Holger Dette - RankMe

38 papers A* 2C 1Journal 34Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Efficient subsampling for exponential family models. Comput. Stat. Data Anal. Subhadra Dasgupta, Holger Dette
2026	J	`jnl`	Testing Security Equivalence in the Random Probing Model. IACR Trans. Cryptogr. Hardw. Embed. Syst. Anna Guinet, Carina Graw, Lukas Koletzko, Jan Richter-Brockmann, Holger Dette, Tim Güneysu
2025	J	`jnl`	Differentially private testing for relevant dependencies in high dimensions. CoRR Patrick Bastian, Holger Dette, Martin Dunsche
2025	J	`jnl`	Gaussian Differential Private Bootstrap by Subsampling. CoRR Holger Dette, Carina Graw
2025	J	`jnl`	General-Purpose CoRR Önder Askin, Holger Dette, Martin Dunsche, Tim Kutta, Yun Lu, Yu Wei, Vassilis Zikas
2025	A*	`conf`	General-Purpose f-DP Estimation and Auditing in a Black-Box Setting. USENIX Security Symposium Önder Askin, Holger Dette, Martin Dunsche, Tim Kutta, Yun Lu, Yu Wei, Vassilis Zikas
2025	J	`jnl`	Monitoring Violations of Differential Privacy over Time. CoRR Önder Askin, Tim Kutta, Holger Dette
2025	J	`jnl`	SILENT: A New Lens on Statistics in Software Timing Side Channels. CoRR Martin Dunsche, Patrick Bastian, Marcel Maehren, Nurullah Erinola, Robert Merget, Nicolai Bissantz, Holger Dette, Jörg Schwenk
2025	J	`jnl`	Testing Security Equivalence in the Random Probing Model. IACR Cryptol. ePrint Arch. Anna Guinet, Carina Graw, Lukas Koletzko, Jan Richter-Brockmann, Holger Dette, Tim Güneysu
2024	J	`jnl`	Uncertainty quantification by block bootstrap for differentially private stochastic gradient descent. CoRR Holger Dette, Carina Graw
2022	C	`conf`	Multivariate Mean Comparison Under Differential Privacy. PSD Martin Dunsche, Tim Kutta, Holger Dette
2022	A*	`conf`	Statistical Quantification of Differential Privacy: A Local Approach. SP Önder Askin, Tim Kutta, Holger Dette
2021	J	`jnl`	Multivariate Mean Comparison under Differential Privacy. CoRR Martin Dunsche, Tim Kutta, Holger Dette
2021	J	`jnl`	Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem. SIAM/ASA J. Uncertain. Quantification Holger Dette, Anatoly A. Zhigljavsky
2021	J	`jnl`	Reproducing kernel Hilbert spaces, polynomials and the classical moment problems. CoRR Holger Dette, Anatoly Zhigljavsky
2021	J	`jnl`	Statistical Quantification of Differential Privacy: A Local Approach. CoRR Önder Askin, Tim Kutta, Holger Dette
2020	J	`jnl`	Likelihood ratio tests for many groups in high dimensions. J. Multivar. Anal. Holger Dette, Nina Dörnemann
2018	J	`jnl`	Adaptive grid semidefinite programming for finding optimal designs. Stat. Comput. Belmiro P. M. Duarte, Weng Kee Wong, Holger Dette
2017	J	`jnl`	Optimal designs for comparing regression models with correlated observations. Comput. Stat. Data Anal. Holger Dette, Kirsten Schorning, Maria Konstantinou
2017	J	`jnl`	T-optimal discriminating designs for Fourier regression models. Comput. Stat. Data Anal. Holger Dette, Viatcheslav B. Melas, Petr Shpilev
2016	J	`jnl`	Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. J. Multivar. Anal. Taras Bodnar, Holger Dette, Nestor Parolya
2014	J	`jnl`	'Nearly' universally optimal designs for models with correlated observations. Comput. Stat. Data Anal. Holger Dette, Andrey Pepelyshev, Anatoly A. Zhigljavsky
2014	J	`jnl`	Distributions on matrix moment spaces. J. Multivar. Anal. Holger Dette, Matthias Guhlich, Jan Nagel
2012	J	`jnl`	A note on testing hypotheses for stationary processes in the frequency domain. J. Multivar. Anal. Holger Dette, Thimo Hildebrandt
2012	J	`jnl`	A test for Archimedeanity in bivariate copula models. J. Multivar. Anal. Axel Bücher, Holger Dette, Stanislav Volgushev
2011	J	`jnl`	Testing model assumptions in functional regression models. J. Multivar. Anal. Axel Bücher, Holger Dette, Gabriele Wieczorek
2010	J	`jnl`	Generalized Latin Hypercube Design for Computer Experiments. Technometrics Holger Dette, Andrey Pepelyshev
2010	J	`jnl`	Random block matrices generalizing the classical Jacobi and Laguerre ensembles. J. Multivar. Anal. Matthias Guhlich, Jan Nagel, Holger Dette
2010	J	`jnl`	Some comments on goodness-of-fit tests for the parametric form of the copula based on L J. Multivar. Anal. Axel Bücher, Holger Dette
2009	J	`jnl`	A bootstrap test for the comparison of nonlinear time series. Comput. Stat. Data Anal. Holger Dette, Rafael Weißbach
2009	J	`jnl`	A practical guide for optimal designs of experiments in the Monod model. Environ. Model. Softw. Nikolay S. Strigul, Holger Dette, Viatcheslav B. Melas
2009	J	`jnl`	Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble. SIAM J. Math. Anal. Holger Dette, Jan Nagel
2008	J	`jnl`	Improving updating rules in multiplicative algorithms for computing D-optimal designs. Comput. Stat. Data Anal. Holger Dette, Andrey Pepelyshev, Anatoly A. Zhigljavsky
2008	J	`jnl`	Robust designs for series estimation. Comput. Stat. Data Anal. Holger Dette, Douglas P. Wiens
2006	J	`jnl`	Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix. SIAM J. Matrix Anal. Appl. Holger Dette, Bettina Reuther, W. J. Studden, Marcin J. Zygmunt
2003	J	`jnl`	On a test for a parametric form of volatility in continuous time financial models. Finance Stochastics Holger Dette, Carsten von Lieres und Wilkau
2002	J	`jnl`	Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials. J. Approx. Theory Holger Dette
1991	—	`conf`	A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths. MIE Olaf Gefeller, Holger Dette