100 Titel in Alle Pflichtdokumente → 500 Naturwissenschaften und Mathematik → 510 Mathematik

• The quantile process under random censoring Wagener, Jens ; Volgushev, Stanislav ; Dette, Holger [Dortmund] : SFB 823, February 22, 2012

• Quantile spectral analysis for locally stationary time series Skowronek, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger ; Hallin, Marc Dortmund : Universitätsbibliothek Dortmund, April 20, 2014

• Regularization parameter selection in indirect regression by residual based bootstrap Bissantz, Nicolai ; Chown, Justin ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [2016]

• Relevant change points in high dimensional time series Dette, Holger ; Gösmann, Josua Dortmund : Universitätsbibliothek Dortmund, 2017

• Risk estimators for choosing regularization parameters in ill-posed problems - properties and limitations Lucka, Felix ; Proksch, Katharina ; Brune, Christoph ; Bissantz, Nicolai ; Burger, Martin ; Dette, Holger ; Wübbeling, Frank Dortmund : Universitätsbibliothek Dortmund, January 19, 2017

• Robust T-optimal discriminating designs Dette, Holger ; Melas, Vjačeslav Borisovič ; Špilev, Petr Dortmund : Universitätsbibliothek Dortmund, [2012]

• Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions Bodnar, Taras ; Dette, Holger ; Parolya, Nestor ; Thorsén, Erik Dortmund : Universitätsbibliothek Dortmund, [2019]

• Significance testing in quantile regression Volgushev, Stanislav ; Birke, Melanie ; Dette, Holger ; Neumeyer, Natalie [Dortmund] : SFB 823, 2012

• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing Delft, Anne van ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, December 3, 2018

• A simple test for white noise in functional time series Bagchi, Pramita ; Characiejus, Vaidotas ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, December 14, 2016

• Smooth backfitting in additive inverse regression Bissantz, Nicolai ; Dette, Holger ; Hildebrandt, Thimo [Dortmund] : SFB 823, October 8, 2013

• Some explicit solutions of c-optimal design problems for polynomial regression Dette, Holger ; Melas, Vjačeslav Borisovič ; Shpilev, Petr Dortmund : Universitätsbibliothek Dortmund, [April 2019]

• Statistical inference for high dimensional panel functional time series Zhou, Zhou ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [February 2020]

• T-optimal designs for discrimination between two polynomial models Dette, Holger ; Melas, Vjačeslav Borisovič ; Shpilev, Petr [Dortmund] : SFB 823, 2011

• T-optimal discriminating designs for Fourier regression models Dette, Holger ; Melas, Vjačeslav Borisovič ; Shpilev, Petr Dortmund : Universitätsbibliothek Dortmund, December 21, 2015

• A test for separability in covariance operators of random surfaces Bagchi, Pramita ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, October 21, 2017

• A test for stationarity based on empirical processes Preuß, Philip ; Vetter, Mathias ; Dette, Holger [Dortmund] : SFB 823, 2011

• Testing relevant hypotheses in functional time series via self-normalization Dette, Holger ; Kokot, Kevin ; Volgushev, Stanislav Dortmund : Universitätsbibliothek Dortmund, September 14, 2018

• Testing semiparametric hypotheses in locally stationary processes Preuß, Philip ; Vetter, Mathias ; Dette, Holger [Dortmund] : SFB 823, 2011

• Two-sample tests for relevant differences in the eigenfunctions of covariance operators Aue, Alexander ; Dette, Holger ; Rice, Gregory Dortmund : Universitätsbibliothek Dortmund, [September 2019]