Holger Dette

Q: What Schools Are Affiliated With Holger Dette

Holger Dette is affiliated with the following schools: University of Cologne, Ruhr University Bochum, Leibniz University Hannover

Holger Dette's AcademicInfluence.com Rankings

Holger Dette

Mathematics

#6211

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#8645

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Statistics

#549

World Rank

#628

Historical Rank

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Mathematics

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Holger Dette's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis (1997) (274)
Box-Type Approximations in Nonparametric Factorial Designs (1997) (239)
Designing Experiments with Respect to ‘Standardized’ Optimality Criteria (1997) (237)
A consistent test for the functional form of a regression based on a difference of variance estimators (1999) (158)
Estimating the variance in nonparametric regression—what is a reasonable choice? (1998) (158)
A simple nonparametric estimator of a strictly monotone regression function (2006) (153)
Non‐crossing non‐parametric estimates of quantile curves (2008) (145)
Nonparametric comparison of regression curves: An empirical process approach (2003) (143)
Nonparametric analysis of covariance (2001) (137)
Optimal Designs for Dose-Finding Studies (2008) (128)
Testing heteroscedasticity in nonparametric regression (1998) (120)
Generalized Latin Hypercube Design for Computer Experiments (2010) (107)
A Generalization of $D$- and $D_1$-Optimal Designs in Polynomial Regression (1990) (99)
Detection of Multiple Structural Breaks in Multivariate Time Series (2013) (93)
Nonparametric comparison of several regression functions: exact and asymptotic theory (1998) (85)
Robust and Efficient Designs for the Michaelis–Menten Model (2003) (81)
New estimators of the Pickands dependence function and a test for extreme-value dependence (2011) (79)
Validation of linear regression models (1998) (78)
A note on bootstrap approximations for the empirical copula process (2010) (76)
Optimal discrimination designs (2009) (75)
A new test for the parametric form of the variance function in non‐parametric regression (2007) (74)
Practical considerations for optimal designs in clinical dose finding studies (2010) (74)
Geometry of E-Optimality (1993) (70)
A Copula‐Based Non‐parametric Measure of Regression Dependence (2013) (68)
A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (2011) (66)
Bayesian D-optimal designs for exponential regression models (1997) (66)
Estimating a Convex Function in Nonparametric Regression (2007) (65)
A note on testing the covariance matrix for large dimension (2005) (64)
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis (2011) (64)
Improving updating rules in multiplicative algorithms for computing D-optimal designs (2008) (63)
Matrix measures, moment spaces and Favard's theorem for the interval [0,1] and [0,∞) (2002) (61)
Optimal Designs for Estimating the Interesting Part of a Dose-Effect Curve (2007) (61)
A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (2002) (61)
Optimal Designs for Identifying the Degree of a Polynomial Regression (1995) (59)
The limit distribution of the largest nearest-neighbour link in the unit d-cube (1989) (58)
Optimal designs for the emax, log-linear and exponential models (2010) (58)
Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix (2006) (57)
Optimal Design for Goodness-of-Fit of the Michaelis–Menten Enzyme Kinetic Function (2005) (56)
Robust designs for polynomial regression by maximizing a minimum of D- and D1-efficiencies (2001) (56)
A New Approach to Optimal Design for Linear Models With Correlated Observations (2010) (56)
Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (2011) (54)
Optimal Designs for Dose–Response Models With Restricted Design Spaces (2006) (53)
Discrimination designs for polynomial regression on compact intervals (1994) (53)
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (2009) (53)
A Note on Nonparametric Estimation of the Effective Dose in Quantal Bioassay (2005) (51)
A note on the de la Garza phenomenon for locally optimal designs (2011) (51)
Some new asymptotic properties for the zeros of Jacobi, Laguerre, and Hermite polynomials (1994) (50)
Response-adaptive dose-finding under model uncertainty (2011) (49)
Quantile Spectral Processes: Asymptotic Analysis and Inference (2014) (48)
Maximin and Bayesian Optimal Designs for Regression Models (2003) (48)
Detecting relevant changes in time series models (2014) (48)
Optimal designs for the identification of the order of a Fourier regression (1998) (47)
A power comparison between nonparametric regression tests (2004) (46)
Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing (2006) (45)
E-optimal designs for the Michaelis–Menten model (1999) (44)
Exact optimal designs for weighted least squares analysis with correlated errors (2006) (44)
Optimal designs for estimating individual coefficients in Fourier regression models (2003) (42)
Maximin efficient design of experiment for exponential regression models (2006) (42)
Elfving's Theorem for $D$-Optimality (1993) (41)
Optimality criteria for regression models based on predicted variance (1999) (41)
Standardized Maximin E-optimal Designs for the Michaelis Menten Model (2002) (41)
On the number of support points of maximin and Bayesian optimal designs (2007) (40)
A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (2018) (40)
A comparative study of monotone nonparametric kernel estimates (2006) (40)
Optimal designs for a class of nonlinear regression models (2004) (39)
