79 citations · 958 across the 115 of their papers we have counts for
84 papers · 1 filter
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…
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…
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…
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…
Comparing regression curves -- an -point of view
Patrick Bastian, Holger Dette, Lukas Koletzko +1
In this paper we compare two regression curves by measuring their difference by the area between the two curves, represented by their -distance. We develop asymptotic confiden…
Fluctuations of the diagonal entries of a large sample precision matrix
Nina Dörnemann, Holger Dette
For a given data matrix with i.i.d. centered entries and a population covariance matrix , the corresponding sample precision matrix $\hat{\bfΣ}^{-1…