72 citations · 304 across the 42 of their papers we have counts for
11 papers · 1 filter
Detecting structural breaks in eigensystems of functional time series
Holger Dette, Tim Kutta
Detecting structural changes in functional data is a prominent topic in statistical literature. However not all trends in the data are important in applications, but only those of…
Equivalence tests for binary efficacy-toxicity responses
Holger Dette, Kathrin Möllenhoff, Frank Bretz
Clinical trials often aim to compare a new drug with a reference treatment in terms of efficacy and/or toxicity depending on covariates such as, for example, the dose level of the…
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
Alexander Aue, Holger Dette, Gregory Rice
This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Her…
Identifying shifts between two regression curves
Holger Dette, Subhra Sankar Dhar, Weichi Wu
This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the h…
Prediction in regression models with continuous observations
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky
We consider the problem of predicting values of a random process or field satisfying a linear model , where errors are correlate…
Optimal designs for estimating individual coefficients in polynomial regression with no intercept
Holger Dette, Viatcheslav B. Melas, Petr Shpilev
In a seminal paper \cite{studden1968} characterized -optimal designs in regression models, where the regression functions form a Chebyshev system. He used these results to deter…