Testing for symmetric error distribution in nonparametric regression models (2003) (38)
A practical guide for optimal designs of experiments in the Monod model (2009) (38)
A test for stationarity based on empirical processes (2013) (38)
Optimal designs for estimating individual coefficients in polynomial regression: a functional approach (2001) (37)
A note on Bayesian c- and D-optimal designs in nonlinear regression models (1996) (37)
A note on the Bickel-Rosenblatt test in autoregressive time series (2005) (37)
T-optimal designs for discrimination between two polynomial models (2012) (36)
Optimal designs for rational models and weighted polynomial regression (1999) (36)
Detecting gradual changes in locally stationary processes (2013) (35)
Testing the parametric form of the volatility in continuous time diffusion models - a stochastic process approach (2008) (35)
A Note on $E$-Optimal Designs for Weighted Polynomial Regression (1993) (35)
Modeling of Gibbs energies of pure elements down to 0 K using segmented regression (2016) (35)
Strictly monotone and smooth nonparametric regression for two or more variables (2005) (35)
On a test for a parametric form of volatility in continuous time financial models (2003) (35)
Model selection versus model averaging in dose finding studies (2015) (35)
Quantile spectral analysis for locally stationary time series (2014) (34)
A comparison of different nonparametric methods for inference on additive models (2005) (34)
A test for Archimedeanity in bivariate copula models (2011) (33)
A geometric characterization of c-optimal designs for heteroscedastic regression (2009) (33)
Some robust design strategies for percentile estimation in binary response models (2006) (33)
D-Optimal Designs for Trigonometric Regression Models on a Partial Circle (2002) (33)
Optimal Designs When the Variance Is A Function of the Mean (1999) (32)
OPTIMAL BAYESIAN DESIGNS FOR MODELS WITH PARTIALLY SPECIFIED HETEROSCEDASTIC STRUCTURE (1996) (32)
A simple test for the parametric form of the variance function in nonparametric regression (2009) (31)
Efficient experimental designs for sigmoidal growth models (2005) (31)
Testing symmetry in nonparametric regression models (2002) (30)
Testing additivity by kernel-based methods - what is a reasonable test? (2001) (30)
OPTIMAL DESIGNS FOR A CLASS OF POLYNOMIALS OF ODD OR EVEN DEGREE (1992) (30)
E-optimal designs for linear and nonlinear models with two parameters (1994) (30)
Testing for independence of large dimensional vectors (2017) (29)
BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTION IN LINEAR AND NONPARAMETRIC REGRESSION MODELS (2006) (29)
Robust and efficient design of experiments for the Monod model. (2005) (29)
Bayesian optimal one point designs for one parameter nonlinear models (1996) (29)
Wall and Siegmund Duality Relations for Birth and Death Chains with Reflecting Barrier (1997) (29)
Equivalence of Regression Curves (2018) (28)
Functional data analysis in the Banach space of continuous functions (2017) (28)
On the efficiency of two‐stage response‐adaptive designs (2013) (28)
Optimal designs for testing the functional form of a regression via nonparametric estimation techniques (2001) (28)
Nearest neighbour kernel estimation of the hazard function from censored data (1992) (28)
Testing relevant hypotheses in functional time series via self‐normalization (2018) (28)
Robust T-optimal discriminating designs (2013) (28)
Bridge estimators and the adaptive lasso under heteroscedasticity (2012) (28)
On a mixture of the D- and D1-optimality criterion in polynomial regression (1993) (27)
Some Comments on Copula-Based Regression (2014) (27)
Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence (2013) (27)
MINIMAX OPTIMAL DESIGNS IN NONLINEAR REGRESSION MODELS (1998) (27)
Some comments on specification tests in nonparametric absolutely regular processes (2004) (27)
Multiplier bootstrap of tail copulas with applications (2011) (26)
Focused Model Selection in Quantile Regression (2013) (26)
Locally D-optimal Designs for Exponential Regression (2004) (26)
A note on testing symmetry of the error distribution in linear regression models (2005) (26)
Constrained D- and D1-optimal designs for polynomial regression (2000) (26)
Optimal designs in regression with correlated errors. (2015) (26)
Optimal discrimination designs for multifactor experiments (1997) (26)
Robust optimal extrapolation designs (1996) (25)
Multiscale change point detection for dependent data (2018) (25)
Goodness‐of‐Fit Tests for Multiplicative Models with Dependent Data (2009) (24)
An extension of Welch's approximate t-solution to comparative bioequivalence trials (1994) (24)
Optimal design for additive partially nonlinear models (2011) (23)
Bayesian D-optimal designs on a fixed number of design points for heteroscedastic polynomial models (1998) (23)
Efficient design of experiments in the Monod model (2003) (23)
Rank procedures for the two-factor mixed model (1992) (23)
Locally E-optimal designs for expo-nential regression models (2003) (23)
A simple nonparametric estimator of a monotone regression function (2003) (23)
Change point analysis of second order characteristics in non-stationary time series (2015) (23)
A note on robust designs for polynomial regression (1991) (22)
Testing linearity of regression models with dependent errors by kernel based methods (2000) (22)
Detecting relevant changes in the mean of nonstationary processes—A mass excess approach (2019) (21)
A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay (2010) (21)
A comparison of sequential and non-sequential designs for discrimination between nested regression models (2004) (21)
