Fakultät für Mathematik » Lehrstuhl Stochastik » Forschungsschwerpunkten

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2021
• Dette, H. and Kroll, M. Asymptotic equivalence for nonparametric regression with dependent errors: Gauss-Markov processes. (PDF)
• Solea, E. and Dette, H. Nonparametric and high-dimensional functional graphical models. (PDF)
• Dette, H. and Zhigljavsky, A. Reproducing kernel Hilbert spaces, polynomials and the classical moment problems. (PDF)
• Schorning, K. and Dette, H. Optimal designs for comparing regression curves - dependence within and between groups. (PDF)

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2020
• Kroll, M. Adaptive spectral density estimation by model selection under local differential privacy. (PDF)
• Dette, H., Melas, V.B. and Shpilev, P. A note on optimal designs for estimating the slope of a polynomial regression. (PDF)
• Bücher, A., Dette, H. and Heinrichs, F. A Portmanteau-type test for detecting serial correlation in locally stationary functional time series. (PDF)
• Dette, H., and Schumann, M. Difference-in-differences estimation under non-parallel trends. (PDF)
• Dette, H., Golosnoy, V. and Kellermann, J. Correcting intraday periodicity bias in realized volatility measures. (PDF)
• 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. (PDF)
• Dette, H. and Kokot, K. Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach.(PDF)
• Gösmann, J., Stoehr, C. and Dette, H. Sequential change point detection in high dimensional time series.(PDF)
• Heinrichs, F. and Dette, H. A distribution free test for changes in the trend function of locally stationary processes.(PDF)
• Dette, H. and Kokot, K. Efficient tests for bio-equivalence in functional data. (PDF)
• van Delft, A. and Dette, H. Pivotal tests for relevant differences in the second order dynamics of functional time series. (PDF)
• Dette, H., Dierickx, G. and Kutta, T. Quantifying deviations from separability in space-time functional processes. (PDF)
• Dette, H., Liu, X. and Yue, R.-X. Design admissibility and de la Garza phenomenon in multi-factor experiments. (PDF)
• Zhou, Z. and Dette, H. Statistical inference for high dimensional panel functional time series. (PDF)
• Bücher, A., Dette, H. and Heinrichs, F. Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators. (PDF)
• Dette, H. and Wu, W. Prediction in locally stationary time series. (PDF)

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2019
• 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. (PDF)
• Möllenhoff, K., Dette, H. and Bretz, F. Equivalence tests for binary efficacy-toxicity responses. (PDF)
• Aue, A., Dette, H. and Rice, G. Two-sample tests for relevant differences in the eigenfunctions of covariance operators. (PDF)
• 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. (PDF)
• Bodnar, T., Dette, H., Parolya, N. and Thorsén, E. Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions. (PDF)
• Dette, H., Dhar, S. S. and Wu, W. Identifying shifts between two regression curves. (PDF)
• Dette, H., Pepelyshev, A. and Zhigljavsky, A. Prediction in regression models with continuous observations. (PDF)
• Gruszka, P., Stammen, C., Bissantz, N. and Jensen, M.K.. Pain vs. comfort diary: A fully remote app-based experiment.
• Dette, H., Melas, V. B. and Shpilev, P. Optimal designs for estimating individual coefficients in polynomial regression with no intercept. (PDF)
• van Delft, A. A note on quadratic forms of stationary functional time series under mild conditions. arXiv:1905.13186
• Gösmann, J., Kley, T. and Dette, H. A new approach for open-end sequential change point monitoring. (PDF).
• 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. (PDF)
• Alhorn, K., Dette, H. and Schorning, K. Optimal designs for model averaging in non-nested models. (PDF)
• 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:1903.00288v1
• Möllenhoff, K., Bretz, F. and Dette, H. Equivalence of regression curves sharing common parameters. (PDF).
• Kutta, T., Bissantz, Chown, J. and Dette, H. The empirical process of residuals from an inverse regression. (PDF).

