79 citations · 958 across the 115 of their papers we have counts for
7 papers · 2 filters
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process
Axel Bücher, Michael Hoffmann, Mathias Vetter +1
This paper is concerned with tests for changes in the jump behaviour of a time-continuous process. Based on results on weak convergence of a sequential empirical tail integral proc…
Bayesian T-optimal discriminating designs
Holger Dette, Viatcheslav B. Melas, Roman Guchenko
The problem of constructing Bayesian optimal discriminating designs for a class of regression models with respect to the T-optimality criterion introduced by Atkinson and Fedorov (…
Optimal designs for comparing curves
Holger Dette, Kirsten Schorning
We consider the optimal design problem for a comparison of two regression curves, which is used to establish the similarity between the dose response relationships of two groups. A…
Designing dose finding studies with an active control for exponential families
Holger Dette, Katrin Kettelhake, Frank Bretz
In a recent paper Dette et al. (2014) introduced optimal design problems for dose fnding studies with an active control. These authors concentrated on regression models with normal…
Detecting relevant changes in time series models
Holger Dette, Dominik Wied
Most of the literature on change-point analysis by means of hypothesis testing considers hypotheses of the form H0 : θ_1 = θ_2 vs. H1 : θ_1 != θ_2, where θ_1 and θ_2 denote paramet…
Detecting Gradual Changes in Locally Stationary Processes
Michael Vogt, Holger Dette
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties ar…