Holger Dette
- Quantile Spectral Analysis for Locally Stationary Time Series
2014/04/17 by Stefan Birr, Birr, Stefan, Stanislav Volgushev +7 · 2 citations
Mathematics · Economics, Econometrics and Finance · #Statistical Methods and Inference #Financial Risk and Volatility Modeling #Statistical and numerical algorithms
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
2020/02/14 by Axel Bücher, Bücher, Axel, Holger Dette +3 · 3 citations
Environmental Science · Mathematics · #62G08 #62M10 #Environmental Impact and Sustainability #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Point processes and geometric inequalities #Statistics Theory (math.ST)
- Sequential change point detection in high dimensional time series
2020/05/31 by Josua Gösmann, Christina Stoehr, Gösmann, Josua +5 · 2 citations
Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)
- Confidence surfaces for the mean of locally stationary functional time series
2021/09/08 by Holger Dette, Weichi Wu, Dette, Holger +1 · 2 citations
Economics, Econometrics and Finance · Environmental Science · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Statistical Methods and Inference #Statistics Theory (math.ST)
- Spectral analysis of the Moore-Penrose inverse of a large dimensional\n sample covariance matrix
2015/09/21 by Taras Bodnar, Bodnar, Taras, Holger Dette +3 · 1 citation
Mathematics · #FOS: Mathematics #Point processes and geometric inequalities #Random Matrices and Applications #Spectral Theory in Mathematical Physics #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics
- A general framework to quantify deviations from structural assumptions in the analysis of nonstationary function-valued processes
2022/08/22 by Anne van Delft, van Delft, Anne, Holger Dette +1 · 2 citations
Chemistry · Computer Science · Mathematics · #60B12 #60F17 #60J05 #FOS: Computer and information sciences #FOS: Mathematics #Geochemistry and Geologic Mapping #Methodology (stat.ME) #Primary 62M10 #Spectroscopy and Chemometric Analyses #Statistical Methods and Inference #Statistics Theory (math.ST) #secondary 62M15
- Gradual changes in functional time series
2024/07/10 by Patrick J. Bastian, Bastian, Patrick, Holger Dette +1 · 2 citations
Computer Science · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST) #Time Series Analysis and Forecasting
- Statistical Inference for High Dimensional Panel Functional Time Series
2020/03/12 by Zhou Zhou, Zhou, Zhou, Holger Dette +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Spatial and Panel Data Analysis #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
- Statistical inference for function-on-function linear regression
2021/09/28 by Holger Dette, Jiajun Tang, Dette, Holger +1 · 1 citation
Mathematics · Engineering · #Statistical Methods and Inference #Sparse and Compressive Sensing Techniques #Numerical methods in inverse problems
- Statistical inference for the slope parameter in functional linear regression
2021/08/16 by Tim Kutta, Gauthier Dierickx, Kutta, Tim +3 · 1 citation
Mathematics · Engineering · #Statistical Methods and Inference #Control Systems and Identification #Fuzzy Systems and Optimization
- Multiple change point detection in functional data with applications to biomechanical fatigue data
2023/12/18 by Patrick J. Bastian, Bastian, Patrick, Rupsa Basu +3 · 2 citations
Medicine · #Adipose Tissue and Metabolism #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Sports Performance and Training #Statistics Theory (math.ST) #Winter Sports Injuries and Performance
- Detecting deviations from second-order stationarity in locally\n stationary functional time series
2018/08/13 by Axel Bücher, Bücher, Axel, Holger Dette +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST)
- Testing for similarity of dose response in multi-regional clinical trials
2024/04/26 by Holger Dette, Lukas Koletzko, Dette, Holger +3 · 1 citation
Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
- Multivariate Mean Comparison under Differential Privacy
2021/10/15 by Martin Dunsche, Tim Kutta, Dunsche, Martin +3 · 1 citation
Mathematics · #Statistical Methods and Inference #Statistical Methods and Bayesian Inference #Survey Sampling and Estimation Techniques
- Testing for correct model specification in copula regression models
2026/07/16 by Holger Dette, Philip Dörr
#math.ST #stat.TH