Holger Dette

Publication Activity (10 Years)

Years Active: 1991-2024
Publications (10 Years): 12

Top Topics

Regression Model

Differential Privacy

Reproducing Kernel

Likelihood Ratio

Top Venues

Comput. Stat. Data Anal.

J. Multivar. Anal.

Publications

Holger Dette, Carina Graw
Uncertainty quantification by block bootstrap for differentially private stochastic gradient descent. CoRR (2024)
Martin Dunsche, Tim Kutta, Holger Dette
Multivariate Mean Comparison Under Differential Privacy. PSD (2022)
Önder Askin, Tim Kutta, Holger Dette
Statistical Quantification of Differential Privacy: A Local Approach. IEEE Symposium on Security and Privacy (2022)
Martin Dunsche, Tim Kutta, Holger Dette
Multivariate Mean Comparison under Differential Privacy. CoRR (2021)
Önder Askin, Tim Kutta, Holger Dette
Statistical Quantification of Differential Privacy: A Local Approach. CoRR (2021)
Holger Dette, Anatoly Zhigljavsky
Reproducing kernel Hilbert spaces, polynomials and the classical moment problems. CoRR (2021)
Holger Dette, Anatoly A. Zhigljavsky
Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem. SIAM/ASA J. Uncertain. Quantification 9 (4) (2021)
Holger Dette, Nina Dörnemann
Likelihood ratio tests for many groups in high dimensions. J. Multivar. Anal. 178 (2020)
Belmiro P. M. Duarte, Weng Kee Wong, Holger Dette
Adaptive grid semidefinite programming for finding optimal designs. Stat. Comput. 28 (2) (2018)
Holger Dette, Viatcheslav B. Melas, Petr Shpilev
T-optimal discriminating designs for Fourier regression models. Comput. Stat. Data Anal. 113 (2017)
Holger Dette, Kirsten Schorning, Maria Konstantinou
Optimal designs for comparing regression models with correlated observations. Comput. Stat. Data Anal. 113 (2017)
Taras Bodnar, Holger Dette, Nestor Parolya
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. J. Multivar. Anal. 148 (2016)
Holger Dette, Matthias Guhlich, Jan Nagel
Distributions on matrix moment spaces. J. Multivar. Anal. 131 (2014)
Holger Dette, Andrey Pepelyshev, Anatoly A. Zhigljavsky
'Nearly' universally optimal designs for models with correlated observations. Comput. Stat. Data Anal. 71 (2014)
Holger Dette, Thimo Hildebrandt
A note on testing hypotheses for stationary processes in the frequency domain. J. Multivar. Anal. 104 (1) (2012)
Axel Bücher, Holger Dette, Stanislav Volgushev
A test for Archimedeanity in bivariate copula models. J. Multivar. Anal. 110 (2012)
Axel Bücher, Holger Dette, Gabriele Wieczorek
Testing model assumptions in functional regression models. J. Multivar. Anal. 102 (10) (2011)
Matthias Guhlich, Jan Nagel, Holger Dette
Random block matrices generalizing the classical Jacobi and Laguerre ensembles. J. Multivar. Anal. 101 (8) (2010)
Axel Bücher, Holger Dette
-distances. J. Multivar. Anal. 101 (3) (2010)
Holger Dette, Andrey Pepelyshev
Generalized Latin Hypercube Design for Computer Experiments. Technometrics 52 (4) (2010)
Holger Dette, Jan Nagel
Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble. SIAM J. Math. Anal. 41 (4) (2009)
Holger Dette, Rafael Weißbach
A bootstrap test for the comparison of nonlinear time series. Comput. Stat. Data Anal. 53 (4) (2009)
Nikolay S. Strigul, Holger Dette, Viatcheslav B. Melas
A practical guide for optimal designs of experiments in the Monod model. Environ. Model. Softw. 24 (9) (2009)
Holger Dette, Douglas P. Wiens
Robust designs for series estimation. Comput. Stat. Data Anal. 52 (9) (2008)
Holger Dette, Andrey Pepelyshev, Anatoly A. Zhigljavsky
Improving updating rules in multiplicative algorithms for computing D-optimal designs. Comput. Stat. Data Anal. 53 (2) (2008)
Holger Dette, Bettina Reuther, W. J. Studden, Marcin J. Zygmunt
Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix. SIAM J. Matrix Anal. Appl. 29 (1) (2006)
Holger Dette, Carsten von Lieres und Wilkau
On a test for a parametric form of volatility in continuous time financial models. Finance Stochastics 7 (3) (2003)
Holger Dette
Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials. J. Approx. Theory 118 (2) (2002)
Olaf Gefeller, Holger Dette
A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths. MIE (1991)