, D. and Dette, H.
On the number of support points of maximin and Bayesian D-optimal designs in nonlinear regression models.
PS - Dette, H. and Imhof, L. A.
Uniform approximation of eigenvalues in Laguerre and Hermite b-ensembles by roots of orthogonal polynomials.
- Steland, A.
On the distribution of the clipping median under a mixture model.
- Dette, H. and Hetzler, B.
Specification tests indexed by bandwidths.
- Bart, A. G., Bart, V. A., Steland, A. and Zaslavskiy, M. L.
Modeling disease dynamics and survivor functions by sanogenesis curves. - Braess, D. and Dette, H.
The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities.
PS - Steland, A.
Random walks with drift - A sequential view.
- Barndorff-Nielsen, O. E., Graversen, S. E., Jacod, J., Podolskij, M. and Shephard, N.
A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales.
- Biedermann, S., Dette, H. and Zhu, W.
Optimal designs for dose-response models with restricted design spaces.
- Neumeyer, N., Dette, H. and Nagel, E.-R.
Bootstrap tests for the error distribution in linear and nonparametric regression models.
- Dette, H., Podolskij, M. and Vetter, M.
Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing.
- Dette, H., Wong, W. K. and Zhu, W.
On the Equivalence of Optimality Design Criteria for the Placebo-Treatment Problem.
- Munk, A., Neumeyer, N. and Scholz, A.
Nonparametric Analysis of Covariance - the Case of Inhomogeneous and Heteroscedastic Noise.
- Dette, H., Melas, V. B. and Wong, W. K.
Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Optimal designs for 3D shape analysis with spherical harmonic descriptors.
- Dette, H. and Pilz, K. F.
On the estimation of a monotone conditional variance in nonparametric regression.
- Dette, H. and Pilz, K. F.
A comparative study of monotone nonparametric kernel estimates.
- Biedermann, S., Dette, H. and Pepelyshev, A.
Some robust design strategies for percentile estimation in binary response models.
- Bachmann, D. and Dette, H.
A note on the Bickel-Rosenblatt test in autoregressive time series.
- Dette, H., Melas, V. B. and Wong, W. K.
Locally D-optimal Designs for Exponential Regression.
- Lopez, I. M., Ortiz Rodriguez, I. M., Pepelyshev, A. and Dette, H.
Efficient design of experiment for exponential regression models.
- Melas, V. B.
On the functional approach to optimal designs for nonlinear models.
- Birke, M. and Dette, H.
A note on testing the covariance matrix for large dimension.
- Neumeyer, N., Pilz, K. F. and Dette, H.
A note on nonparametric estimation of the effective dose in quantal bioassay.
- Dette, H., Melas, V. B. and Strigul, N.
Design of experiments for microbiological models.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Locally E-optimal designs for exponential regression models.
- Dette, H., Haines, L. M. and Imhof, L. A.
Bayesian and maximin optimal designs for heteroscedastic regression models.
- Biedermann, S., Dette, H. and Pepelyshev, A.
Maximin Optimal Designs for the Compartmental Model.
- Dette, H. and Kwiecien, R.
Finite sample performance of sequential designs for model identification.
- Biedermann, S. and Dette, H.
Numerical Construction of Maximin Optimal Designs for Binary Response Models.
- Dette, H., Neumeyer, N. and Pilz, K. F.
A simple nonparametric estimator of a monotone regression function.
- Dette, H., Nagel, E.-R. and Neumeyer, N.
A note on testing symmetry of the error distribution in linear regression models.
- Steland, A.
Optimal sequential kernel smoothers under local nonparametric alternatives for dependent processes. - Pawlak, M., Rafajlowicz, E. and Steland, A.
On detecting jumps in time series - Nonparametric setting.
- Zhang, C. and Dette, H.
A Power Comparison Between Nonparametric Regression Tests.
- O'Brien, T. E. and Dette, H.
Efficient experimental design for the Behrens-Fisher problem with application to bioassay.
- Neumeyer, N. and Sperlich, S.
Comparison of Separable Components in Different Samples.
