Some comments on quasi-birth-and-death processes and matrix measures [PDF]
In this paper we explore the relation between matrix measures and Quasi-Birth-and-Death processes. We derive an integral representation of the transition function in terms of a matrix valued spectral measure and corresponding orthogonal matrix ...
Dette, Holger, Reuther, Bettina
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A comparative study of monotone nonparametric kernel estimates [PDF]
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958).
Dette, Holger, Pilz, Kay F.
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Overdosevarslingssystemer – en kartleggingsoversikt med maskinlæring. [PDF]
Nordisk Alkohol Nark, 2023 Borge TC, Muller AE.
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Random Moment Problems under Constraints
, 2018 We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order $n$.
Dette, Holger +2 more
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A power comparison between nonparametric regression tests [PDF]
In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques.
Dette, Holger, Zhang, Chunming
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Rettigheter og tvang i kommunale hjelpetilbud til personer med alvorlige samtidige rus- og psykiske lidelser: erfaringer med regelverket, i lys av menneskerettigheter. [PDF]
Nordisk Alkohol Nark, 2023 Bendixen A +3 more
europepmc +1 more source
Optimal discrimination designs [PDF]
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular T-optimality criterion are derived, which in many circumstances ...
Dette, Holger, Titoff, Stefanie
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Strictly monotone and smooth nonparametric regression for two or more variables [PDF]
In this article a new monotone nonparametric estimate for a regression function of two or more variables is proposed. The method starts with an unconstrained nonparametric regression estimate and uses successively one-dimensional isotonization procedures.
Dette, Holger, Scheder, Regine
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Optimal designs for estimating pairs of coefficients in Fourier regression models [PDF]
In the common Fourier regression model we investigate the optimal design problem for estimating pairs of the coefficients, where the explanatory variable varies in the interval [¡¼; ¼].
Dette, Holger, Melas, Viatcheslav B.
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An note on the maximization of matrix valued Hankel determinants with application [PDF]
In this note we consider the problem of maximizing the determinant of moment matrices of matrix measures. The maximizing matrix measure can be characterized explicitly by having equal (matrix valued) weights at the zeros of classical (one dimensional ...
Dette, Holger, Studden, W. J.
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