Verfasser : Dette, Holger

• Change point detection in autoregressive models with no moment assumptions Akashi, Fumiya ; Dette, Holger ; Liu, Yan Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, 2016

• Optimal designs for model averaging in non-nested models Alhorn, Kira ; Dette, Holger ; Schorning, Kirsten Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, March 30, 2019

• Optimal designs for frequentist model averaging Alhorn, Kira ; Schorning, Kirsten ; Dette, Holger Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, July 13, 2018

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

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

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

• Dose response signal detection by parametric and least squares bootstrap Bastian, Patrick ; Dette, Holger ; Kokot, Kevin ; Bornkamp, Björn ; Bretz, Frank Elektronische Ressource, [Dortmund] : SFB 823, 2021

• Focused model selection in quantile regression Behl, Peter ; Claeskens, Gerda ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, March 21, 2012

• Being focused: when the purpose of inference matters for model selection Behl, Peter ; Dette, Holger ; Frondel, Manuel ; Tauchmann, Harald Elektronische Ressource, [Dortmund] : SFB 823, 2011

• A focused information criterion for quantile regression Evidence for the rebound effect Behl, Peter ; Dette, Holger ; Frondel, Manuel ; Vance, Colin Elektronische Ressource, Bochum : Ruhr-Universität Bochum (RUB), Department of Economics, 2018 ; Essen : RWI - Leibniz-Institut für Wirtschaftsforschung, 2018

• Minimum distance estimation of Pickands dependence function for multivariate distributions Berghaus, Betina ; Bücher, Axel ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, July 27, 2012

• On Wigner-Ville spectra and the unicity of time-varying quantile-based spectral densities Birr, Stefan David ; Dette, Holger ; Hallin, Marc ; Kley, Tobias ; Volgushev, Stanislav Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, 2016

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

• Additive inverse regression models with convolution-type operators Bissantz, Nicolai ; Dette, Holger ; Hildebrandt, Thimo Elektronische Ressource, [Dortmund] : SFB 823, March 13, 2013

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

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

• Optimal discriminating designs for several competing regression models Braess, Dietrich ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, 2011

• Assessing the similarity of dose response and target doses in two non-overlapping subgroups Bretz, Frank ; Möllenhoff, Kathrin ; Dette, Holger ; Liu, Wei ; Trampisch, Matthias Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, July 12, 2016

• Optimal designs for nonlinear regression models with respect to non-informative priors Burghaus, Ina ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, October 23, 2013

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger Elektronische Ressource, [Dortmund] : SFB 823, 2011