Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach von Dette, Holger, Kokot, Kevin

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Detecting relevant changes in time series models von Dette, Holger, Wied, Dominik

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Asymptotic equivalence for nonparametric regression with dependent errors: Gauss–Markov processes von Dette, Holger, Kroll, Martin

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Comparing regression curves: an L1-point of view von Bastian, Patrick, Dette, Holger, Koletzko, Lukas, Möllenhoff, Kathrin

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Quantile spectral analysis for locally stationary time series von Birr, Stefan, Volgushev, Stanislav, Kley, Tobias, Dette, Holger, Hallin, Marc

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The effect of intraday periodicity on realized volatility measures von Dette, Holger, Golosnoy, Vasyl, Kellermann, Janosch

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A portmanteau-type test for detecting serial correlation in locally stationary functional time series von Bücher, Axel, Dette, Holger, Heinrichs, Florian

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Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem von Dette, Holger, Zhigljavsky, Anatoly A.

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Detecting deviations from second-order stationarity in locally stationary functional time series von Bücher, Axel, Dette, Holger, Heinrichs, Florian

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Identifying shifts between two regression curves von Dette, Holger, Dhar, Subhra Sankar, Wu, Weichi

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Efficient sampling in materials simulation - Exploring the parameter space of grain boundaries von Dette, Holger, Gösmann, Josua, Greiff, Christian, Janisch, Rebecca

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Some explicit solutions of c-optimal design problems for polynomial regression with no intercept von Dette, Holger, Melas, Viatcheslav B., Shpilev, Petr

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Istore: a project on innovative statistical methodologies to improve rare diseases clinical trials in limited populations von Schoenen, Stefanie, Verbeeck, Johan, Koletzko, Lukas, Brambilla, Isabella, Kuchenbuch, Mathieu, Dirani, Maya, Zimmermann, Georg, Dette, Holger, Hilgers, Ralf-Dieter, Molenberghs, Geert, Nabbout, Rima

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Practical considerations for optimal designs in clinical dose finding studies von Bretz, Frank, Dette, Holger, Pinheiro, Jose C.

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Validating approximate slope homogeneity in large panels von Kutta, Tim, Dette, Holger

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Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics von Bastian, Patrick, Dette, Holger, Heiny, Johannes

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Statistical inference for high-dimensional panel functional time series von Zhou, Zhou, Dette, Holger

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Lessons learned from IDeAl - 33 recommendations from the IDeAl-net about design and analysis of small population clinical trials von Hilgers, Ralf-Dieter, Bogdan, Malgorzata, Burman, Carl-Fredrik, Dette, Holger, Karlsson, Mats, König, Franz, Male, Christoph, Mentré, France, Molenberghs, Geert, Senn, Stephen

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Prediction in Locally Stationary Time Series von Dette, Holger, Wu, Weichi

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DETECTING RELEVANT CHANGES IN THE MEAN OF NONSTATIONARY PROCESSES—A MASS EXCESS APPROACH von Dette, Holger, Wu, Weichi

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