A Comparative Study on Hazard Function Estimators Employing Nearest Neighbour Distances as Bandwidths. - Olaf Gefeller; Holger Dette (MIE, 1991)

Strong Approximation of Eigenvalues of Large Dimensional Wishart Matrices by Roots of Generalized Laguerre Polynomials. - Holger Dette (J. Approx. Theory, 2002)

On a test for a parametric form of volatility in continuous time financial models. - Holger Dette; Carsten von Lieres und Wilkau (Finance Stochastics, 2003)

Matrix Measures and Random Walks with a Block Tridiagonal Transition Matrix. - Holger Dette; Bettina Reuther; W. J. Studden; Marcin J. Zygmunt (SIAM J. Matrix Anal. Appl., 2006)

Improving updating rules in multiplicative algorithms for computing D-optimal designs. - Holger Dette; Andrey Pepelyshev; Anatoly A. Zhigljavsky (Comput. Stat. Data Anal., 2008)

Robust designs for series estimation. - Holger Dette; Douglas P. Wiens (Comput. Stat. Data Anal., 2008)

A bootstrap test for the comparison of nonlinear time series. - Holger Dette; Rafael Weißbach (Comput. Stat. Data Anal., 2009)

A practical guide for optimal designs of experiments in the Monod model. - Nikolay S. Strigul; Holger Dette; Viatcheslav B. Melas (Environ. Model. Softw., 2009)

Some Asymptotic Properties of the Spectrum of the Jacobi Ensemble. - Holger Dette; Jan Nagel (SIAM J. Math. Anal., 2009)

Some comments on goodness-of-fit tests for the parametric form of the copula based on L2-distances. - Axel Bücher; Holger Dette (J. Multivar. Anal., 2010)

Random block matrices generalizing the classical Jacobi and Laguerre ensembles. - Matthias Guhlich; Jan Nagel; Holger Dette (J. Multivar. Anal., 2010)

Generalized Latin Hypercube Design for Computer Experiments. - Holger Dette; Andrey Pepelyshev (Technometrics, 2010)

Testing model assumptions in functional regression models. - Axel Bücher; Holger Dette; Gabriele Wieczorek (J. Multivar. Anal., 2011)

A test for Archimedeanity in bivariate copula models. - Axel Bücher; Holger Dette; Stanislav Volgushev (J. Multivar. Anal., 2012)

A note on testing hypotheses for stationary processes in the frequency domain. - Holger Dette; Thimo Hildebrandt (J. Multivar. Anal., 2012)

'Nearly' universally optimal designs for models with correlated observations. - Holger Dette; Andrey Pepelyshev; Anatoly A. Zhigljavsky (Comput. Stat. Data Anal., 2014)

Distributions on matrix moment spaces. - Holger Dette; Matthias Guhlich; Jan Nagel (J. Multivar. Anal., 2014)

Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix. - Taras Bodnar; Holger Dette; Nestor Parolya (J. Multivar. Anal., 2016)

T-optimal discriminating designs for Fourier regression models. - Holger Dette; Viatcheslav B. Melas; Petr Shpilev (Comput. Stat. Data Anal., 2017)

Optimal designs for comparing regression models with correlated observations. - Holger Dette; Kirsten Schorning; Maria Konstantinou (Comput. Stat. Data Anal., 2017)

Adaptive grid semidefinite programming for finding optimal designs. - Belmiro P. M. Duarte; Weng Kee Wong; Holger Dette (Stat. Comput., 2018)

Likelihood ratio tests for many groups in high dimensions. - Holger Dette; Nina Dörnemann (J. Multivar. Anal., 2020)

Reproducing kernel Hilbert spaces, polynomials and the classical moment problems. - Holger Dette; Anatoly Zhigljavsky (CoRR, 2021)

Reproducing Kernel Hilbert Spaces, Polynomials, and the Classical Moment Problem. - Holger Dette; Anatoly A. Zhigljavsky (SIAM/ASA J. Uncertain. Quantification, 2021)

Multivariate Mean Comparison Under Differential Privacy. - Martin Dunsche; Tim Kutta; Holger Dette (PSD, 2022)

Statistical Quantification of Differential Privacy: A Local Approach. - Önder Askin; Tim Kutta; Holger Dette (SP, 2022)

Uncertainty quantification by block bootstrap for differentially private stochastic gradient descent. - Holger Dette; Carina Graw (CoRR, 2024)

General-Purpose f-DP Estimation and Auditing in a Black-Box Setting. - Önder Askin; Holger Dette; Martin Dunsche; Tim Kutta; Yun Lu 001; Yu Wei 007; Vassilis Zikas (CoRR, 2025)

SILENT: A New Lens on Statistics in Software Timing Side Channels. - Martin Dunsche; Patrick Bastian; Marcel Maehren; Nurullah Erinola; Robert Merget; Nicolai Bissantz; Holger Dette; Jörg Schwenk (CoRR, 2025)

Gaussian Differential Private Bootstrap by Subsampling. - Holger Dette; Carina Graw (CoRR, 2025)