- Steland, A.
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives.
- Dette, H., Haines, L. M and Imhof, L. A.
Maximin and Bayesian optimal designs for regression models.
- Neumeyer, N. and Dette, H.
Testing for symmetric error distribution in nonparametric regression models.
- Studden, W. J. and Dette, H.
A note on the maximization of matrix valued Hankel determinants with applications.
- Dette, H.
On robust and efficient designs for risk estimation in epidemiologic studies.
- Biedermann, S. and Dette, H.
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression.
- Dette, H., Melas, V. B. and Pepelyshev, A.
Optimal designs for a class of nonlinear regression models.
- Neumeyer, N. and Dette, H.
A note on one-sided nonparametric analysis of covariance by ranking residuals.
- Dette, H. and Studden, W. J.
A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1]. - Dette, H., Melas, V. B. and Pepelyshev, A.
Standardized maximin E-optimal design for the Michaelis Menten model.
- Dette, H., Haines, L. M. and Imhof, L. A.
Maximin and Bayesian optimal designs for linear and non-linear regression models.
- Dette, H. and Studden, W. J.
Quadrature formulas for matrix measures -- a geometric appoach.
- Dette, H., Melas, V. B., Pepelyshev, A. and Strigul, N.
Efficient design of experiments in the Monod model.
- Neumeyer, N.
A central limit theorem for two-sample U-processes. - Dette, H.
Canonical moments, orthogonal polynomials with application to statistics.
- Dette, H. and Biedermann, S.
Robust and efficient designs for the Michaelis-Menten model.
- Dette, H. and Munk, A.
Some Methodological Aspects of Validation of Models in Nonparametric Regression.
- Dette, H. and Spreckelsen, I.
A note on a specification test for time series models based on spectral density estimation.
- Dette, H.
Strong Approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials.
- Dette, H. and Spreckelsen, I.
Some comments on specification tests in nonparametric absolutely regular processes.
- Dette, H. and Grigoriev, Y.
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models.
- Dette, H., Kusi-Appiah, S. and Neumeyer, N.
Testing symmetry in nonparametric regression models.
- Dette, H. von Lieres und Wilkau, C. and Sperlich, S.
A comparison of different nonparametric methods for inference on additive models.
- Dette, H., Song, D. and Wong, W. K.
Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models.
- Dette, H., Melas, V. B. and Biedermann, S.
A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle.
- Dette, H. and von Lieres und Wilkau, C.
On a test for constant volatility in continuous time financial models.
- Dette, H., Melas, V. B. and Pepelyshev, A.
D-optimal designs for trigonometric regression models on a partial circle.
- Steland, A.
On Jump-Preserving Sequential Control for Certain Mixing Processes with Applications in Finance and Econometrics. - Dette, H. and Studden, W. J.
Matrix Measures, Moment Spaces and Favard's Theorem for the Interval [0,1] and [0,\infty).
- Antille, G., Dette, H. and Weinberg, A.
A note on optimal designs in weighted polynomial regression for the classical efficiency functions.
- Dette, H. and Melas V. B.
Optimal designs for estimating individual coefficients in Fourier regression models.
- Dette, H. and Neumeyer, N.
Nonparametric comparison of regression curves - an empirical process approach.
- Dette, H. and Melas, V. B.
Optimal designs for estimating individual coefficients in polynomial regression - a functional approach. - Biedermann, S. and Dette, H.
Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution.
- Dette, H. and Neumeyer, N.
Non-parametric analysis of covariance.
- Steland, A.
Detecting Fast-Varying Drifts of Financial Time Series by Jump-Preserving Nonparametric Control Charts. - Schmid, W. and Steland, A.
Sequential Control of Non-Stationary Processes by Nonparametric Kernel Control Charts. - Biedermann, S. and Dette, H.
Optimal designs for testing the functional form of a regression via nonparametric estimation techniques.
- Dette, H.
A consistent test for heteroscedasticity in nonparametric regression based on the kernel method. - Dette, H. and Franke, T.
Constrained D- and D1-optimal designs for polynomial regression.
