Publikationen






20132012201120102009200820072006200520042003200220012000199919981997

2013

  • T. Hildebrandt, N. Bissantz, H. Dette. Additive inverse regression models with convolution-type operators, (PDF)

  • K. Sen, P. Preuß, H. Dette. Measuring stationarity in long-memory processes, (PDF)

  • B. Berghaus, A. Bücher. Nonparametric tests for tail monotonicity, (PDF)

  • J. Gu, R. Koenker, S. Volgushev. Testing for homogeneity in mixture models, (PDF)

  • S. Volgushev. Smoothed quantile regression processes for binary response models, (PDF)

2012

  • H. Dette, A. Pepelyshev, A. Zhigljavsky. Design for regression models with correlated errors, (PDF)

  • H. Dette, K. Schorning. Complete classes of designs for nonlinear regression models and principal representations of moment spaces, (PDF)

  • R. Gralla, K. Kraft, S. Volgushev. The effects of works councils on overtime hours - a censored quantile regression approach, (PDF)

  • P. Preuß, M. Vetter. Discriminating between long-range dependence and non-stationarity, (PDF)

  • H. Dette, S. Titoff, S. Volgushev, F. Bretz. Model identification for dose response signal detection, (PDF)

  • S. Volgushev, J. Wagener, H. Dette. Censored quantile regression processes under dependence and penalization, (PDF)

  • B. Berghaus, A. Bücher, H. Dette. Minimum distance estimation of Pickands dependence function for multivariate distributions, (PDF)

  • H. Dette, A. Pepelyshev, A. Zhigljavsky. 'Nearly' universally optimal designs for models with correlated observations, (PDF)

  • A. Bücher. A note on nonparametric estimation of bivariate tail dependence, (PDF)

  • H. Dette, V.B. Melas, P. Shpilev. Robust T-optimal discriminating designs, (PDF)

  • K. Proksch, N. Bissantz, H. Dette. Confidence bands for multivariate and time dependent inverse regression models, (PDF)

  • A. Bücher, M. Ruppert. Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique, (PDF)

  • S. Volgushev, M. Birke, H. Dette, N. Neumeyer. Significance testing in quantile regression, (PDF)

  • H. Dette, Werner G. Müller. Optimal designs for regression models with a constant coefficient of variation, (PDF)

  • A. Bücher, M. Vetter. Nonparametric inference on Lévy measures and copulas, (PDF)

  • H. Dette, M. Guhlich, J. Nagel. Distributions on matrix moment spaces, (PDF)

  • P. Behl, G. Claeskens, H. Dette. Focused model selection in quantile regression, (PDF)

  • J. Wagener, S. Volgushev, H. Dette. The quantile process under random censoring, (PDF)

  • H. Dette, C. Kiss. Optimal designs for rational regression models, (PDF)

  • H. Dette, J. Kunert. Optimal designs for the Michaelis Menten model with correlated observations, (PDF)

  • J. Wagener, H. Dette. The adaptive Lasso in high dimensional sparse heteroscedastic models, (PDF)






20132012201120102009200820072006200520042003200220012000199919981997

2011

  • H. Dette, M. Guhlich, N. Neumeyer. Testing for additivity in nonparametric quantile regression, (PDF)

  • M. Vetter. Estimation of integrated volatility of volatility with applications to goodness-of-fit testing, (PDF)

  • K. Christensen, M. Podolskij, M. Vetter. On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes, (PDF)

  • H. Dette, M. Hallin, T. Kley, S. Volgushev. Of copulas, quantiles, ranks and spectra: An $L_1$-approach to spectral analysis, (PDF)

  • D. Braess, H. Dette. Optimal discriminating designs for several competing regression models, (PDF)

  • A. Bücher, S. Volgushev. Empirical and sequential empirical copula processes under serial dependence, (PDF)

  • H. Dette, A. Pepelyshev, A. Zhigljavsky. Optimal design for linear models with correlated observations, (PDF)

  • H. Dette, C. Kiss, N. Benda, F. Bretz. Optimal designs for dose finding studies with an active control, (PDF)

  • P. Preuß, M. Vetter, H. Dette. A test for stationarity based on empirical processes, (PDF)

  • A. Bücher, H. Dette, S. Volgushev. A test for Archimedeanity in bivariate copula models, (PDF)

