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Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation
Hallin, Marc; Tran, Lanh Tat - In: Annals of the Institute of Statistical Mathematics : AISM 48 (1996) 3, pp. 429-450
Persistent link: https://www.econbiz.de/10007321417
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Local asymptotic normality of multivariate ARMA processes with a linear trend
Garel, Bernard; Hallin, Marc - In: Annals of the Institute of Statistical Mathematics : AISM 47 (1995) 3, pp. 551-580
Persistent link: https://www.econbiz.de/10007336428
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A Berry-Esséen theorem for serial rank statistics
Hallin, Marc; Rifi, Khalid - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 4, pp. 777
Persistent link: https://www.econbiz.de/10007362461
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D-Optimal Designs for Trigonometric Regression Models on a Partial Circle
Dette, Holger; Melas, Viatcheslav B.; Pepelyshev, Andrey - In: Annals of the Institute of Statistical Mathematics : AISM 54 (2002) 4, pp. 945
Persistent link: https://www.econbiz.de/10006557347
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A Test for Additivity in Nonparametric Regression
Derbort, Stephan; Dette, Holger; Munk, Axel - In: Annals of the Institute of Statistical Mathematics : AISM 54 (2002) 1, pp. 60-82
Persistent link: https://www.econbiz.de/10006559754
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Optimal design - A unified approach to second order optimality criteria in nonlinear design of experiments
Dette, Holger; Grigoriev, Yuri - In: Annals of the Institute of Statistical Mathematics : AISM 52 (2000) 3, pp. 574
Persistent link: https://www.econbiz.de/10006567359
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Optimal design - Convex optimal designs for compound polynomial extrapolation
Dette, Holger; Huang, Mong-Na Lo - In: Annals of the Institute of Statistical Mathematics : AISM 52 (2000) 3, pp. 557-573
Persistent link: https://www.econbiz.de/10006567360
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A simple test for the parametric form of the variance function in nonparametric regression
Dette, Holger; Hetzler, Benjamin - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 4, pp. 861-886
Persistent link: https://www.econbiz.de/10008326728
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Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models
Dette, Holger; Melas, Viatcheslav B.; Shpilev, Piter - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 4, pp. 655-674
Persistent link: https://www.econbiz.de/10007879120
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Testing for a constant coefficient of variation in nonparametric regression by empirical processes
Dette, Holger; Marchlewski, Mareen; Wagener, Jens - In: Annals of the Institute of Statistical Mathematics : AISM 64 (2012) 5, pp. 1045-1071
Persistent link: https://www.econbiz.de/10009997803