5 papers · 2 filters
Mean estimation in spatial functional data
Holger Dette, Qirui Hu
Functional mean estimation exhibits a sparse-to-dense phase transition as the number of measurements per curve increases. For spatially indexed functional data, however, dependence…
Self-normalization for Spectral Density Integrals
Holger Dette, Sebastian Kühnert
Integrals of spectral densities are frequently used to summarize spectral characteristics of linear processes. This work studies self-normalization for estimators of such integrals…
Testing for correct model specification in copula regression models
Holger Dette, Philip Dörr
We propose a goodness-of-fit test for semiparametric copula regression models. Such models express the regression function in terms of marginal distribution functions and copula de…
A spectral based coefficient of determination for the fit of an MA(q) model
Holger Dette, Sebastian Kühnert
We develop a spectral based coefficient of determination to measure how well the spectral density of a stationary linear process is represented by the class of MA() models. Usin…
Kernel Estimation Of Chatterjee's Dependence Coefficient
Mona Azadkia, Holger Dette
A dependence coefficient suggested by Chatterjee (2021) has attracted considerable attention in recent years. It takes values between 0 and 1, vanishes if and only if the correspon…