Holger Dette

Ruhr University of Bochum - Faculty of Mathematics

Universitatsstr. 150

D-44780 Bochum

Germany

SCHOLARLY PAPERS

12

DOWNLOADS

148

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (12)

1.

Focused Model Selection in Quantile Regression

KU Leuven - Faculty of Economics and Business Working Paper No. KBI 1301
Number of pages: 26 Posted: 06 Apr 2013
Peter Behl, Gerda Claeskens and Holger Dette
Ruhr University of Bochum, KU Leuven - Department of Economics and Ruhr University of Bochum - Faculty of Mathematics
Downloads 68 (350,255)

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quantile regression, model selection focused information criterion

2.

Beyond Inequality: A Novel Measure of Skewness and Its Properties

CESifo Working Paper Series No. 5972
Number of pages: 12 Posted: 27 Jul 2016
Walter Kraemer and Holger Dette
University of Dortmund - Department of Statistics and Ruhr University of Bochum - Faculty of Mathematics
Downloads 46 (420,876)

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inequality, Gini-index, skewness

3.

Being Focused: When the Purpose of Inference Matters for Model Selection

RUHR Economic Paper No. 264
Number of pages: 24 Posted: 01 Jul 2011
Ruhr University of Bochum - Faculty of Mathematics, RWI Leibniz Institute for Economic Research, Ruhr University of Bochum and Rhine-Westphalia Institute for Economic Research (RWI-Essen)
Downloads 16 (570,946)

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Information Criteria, translog cost function, cross-price elasticities

4.

Some Comments on Specification Tests in Nonparametric Absolutely Regular Processes

Journal of Time Series Analysis, Vol. 25, No. 2, pp. 159-172, March 2004
Number of pages: 14 Posted: 24 Apr 2004
Holger Dette and Ingrid Spreckelsen
Ruhr University of Bochum - Faculty of Mathematics and Ruhr University of Bochum - Faculty of Mathematics
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Nonparametric autoregressive model, goodness-of-fit test, absolute regular process, asymptotic equivalence, u-statistics with varying kernel

5.

Testing Non‐Parametric Hypotheses for Stationary Processes by Estimating Minimal Distances

Journal of Time Series Analysis, Vol. 32, Issue 5, pp. 447-461, 2011
Number of pages: 15 Posted: 09 Aug 2011
Holger Dette, Tatjana Kinsvater and Mathias Vetter
Ruhr University of Bochum - Faculty of Mathematics, affiliation not provided to SSRN and Ruhr University of Bochum
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Spectral density, stationary process, goodness‐of‐fit tests, L2‐distance, integrated periodogram, 62M15, 62G10

6.

Change‐Point Detection in Autoregressive Models with No Moment Assumptions

Journal of Time Series Analysis, Vol. 39, Issue 5, pp. 763-786, 2018
Number of pages: 24 Posted: 20 Aug 2018
Fumiya Akashi, Holger Dette and Yan Liu
Waseda University, Ruhr University of Bochum - Faculty of Mathematics and Kyoto University
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Empirical likelihood, change‐point analysis, infinite variance, autoregressive processes

7.

On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities

Journal of Time Series Analysis, Vol. 39, Issue 3, pp. 242-250, 2018
Number of pages: 9 Posted: 16 Apr 2018
Ruhr University of Bochum, Ruhr University of Bochum - Faculty of Mathematics, ECARES, Universite Libre de Bruxelles, London School of Economics & Political Science (LSE) - Department of Statistics and Ruhr University of Bochum - Faculty of Mathematics
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Copula‐based spectrum, Laplace spectrum, quantile spectrum, time‐varying spectrum, Wigner–Ville spectrum

8.

A Simple Test for White Noise in Functional Time Series

Journal of Time Series Analysis, Vol. 39, Issue 1, pp. 54-74, 2018
Number of pages: 21 Posted: 14 Dec 2017
Ruhr University of Bochum, Ruhr University of Bochum and Ruhr University of Bochum - Faculty of Mathematics
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Time series, functional data, white noise, minimum distance

9.

Fourier Analysis of Serial Dependence Measures

Journal of Time Series Analysis, Vol. 39, Issue 1, pp. 75-89, 2018
Number of pages: 15 Posted: 14 Dec 2017
Ruhr University of Bochum, Ruhr University of Bochum - Faculty of Mathematics and Ruhr University of Bochum - Faculty of Mathematics
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Spectral theory, strictly stationary time series, ‐statistics

10.

Confidence Corridors for Multivariate Generalized Quantile Regression

Journal of Business and Economic Statistics, DOI:10.1080/07350015.2015.1054493
Posted: 20 Feb 2016 Last Revised: 06 Jun 2016
Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Ruhr University of Bochum, Ruhr University of Bochum - Faculty of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics

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Bootstrap; Expectile regression; Goodness-of-fit tests; Quantile treatment effect; Smoothing; nonparametric regression

11.

Discount Curve Estimation by Monotonizing Mccullough Splines

International Journal of Theoretical and Applied Finance, Vol. 11, Issue 5, pp. 529-544, 2008
Posted: 02 Dec 2009
Holger Dette and Daniel Ziggel
Ruhr University of Bochum - Faculty of Mathematics and Ruhr University of Bochum

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Monotone discount curve, McCulloch splines, nonnegative forward rates

12.

A Note on the Uniform Distribution on the Arcsin Points

METRIKA, Vol. 46, No. 1, August 1997
Posted: 08 Feb 1998
Holger Dette
Ruhr University of Bochum - Faculty of Mathematics

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