activity
19942023
most citedOf copulas, quantiles, ranks and spectra: An -approach to spectral analysis

79 citations · 958 across the 115 of their papers we have counts for

collaborators

161 papers

econ.EM2023★ 28 cited

Testing for equivalence of pre-trends in Difference-in-Differences estimation

Holger Dette, Martin Schumann

The plausibility of the ``parallel trends assumption'' in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the…

math.ST2023★ 4 cited

A Simple Bootstrap for Chatterjee's Rank Correlation

Holger Dette, Marius Kroll

We prove that an out of bootstrap procedure for Chatterjee's rank correlation is consistent whenever asymptotic normality of Chatterjee's rank correlation can be establishe…

math.ST2023

A CLT for the difference of eigenvalue statistics of sample covariance matrices

Nina Dörnemann, Holger Dette

In the case where the dimension of the data grows at the same rate as the sample size we prove a central limit theorem for the difference of a linear spectral statistic of the samp…

stat.ME2023

Efficient subsampling for exponential family models

Subhadra Dasgupta, Holger Dette

We propose a novel two-stage subsampling algorithm based on optimal design principles. In the first stage, we use a density-based clustering algorithm to identify an approximating…

math.ST2023

Testing equivalence of multinomial distributions -- a constrained bootstrap approach

Patrick Bastian, Holger Dette, Lukas Koletzko

In this paper we develop a novel bootstrap test for the comparison of two multinomial distributions. The two distributions are called {\it equivalent} or {\it similar} if a norm of…

math.ST2023★ 1 cited

A reinforced learning approach to optimal design under model uncertainty

Mingyao Ai, Holger Dette, Zhengfu Liu +1

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list…