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2018
• Dette, H., Schorning, K. and Konstantinou, M. Optimal designs for series estimation in nonparametric regression with correlated data. (PDF).
• Chown, J., Bissantz, N. and Dette, H. Goodness-of-fit testing the error distribution in multivariate indirect regression. (PDF).
• 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. (PDF).
• Durastanti, C. and Patschkowski, T. Aliasing effects for random fields over spheres of arbitrary dimension. (PDF).
• Dette, H., Schüler, T. and Vetter, M. Multiscale change point detection for dependent data. (PDF).
• van Delft, A. and Eichler, M. A note on Herglotz's theorem for time series on function spaces. arXiv:1801.04262
• 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.
• Dette, H., Kokot, K., and Volgushev, S. Testing relevant hypotheses in functional time series via self-normalization. (PDF).
• 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. (PDF)
• Dette, H., Pan, G. M. and Yang, Q. Estimating a change point in a sequence of very high-dimensional covariance matrices. (PDF)
• Alhorn, K., Schorning, K. and Dette, H. Optimal designs for frequentist model averaging. (PDF)
• Bücher, A. and Zhou, C. A horse racing between the block maxima method and the peak-over-threshold approach. arXiv:1709.02673
• Dette, H., Tomecki, D. and Venker, M. Random moment problems under constraints. (PDF)
• 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.
• Chown, J., Heuchenne, C. and Van Keilegom, I. The nonparametric location-scale mixture cure model. (PDF)
• Bagchi, P. and Dhar, S.S. A study on the least square estimator of multiple isotonic regression function. (PDF)
• 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. (PDF)
• Dette, H. and Wu, W. Change point analysis in non-stationary processes - a mass excess approach. (PDF)

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2017
• Aue, A. and van Delft, A. Testing for stationarity of functional time series in the frequency domain. arXiv:1701.01741
• Claeys, T., Neuschel, T. and Venker, M. Boundaries of sine kernel universality for Gaussian perturbations of Hermitian metrices. arXiv:1712.08432v1
• 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
• 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.
• Schorning, K. and Konstantinou, M. Bayesian optimal designs for dose-response curves with common parameters. (PDF)
• Dette, H., Konstantinou, M., Schorning, K. and Gösmann, J. Optimal designs for regression with spherical data. (PDF)
• Bagchi, P. and Dette, H. A test for separability in covariance operators of random surfaces. (PDF)
• Dette, H., Kokot, K. and Aue, A. Functional data analysis in the Banach space of continuous functions. (PDF)
• Schorning, K., Dette, H., Kettelhake, K. and Möller, T. Optimal designs for enzyme inhibition kinetic models. (PDF)
• Dette, H., Tomecki, D. and Venker, M. Universality in random moment problems. (PDF)
• van Delft, A., Bagchi, P., Characiejus, V. and Dette, H. A nonparametric test for stationarity in functional time series. (PDF)
• Bodnar, T., Dette, H. and Parolya, N. Testing for independence of large dimensional vectors. (PDF)
• Tomecki, D. and Dette, H. Determinants of random block Hankel matrices. (PDF)
• Bondzio, L., Scheit, M., Berghaus, B., Bissantz, N., Bakaba, J.E. und Ortlepp, J. Sicherung von bevorrechtigten umlaufenden Radwegen an innerörtlichen Kreisverkehren. (PDF)
• Dette, H. and Gösmann, J. Relevant change points in high dimensional time series. (PDF)
• Dunker, F., Eckle, K., Proksch, K. and Schmidt-Hieber, J. Tests for qualitative features in the random coefficients model. arXiv:1704.01066v1
• Van Hecke, R., Volgushev, S. and Dette, H. Fourier analysis of serial dependence measures. (PDF)
• 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. (PDF)

