23 Treffer für Jahr = "2018 - 2019"

• Change point analysis in non-stationary processes - a mass excess approach Dette, Holger ; Wu, Weichi Dortmund : Universitätsbibliothek Dortmund, January 28, 2018

• Detecting deviations from second-order stationarity in locally stationary functional time series Bücher, Axel ; Dette, Holger ; Heinrichs, Florian Dortmund : Universitätsbibliothek Dortmund, August 9, 2018

• Detecting structural breaks in eigensystems of functional time series Dette, Holger ; Kutta, Tim Dortmund : Universitätsbibliothek Dortmund, [November 2019]

• Efficient model-based bioequivalence testing Möllenhoff, Kathrin ; Loingeville, Florence ; Bertrand, Julie ; Nguyen Thu Thuy ; Sharan, Satish ; Sun, Guoying ; Grosser, Stella ; Zhao, Liang ; Fang, Lanyan ; Mentré, France ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [September 2019]

• The empirical process of residuals from an inverse regression Kutta, Tim ; Bissantz, Nicolai ; Chown, Justin ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [2019]

• Equivalence of regression curves sharing common parameters Möllenhoff, Kathrin ; Bretz, Frank ; Dette, Holger Dortmund : SFB 823, [February 2019]

• Equivalence tests for binary efficacy-toxicity responses Möllenhoff, Kathrin ; Dette, Holger ; Bretz, Frank Dortmund : Universitätsbibliothek Dortmund, [October 2019]

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

• Goodness-of-fit testing the error distribution in multivariate indirect regression Chown, Justin ; Bissantz, Nicolai ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [2018]

• Identifying shifts between two regression curves Dette, Holger ; Sankar Dhar, Subhra ; Wu, Weichi Dortmund : Universitätsbibliothek Dortmund, [August 2019]

• A likelihood ratio approach to sequential change point detection Dette, Holger ; Gösmann, Josua Dortmund : Universitätsbibliothek Dortmund, February 21, 2018

• Multiscale change point detection for dependent data Dette, Holger ; Schüler, Theresa ; Vetter, Mathias Dortmund : Universitätsbibliothek Dortmund, November 14, 2018

• A new approach for open-end sequential change point monitoring Gösmann, Josua ; Kley, Tobias ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [June 2019]

• Optimal designs for estimating individual coefficients in polynomial regression with no intercept Dette, Holger ; Melas, Vjačeslav Borisovič ; Shpilev, Petr Dortmund : Universitätsbibliothek Dortmund, [June 2019]

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

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

• Optimal designs for series estimation in nonparametric regression with correlated data Dette, Holger ; Schorning, Kirsten ; Konstantinou, Maria Dortmund : Universitätsbibliothek Dortmund, December 6, 2018

• Prediction in regression models with continuous observations Dette, Holger ; Pepelyshev, Andrey ; Žigljavskij, Anatolij Aleksandrovič Dortmund : Universitätsbibliothek Dortmund, [August 2019]

• 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]

• 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