A note on Bayesian D-optimal designs for a generalization of the exponential growth model (1994) (21)
A Test for Additivity in Nonparametric Regression (2002) (20)
Testing strict monotonicity in nonparametric regression (2007) (20)
Constrained optimal discrimination designs for Fourier regression models (2009) (20)
Change Point Analysis of Correlation in Non-stationary Time Series (2018) (20)
A new approach for open‐end sequential change point monitoring (2019) (20)
E-optimal designs for second-order response surface models (2014) (20)
Analysis of Variance in Nonparametric Regression Models (2001) (20)
On a new characterization of the classical orthogonal polynomials (1992) (20)
Minimax Designs in Linear Regression Models (1995) (19)
Optimal designs for three-dimensional shape analysis with spherical harmonic descriptors (2005) (19)
A note on optimal designs in weighted polynomial regression for the classical efficiency functions (2003) (19)
Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations (2009) (19)
A note on testing hypotheses for stationary processes in the frequency domain (2012) (19)
Some peculiar boundary phenomena for extremes of rth nearest neighbor links (1990) (19)
A general approach to D-optimal designs for weighted univariate polynomial regression models (2010) (18)
Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (2018) (18)
Some Methodological Aspects of Validation of Models in Nonparametric Regression (2003) (18)
Optimal designs for nonlinear regression models with respect to non-informative priors (2013) (18)
E‐optimal designs for regression models with quantitative factors— a reasonable choice? (1997) (18)
Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (2009) (18)
Lessons learned from IDeAl — 33 recommendations from the IDeAl-net about design and analysis of small population clinical trials (2018) (18)
Asymptotic properties of the algebraic moment range process (2007) (18)
Minimax Optimal Designs for Nonparametric Regression — A Further Optimality Property of the Uniform Distribution (2001) (18)
Some comments on Quasi-Birth-and-Death processes and matrix measures (2010) (17)
Significance testing in quantile regression (2012) (17)
Bayesian D-Optimal and Model Robust Designs in Linear Regression Models (1993) (17)
On the number of support points of maximin and Bayesian D-optimal designs in nonlinear regression models (2004) (16)
Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models (2007) (16)
Regulatory assessment of drug dissolution profiles comparability via maximum deviation (2018) (16)
Complete classes of designs for nonlinear regression models and principal representations of moment spaces (2013) (16)
Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances (2010) (16)
Distributions on unbounded moment spaces and random moment sequences (2010) (16)
Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble (2009) (16)
Confidence bands for multivariate and time dependent inverse regression models (2012) (16)
Likelihood ratio tests for many groups in high dimensions (2019) (16)
Testing non‐parametric hypotheses for stationary processes by estimating minimal distances (2011) (16)
The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate (1995) (16)
New Identities for Orthogonal Polynomials on a Compact Interval (1993) (15)
A robust test for homoscedasticity in nonparametric regression (2010) (15)
A nonparametric test for stationarity in functional time series (2017) (15)
Optimal designs for random effect models with correlated errors with applications in population phar (2010) (15)
Optimal designs for trigonometric regression models (2011) (15)
Optimal discriminating designs for several competing regression models (2013) (15)
Risk estimators for choosing regularization parameters in ill-posed problems: Properties and limitations (2017) (15)
Random Block Matrices and Matrix Orthogonal Polynomials (2008) (15)
Optimal designs for free knot least squares splines (2006) (15)
Bayesian and maximin optimal designs for heteroscedastic regression models (2005) (15)
Maximin optimal designs for the compartmental model (2003) (14)
Optimal product designs for multivariate regression with missing terms (1996) (14)
A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation (2003) (14)
Uniform approximation of eigenvalues in Laguerre and Hermite beta-ensembles by roots of orthogonal polynomials (2007) (14)
On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies (2004) (14)
Estimation of additive quantile regression (2011) (14)
Bayesian T-optimal discriminating designs. (2014) (14)
A note on one-sided nonparametric analysis of covariance by ranking residuals (2002) (14)
Optimal designs for statistical analysis with Zernike polynomials (2007) (14)
Comparing Conditional Quantile Curves (2011) (14)
Model checks for the volatility under microstructure noise (2012) (14)
Relevant change points in high dimensional time series (2017) (14)
T-optimal discriminating designs for Fourier regression models (2015) (13)
A geometric characterization of optimal designs for regression models with correlated observations (2011) (13)
Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials (2002) (13)
A new approach to optimal designs for correlated observations (2015) (13)
A Simple Test for White Noise in Functional Time Series (2016) (13)
Optimal Discrimination Designs for Exponential Regression Models (2007) (13)
The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities (2004) (13)
Adaptive grid semidefinite programming for finding optimal designs (2018) (13)