  • P. Preuß, T. Hildebrandt. Comparing spectral densities of stationary time series with unequal sample sizes, (PDF)

  • S. Delvaux, H. Dette. Zeros and ratio asymptotics for matrix orthogonal polynomials, (PDF)

  • H. Dette, M. Trampisch. Optimal designs for quantile regression models, (PDF)

  • D. Wied, M. Arnold, N. Bissantz, D. Ziggel. A new fluctuation test for constant variances with applications to finance, (PDF)

  • H. Dette, V.B. Melas, P. Shpilev. T-optimal designs for discrimination between two polynomial models, (PDF)

  • P. Behl, H. Dette, M. Frondel, H. Tauchmann. Being focused: When the purpose of inference matters for model selection, (PDF)

  • J. Wagener, H. Dette. Bridge estimators and the adaptive Lasso under heteroscedasticity, (PDF)

  • M. Birke, N. Bissantz. Testing for symmetries in multivariate inverse problems, (PDF)

  • N. Bissantz, H. Holzmann. Asymptotics for spectral regularization estimators in statistical inverse problems.

  • N. Bissantz, A.C. Jenke, M. Trampisch, R. Klaassen-Mielke, K. Bissantz, Holland-Letz, T. Hospital-based, prospective, multicentre surveillance to determine the incidence of intussusception in children aged < 15 years in Germany.

  • P. Preuß, M. Vetter, H. Dette. Testing semiparametric hypotheses in locally stationary processes, (PDF)

  • H. Dette, J. Wagener, S. Volgushev. Nonparametric comparison of quantile curves: A stochastic process approach, (PDF)

  • H. Dette, S. Hoderlein, N. Neumeyer. Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness, (PDF)

  • A. Bücher, H. Dette. Multiplier bootstrap of tail copulas - with applications, (PDF)






20132012201120102009200820072006200520042003200220012000199919981997

2010


  • K.C. Detloff, C.D. Zander, N. Bissantz, D. Ziggel. Saisonale Variation im Nahrungsverhalten des fakultativen Putzerfisches Symphodus melanocercus (Risso) im Tyrrhenischen Meer (Italien).

  • H. Dette, K. Sen. Goodness-of-fit tests in long-range dependent processes under fixed alternatives, (PDF)

  • K. Bissantz, N. Bissantz, D. Ziggel. Diversification effects between stock indices, (PDF)

  • H. Dette, M. Marchlewski, J. Wagener. Testing for a constant coefficient of variation in nonparametric regression, (PDF)

  • J. Nagel, J. Wagener, F. Gamboa, A. Rouault. Large deviations for random matricial moment problems, (PDF)

  • P. Behl, H. Dette, M. Frondel, H. Tauchmann. Choice is suffering: A focused information criterion for model selection, (PDF)

  • T. Holland-Letz, H. Dette, D. Renard. Efficient algorithms for calculating optimal designs in pharmacokinetics and dose finding studies, (PDF)

  • H. Dette, B. Bornkamp, F. Bretz. On the efficiency of adaptive designs, (PDF)

  • S. Biedermann, N. Bissantz, H. Dette, E. Jones. Optimal designs for indirect regression, (PDF)

  • M. Arnold, N. Bissantz, D. Wied, D. Ziggel. A new online-test for changes in correlations between assets, (PDF)

  • H. Dette, P. Preuß, M. Vetter. A measure of stationarity in locally stationary processes with applications to testing, (PDF)

  • H. Dette, V.B. Melas. A note on the de la Garza phenomenon for locally optimal designs, (PDF)

  • M. Vetter. Estimation of correlation for continuous semimartingales, (PDF)

  • J. Nagel, H. Dette. Distributions on unbounded moment spaces and random moment sequences, (PDF)

  • N. Bissantz, V. Steinorth, D. Ziggel. Stabilität von Diversifikationseffekten im Markowitz-Modell, (PDF)

  • H. Dette, A. Pepelyshev, W.K. Wong. Optimal experimental design strategies for detecting hormesis, (PDF)

  • A. Bücher, H. Dette, S. Volgushev. New estimators of the Pickands dependence function and a test for extreme-value dependence, (PDF)

  • H. Dette, T. Kinsvater, M. Vetter. Testing nonparametric hypotheses for stationary processes by estimating minimal distances, (PDF)

  • P. Behl, H. Dette, M. Vetter. A note on martingale transforms for model checks, (PDF)