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2016
• Bagchi, P., Characiejus, V. and Dette, H. A simple test for white noise in functional time. (PDF)
• 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. (PDF)
• Eckle, K., Bissantz, N. and Dette, H. Multiscale inference for multivariate deconvolution. (PDF)
• Akashi, F., Dette, H. and Liu, Y. Change point detection in autoregressive models with no moment assumptions. (PDF)
• Dette, H., Guchenko, R., Melas, V.B. and Wong, W.K. Optimal discrimination designs for semi-parametric models. (PDF)
• Dette, H., Pepelyshev, A. and Zhigljavsky, A. Best linear unbiased estimators in continuous time regression models. (PDF)
• Bissantz, N., Chown, J. and Dette, H. Regularization parameter selection in indirect regression by residual based bootstrap. (PDF)
• Dette, H., Golosnoy, V. and Kellermann, J. The effect of intraday periodicity on realized volatility measures. (PDF)
• Chown, J. and Müller, U. U. Detecting heteroskedasticity in nonparametric regression using weighted empirical processes. (PDF)
• Chown, J. Efficient estimation of the error distribution function in heteroskedastic nonparametric regression with missing data.
• Hoffmann, M., Vetter, M. and Dette, H. Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes. (PDF)
• Berghaus, B. and Bücher, A. Weak convergence of a pseudo maximum likelihood estimator for the extremal index. arXiv:1606.01903v1
• Dette, H., Goesmann, J., Greiff, C., Janisch, R. Efficient sampling in materials simulation - exploring the parameter space of grain boundaries. (PDF)
• Konstantinou, M. and Dette, H. Bayesian D-optimal designs for error-in-variables models. (PDF)
• 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. (PDF)
• Roslyakova, I., Sundman, B., Dette, H., Zhang, L. and Steinbach, I. Modeling of Gibbs energies of pure elements down to 0K using segmented regression. (PDF)
• Duarte, B.P.M., Wong, W.K. and Dette, H. Adaptive grid semidefinite programming for finding optimal designs. (PDF)
• Krämer, W. and Dette, H. Beyond inequality: A novel measure of skewness and its properties. (PDF)
• Dette, H., Ley, C., Rubio, F.J. Natural (non-)informative priors for skew-symmetric distributions. (PDF)
• Eckle, K., Bissantz, N., Dette, H., Proksch, K. Einecke, S. Multiscale inference for a multivariate density with applications to X-ray astronomy. (PDF)
• Feller, C., Schorning, K., Dette, H., Bermann, G., Bornkamp, B. Optimal designs for dose response curves with common parameters. (PDF)
• Dette, H., Pepelyshev, A. and Zhigljavsky, A. Optimal designs for regression models with autoregressive errors structure. (PDF)
• Dette, H., Schorning, K. and Konstantinou, M. Optimal designs for comparing regression models with correlated observations. (PDF)
• Michalak, J., Probst, T., Heidenreich, T., Bissantz, N. and Schramm, E. Mindfulness-based cognitive therapy and cognitive behavioral analysis system of psychotherapy for chronic depression: Follow-up data of a randomized controlled trial and the moderating role of childhood maltreatment
• 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. (PDF)

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2015
• 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., Melas, V.B. and Shpilev, P. T-optimal discriminating designs for Fourier regression models. (PDF)
• Hoffmann, M. and Vetter, M. Weak convergence of the empirical truncated distribution function of the Lévy measure of an Ito semimartingale. (PDF)
• Dunker, F. Convergence of the risk for nonparametric IV quantile regression and nonparametric IV regression with full independence. (PDF)
• Dette, H., and Tomecki, D. Hankel determinants of random moment sequences. (PDF)
• Dette, H., Konstantinou, M. and Zhigljavsky, A. A new approach to optimal designs for correlated observations. (PDF)
• Bodnar, T., Dette, H., Parolya, N. Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. (PDF)
• Bissantz, K., Bissantz, N. and Proksch, K. Monitoring of significant changes over time in fluorescence microscopy imaging of living cells. (PDF)
• Dette, H., Guchenko, R. and Melas, V.B. Efficient computation of Bayesian optimal discriminating designs. (PDF)
• Schorning, S., Bornkamp, B., Bretz, F. and Dette, H. Model selection versus model averaging in dose finding studies. (PDF)
• Dette, H., Möllenhoff, K., Volgushev, S. and Bretz, F. Equivalence of dose response curves. (PDF)
• Bücher, A., Kinsvater, P. and Kojadinovic, I. Detecting breaks in the dependence of multivariate extreme-value distributions. (PDF)
• Dette, H., Wu, W. and Zhou, Z. Change point analysis of second order characteristics in non-stationary time series. (PDF)
• Dette, H., Pepelyshev, and Zhigljavsky, A. Optimal designs in regression with correlated errors. (PDF)

