
Statistical inference for functiononfunction linear regression
Functiononfunction linear regression is important for understanding th...
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Similarity of competing risks models with constant intensities in an application to clinical healthcare pathways involving prostate cancer surgery
The recent availability of routine medical data, especially in a univers...
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Confidence surfaces for the mean of locally stationary functional time series
The problem of constructing a simultaneous confidence band for the mean ...
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Statistical Quantification of Differential Privacy: A Local Approach
In this work we introduce a new approach for statistical quantification ...
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Statistical inference for the slope parameter in functional linear regression
In this paper we consider the linear regression model Y =S X+ε with func...
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Linear spectral statistics of sequential sample covariance matrices
Independent pdimensional vectors with independent complex or real value...
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Asymptotic equivalence for nonparametric regression with dependent errors: GaussMarkov processes
For the class of GaussMarkov processes we study the problem of asymptot...
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Nonparametric and highdimensional functional graphical models
We consider the problem of constructing nonparametric undirected graphic...
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Reproducing kernel Hilbert spaces, polynomials and the classical moment problems
We show that polynomials do not belong to the reproducing kernel Hilbert...
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Optimal designs for comparing regression curves – dependence within and between groups
We consider the problem of designing experiments for the comparison of t...
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A note on optimal designs for estimating the slope of a polynomial regression
In this note we consider the optimal design problem for estimating the s...
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A Portmanteautype test for detecting serial correlation in locally stationary functional time series
The Portmanteau test provides the vanilla method for detecting serial co...
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Detecting relevant differences in the covariance operators of functional time series – a supnorm approach
In this paper we propose statistical inference tools for the covariance ...
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Sequential change point detection in high dimensional time series
Change point detection in high dimensional data has found considerable i...
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A distribution free test for changes in the trend function of locally stationary processes
In the common time series model X_i,n = μ (i/n) + ε_i,n with nonstation...
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Efficient tests for bioequivalence in functional data
We study the problem of testing the equivalence of functional parameters...
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Pivotal tests for relevant differences in the second order dynamics of functional time series
Motivated by the need to statistically quantify differences between mode...
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Quantifying deviations from separability in spacetime functional processes
The estimation of covariance operators of spatiotemporal data is in man...
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Design admissibility and de la Garza phenomenon in multifactor experiments
The determination of an optimal design for a given regression problem is...
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Statistical Inference for High Dimensional Panel Functional Time Series
In this paper we develop statistical inference tools for high dimensiona...
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Efficient modelbased Bioequivalence Testing
The classical approach to analyze pharmacokinetic (PK) data in bioequiva...
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Are deviations in a gradually varying mean relevant? A testing approach based on supnorm estimators
Classical change point analysis aims at (1) detecting abrupt changes in ...
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Prediction in locally stationary time series
We develop an estimator for the highdimensional covariance matrix of a ...
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Detecting structural breaks in eigensystems of functional time series
Detecting structural changes in functional data is a prominent topic in ...
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Equivalence tests for binary efficacytoxicity responses
Clinical trials often aim to compare a new drug with a reference treatme...
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Twosample tests for relevant differences in the eigenfunctions of covariance operators
This paper deals with twosample tests for functional time series data, ...
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Identifying shifts between two regression curves
This article studies the problem whether two convex (concave) regression...
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Prediction in regression models with continuous observations
We consider the problem of predicting values of a random process or fiel...
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Optimal designs for estimating individual coefficients in polynomial regression with no intercept
In a seminal paper studden1968 characterized coptimal designs in regres...
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A new approach for openend sequential change point monitoring
We propose a new sequential monitoring scheme for changes in the paramet...
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Likelihood ratio tests for many groups in high dimensions
In this paper we investigate the asymptotic distribution of likelihood r...
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Optimal designs for model averaging in nonnested models
In this paper we construct optimal designs for frequentist model averagi...
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Equivalence of regression curves sharing common parameters
In clinical trials the comparison of two different populations is a freq...
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The empirical process of residuals from an inverse regression
In this paper we investigate an indirect regression model characterized ...
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Optimal designs for series estimation in nonparametric regression with correlated data
In this paper we investigate the problem of designing experiments for se...
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Goodnessoffit testing the error distribution in multivariate indirect regression
We propose a goodnessoffit test for the distribution of errors from a ...
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Multiscale change point detection for dependent data
In this paper we study the theoretical properties of the simultaneous mu...
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A similarity measure for second order properties of nonstationary functional time series with applications to clustering and testing
Due to the surge of data storage techniques, the need for the developmen...
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Testing relevant hypotheses in functional time series via selfnormalization
In this paper we develop methodology for testing relevant hypotheses in ...
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Detecting deviations from secondorder stationarity in locally stationary functional time series
A timedomain test for the assumption of second order stationarity of a ...
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Optimal designs for frequentist model averaging
We consider the problem of designing experiments for the estimation of a...
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A likelihood ratio approach to sequential change point detection
In this paper we propose a new approach for sequential monitoring of a p...
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Change Point Analysis of Correlation in Nonstationary Time Series
A restrictive assumption in change point analysis is "stationarity under...
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Change point analysis in nonstationary processes  a mass excess approach
This paper considers the problem of testing if a sequence of means (μ_t)...
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Optimal designs for regression with spherical data
In this paper optimal designs for regression problems with spherical pre...
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A Test for Separability in Covariance Operators of Random Surfaces
The assumption of separability is a simplifying and very popular assumpt...
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Functional data analysis in the Banach space of continuous functions
Functional data analysis is typically conducted within the L^2Hilbert s...
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