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Editorial

Dette, Holger; Kamps, Udo; Lehn, Jürgen - In: Metrika 67 (2008) 2, pp. 125-125

Persistent link: https://www.econbiz.de/10005756456

Testing linearity of regression models with dependent errors by kernel based methods

Biedermann, Stefanie; Dette, Holger - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 417-438

Persistent link: https://www.econbiz.de/10005759557

Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression

Dette, Holger; Studden, William - In: Annals of the Institute of Statistical Mathematics 46 (1994) 2, pp. 389-403

Persistent link: https://www.econbiz.de/10005760214

Constrained optimal discrimination designs for Fourier regression models

Biedermann, Stefanie; Dette, Holger; Hoffmann, Philipp - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10008173294

On the estimation of a monotone conditional variance in nonparametric regression

Dette, Holger; Pilz, Kay - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 1, pp. 111-142

Persistent link: https://www.econbiz.de/10008173295

Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis

Hallin, Marc; Dette, Holger; Kley, Tobias; Volgushev, … - European Centre for Advanced Research in Economics and … - 2011

In this paper we present an alternative method for the spectral analysis of a strictly stationary time series {Yt}t2Z. We define a “new” spectrum as the Fourier transform of the differences between copulas of the pairs (Yt, Yt−k) and the independence copula. This object is called copula...

Persistent link: https://www.econbiz.de/10009370568