The adaptive lasso in high-dimensional sparse heteroscedastic models (2013) (13)
Compound Optimal Designs for Percentile Estimation in Dose-Response Models with Restricted Design Intervals (2007) (13)
Robust designs for multivariate polynomial regression on the d-cube (1994) (12)
A test for the parametric form of the variance function in apartial linear regression model (2008) (12)
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix (2015) (12)
Testing model assumptions in functional regression models (2011) (12)
First return probabilities of birth and death chains and associated orthogonal polynomials (2000) (12)
Censored quantile regression processes under dependence and penalization (2012) (12)
Prediction in Locally Stationary Time Series (2020) (12)
Nonparametric quantile regression for twice censored data (2010) (12)
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (2014) (12)
Testing Semiparametric Hypotheses in Locally Stationary Processes (2013) (12)
The quantile process under random censoring (2012) (11)
A test for separability in covariance operators of random surfaces (2017) (11)
Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression (1994) (11)
A note on some peculiar nonlinear extremal phenomena of the Chebyshev polynomials (1994) (11)
Kolmogorov-Smirnov-type testing for the partial homogeneity of Markov processes - with application to credit risk (2007) (11)
Assessing the similarity of dose response and target doses in two non‐overlapping subgroups (2016) (11)
Optimum allocation of treatments for Welch's test in equivalence assessment. (1997) (11)
New bounds for Hahn and Krawtchouk polynomials (1994) (11)
Experimental designs for a class of weighted polynomial regression models (1992) (11)
ON G-EFFICIENCY CALCULATION FOR POLYNOMIAL MODELS (1995) (11)
Optimal designs for estimating pairs of coefficients in Fourier regression models (2008) (10)
Efficient model-based bioequivalence testing. (2020) (10)
A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption (1998) (10)
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (2018) (10)
Matrix Measures, Random Moments, and Gaussian Ensembles (2009) (10)
Optimal designs for estimating the slope of a regression (2010) (10)
Multiscale inference for multivariate deconvolution (2016) (10)
Detecting deviations from second-order stationarity in locally stationary functional time series (2018) (10)
A note on all-bias designs with applications in spline regression models (2010) (10)
Optimal designs for the Michaelis–Menten model with correlated observations (2014) (10)
Choice is Suffering: A Focused Information Criterion for Model Selection Activation Program for Disadvantaged Youths (2012) (10)
Optimal designs for dose finding studies with an active control (2011) (10)
Dose response signal detection under model uncertainty (2015) (10)
Scale Checks in Censored Regression (2012) (10)
Characterizations of generalized Hermite and sieved ultraspherical polynomials (1994) (10)
Comparison of insulin aspart vs. regular human insulin with or without insulin detemir concerning adipozytokines and metabolic effects in patients with type 2 diabetes mellitus. (2013) (10)
Design for linear regression models with correlated errors (2015) (10)
Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (2020) (9)
Detecting long-range dependence in non-stationary time series (2013) (9)
Asymptotic optimal designs under long-range dependence error structure (2009) (9)
Optimal Experimental Design Strategies for Detecting Hormesis (2011) (9)
Natural (Non‐)Informative Priors for Skew‐symmetric Distributions (2016) (9)
A new interpretation of optimality forE-optimal designs in linear regression models (1993) (9)
Robust designs for 3D shape analysis with spherical harmonic descriptors (2004) (9)
Optimal designs for dose response curves with common parameters (2016) (9)
A functional-algebraic determination of D-optimal designs for trigonometric regression models on a p (2002) (9)
Confidence Corridors for Multivariate Generalized Quantile Regression (2014) (9)
Efficient Algorithms for Optimal Designs with Correlated Observations in Pharmacokinetics and Dose‐Finding Studies (2012) (9)
Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach (2005) (9)
Local c- and E-optimal Designs for Exponential Regression Models (2006) (9)
Determinants of block Hankel matrices for random matrix-valued measures (2019) (8)
Change‐Point Detection in Autoregressive Models with no Moment Assumptions (2016) (8)
Optimal design for smoothing splines (2011) (8)
Efficient sampling in materials simulation - Exploring the parameter space of grain boundaries (2017) (8)
A note on a specification test of independence (2000) (8)
A note on estimating a smooth monotone regression by combining kernel and density estimates (2008) (8)
On a nonparametric test for linear relationships (2000) (8)
On the estimation of a monotone conditional variance in nonparametric regression (2009) (8)
Quantifying deviations from separability in space-time functional processes (2020) (8)
Zeros and ratio asymptotics for matrix orthogonal polynomials (2011) (8)
A Geometric Solution of the Bayesian E-Optimal Design Problem (1994) (8)
Optimal designs for dose-finding experiments in toxicity studies (2009) (8)
Geometric construction of optimal designs for dose-responsemodels with two parameters (2005) (8)
Optimal designs for comparing curves. (2014) (8)
The BLUE in continuous-time regression models with correlated errors (2019) (8)
A note on the maximization of matrix valued Hankel determinants with applications (2005) (7)