  • H. Dette and T. Hildebrandt. A note on testing hypotheses for stationary processes in the frequency domain, (PDF)

  • B. Bornkamp, H. Dette, F. Bretz and J. Pinheiro. Response-adaptive dose-finding under model uncertainty, (PDF)

  • S. Biedermann, H. Dette, D.C. Woods. Optimal design for additive partially nonlinear models, (PDF)

  • M. Birke, N. Neumeyer. Testing monotonicity of regression functions - an empirical process approach, (PDF)

  • F. Balabdaoui, K. Bissantz, N. Bissantz, H. Holzmann. Demonstrating single- und multiple currents through the E. coli-SecYEG-pore: Testing for the number of modes of noisy observations.

  • C. Marek, N. Bissantz, E. Curio, A. Siegert, B. Tacud, D. Ziggel. Spatial orientation of the Philippine bent-toed gecko (Cyrtodactylus philippinicus) in relation to its home range.

  • N. Bissantz, H. Holzmann, M. Pawlak. Improving PSF calibration in confocal microscopic imaging - estimating and exploiting bilateral symmetry, (PDF)

  • H. Dette, K.F. Siburg, P.A. Stoimenov. A copula-based nonparametric measure of regression dependence, (PDF)

  • H. Dette, A. Pepelyshev. NPUA: A new approach for the analysis of computer experiments, (PDF)







20132012201120102009200820072006200520042003200220012000199919981997

2009


  • A. Bücher, H. Dette. A note on bootstrap approximations for the empirical copula process, (PDF)

  • N. Bissantz, H. Dette, K. Proksch. Model checks in inverse regression models with convolution-type operators, (PDF)

  • H. Dette, C. Heuchenne. Scale checks in censored regression, (PDF)

  • M. Podolskij, M. Vetter. Understanding limit theorems for semimartingales: a short survey, (PDF)

  • A. Bücher, H. Dette, G. Wieczorek. Testing model assumptions in functional regression models, (PDF)

  • S. Biedermann, H. Dette, D.C. Woods. Optimal designs for multivariable spline models, (PDF)

  • M. Guhlich, J. Nagel, H. Dette. Random block matrices generalizing the classical ensembles, (PDF)

  • S. Volgushev, H. Dette. Nonparametric quantile regression for twice censored data, (PDF)

  • H. Dette, A. Pepelyshev. Generalized Latin hypercube design for computer experiments, (PDF)

  • H. Dette, M. Trampisch. A general approach to D-optimal designs for weighted univariate polynomial regression models, (PDF)

  • H. Dette, V.B. Melas, P. Shpilev. Optimal designs for estimating the slope in nonlinear regression, (PDF)

  • H. Dette, A. Pepelyshev, A. Zhigljavsky. A new approach to optimal designs for models with correlated observations, (PDF)

  • H. Dette, C. Kiss, M. Bevanda, F. Bretz. Optimal designs for the EMAX, log-linear and exponential model, (PDF)

  • M. Birke, H. Dette, K. Stahljans. Testing symmetry of a nonparametric bivariate regression function, (PDF)

  • H. Dette, A. Pepelyshev, W.K. Wong. Optimal designs for composed models in pharmacokinetic-pharmacodynamic experiments, (PDF)

  • H. Dette, V.B. Melas, P. Shpilev. Optimal designs for trigonometric regression models, (PDF)

  • H. Dette, A. Pepelyshev, P. Shpilev, W.K. Wong. Optimal designs for discriminating dose response models in toxicology studies, (PDF)

  • M. Vetter, H. Dette. Model checks for the volatility under microstructure noise, (PDF)

  • H. Dette, N. Leonenko, A. Pepelyshev, A. Zhigljavsky. Asymptotic optimal designs under long-range dependence error structure, (PDF)

  • H. Dette, J. Wagener, S. Volgushev. Nonparametric analysis of covariance using quantile curves, (PDF)

  • H. Dette, M. Marchlewski. A robust test for homoscedasticity in nonparametric regression, (PDF)

  • H. Dette, A. Pepelyshev, T. Holland-Letz. Optimal designs for random effect models with correlated errors with applications in population pharmacokinetics, (PDF)

  • T. Holland-Letz, H. Dette, A. Pepelyshev. A geometric characterization of c-optimal designs for regression models with correlated observations, (PDF)

