48 citations · 88 across the 24 of their papers we have counts for
3 papers · 1 filter
Support estimation in high-dimensional heteroscedastic mean regression
Philipp Hermann, Hajo Holzmann
A current strand of research in high-dimensional statistics deals with robustifying the available methodology with respect to deviations from the pervasive light-tail assumptions.…
Simultaneous inference for Berkson errors-in-variables regression under fixed design
Katharina Proksch, Nicolai Bissantz, Hajo Holzmann
In various applications of regression analysis, in addition to errors in the dependent observations also errors in the predictor variables play a substantial role and need to be in…
Testing for spherical and elliptical symmetry
Isaia Albisetti, Fadoua Balabdaoui, Hajo Holzmann
We construct new testing procedures for spherical and elliptical symmetry based on the characterization that a random vector with finite mean has a spherical distribution if an…