E-optimal designs in Fourier regression models on a partial circle (2001) (7)
Smooth backfitting in additive inverse regression (2013) (7)
Optimal designs for regression with spherical data (2017) (7)
Optimal designs for active controlled dose-finding trials with efficacy-toxicity outcomes (2016) (7)
Rearranged dependence measures (2022) (7)
Locally optimal designs for errors-in-variables models (2015) (7)
A Web-Based Tool for Finding Optimal Designs for the Michaelis–Menten Model and an Overview (2010) (7)
Optimal designs for comparing regression models with correlated observations (2016) (7)
Optimal experimental designs for inverse quadratic regression models (2008) (7)
Additive inverse regression models with convolution-type operators (2013) (7)
Quantile Correlations: Uncovering temporal dependencies in financial time series (2015) (7)
Quadrature formulas for matrix measures - a geometric approach (2003) (7)
Optimal discrimination designs for semiparametric models (2016) (7)
Efficient Experimental Design for the Behrens-Fisher Problem With Application to Bioassay (2004) (7)
Detecting structural breaks in eigensystems of functional time series (2019) (6)
On the generating functions of a random walk on the non-negative integers (1996) (6)
Testing for a Constant Coefficient of Variation in Nonparametric Regression (2008) (6)
Testing for a constant coefficient of variation in nonparametric regression by empirical processes (2012) (6)
Robust Designs in Noninferiority Three-Arm Clinical Trials With Presence of Heteroscedasticity (2009) (6)
Equivalence of regression curves sharing common parameters (2019) (6)
Testing model assumptions in multivariate linear regression models (2000) (6)
Optimal designs for multi-response generalized linear models with applications in thermal spraying (2013) (6)
A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0, 1] and [0, ∞) (2002) (6)
Optimal Designs for Quantile Regression Models (2012) (6)
Design of Experiments for the Monod Model - Robust and Efficient Designs (2004) (6)
On the equivalence of optimality design criteria for the placebo-treatment problem (2005) (6)
Robust designs for series estimation (2008) (5)
Specification Tests Indexed by Bandwidths (2004) (5)
A note on some random orthogonal polynomials on a compact interval (2009) (5)
Nonparametric comparison of quantile curves: a stochastic process approach (2013) (5)
Change point analysis in non-stationary processes - a mass excess approach (2018) (5)
Multiscale inference for a multivariate density with applications to X-ray astronomy (2016) (5)
Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models (1996) (5)
Correcting Intraday Periodicity Bias in Realized Volatility Measures (2021) (5)
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression (2003) (5)
Optimal designs for discriminating between dose-response models in toxicology studies (2010) (5)
Numerical construction of parameter maximin D-optimal designs for binary response models (2005) (5)
Optimal designs for composed models in pharmacokinetic–pharmacodynamic experiments (2012) (5)
Hankel Determinants of Random Moment Sequences (2015) (5)
Fourier Analysis of Serial Dependence Measures (2017) (5)
Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (2019) (5)
Nonparametric and high-dimensional functional graphical models (2021) (5)
Efficient Design of Experiment for Exponential Regression Models (2004) (5)
Sequential change point detection in high dimensional time series (2020) (5)
Equivalence analyses of dissolution profiles with the Mahalanobis distance: a regulatory perspective and a comparison with a parametric maximum deviation‐based approach (2018) (5)
Some explicit solutions of c-optimal design problems for polynomial regression with no intercept (2019) (5)
Model Checks in Inverse Regression Models with Convolution‐Type Operators (2012) (5)
Testing multivariate economic restrictions using quantiles (2011) (4)
Energy substitution: When model selection depends on the focus (2013) (4)
Best linear unbiased estimators in continuous time regression models (2016) (4)
Design of experiments for microbiological models (2003) (4)
DIFFERENCE-IN-DIFFERENCES ESTIMATION UNDER NON-PARALLEL TRENDS (2020) (4)
Testing equality of spectral densities (2007) (4)
Robustness properties of minimally‐supported Bayesian D‐optimal designs for heteroscedastic models (2001) (4)
Optimal designs for thermal spraying (2017) (4)
Testing symmetry of a nonparametric bivariate regression function (2011) (4)
Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (2017) (4)
On a generalization of the ehrenfest urn model (1994) (4)
Bayesian $D$-optimal designs for error-in-variables models (2016) (4)
Sign regularity of a generalized Cauchy kernel with applications (1996) (4)
Beyond Inequality: A Novel Measure of Skewness and Its Properties (2016) (4)
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (2020) (4)
Measuring stationarity in long-memory processes (2013) (4)
Optimal designs for multivariable spline models (2009) (4)
Bio-equivalence tests in functional data by maximum deviation (2020) (4)
Convex Optimal Designs for Compound Polynomial Extrapolation (2000) (4)
Statistical inference for high-dimensional panel functional time series (2020) (4)
Finite sample performance of sequential designs for model identification (2005) (4)
Efficient Computation of Bayesian Optimal Discriminating Designs (2015) (4)
Online Calculation of Efficient Designs for Multi-Factor Models (2000) (4)
Multivariate Mean Comparison under Differential Privacy (2021) (3)
Recurrence Moment Formulas for D-optimal Designs (1995) (3)