  • A. Bücher, H. Dette. Some comments on goodness-of-fit tests for the parametric form of the copula based on L^2-distances, (PDF)

  • H. Dette, A. Pepelyshev, P. Shpilev, W.K. Wong. Optimal designs for estimating critical effective dose under model uncertainty in a dose response study, (PDF)

  • M. Vetter. Limit theorems for bipower variation of semimartingales, (PDF)

  • H. Dette, J. Nagel. Matrix measures, random moments and Gaussian ensembles, (PDF)

  • H. Dette, J. Wagener. Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations, (PDF)

  • P. Anders, H. Baumgardt, N. Bissantz, S. Portegies Zwart. How well do STARLAB and NBODY4 compare? I: Simple models, (PDF)

  • J. Jacod, M. Podolskij, M. Vetter. Limit theorems for moving averages of discretized processes plus noise, (PDF)






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2008

  • M. Podolskij, M. Vetter. Bipower-type estimation in a noisy diffusion setting, (PDF)

  • H. Dette, E. Paparoditis. Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities, (PDF)

  • H. Dette, T. Holland-Letz. A geometric characterization of c-optimal designs for heteroscedastic regression, (PDF)

  • N. Bissantz, L. Dümbgen, A. Munk, B. Stratmann. Convergence analysis of generalized iteratively reweighted least squares algorithms on convex function spaces, (PDF)

  • H. Dette, C. Kiss, W.K. Wong. Robustness of optimal designs for the Michaelis-Menten model under a variation of criteria, (PDF)

  • F. Bretz, H. Dette, J. Pinheiro. Practical considerations for optimal designs in clinical dose finding studies, (PDF)

  • H. Dette, V.B. Melas, A. Pepelyshev. Optimal designs for estimating the slope of a regression, (PDF)

  • H. Dette, V.B. Melas. A note on all-bias designs with applications in spline regression models, (PDF)

  • N. Bissantz, H. Holzmann, M. Pawlak. Testing for image symmetries - with application to confocal microscopy, (PDF)

  • M. Birke, N. Bissantz, H. Holzmann. Confidence bands for inverse regression models -- with application to gel electrophoresis, (PDF)

  • N. Bissantz, M. Birke. Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators, (PDF)

  • R. Weißbach, H. Dette. Bias in nearest-neighbor hazard estimation, (PDF)

  • H. Dette, J. Nagel. Some asymptotic properties of the spectrum of the Jacobi ensemble, (PDF)

  • M. Birke, H. Dette. A note on random orthogonal polynomials on a compact interval, (PDF)

  • H. Dette, B. Reuther. Some comments on quasi-birth-and death processes and matrix measures, (PDF)

  • H. Dette, B. Reuther. Random block matrices and matrix orthogonal polynomials, (PDF)

  • H. Dette, A. Pepelyshev, W.K. Wong. Optimal designs for dose finding experiments in toxicity studies, (PDF)

  • N. Bissantz, G. Claeskens, H. Holzmann, A. Munk. Testing for lack of fit in inverse regression -- with applications to biophotonic imaging.

  • M. Birke. Shape constrained kernel density estimation, (PDF)

  • H. Dette, B. Hetzler. A martingale-transform goodness-of-fit test for the form of the conditional variance, (PDF)

  • H. Dette, S. Titoff. Optimal discrimination designs, (PDF)

  • H. Dette, R. Scheder. A finite sample comparison of nonparametric estimates of the effective dose in quantal bioassay, (PDF)

  • H. Dette, V.B. Melas, P. Shpilev. Optimal designs for estimating pairs of coefficients in Fourier regression models, (PDF)







20132012201120102009200820072006200520042003200220012000199919981997

2007


  • M. Pohl, P. Englmaier, N. Bissantz. 3D Distribution of Molecular Gas in the Barred Milky Way, (PDF)

  • J. Jacod, Y. Li, P. Mykland, M. Podolskij, M. Vetter. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach, (PDF)

  • N. Bissantz, H. Holzmann. Statistical Inference for Inverse Problems, (PDF)

  • H. Dette, C. Kiss. Optimal experimental designs for inverse quadratic regression models, (PDF)

  • H. Dette, G. Wieczorek. Testing for a constant coefficient of variation in nonparametric regression, (PDF)

  • M. Birke, N. Bissantz. Shape constrained estimators in inverse regression models with convolution-type operator, (PDF)

