7 citations · 7 across the 2 of their papers we have counts for
3 papers
math.ST2019
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…
stat.ME2018★ 7 cited
Change Point Analysis of Correlation in Non-stationary Time Series
Holger Dette, Weichi Wu, Zhou Zhou
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from…
stat.ME2015
Change point analysis of second order characteristics in non-stationary time series
Holger Dette, Weichi Wu, Zhou Zhou
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the nul…