A bootstrap test for the comparison of nonlinear time series (2009) (3)
Optimal designs for additional day effects in generalized linear models with gamma distributed response (2013) (3)
Optimal designs for frequentist model averaging. (2018) (3)
A note on the uniform distribution on the arcsin points (1997) (3)
Confidence surfaces for the mean of locally stationary functional time series (2021) (3)
A note on estimating a monotone regression by combining kernel and density estimates (2005) (3)
OPTIMAL DESIGNS FOR ESTIMATING THE DERIVATIVE IN NONLINEAR REGRESSION (2011) (3)
'Nearly' universally optimal designs for models with correlated observations (2014) (3)
Statistical Quantification of Differential Privacy: A Local Approach (2021) (3)
Two-sample tests for relevant differences in the eigenfunctions of covariance operators (2019) (3)
Identifying shifts between two regression curves (2019) (3)
Testing for additivity in nonparametric quantile regression (2015) (3)
Constrained optimal discriminating designs for Fourier regression models (2006) (3)
Equivalence of dose response curves (2015) (3)
Statistical inference for function-on-function linear regression (2021) (3)
Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem (2021) (3)
The Empirical Process of Residuals from an Inverse Regression (2019) (2)
Designing dose-finding studies with an active control for exponential families (2014) (2)
Optimal designs for estimating individual coefficients in polynomial regression - a functional approach and figures (2001) (2)
A test for randomness against ARMA alternatives (2000) (2)
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (2018) (2)
Optimal designs for non-competitive enzyme inhibition kinetic models (2018) (2)
New Model–Based Bioequivalence Statistical Approaches for Pharmacokinetic Studies with Sparse Sampling (2020) (2)
10th International Workshop on Simulation and Statistics (2019) (2)
Robustness of optimal designs for the Michaelis-Menten model under a variation of criteria (2008) (2)
Optimal Designs for Regression Models With a Constant Coefficient of Variation (2013) (2)
Optimal designs for indirect regression (2011) (2)
The effect of intraday periodicity on realized volatility measures (2022) (2)
On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities (2016) (2)
Reproducing kernel Hilbert spaces, polynomials and the classical moment problems (2021) (2)
Maximin and Bayesian optimal designs for linear and non-linear regression models (2002) (2)
A portmanteau-type test for detecting serial correlation in locally stationary functional time series (2020) (2)
Optimal designs for estimating individual coefficients in polynomial regression with no intercept (2019) (2)
A new duality relation for random walks (1995) (2)
Universality in Random Moment Problems (2017) (2)
A Multiplicative Concept for Random Utility (2002) (2)
Optimal experimental design. II. Linear regression with several independent factors or model approaches. (1990) (2)
Comments on the paper: Phosphate sorption isotherms revisited (1993) (2)
Goodness-of-fit tests in long-range dependent processes under fixed alternatives (2013) (2)
Extremal properties of ultraspherical polynomials (1994) (2)
A note on some extremal problems for trigonometric polynomials (2005) (2)
Correlation length of time series in statistical simulations (1992) (1)
Latest Advances in the Theory and Applications of Design and Analysis of Experiments (2017) (1)
Optimal designs for 3D shape analysis with spherical harmonic descriptors (2004) (1)
Optimal designs for enzyme inhibition kinetic models (2017) (1)
Discount curve estimation by monotonizing McCulloch Splines (2008) (1)
OPTIMAL DESIGNS FOR SERIES ESTIMATION IN NONPARAMETRIC REGRESSION WITH CORRELATED DATA (2018) (1)
A note on random orthogonal polynomials on a compact interval (2008) (1)
On a test for constant volatility in continuous time financial models (2001) (1)
Optimal Designs for Rational Regression Models (2015) (1)
Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models (2013) (1)
E-Optimal Designs for the Double Exponential Model (1998) (1)
On the efficiency of adaptive designs (2010) (1)
On Wigner-Ville Spectra and the Unicity of Time-Varying Quantile-Based Spectral Densities (2016) (1)
A focused information criterion for quantile regression: Evidence for the rebound effect (2019) (1)
A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes (2022) (1)
A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments (2000) (1)
Optimal designs for estimating individual coefficients in Fourier regression models and figures figure 1, figure 2, figure 3 and figure 4 (2001) (1)
Efficient algorithms for calculating optimal designs in pharmacokinetics and dose finding studies (2010) (1)
Optimal designs for estimating critical effective dose under model uncertainty in a dose response study (2009) (1)
A new approach to optimal designs for models with correlated observations (2009) (1)
Random block matrices generalizing the classical Jacobi and Laguerre ensembles (2010) (1)
Optimal Designs for Model Averaging in non-nested Models (2019) (1)
Statistical inference for the slope parameter in functional linear regression (2021) (1)
Detecting smooth changes in locally stationary processes (2013) (1)
Choice is suffering (2010) (1)
Efficient Prediction of Grain Boundary Energies from Atomistic Simulations via Sequential Design (2021) (1)
Mini-Workshop: Frontiers in Quantile Regression (2012) (1)
Model identication for dose response signal detection (2012) (1)
On the Boundary Behaviour of Nonparametric Regression Estimators (1992) (1)