  • N. Bissantz, B. Mair, A. Munk. Stochastic multi-scale selection of the stopping index in PET. Proceedings in Applied Mathematics and Mechanics, (PDF)

  • H. Dette, J.C. Pardo-Fernandéz, I. van Keilegom. Goodness-of-fit Tests for Multiplicative Models with Dependent Data, (PDF)

  • H. Dette, D.P. Wiens. Robust Designs for Series Estimation, (PDF)

  • M. Birke, K.F. Pilz. Nonparametric Option Pricing with No-Arbitrage Constraints, (PDF)

  • H. Dette, R. Scheder. Non-crossing Marginal Effects in Additive Quantile Regression, (PDF)

  • H. Dette, A. Pepelyshev, A. Zhigljavsky. Improving updating rules in multiplicative algorithms for computing D-optimal designs, (PDF)

  • H. Dette, V. B. Melas, A. Pepelyshev. Optimal designs for smoothing splines, (PDF)

  • H. Dette, M. Marchlewski. A test for the parametric form of the variance function in a partial linear regression model, (PDF)

  • H. Dette, M. Trampisch, L.A. Hothorn. Robust Designs in Non-Inferiority Three Arm Clinical Trials with Presence of Heteroscedasticity, (PDF)
    MatLab-Programm zur Berechnung der Designs

  • M. Podolskij, D. Ziggel. A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models, (PDF)

  • M. Podolskij, D. Ziggel. Bootstrapping Bipower Variation, Technical report, (PDF)

  • F. Miller, H. Dette, O. Guilbaud. Optimal designs for estimating the interesting part of a dose-effect curve, (PDF)

  • H. Dette, S. Volgushev, Non-crossing nonparametric estimates of quantile curves, (PDF)

  • S. Kinnebrock, M. Podolskij. A Note on the Central Limit Theorem for Bipower Variation of General Functions, (PDF)

  • H. Dette, D.P. Wiens. Robust designs for 3D shape analysis with spherical harmonic descriptors, (PDF)

  • P. Anders, N. Bissantz, L. Boysen, R. de Grijs, U. Fritze - v. Alvensleben. The Young Star Cluster System in the Antennae: Evidence for a Turnover in the luminosity function, (PDF)

  • N. Bissantz, L. Dümbgen, H. Holzmann, A. Munk. Nonparametric confidence bands in deconvolution density estimation, (PDF)

  • F. Bretz, H. Dette, A. Pepelyshev, J. Pinheiro. Optimal designs for dose finding studies (PDF)






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2006
  • Christensen, Podolskij, Vetter, Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise (PDF)

  • Podolskij, Vetter, Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps (PDF)

  • Birke, Central limit theorems for the integrated squared error of derivative estimators (PDF)

  • Birke, Dette,Testing strict monotonicity in nonparametric regression, (PDF)

  • Dette, Melas, Pepelyshev, Optimal designs for free knot least squares splines, (PS)

  • Christensen, Podolskij, Range-Based Estimation of Quadratic Variation, (PDF)

  • Strigul, Dette, Melas, A practical guide for optimal designs of experiments in the Monod model, (PDF)

  • Dette, Weißbach, A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling, (PDF)

  • Dette, Melas, Pepelyshev, Optimal designs for statistical analysis with Zernike polynomials (PS)

  • Biedermann, Dette, Hoffmann, Constrained optimal discriminating designs for Fourier regression models (PS)

  • Dette, Ziggel, Discount curve estimation by monotonizing McCulloch Splines, (PDF)

  • Dette, Hetzler, A simple test for the parametric form of the variance function in nonparametric regression, (PS)

  • Biedermann and Nagel, Munk and Holzmann, Steland, Tests in a Case-Control Design Including Relatives (PDF)

  • Dette, Kunert, Pepelyshev, Exact optimal designs for weighted least squares analysis with correlated errors (PS)

  • Dette, Weißbach, Kolmogorov-Smirnov-type testing for the partial homogeneity of Markov processes - with application to credit risk, (PS)






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2005

  • Dette, Podolskij, Testing the parametric form of the volatility in continuous time diffusion models - an empirical process approach, (PS)

  • Kiwitt, Nagel, Neumeyer, Empirical likelihood estimators for the error distribution in nonparametric regression models, (PS 2.31MB)

  • Neumeyer, A note on uniform consistency of monotone function estimators (PS)

