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A note on testing the covariance matrix for large dimension
Birke, Melanie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001981769
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Efficient design of experiment for exponential regression models
Dette, Holger; Martinez Lopez, Ignacio; Ortiz … - 2004
Persistent link: https://www.econbiz.de/10001982243
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A note on the Bickel-Rosenblatt test in autoregressive time series
Bachmann, Dirk; Dette, Holger - 2004
Persistent link: https://www.econbiz.de/10001982715
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A power comparison between nonparametric regression tests
Zhang, Chunming; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001813298
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A note on testing symmetry of the error distribution in linear regression models
Neumeyer, Natalie; Dette, Holger; Nagel, Eva-Renate - 2003
Persistent link: https://www.econbiz.de/10001813567
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Numerical construction of maximin optimal designs for binary response models
Biedermann, Stefanie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001813609
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A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001788624
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Testing for symmetric error distribution in nonparametric regression models
Neumeyer, Natalie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001788640
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Maximin and Bayesian optimal designs for regression models
Dette, Holger; Haines, Linda M.; Imhof, Lorens A. - 2003
Persistent link: https://www.econbiz.de/10001788642
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Locally E-optimal designs for exponential regression models
Dette, Holger; Melas, Vjačeslav Borisovič; … - 2003
Persistent link: https://www.econbiz.de/10001916062