How many random walks correspond to a given set of return probabilities to the origin (1996) (1)
Numerical construction of maximin optimal designs for binary response models (2003) (1)
Misspecification in copula- based regression (2013) (1)
www.econstor.eu A test for the parametric form of the variance function in a partial linear regression model (2007) (1)
Kolmogorov–Smirnov-type testing for the partial homogeneity of Markov processes—with application to credit risk: Research Articles (2007) (1)
Testing for similarity of binary efficacy-toxicity responses. (2021) (1)
Equivalence tests for binary efficacy-toxicity responses (2019) (1)
Minimum distance estimation of Pickands dependence function for multivariate distributions (2012) (1)
Quantile spectral processes: asymptotic analysis and inference. 1770-1807. (2016) (1)
Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery (2021) (1)
Regularization parameter selection in indirect regression by residual based bootstrap (2016) (1)
A martingale-transform goodness-of-fit test for the form of the conditional variance (2008) (1)
A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling (2006) (1)
A note on asymptotic uniform confidence bands in a multivariate statistical deconvolution problem (2012) (1)
Pivotal tests for relevant differences in the second order dynamics of functional time series (2020) (1)
Disentangling demand and supply shocks in crude oil market : How to check sign restrictions in structural VARs 11 : 50-12 : 40 Philip Preuss , On discriminating between long-range dependence and non stationarity (2012) (0)
quantile regression processes under dependence and penalization (2012) (0)
Identifying shifts between two regression curves (2021) (0)
Addendum to the Paper, Bayesian D-Optimal and Model Robust Designs in Linear Regression Models (1995) (0)
SFB 823 Assessing the similarity of dose response and target doses in two non-overlapping subgroups D iscussion P aper (2016) (0)
Designs of experiments in a polynomial regression when there is uncertainty about the degree (1999) (0)
SFB 823 Relevant change points in high dimensional time series D iscussion P aper (2017) (0)
SFB 823 On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities D iscussion P aper (2016) (0)
Correction to “Asymptotic optimal designs under long-range dependence error structure” Bernoulli 15 (2009) 1036–1056 (2012) (0)
Submitted to the Annals of Statistics OPTIMAL DESIGN FOR LINEAR MODELS WITH CORRELATED OBSERVATIONS By (2011) (0)
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models (2001) (0)
Design for regression models with correlated errors (2012) (0)
Optimal Designs for Comparing Regression Curves: Dependence Within and Between Groups (2021) (0)
NPUA: A new approach for the analysis of computer experiments (2010) (0)
SFB 823 Significance testing in quantile regression D iscussion P aper (2012) (0)
Being Focused: When the Purpose of Inference Matters for Model Selection (2011) (0)
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SFB 823 Confidence corridors for multivariate generalized quantile regression (2014) (0)
On the e ciency of adaptive designs (2010) (0)
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Detecting relevant changes in the spatiotemporal mean function (2022) (0)
Random block matrices generalizing the classical ensembles (2009) (0)
Testing separability for continuous functional data (2023) (0)
Nonparametric analysis of covariance using quantile curves (2009) (0)
Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes (2021) (0)
Correlation Length of Time Series (1992) (0)
D-optimal designs for trigonometric regression models on a partial circle and figures (2001) (0)
Probability - A. F. Karr . (1995) (0)
Testing for additivity in nonparametric quantile regression (2014) (0)
Optimal designs for regression models with autoregressive errors structure (2016) (0)
Correction: Optimal discrimination designs for multifactor experiments (1998) (0)
Multiscale inference for a multivariate density with applications to X-ray astronomy (2017) (0)
Title Recurrence Moment Formulas for D-Optimal Designs with Applications Permalink (2011) (0)
SFB 823 Fourier analysis of serial dependence measures (2017) (0)
Zeros and ratio asymptotics for matrix orthogonal polynomials (2012) (0)
Comment (2013) (0)
Comparing regression curves -- an $L^1$-point of view (2023) (0)
Smooth backfitting in additive inverse regression (2015) (0)
NONPARAMETRIC ANALYSIS OF COVARIANCE 1 (2001) (0)
LINEAR UNBIASED ESTIMATORS IN CONTINUOUS TIME REGRESSION MODELS By (2016) (0)
Comments on: An updated review of Goodness-of-Fit tests for regression models (2013) (0)
Goodness-of-t tests in long-range dependent processes under xed alternatives (2010) (0)
SFB 823 Detecting long-range dependence in non-stationary time series D iscussion P aper (2013) (0)
Efficient tests for bio-equivalence in functional data (2020) (0)
Matrix Measures, Random Moments, and Gaussian Ensembles (2011) (0)
The quantile process under random censoring (2012) (0)
SFB 823 Optimal designs for enzyme inhibition kinetic models (2017) (0)
SFB 823 Focused model selection in quantile regression (2012) (0)
Independence testing in high dimensions (2022) (0)
Some explicit solutions of c-optimal design problems for polynomial regression with no intercept (2019) (0)
Distributions on matrix moment spaces (2014) (0)
SFB 823 Natural ( non-) informative priors for skew-symmetric distributions D iscussion P aper (2016) (0)
Canonical moments, orthogonal polynomials with application to statistics (2002) (0)
Determinants of Random Block Hankel Matrices (2017) (0)