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2014
• Bücher, A. and Kojadinovic, I. An overview of nonparametric tests of extreme-value dependence. arXiv:1410.6784
• Bücher, A. and Kojadinovic, I. Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications. (PDF)
• Bücher, A., Hoffmann, M., Vetter, M. and Dette, H. Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process. (PDF)
• Dette, H., Melas, V.B. and Guchenko, R. Bayesian T-optimal discriminating designs. (PDF)
• Berghaus, B., Bücher, A. and Volgushev, S. Weak convergence of the empirical copula process with respect to weighted metrics. (PDF)
• Dette, H., Kettelhake, K. and Bretz, F. Designing dose finding studies with an active control for exponential families. (PDF)
• Dette, H. and Schorning, K. Optimal designs for comparing curves. (PDF)
• Konstantinou, M. and Dette, H. Locally optimal designs for errors-in-variables models. (PDF)
• Schmitt, T.A., Schäfer, R., Dette, H. and Guhr, T. Quantile correlations: Uncovering temporal dependencies in financial time series. (PDF)
• Kley, T. Quantile-based spectral analysis in an object-oriented framework and a reference implementation in R: The quantspec Package, (PDF)
• Bücher, A., Kojadinovic, I., Rohmer, T. and Segers, J. . Detecting changes in cross-sectional dependence in multivariate time series. (PDF)
• Berghaus, B. and Bücher, A. . Goodness-of-fit tests for multivariate copula-based time series models. (PDF)
• Chao, S.-K., Proksch, K., Dette, H., Härdle, W. Confidence corridors for multivariate generalized quantile regression, (PDF)
• Skowronek, S., Volgushev, S., Kley, T., Dette, H., Hallin, M. Quantile spectral analysis for locally stationary time series, (PDF)
• Dette, H. and Wied, D. Detecting relevant changes in time series models, (PDF)
• 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, (PDF)
• Konstantinou, M., Biedermann, S., 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, (PDF)
• Bücher, A., El Ghouch, A. and Van Keilegom, I. Single-index quantile regression models for censored data, (PDF)

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2013
• Preuß, P., Sen, K. and Dette, H. Detecting long-range dependence in non-stationary time series, (PDF)
• Dette, H., Hoyden, L., Kuhnt, S. and Schorning, K. Optimal designs for multi-response generalized linear models with applications in thermal spraying, (PDF)
• Bissantz, N., Holzmann, H. and Proksch, K. Confidence regions for images observed under the Radon transform, (PDF)
• Proksch, K. On confidence bands for multivariate nonparametric regression, (PDF)
• Paparoditis, E. and Preuss, P. Estimation of the bispectrum for locally stationary processes, (PDF)
• Puchstein, R. and Preuss, P. Testing for stationarity in multivariate locally stationary processes, (PDF)
• Bücher, A. and Segers, J. Extreme value copula estimation based on block maxima of a multivariate stationary time series, (PDF)
• Burghaus, I. and Dette, H. Optimal designs for nonlinear regression models with respect to non-informative priors. (PDF)
• Bissatz, N., Dette, H. and Hildebrandt, T. Smooth backfitting in additive inverse regression. (PDF)
• Vogt, M. and Dette, H. Detecting smooth changes in locally stationary processes. (PDF)
• Preuß, P., Puchstein, R. and Dette, H. Detection of multiple structural breaks in multivariate time series. (PDF)
• Bücher, A., Jäschke, S. and Wied, D. Nonparametric tests for constant tail dependence with an application to energy and finance. (PDF)
• Birke, M., Neumeyer, N. and Volgushev, S. The independence process in conditional quantile location-scale models and an application to testing for monotonicity, (PDF)
• Bücher, A. and Kojadinovic, I. A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing, (PDF)
• Bücher, A., Segers, J. and Volgushev, S. When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs, (PDF)
• 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, (PDF)
• M. Bibinger, M. Vetter. Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps, (PDF)
• A. Bücher. A note on weak convergence of the sequential multivariate empirical process under strong mixing, (PDF)
• M. Vetter. Inference on the Lévy measure in case of noisy observations, (PDF)
• E. Paparoditis, P. Preuß. On local properties of frequency domain based tests for stationarity, (PDF)
• 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)
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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)
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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)
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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)
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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)
• N. Bissantz, B. Mair and A. Munk. A statistical stopping rule for MLEM reconstructions in PET.
• H. Dette, V.B. Melas, P. Shpilev. Optimal designs for estimating pairs of coefficients in Fourier regression models, (PDF)
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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)
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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.