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

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Showing 2014Show all

10 papers · 1 filter

stat.ME2014

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…

stat.ME2014

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 (…

stat.ME2014

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…

stat.ME2014

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…

math.ST2014

Confidence Corridors for Multivariate Generalized Quantile Regression

Shih-Kang Chao, Katharina Proksch, Holger Dette +1

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for…

math.ST2014★ 4 cited

Quantile Spectral Analysis for Locally Stationary Time Series

Stefan Birr, Stanislav Volgushev, Tobias Kley +2

Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity.…