models with dependent data (2007) (0)
Optimal designs for discriminating dose response models in toxicology studies (2009) (0)
Quantile spectral processes (2014) (0)
Random moment problems under constraints (2018) (0)
The adaptive lasso in high-dimensional sparse heteroscedastic models (2013) (0)
A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths (1991) (0)
Detecting deviations from second-order stationarity in locally stationary functional time series (2019) (0)
On robust and efficient designs for risk estimation in epidemiologic studies (2003) (0)
SFB 823 Quantile spectral processes : Asymptotic analysis and inference (2014) (0)
Goodness-of-fit tests for multiplicativemodels with dependent data (2007) (0)
Hankel Determinants of Random Moment Sequences (2016) (0)
On the minimum of the Christoffel function (1995) (0)
Optimal experimental design. I. Linear model with one independent variable. (1990) (0)
Special Issue in Memory of William J. Studden (2014) (0)
SFB 823 Smooth backfitting in additive inverse regression (2013) (0)
Geometry , optimal designs and pharmacokinetic models (0)
Geometry , optimal designs and pharmacokinetic models (0)
Optimal designs for smoothing splines (2007) (0)
Recurrence Moment Formulas for D-Optimal Designs with Applications (2011) (0)
Testing for a constant coefficient of variation in nonparametric regression by empirical processes (2011) (0)
Comparison of definitions of nearest neighbor distances in the case of censored data—A simulation study (1991) (0)
A distribution free test for changes in the trend function of locally stationary processes (2020) (0)
A note on optimal designs for estimating the slope of a polynomial regression (2020) (0)
SFB 823 Nonparametric analysis of covariance using quantile curves D is (2009) (0)
Integrated Design and Analysis of small population group trials – IDEAL – FP7 (2017) (0)
Corrigendum to "Data Mining in Urology: Understanding Real-world Treatment Pathways for Lower Urinary Tract Systems via Exploration of Big Data" [Eur Urol Focus 2022;8:391-3]. (2022) (0)
Forthcoming papers (2005) (0)
Book reviews (1995) (0)
Fluctuations of the Diagonal Entries of a Large Sample Precision Matrix (2022) (0)
Bridge estimators and the adaptive lasso under heteroscedasticity (2012) (0)
Confidence Corridorsfor MultivariateGeneralizedQuantile Regression (2014) (0)
An Rkhs Approach for Pivotal Inference in Functional Linear Regression (2022) (0)
SFB 823 Quantile spectral analysis for locally stationary time series D iscussion P aper (2014) (0)
SFB 823 Confidence bands for multivariate and time dependent inverse regression models D iscussion P aper (2012) (0)
A note on martingale transforms for model checks (2010) (0)
[O70] Modeling of thermo-physic properties for pure elements using segmented regression methodology (2015) (0)
SFB 823 Quantile correlations : Uncovering temporal dependencies in financial time series D iscussion P aper (2014) (0)
Comments on: An updated review of Goodness-of-Fit tests for regression models (2013) (0)
Technical Report 09 / 2009 Optimal designs for estimating critical effective dose under model uncertainty in a dose response study (2009) (0)
SFB 823 A copula-based nonparametric measure of regression dependence (2010) (0)
The quantile process under random censoring D iscussion P aper (2012) (0)
DETECTING GRADUAL CHANGES IN LOCALLY STATIONARY PROCESSES 1 (2015) (0)
Linear spectral statistics of sequential sample covariance matrices (2021) (0)
Discount curve estimation by monotonizing (2006) (0)
DISCOVER WILEY'S LEADING STATISTICS JOURNALS (2014) (0)
New Developments in Functional and Highly Multivariate Statistical Methodology (2016) (0)
Some applications of canonical moments in Fourier regression models (1998) (0)
Goodness-of-fit testing the error distribution in multivariate indirect regression (2018) (0)
European Coasts: an introductory survey (1996) (0)
Design admissibility and de la Garza phenomenon in multifactor experiments (2020) (0)
Optimal designs for estimating the slope in nonlinear regression (2009) (0)
Towards active learning: A stopping criterion for the sequential sampling of grain boundary degrees of freedom (2023) (0)
Adaptive grid semidefinite programming for finding optimal designs (2017) (0)
A reinforced learning approach to optimal design under model uncertainty (2023) (0)
Electron. J. Probab. 23 (2018), no. 15, https://doi.org/10.1214/18-EJP141 (2018) (0)
The integrated copula spectrum (2021) (0)
Data Mining in Urology: Understanding Real-world Treatment Pathways for Lower Urinary Tract Systems via Exploration of Big Data. (2022) (0)
Nonparametric comparison of quantile curves (2011) (0)
Optimal designs for comparing curves D iscussion P aper (2015) (0)
Bias in nearest-neighbor hazard estimation (2008) (0)
Non-crossing marginal effects in additive quantile regression (2007) (0)
www.econstor.eu Optimal discrimination designs (2008) (0)
Matrix Measures, Moment Spaces and Favard's Theorem for the interval [0,1] and [0, infinity) (2001) (0)
Optimal designs for composed models in pharmacokinetic–pharmacodynamic experiments (2012) (0)
On Bootstrapping L2‐Type Statistics in Inverse Regression Models with Convolution‐Type Operators (2011) (0)
Matrix measures and random walks (2005) (0)
New Developments in Econometrics and Time Series (2012) (0)
Prediction in regression models with continuous observations (2019) (0)
Validating Approximate Slope Homogeneity in Large Panels (2022) (0)
Nonparametric comparison of regression curves | anempirical process approachHolger (2000) (0)

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