  • Dette, van Keilegom, A new test for the parametric form of the variance function in nonparametric regression (PDF)

  • Hall, Neumeyer, Estimating a bivariate density when there are extra data on one or both components (PDF)

  • Birke, Dette, A note on estimating a smooth monotone regression by combining kernel and density estimates (PDF)

  • Dette, Reuther, Studden, Zygmunt, Matrix measures and random walks (PS)

  • Biedermann, Dette, Optimal Discrimination Designs for Exponential Regression Models (PDF)

  • Dette, Melas, A note on some extremal problems for trigonometric polynomials (PS 1.22MB)

  • Birke, Dette, Estimating a convex function in nonparametric regression

  • Christensen, Podolski, Asymptotic Theory for Range-Based Estimation of integrated Variance of a Continuous Semi-Martingale, (PDF)

  • Dette, Scheder, Strictly monotone and smooth nonparametric regression for two or more variables (PS)

  • Dette, Melas, Shpilev, Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models (PDF)

  • Dette, Pepelyshev, Efficient experimental designs for sigmoidal growth models (PDF)

  • Biedermann, Dette, Zhu, Geometric construction of optimal designs for dose-response models with two parameters, (PDF)

  • Dette, Gamboa, Asymptotic properties of the algebraic moment range process (PDF)

  • Mora, Neumeyer, The two-Sample Problem with Regression Errors: An Empirical Process Approach, (PDF)

  • Biedermann, Dette, Zhu, Compound Optimal Designs for Percentile Estimation in Dose-Response Models with Restricted Design Intervals, (PDF)

  • Braess, Dette, On the number of support points of maximin and Bayesian D-optimal designs in nonlinear regression models (PS)






20132012201120102009200820072006200520042003200220012000199919981997
2004

  • Dette, Imhof, Uniform approximation of eigenvalues in Laguerre and Hermite b-ensembles by roots of orthogonal polynomials, (PS)

  • Steland, Random walks with drift - A sequential view, (PS)

  • Bart A.G., Bart V.A., Steland A., Zaslavskiy, Modeling disease dynamics and survivor functions by sanogenesis curves (PS, 1.6 MB)

  • Steland, On the distribution of the clipping median under a mixture model, (PDF)

  • Barndorff-Nielsen, Graversen, Jacod, Podolskij, Shephard, A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales, (PDF)

  • Dette, Hetzler, Specification tests indexed by bandwidths, (PDF)

  • Dette, Pilz, On the estimation of a monotone conditional variance in nonparametric regression (PS)

  • Biedermann, Dette, Zhu, Optimal designs for dose-response models with restricted design spaces (PS)

  • Neumeyer, Dette, Nagel, Bootstrap tests for the error distribution in linear and nonparametric regression models, (PS)

  • Dette, Melas, Pepelyshev, Strigul, Design of experiments for the Monod model - robust and efficient designs (PS)

  • Dette, Podolskij, Vetter, Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing, (PS)

  • Dette, Wong, Zhu, On the Equivalence of Optimality Design Criteria for the Placebo-Treatment Problem (PS)

  • Munk, Neumeyer, Scholz, Nonparametric Analysis of Covariance - the Case of Inhomogeneous and Heteroscedastic Noise, (PS)

  • Dette, Melas, Wong, Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function, (PS)

  • Dette, Melas, Pepelyshev, Optimal designs for 3D shape analysis with spherical harmonic descriptors (PS)

  • Dette, Pilz, A comparative study of monotone nonparametric kernel estimates, (PS)Tabelle(PDF)

  • Biedermann, Dette, Pepelyshev,Some robust design strategies for percentile estimation in binary response models, (PS)

  • Dette, Melas, Wong, Locally D-optimal Designs for Exponential Regression, ( PS)

  • Braess, Dette, The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities, (PS)

  • Lopez, Rodriguez, Pepelyshev, DetteEfficient design of experiment for exponential regression models, (PS)

  • Melas, On the functional approach to optimal designs for nonlinear models, (PDF)

  • Bachmann, Dette A note on the Bickel-Rosenblatt test in autoregressive time series, (PS)






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2003


  • Birke, Dette, A note on testing the covariance matrix for large dimension, (PS)

  • Neumeyer, Pilz, Dette, A note on nonparametric estimation of the effective dose in quantal bioassay, (PS)

  • Dette, Melas, Strigul, Design of experiments for microbiological models, (PS), (PS)

