72 citations · 336 across the 49 of their papers we have counts for
9 papers · 1 filter
Optimal designs for series estimation in nonparametric regression with correlated data
Holger Dette, Maria Konstantinou, Kirsten Schorning
In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based est…
Goodness-of-fit testing the error distribution in multivariate indirect regression
Justin Chown, Nicolai Bissantz, Holger Dette
We propose a goodness-of-fit test for the distribution of errors from a multivariate indirect regression model. The test statistic is based on the Khmaladze transformation of the e…
A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
Anne van Delft, Holger Dette
Due to the surge of data storage techniques, the need for the development of appropriate techniques to identify patterns and to extract knowledge from the resulting enormous data s…
Multiscale change point detection for dependent data
Holger Dette, Theresa Schüler, Mathias Vetter
In this paper we study the theoretical properties of the simultaneous multiscale change point estimator (SMUCE) proposed by Frick et al. (2014) in regression models with dependent…
Testing relevant hypotheses in functional time series via self-normalization
Holger Dette, Kevin Kokot, Stanislav Volgushev
In this paper we develop methodology for testing relevant hypotheses about functional time series in a tuning-free way. Instead of testing for exact equality, for example for the e…
Detecting deviations from second-order stationarity in locally stationary functional time series
Axel Bücher, Holger Dette, Florian Heinrichs
A time-domain test for the assumption of second order stationarity of a functional time series is proposed. The test is based on combining individual cumulative sum tests which are…