Holger Dette

Decision Sciences · Social Sciences

48h-index9.3kcitations819works1.22yr avg
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Research Topics

Optimal Experimental Design Methods(321), Statistical Methods and Inference(240), Advanced Multi-Objective Optimization Algorithms(186), Advanced Statistical Methods and Models(148), Advanced Statistical Process Monitoring(93)

Publications819 total

A CLT for the difference of eigenvalue statistics of sample covariance matrices
2026
Efficient subsampling for exponential family models
Computational Statistics & Data Analysis·2025
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis·2025· 1 citedOpen Access
Convergence of covariance and spectral density estimates for high-dimensional functional time series
arXiv (Cornell University)·2025Open Access
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Bernoulli·2025
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
Bernoulli·2025
Testing similarity of competing risks models by comparing transition probabilities
arXiv (Cornell University)·2025Open Access
Differentially private testing for relevant dependencies in high dimensions
arXiv (Cornell University)·2025Open Access
Measuring deviations from spherical symmetry
arXiv (Cornell University)·2025Open Access
Monitoring Time Series for Relevant Changes
arXiv (Cornell University)·2025Open Access
Testing for Similarity of Dose Response in Multiregional Clinical Trials
Statistics in Medicine·2025Open Access
Practically significant change points in high dimension -- measuring signal strength pro active component
arXiv (Cornell University)·2025Open Access
Pivotal inference for linear predictions in stationary processes
arXiv (Cornell University)·2025Open Access
Simultaneous semiparametric inference for single-index models
Bernoulli·2025
Practically significant differences between conditional distribution functions
arXiv (Cornell University)·2025Open Access
A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
arXiv (Cornell University)·2025Open Access
Gaussian Differential Private Bootstrap by Subsampling
arXiv (Cornell University)·2025Open Access
SILENT: A New Lens on Statistics in Software Timing Side Channels
arXiv (Cornell University)·2025Open Access
Multiscale detection of practically significant changes in a gradually varying time series
arXiv (Cornell University)·2025Open Access
Challenges and Opportunities for Statistics in the Era of Data Science
Harvard Data Science Review·2025· 1 citedOpen Access
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Frequent Co-authors

Axel Munk(6), W. J. Studden(5), Natalie Neumeyer(4), Frank Bretz(4), Stanislav Volgushev(3), Andrey Pepelyshev(3), Edgar Brunner(2), Philip Preuß(2), Stefanie Biedermann(2), Mélanie Birke(2), Mathias Vetter(2), Axel Bücher(2), Andrew L. Rukhin(1), Thorsten Wagner(1), Kay F. Pilz(1), José Paulo Pinheiro(1), Ruprecht Puchstein(1), Karl Friedrich Siburg(1), Pavel A. Stoimenov(1), Ingrid Van Keilegom(1)