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Holger Dette · Study
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Author
Holger Dette
48 works
· latest 2022
· 8 institutions
cluster: provisional
ORCID 0000-0001-7048-474X
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48
Citations
2,695
Works here
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Most cited in this library
Designing Experiments with Respect to ‘Standardized’ Optimality Criteria
1997 · 231 citations
Generalized Latin Hypercube Design for Computer Experiments
2010 · 122 citations
Detection of Multiple Structural Breaks in Multivariate Time Series
2014 · 107 citations
A Generalization of $D$- and $D_1$-Optimal Designs in Polynomial Regression
1990 · 97 citations
A Copula‐Based Non‐parametric Measure of Regression Dependence
2012 · 94 citations
Works
48 shown
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics
·
2022
·
4 authors
·
Open access
23
citations
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
The Annals of Statistics
·
2021
·
3 authors
·
Open access
16
citations
A new approach for open‐end sequential change point monitoring
Explore Bristol Research
·
2021
·
3 authors
·
Open access
32
citations
Multiscale change point detection for dependent data
Scandinavian Journal of Statistics
·
2020
·
2 authors
·
Open access
41
citations
Detecting relevant changes in the mean of nonstationary processes—A mass excess approach
The Annals of Statistics
·
2019
·
2 authors
·
Open access
35
citations
A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters
Journal of the American Statistical Association
·
2019
·
2 authors
58
citations
Relevant change points in high dimensional time series
Electronic Journal of Statistics
·
2018
·
2 authors
·
Open access
21
citations
Change Point Analysis of Correlation in Non-stationary Time Series
Statistica Sinica
·
2017
·
3 authors
·
Open access
25
citations
Quantile Spectral Analysis for Locally Stationary Time Series
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
2017
·
5 authors
·
Open access
42
citations
Quantile spectral processes: Asymptotic analysis and inference
Bernoulli
·
2016
·
2 authors
·
Open access
46
citations
Detecting Relevant Changes in Time Series Models
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
2015
·
2 authors
·
Open access
63
citations
Of copulas, quantiles, ranks and spectra: An $L_{1}$-approach to spectral analysis
Bernoulli
·
2015
·
4 authors
·
Open access
79
citations
Detecting gradual changes in locally stationary processes
The Annals of Statistics
·
2015
·
1 author
·
Open access
48
citations
Change point analysis of second order characteristics in non-stationary time series
Technische Universität Dortmund Eldorado (Technische Universität Dortmund)
·
2015
·
3 authors
·
report
·
Open access
18
citations
Some Comments on Copula-Based Regression
Journal of the American Statistical Association
·
2014
·
3 authors
39
citations
Detection of Multiple Structural Breaks in Multivariate Time Series
Journal of the American Statistical Association
·
2014
·
3 authors
·
Open access
107
citations
Detecting Gradual Changes in Locally Stationary Processes
·
2014
·
2 authors
·
preprint
47
citations
A Copula‐Based Non‐parametric Measure of Regression Dependence
Scandinavian Journal of Statistics
·
2012
·
3 authors
·
Open access
94
citations
A test for Archimedeanity in bivariate copula models
Journal of Multivariate Analysis
·
2012
·
3 authors
28
citations
New estimators of the Pickands dependence function and a test for extreme-value dependence
The Annals of Statistics
·
2011
·
1 author
·
Open access
48
citations
A note on the de la Garza phenomenon for locally optimal designs
The Annals of Statistics
·
2011
·
1 author
·
Open access
43
citations
Generalized Latin Hypercube Design for Computer Experiments
Technometrics
·
2010
·
2 authors
122
citations
A note on bootstrap approximations for the empirical copula process
Statistics & Probability Letters
·
2010
·
2 authors
·
Open access
72
citations
A note on the de la Garza phenomenon for locally optimal designs
Technische Universität Dortmund Eldorado (Technische Universität Dortmund)
·
2010
·
2 authors
·
report
·
Open access
45
citations
New estimators of the Pickands dependence function and a test for extreme-value dependence
Technische Universität Dortmund Eldorado (Technische Universität Dortmund)
·
2010
·
3 authors
·
report
·
Open access
58
citations
Optimal designs for the emax, log-linear and exponential models
Biometrika
·
2010
·
4 authors
65
citations
Optimal discrimination designs
The Annals of Statistics
·
2009
·
2 authors
·
Open access
72
citations
A practical guide for optimal designs of experiments in the Monod model
Environmental Modelling & Software
·
2009
·
3 authors
·
Open access
43
citations
Improving updating rules in multiplicative algorithms for computing D-optimal designs
Computational Statistics & Data Analysis
·
2008
·
3 authors
59
citations
Testing the parametric form of the volatility in continuous time diffusion models—a stochastic process approach
Journal of Econometrics
·
2007
·
2 authors
·
Open access
37
citations
Optimal Designs for Dose–Response Models With Restricted Design Spaces
Journal of the American Statistical Association
·
2006
·
3 authors
·
Open access
56
citations
Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing
Scandinavian Journal of Statistics
·
2006
·
3 authors
·
Open access
49
citations
Optimal Design for Goodness-of-Fit of the Michaelis–Menten Enzyme Kinetic Function
Journal of the American Statistical Association
·
2005
·
3 authors
56
citations
Maximin efficient design of experiment for exponential regression models
Journal of Statistical Planning and Inference
·
2005
·
4 authors
44
citations
Optimal designs for a class of nonlinear regression models
The Annals of Statistics
·
2004
·
3 authors
·
Open access
42
citations
Robust and Efficient Designs for the Michaelis–Menten Model
Journal of the American Statistical Association
·
2003
·
2 authors
·
Open access
82
citations
On a test for a parametric form of volatility in continuous time financial models
Finance and Stochastics
·
2003
·
2 authors
29
citations
Maximin and Bayesian Optimal Designs for Regression Models
RePEc: Research Papers in Economics
·
2003
·
3 authors
·
preprint
·
Open access
45
citations
Robust designs for polynomial regression by maximizing a minimum of D- and D1-efficiencies
The Annals of Statistics
·
2001
·
2 authors
·
Open access
61
citations
Optimality criteria for regression models based on predicted variance
Biometrika
·
1999
·
1 author
48
citations
Optimal designs for the identification of the order of a Fourier regression
The Annals of Statistics
·
1998
·
2 authors
·
Open access
43
citations
Bayesian D-optimal designs for exponential regression models
Journal of Statistical Planning and Inference
·
1997
·
2 authors
77
citations
Designing Experiments with Respect to ‘Standardized’ Optimality Criteria
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
1997
·
1 author
231
citations
A note on Bayesian c- and D-optimal designs in nonlinear regression models
The Annals of Statistics
·
1996
·
1 author
·
Open access
45
citations
Optimal Designs for Identifying the Degree of a Polynomial Regression
The Annals of Statistics
·
1995
·
1 author
·
Open access
57
citations
Discrimination Designs for Polynomial Regression on Compact Intervals
The Annals of Statistics
·
1994
·
1 author
·
Open access
43
citations
Geometry of E-Optimality
The Annals of Statistics
·
1993
·
2 authors
·
Open access
64
citations
A Generalization of $D$- and $D_1$-Optimal Designs in Polynomial Regression
The Annals of Statistics
·
1990
·
1 author
·
Open access
97
citations