  • Dette, Melas, Pepelyshev, Locally E-optimal designs for exponential regression models, (PS)

  • Dette, Haines, Imhof, Bayesian and maximin optimal designs for heteroscedastic regression models

  • Maximin Optimal Designs for the Compartmental Model, (PS)

  • Dette, Kwiecien, Finite sample performance of sequential designs for model identification, (PS 1.44 MB)

  • Biedermann, Dette, Numerical Construction of Maximin Optimal Designs for Binary Response Models (PS)

  • Dette, Neumeyer, Pilz, A simple nonparametric estimator of a monotone regression function,(PS zip)

  • Zhang, Dette, A Power Comparison Between Nonparametric Regression Tests (PS zip)

  • Dette, Nagel, Neumeyer, A note on testing symmetry of the error distribution in linear regression models, (PS)

  • O'Brien, Dette, Efficient experimental design for the Behrens-Fisher problem with application to bioassay

  • Neumeyer, Sperlich, Comparison of Separable Components in Different Samples, (PS zip)

  • Dette, Haines, Imhof, Maximin and Bayesian optimal designs for regression models, (PS,zip)

  • Neumeyer, Dette, Testing for symmetric error distribution in nonparametric regression models, (PS zip)

  • Studden, Dette, A note on the maximization of matrix valued Hankel determinants with applications, (PS zip)

  • Biedermann, Dette, A note on maximin and Bayesian D-optimal designs in weighted polynomial regression, (PS zip)

  • Dette, On robust and efficient designs for risk estimation in epidemiologic studies, (PS zip)







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2002

  • Dette, Melas, Pepelyshev, Optimal designs for a class of nonlinear regression models

  • Neumeyer, Dette, A note on one-sided nonparametric analysis of covarianceby ranking residuals

  • Steland, Sequential control of time series by functionals of kernel-weighted
    empirical processes under local alternatives

  • Steland, Optimal sequential kernel smoothers under local nonparametric alternatives
    for dependent processes.

  • Pawlak, Rafajlowicz, Steland, On detecting jumps in time series - Nonparametric setting.

  • Dette, Studden, A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1]

  • Dette, Munk, Some Methodological Aspects of Validation of Models in Nonparametric Regression

  • Dette, Spreckelsen, A note on a specification test for time series models based on spectral density estimation

  • Dette, Biedermann, Robust and efficient designs for the Michaelis-Menten model

  • Dette, Canonical moments, orthogonal polynomials with application to statistics

  • Neumeyer, A central limit theorem for two-sample U-processes 

  • Dette, Melas, Pepelyshev, Strigul, Efficient design of experiments in the Monod model

  • Dette, Studden, Quadrature formulas for matrix measures -- a geometric appoach

  • Dette, Melas, Pepelyshev, Standardized maximin E-optimal design for the Michaelis Menten model

  • Dette, Haines, Imhof, Maximin and Bayesian optimal designs for linear and non-linear regression models






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2001

  • Dette, Melas Optimal designs for estimating individual coefficients in Fourier regression models

  • Antille, Dette, Weinberg A note on optimal designs in weighted polynomial regression for the classical efficiency functions

  • Dette, Studden, Matrix Measures, Moment Spaces and Favard's Theorem for the
    Interval [0,1] and [0,\infty)

  • Steland, On Jump-Preserving Sequential Control for Certain
    Mixing Processes with Applications in Finance and Econometrics

  • Dette, Melas, Pepelyshev, D-optimal designs for trigonometric regression models on
    a partial circle

  • Dette, v. Lieres, On a test for constant volatility in continuous time financial models

  • Dette, Melas, Biedermann, A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle

  • Dette, Song, Wong, Robustness properties of minimally-supported
    Bayesian D-optimal designs for heteroscedastic models

  • Dette, v. Lieres, Sperlich, A comparison of different nonparametric methods
    for inference on additive models

  • Dette, Kusi-Appiah, Neumeyer,)Testing symmetry in nonparametric regression models

  • Dette, Grigoriev, A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models

  • Dette, Spreckelsen Some comments on specification tests in nonparametric absolutely regular processes

  • Dette Strong Approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials






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2000

  • Dette, A consistent test for heteroscedasticity in nonparametric regression based on the kernel method

