Holger Dette

Statistics and Probability · 2001–2018

A researcher in the Science corpus: 30 papers; trusts 120 researchers and is trusted by 53 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 164 citations into it; #990 of 12,932 by trust here, #1,338 by citations
• Finance — 117 citations into it; #2,974 of 10,518 by trust here, #3,592 by citations
• Economics and Econometrics — 83 citations into it; #12,801 of 23,481 by trust here, #16,151 by citations
• Artificial Intelligence — 35 citations into it; #9,236 of 35,345 by trust here, #20,377 by citations
• Management Science and Operations Research — 34 citations into it; #1,542 of 11,946 by trust here, #2,873 by citations
• Control and Systems Engineering — 26 citations into it; #3,267 of 8,257 by trust here, #4,262 by citations
• Mathematical Physics — 13 citations into it
• Statistical Learning Theory — 12 citations into it

Whom Holger Dette trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Efstathios Paparoditis
2. Roger W. Koenker
3. Jianqing Fan
4. Piotr Fryzlewicz
5. Lajos Horv'ath
6. Xiaofeng Shao
7. Natalie Neumeyer
8. Edward Carlstein
9. Irène Gijbels
10. Rainer Dahlhaus

Who trusts Holger Dette overall

1. Wenceslao González-Manteiga
2. Natalie Neumeyer
3. Min Yang
4. I. Van Keilegom
5. Almut E. D. Veraart
6. Yanqing Sun
7. Rosa M. Crujeiras
8. Matt Taddy
9. Johan Segers
10. Lauren Hannah

Papers from Holger Dette's perspective

Ordered by how strongly the researchers Holger Dette trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Generalized autoregressive conditional heteroskedasticity
3. Mixing: Properties and Examples
4. Estimating the Dimension of a Model
5. Local polynomial modelling and its applications
6. Spline Models for Observational Data
7. Some Asymptotic Theory for the Bootstrap
8. Weak Convergence and Empirical Processes: With Applications to Statistics
9. Time Series: Theory and Methods
10. Smooth regression analysis

Their papers

• A simple nonparametric estimator of a strictly monotone regression function (2006) — 164 citations
• A note on testing the covariance matrix for large dimension (2005) — 72 citations
• Non‐crossing non‐parametric estimates of quantile curves (2008) — 159 citations
• Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness (2011) — 60 citations
• Nonparametric analysis of covariance (2001) — 154 citations
• Quantile Spectral Processes: Asymptotic Analysis and Inference (2014) — 70 citations
• Estimating a Convex Function in Nonparametric Regression (2007) — 67 citations
• A note on bootstrap approximations for the empirical copula process (2010) — 82 citations
• Nonparametric comparison of regression curves: An empirical process approach (2003) — 148 citations
• A Copula‐Based Non‐parametric Measure of Regression Dependence (2013) — 131 citations
• New estimators of the Pickands dependence function and a test for extreme-value dependence (2011) — 80 citations
• A consistent test for heteroscedasticity in nonparametric regression based on the kernel method (2002) — 62 citations
• A new test for the parametric form of the variance function in non‐parametric regression (2007) — 88 citations
• A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (2011) — 84 citations
• Detecting relevant changes in time series models (2014) — 69 citations
• Detection of Multiple Structural Breaks in Multivariate Time Series (2013) — 120 citations
• A note on the de la Garza phenomenon for locally optimal designs (2011) — 57 citations
• Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing (2006) — 47 citations
• Optimal discrimination designs (2009) — 75 citations
• Equivalence of Regression Curves (2018) — 49 citations