1 citations · 2 across the 10 of their papers we have counts for
6 papers · 1 filter
Differentially private testing for relevant dependencies in high dimensions
Patrick Bastian, Holger Dette, Martin Dunsche
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. F…
Sequential Outlier Detection in Non-Stationary Time Series
Florian Heinrichs, Patrick Bastian, Holger Dette
A novel method for sequential outlier detection in non-stationary time series is proposed. The method tests the null hypothesis of ``no outlier'' at each time point, addressing the…
Gradual changes in functional time series
Patrick Bastian, Holger Dette
We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximu…
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
Theresa Eckle, Anne van Delft, Holger Dette
We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on , and use this to obt…
Multiple change point detection in functional data with applications to biomechanical fatigue data
Patrick Bastian, Rupsa Basu, Holger Dette
Injuries to the lower extremity joints are often debilitating, particularly for professional athletes. Understanding the onset of stressful conditions on these joints is therefore…
A likelihood ratio approach to sequential change point detection for a general class of parameters
Holger Dette, Josua Gösmann
In this paper we propose a new approach for sequential monitoring of a parameter of a -dimensional time series, which can be estimated by approximately linear functionals of the…