  • Dette, Franke, Constrained D- and D1-optimal designs for polynomial regression

  • Dette, Franke, Robust designs for polynomial regression by maximizing a minimum of D-and D1-efficiencies

  • Biedermann, Dette, Testing linearity of regression models with dependent errors by kernel based methods

  • Munk, Ruymgaart, Minimax rates for estimating the variance and its derivatives
    in nonparametric regression - an application of the van Trees inequality

  • Dette, Neumeyer, Non-parametric analysis of covariance

  • Steland, Detecting Fast-Varying Drifts of Financial Time Series by Jump-Preserving Nonparametric Control Charts

  • Schmid, Steland, Sequential Control of Non-Stationary Processes by Nonparametric Kernel Control Charts.

  • Biedermann, Dette, Optimal designs for testing the functional form of a regression via nonparametric estimation techniques.

  • Biedermann, Dette, Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution.

  • Dette, v. Lieres, Testing additivity by kernel based methods - what is a reasonable
    test?

  • Dette, Neumeyer, Nonparametric comparison of regression curves - an empirical
    process approach.

  • Dette, Melas, Optimal designs for estimating individual coefficients in
    polynomial regression - a functional approach.






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1999

  • Dette, Haines, Imhof, Optimal Designs for Rational Models and Weighted Polynomial Regression.

  • Dette, On a nonparametric test for linear relationships.

  • Dette, First return probabilities of birth and death chains and associated orthogonal polynomials.

  • Munk, Connections Between Average and Individual Bioequivalence.

  • Czado, Munk,Noncanonical Links in Generalized Linear Models - When is the Effort Justified?

  • Munk, Czado,A Completely Nonparametric Approach to Population Bioequivalence in Crossover Trials.

  • Munk, Testing the goodness of fit of parametric regression models with random Toeplitz forms.

  • Munk, An unbiased test for the average equivalence problem - the
    small sample case.

  • Munk, Optimal Inference for Circular Variation Diminishing Experiments with Applications to the von Mises Distribution and the Fisher-Efron Parabola Model.

  • Steland, On Robust GMM Estimation with Applications in Economics and
    Finance.

  • Steland, Ordinal Regression Based on the Rank Modeling Approach.






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1998

  • Dette, O'Brien, Optimal Criteria for Regression Models based on Predicted Variance. 

  • Munk, A note on Unbiased Testing for the Bioequivalence Problem - another Christmas Tree.

  • Dette, Wong, E-Optimal Designs for the Michaelis-Menten Model.

  • Dette, Lo Huang, Convex Optimal designs for Compound Polynomial Extrapolation.

  • Dette, Grigoriev, A unified approach to Second Order Optimality Criteria in Nonlinear Design of Experiments.

  • Dette, A Consistent Test for the Functional Form of a Regression based on a Difference of Variance Estimators.

  • Derbort, Dette, Analysis of Variance in Nonparametric Regression Models.

  • Dette, Spreckelsen, A Test for Randomness against ARMA Alternatives.

  • Munk, Pflüger,1-alpha Equivariant Confidence Rules for Convex Alternatives are alpha/2-Level Tests - with Applications to the Multivariate Assessment of Bioequivalence.






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1997

  • Dette, Munk, Wagner Estimating the Variance in Nonparametric Regression by Quadratic Forms - what is a reasonable choice?

  • Dette, Munk, Wagner, A review of Variance Estimators with extensions to Multivariate Nonparametric Regression Models.

  • Dette, Munk, Testing Heteroscedasticity in Nonparametric Regression.

  • Munk, Optimal Inference for the von Mises Distribution with Applications to Efron's Parabola Model.

  • Brunner, Dette, Munk, Box-type Approximations in Nonparametric Factorial Designs.

  • Dette, Sahm, Standardized Optimal Designs for Binary Response Experiments.

  • Dette, Haller, Optimal Discriminating Designs for Fourier Regression.

  • Dette, Some Applications of Canonical Moments in Fourier Regression Models.

  • Munk, Tchebycheff-Experiments.

  • Dette, Sahm, Minimax Optimal Designs in Nonlinear Regression Models.

  • Dette, Wong, Optimal Designs for Modeling Response's Variance as a Function of the Mean.

  • Dette, Wong, Bayesian Optimal Designs for Models with an Exponential Efficiency Function on a Compact Design Space.

  • Dette, Munk, Wagner, Testing Model Assumptions in Multivariate Linear Regression Models.