- Dette, H. and Franke, F.
Robust designs for polynomial regression by maximizing a minimum of D-and D1-efficiencies.
- Biedermann, S. and Dette, H.
Testing linearity of regression models with dependent errors by kernel based methods.
- Munk, A. and Ruymgaart, F.
Minimax rates for estimating the variance and its derivatives in nonparametric regression - an application of the van Trees inequality. - Dette, H. and von Lieres und Wilkau, C.
Testing additivity by kernel based methods - what is a reasonable test?
- Dette, H., Haines, L. M. and Imhof, L. A.
Optimal Designs for Rational Models and Weighted Polynomial Regression. - Dette, H.
On a nonparametric test for linear relationships. - Dette, H.
First return probabilities of birth and death chains and associated orthogonal polynomials. - Munk, A.
Connections Between Average and Individual Bioequivalence. - Czado, C. and Munk, A.
Noncanonical Links in Generalized Linear Models - When is the Effort Justified? - Munk, A. and Czado, C.
A Completely Nonparametric Approach to Population Bioequivalence in Crossover Trials. - Munk, A.
Testing the goodness of fit of parametric regression models with random Toeplitz forms. - Munk, A.
An unbiased test for the average equivalence problem - the small sample case. - Munk, A.
Optimal Inference for Circular Variation Diminishing Experiments with Applications to the von Mises Distribution and the Fisher-Efron Parabola Model. - Steland, A.
On Robust GMM Estimation with Applications in Economics and Finance. - Steland, A.
Ordinal Regression Based on the Rank Modeling Approach.
- Dette, H. and O'Brien, T. E.
Optimal Criteria for Regression Models based on Predicted Variance. - Munk, A.
A note on Unbiased Testing for the Bioequivalence Problem - another Christmas Tree. - Dette, H. and Wong, W. K.
E-Optimal Designs for the Michaelis-Menten Model. - Dette, H. and Lo Huang, M.-N.
Convex Optimal designs for Compound Polynomial Extrapolation. - Dette, H. and Grigoriev, Y.
A unified approach to Second Order Optimality Criteria in Nonlinear Design of Experiments. - Dette, H.
A Consistent Test for the Functional Form of a Regression based on a Difference of Variance Estimators. - Derbort, S. and Dette, H.
Analysis of Variance in Nonparametric Regression Models. - Dette, H. and Spreckelsen, I.
A Test for Randomness against ARMA Alternatives. - Munk, A. and Pflüger, R.
1-alpha Equivariant Confidence Rules for Convex Alternatives are alpha/2-Level Tests - with Applications to the Multivariate Assessment of Bioequivalence.
- Dette, H., Munk, A. and Wagner, T.
Estimating the Variance in Nonparametric Regression by Quadratic Forms - what is a reasonable choice? - Dette, H., Munk, A. and Wagner, T.
A review of Variance Estimators with extensions to Multivariate Nonparametric Regression Models. - Dette, H. and Munk, A.
Testing Heteroscedasticity in Nonparametric Regression. - Munk, A.
Optimal Inference for the von Mises Distribution with Applications to Efron's Parabola Model. - Brunner, E., Dette, H. and Munk, A.
Box-type Approximations in Nonparametric Factorial Designs. - Dette, H. and Sahm, M.
Standardized Optimal Designs for Binary Response Experiments. - Dette, H. and Haller, G.
Optimal Discriminating Designs for Fourier Regression. - Dette, H.
Some Applications of Canonical Moments in Fourier Regression Models. - Munk, A.
Tchebycheff-Experiments. - Dette, H. and Sahm, M.
Minimax Optimal Designs in Nonlinear Regression Models. - Dette, H. and Wong, W. K.
Optimal Designs for Modeling Response's Variance as a Function of the Mean. - Dette, H. and Wong, W. K.
Bayesian Optimal Designs for Models with an Exponential Efficiency Function on a Compact Design Space. - Dette, H., Munk, A. and Wagner, T.
Testing Model Assumptions in Multivariate Linear Regression Models.
