Browsing All of EconStor by Author Dette, Holger

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Year of PublicationTitleAuthor(s)
2000 Nonparametric comparison of regression curves - an empirical process approachDette, Holger; Neumeyer, Natalie
2000 Robust designs for polynomial regression by maximizing a minimum of D- and D1-efficienciesDette, Holger; Franke, Tobias
2000 Nonparametric analysis of covarianceDette, Holger; Neumeyer, Natalie
2000 Testing linearity of regression models with dependent errors by kernel based methodsBiedermann, Stefanie; Dette, Holger
2000 Optimal designs for testing the functional form of a regression via nonparametric estimation techniquesBiedermann, 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 regressionDette, Holger; Franke, Tobias
2000 Minimax optimal designs for nonparametric regression - a further optimality property of the uniform distributionBiedermann, Stefanie; Dette, Holger
2001 A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression modelsDette, Holger; Grigoriev, Yuri
2001 E-optimal designs in Fourier regression models on a partial circleDette, Holger; Melas, Viatcheslav B.
2001 Optimal designs for estimating individual coefficients in Fourier regression modelsDette, Holger; Melas, Viatcheslav B.
2001 A note on optimal designs in weighted polynomial regression for the classical efficiency functionsAntille, Gérard; Dette, Holger
2001 Matrix measures, moment spaces and Favard's theorem for the interval [0,1] and [0,∞)Dette, Holger; Studden, William J.
2001 A note on a specification test for time series models based on spectral density estimationDette, Holger; Spreckelsen, Ingrid
2001 A comparison of different nonparametric methods for inference on additive modelsDette, Holger; von Lieres und Wilkau, Carsten; Sperlich, Stefan
2001 On a test for constant volatility in continuous time financial modelsDette, Holger; von Lieres und Wilkau, Carsten
2001 Optimal designs for estimating individual coefficients in polynomial regression: A functional approachDette, Holger; Melas, Viatcheslav B.; Pepelyshev, Andrey
2001 Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomialsDette, Holger
2001 Robustness properties of minimally-supported Bayesian D-optimal designs for heteroscedastic modelsDette, Holger; Song, Dale; Wong, Weng Kee
2001 Testing symmetry in nonparametric regression modelsDette, Holger; Kusi-Appiah, Sorina; Neumeyer, Natalie