Publikationen Lehrstuhl Dette
- Aue, A, Kühnert, S., Rice, G.
On the Estimation of Invertible Functional Time Series.
Aneiros, G., Bongiorno, E.G., Goia, A., Hušková, M. (eds) New Trends in Functional Statistics and Related Fields. IWFOS 2025.
Contributions to Statistics. Springer, Cham.
DOI: 10.1007/978-3-031-92383-8_4 - Lam, T., Dörnemann, N., Dette, H.
A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues.
arXiv: 2506.06550 - Dette, H., Möllenhoff, K., Wied, D.
Practically significant differences between conditional distribution functions.
arXiv: 2506.06545 - Dette, H., Graw, C.
Gaussian Differential Private Bootstrap by Subsampling.
arXiv: 2505.01197 - Bastian, P., Maehren, M., Erinola, E., Merget, R., Bissantz, N., Dette, H., Schwenk, J.
Silent: A new lens on statistics in software timing side channels.
arXiv: 2504.19821 - Bastian, P., Dette, H.
Multiscale detection of practically significant changes in a gradually varying time series.
arXiv: 2504.15872 - Kirch, C., Lahiri, S., Binder, H., Brannath, W., Cribben, I., Dette, H., Doebler, P., Feng, O., Gandy, A., Greven, S., Hammer, B., Harmeling, S., Hotz, T., Kauermann, G., Krause, J., Krempl, G., Nieto-Reyes, A., Okhrin, O., Ombao, H., Pein, F., Pešta, M., Politis, D., Qin, L.-X., Rainforth, T., Rauhut, H., Reeve, H., Salinas, D., Schmidt-Hieber, J., Scott, C., Segers, J., Spiliopoulou, M., Wilhelm, A., Wilms, I., Yu, Y., Lederer, J.
Challenges and Opportunities for Statistics in the Era of Data Science.
HDSR - Bastian, P., Bissantz, N.
Detecting relevant dependencies under measurement error with applications to the analysis of planetary system evolution.
arXiv: 2504.05055 - Yuan, Z., Dette, H.
Exponential Inequalities for Some Mixing Processes and Dynamic Systems.
arXiv: 2208.11481 - Heinrichs, F., Bastian, P., Dette, H.
Sequential Outlier Detection in Non-Stationary Time Series.
arXiv: 2502.18038 - Bastian, P., Basu, R., Dette, H.
Uniform confidence bands for joint angles across different fatigue phases.
arXiv: 2502.08430 - Askin, Ö., Dette, H., Dunsche, M., Kutta, T., Lu, Y., Wei, Y., Zikas, V.
General-Purpose f-DP Estimation and Auditing in a Black-Box Setting.
arXiv: 2502.07066v1 - Bastian, P.
Choosing the Right Norm for Change Point Detection in Functional Data.
arXiv: 2501.04476 - Bai, L., Dette, H. and Wu, W.
A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags.
arXiv: 2501.00118
- 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.
