Browsing All of EconStor by Author Dette, Holger

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Year of Publication	Title	Author(s)
2000	Nonparametric comparison of regression curves - an empirical process approach	Dette, Holger; Neumeyer, Natalie
2000	Robust designs for polynomial regression by maximizing a minimum of D- and D1-efficiencies	Dette, Holger; Franke, Tobias
2000	Testing linearity of regression models with dependent errors by kernel based methods	Biedermann, Stefanie; Dette, Holger
2000	Optimal designs for testing the functional form of a regression via nonparametric estimation techniques	Biedermann, Stefanie; Dette, Holger
2000	Testing additivity by kernel based methods - what is a reasonable test?	Dette, Holger; von Lieres und Wilkau, Carsten
2000	Constrained D- and D1-optimal designs for polynomial regression	Dette, Holger; Franke, Tobias
2000	Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distribution	Biedermann, Stefanie; Dette, Holger
2000	Nonparametric analysis of covariance	Dette, Holger; Neumeyer, Natalie
2001	A note on a specification test for time series models based on spectral density estimation	Dette, Holger; Spreckelsen, Ingrid
2001	Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials	Dette, Holger
2001	Testing symmetry in nonparametric regression models	Dette, Holger; Kusi-Appiah, Sorina; Neumeyer, Natalie
2001	Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic models	Dette, Holger; Song, Dale; Wong, Weng Kee
2001	A comparison of different nonparametric methods for inference on additive models	Dette, Holger; von Lieres und Wilkau, Carsten; Sperlich, Stefan
2001	Matrix measures, moment spaces and Favard's theorem for the interval [0,1] and [0,∞)	Dette, Holger; Studden, William J.
2001	Some comments on specification tests in nonparametric absolutely regular processes	Dette, Holger; Spreckelsen, Ingrid
2001	A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1] and [0,∞]	Dette, Holger; Studden, William J.
2001	A functional-algebraic determination of D-optimal designs for trigonometric regression models on a partial circle	Dette, Holger; Melas, Viatcheslav B.; Biedermann, Stefanie
2001	Optimal designs for estimating individual coefficients in Fourier regression models	Dette, Holger; Melas, Viatcheslav B.
2001	D-optimal designs for trigonometric regression models on a partial circle	Dette, Holger; Melas, Viatcheslav B.; Pepelyshev, Andrey
2001	On a test for constant volatility in continuous time financial models	Dette, Holger; von Lieres und Wilkau, Carsten

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