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ORCIDHolger Dette
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- affiliation: Ruhr University Bochum, Germany
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2020 – today
- 2024
[i4]Holger Dette, Carina Graw:
Uncertainty quantification by block bootstrap for differentially private stochastic gradient descent. CoRR abs/2405.12553 (2024)- 2022
- [c3]Martin Dunsche, Tim Kutta, Holger Dette:
Multivariate Mean Comparison Under Differential Privacy. PSD 2022: 31-45 - [c2]Önder Askin, Tim Kutta, Holger Dette:
Statistical Quantification of Differential Privacy: A Local Approach. SP 2022: 402-421 - 2021
- [j22]Holger Dette, Anatoly A. Zhigljavsky
:
Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem. SIAM/ASA J. Uncertain. Quantification 9(4): 1589-1614 (2021) - [i3]Holger Dette, Anatoly Zhigljavsky:
Reproducing kernel Hilbert spaces, polynomials and the classical moment problems. CoRR abs/2101.11968 (2021) - [i2]Önder Askin, Tim Kutta, Holger Dette:
Statistical Quantification of Differential Privacy: A Local Approach. CoRR abs/2108.09528 (2021) - [i1]Martin Dunsche, Tim Kutta, Holger Dette:
Multivariate Mean Comparison under Differential Privacy. CoRR abs/2110.07996 (2021) - 2020
- [j21]Holger Dette, Nina Dörnemann:
Likelihood ratio tests for many groups in high dimensions. J. Multivar. Anal. 178: 104605 (2020)
2010 – 2019
- 2018
- [j20]Belmiro P. M. Duarte, Weng Kee Wong, Holger Dette:
Adaptive grid semidefinite programming for finding optimal designs. Stat. Comput. 28(2): 441-460 (2018) - 2017
- [j19]Holger Dette, Viatcheslav B. Melas, Petr Shpilev:
T-optimal discriminating designs for Fourier regression models. Comput. Stat. Data Anal. 113: 196-206 (2017) - [j18]Holger Dette, Kirsten Schorning, Maria Konstantinou:
Optimal designs for comparing regression models with correlated observations. Comput. Stat. Data Anal. 113: 273-286 (2017) - 2016
- [j17]Taras Bodnar, Holger Dette, Nestor Parolya:
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. J. Multivar. Anal. 148: 160-172 (2016) - 2014
- [j16]Holger Dette, Andrey Pepelyshev, Anatoly A. Zhigljavsky:
'Nearly' universally optimal designs for models with correlated observations. Comput. Stat. Data Anal. 71: 1103-1112 (2014) - [j15]Holger Dette, Matthias Guhlich, Jan Nagel:
Distributions on matrix moment spaces. J. Multivar. Anal. 131: 17-31 (2014) - 2012
- [j14]Holger Dette, Thimo Hildebrandt:
A note on testing hypotheses for stationary processes in the frequency domain. J. Multivar. Anal. 104(1): 101-114 (2012) - [j13]Axel Bücher, Holger Dette, Stanislav Volgushev:
A test for Archimedeanity in bivariate copula models. J. Multivar. Anal. 110: 121-132 (2012) - 2011
- [j12]Axel Bücher, Holger Dette, Gabriele Wieczorek:
Testing model assumptions in functional regression models. J. Multivar. Anal. 102(10): 1472-1488 (2011) - 2010
- [j11]Axel Bücher, Holger Dette:
Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. J. Multivar. Anal. 101(3): 749-763 (2010) - [j10]Matthias Guhlich, Jan Nagel, Holger Dette:
Random block matrices generalizing the classical Jacobi and Laguerre ensembles. J. Multivar. Anal. 101(8): 1884-1897 (2010) - [j9]Holger Dette, Andrey Pepelyshev:
Generalized Latin Hypercube Design for Computer Experiments. Technometrics 52(4): 421-429 (2010)
2000 – 2009
- 2009
- [j8]Holger Dette, Rafael Weißbach:
A bootstrap test for the comparison of nonlinear time series. Comput. Stat. Data Anal. 53(4): 1339-1349 (2009) - [j7]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): 1019-1026 (2009) - [j6]Holger Dette, Jan Nagel:
Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble. SIAM J. Math. Anal. 41(4): 1491-1507 (2009) - 2008
- [j5]Holger Dette, Douglas P. Wiens:
Robust designs for series estimation. Comput. Stat. Data Anal. 52(9): 4305-4324 (2008) - [j4]Holger Dette, Andrey Pepelyshev, Anatoly A. Zhigljavsky:
Improving updating rules in multiplicative algorithms for computing D-optimal designs. Comput. Stat. Data Anal. 53(2): 312-320 (2008) - 2006
- [j3]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): 117-142 (2006) - 2003
- [j2]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): 363-384 (2003) - 2002
- [j1]Holger Dette:
Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials. J. Approx. Theory 118(2): 290-304 (2002)
1990 – 1999
- 1991
- [c1]Olaf Gefeller, Holger Dette:
A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths. MIE 1991: 983-987
Coauthor Index
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