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

Biedermann, Stefanie; Dette, Holger - 2000

In a recent paper González Manteiga and Vilar Fernández (1995) considered the problem of testing linearity of a regression under MA(infinity) structure of the errors using a weighted L2-distance between a parametric and a nonparametric fit. They established asymptotic normality of the...

Persistent link: https://www.econbiz.de/10009458307

A note on the uniform distribution on the arcsin points

Dette, Holger - In: Metrika 46 (1997) 1, pp. 71-82

Persistent link: https://www.econbiz.de/10005376012

A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments

Dette, Holger; Grigoriev, Yuri - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 574-597

Persistent link: https://www.econbiz.de/10005395559

On the estimation of a monotone conditional variance in nonparametric regression

Dette, Holger; Pilz, Kay - In: Annals of the Institute of Statistical Mathematics 61 (2009) 1, pp. 111-141

Persistent link: https://www.econbiz.de/10005395591

Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models

Dette, Holger; Melas, Viatcheslav; Shpilev, Piter - In: Annals of the Institute of Statistical Mathematics 59 (2007) 4, pp. 655-673

Persistent link: https://www.econbiz.de/10005395607

D-Optimal Designs for Trigonometric Regression Models on a Partial Circle

Dette, Holger; Melas, Viatcheslav; Pepelyshev, Andrey - In: Annals of the Institute of Statistical Mathematics 54 (2002) 4, pp. 945-959

Persistent link: https://www.econbiz.de/10005395754

A Test for Additivity in Nonparametric Regression

Derbort, Stephan; Dette, Holger; Munk, Axel - In: Annals of the Institute of Statistical Mathematics 54 (2002) 1, pp. 60-82

Persistent link: https://www.econbiz.de/10005395841

DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES

DETTE, HOLGER; ZIGGEL, DANIEL - In: International Journal of Theoretical and Applied … 11 (2008) 05, pp. 529-544

In this paper a new method for monotone estimation of discount curves is proposed. The main idea of this approach is a simple modification of the commonly used (unconstrained) McCulloch Spline. We construct an integrated density estimate from the predicted values of the discount curve. It can be...

Persistent link: https://www.econbiz.de/10004977429

Comment

Dette, Holger - In: Journal of the American Statistical Association 108 (2013) 504, pp. 1258-1260

Persistent link: https://www.econbiz.de/10010824052

Quantile Spectral Analysis for Locally Stationary Time Series

Hallin, Marc; Skowronek, Stefan; Volgushev, Stanislav; … - European Centre for Advanced Research in Economics and … - 2014

Persistent link: https://www.econbiz.de/10010826308