Holger Dette
Biographic Data
| ID | 8920487 |
|---|---|
| NAME | Holger Dette |
| GIVEN NAMES | Holger |
| FAMILY NAME | Dette |
| SIGNATURE | DETTE H |
| AFFILIATIONS | Fakultät für Mathematik, Ruhr-Universität Bochum, 44780 Bochum, Germany () |
| ORCID | 0000-0001-7048-474X |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation
The plausibility of the “parallel trends assumption” in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before the treatment. However, failure to reject the null hypothesis does not imply the absence of differences in time trends between both groups. We provide equivalence tests that allow researchers to find evidence in…
Prediction in Locally Stationary Time Series
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in nonstationary time series. In contrast to the currently available methods for this problem the predictor developed here does not rely on fitting an autoregressive model and does not require a vanishing trend. The finite sample properties of the new methodology ar…
Confidence Corridors for Multivariate Generalized Quantile Regression
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian …
No prominent works on this page.
Confidence Corridors for Multivariate Generalized Quantile Regression
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian …
Prediction in Locally Stationary Time Series
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predictors in nonstationary time series. In contrast to the currently available methods for this problem the predictor developed here does not rely on fitting an autoregressive model and does not require a vanishing trend. The finite sample properties of the new methodology ar…
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation
The plausibility of the “parallel trends assumption” in Difference-in-Differences estimation is usually assessed by a test of the null hypothesis that the difference between the average outcomes of both groups is constant over time before the treatment. However, failure to reject the null hypothesis does not imply the absence of differences in time trends between both groups. We provide equivalence tests that allow researchers to find evidence in…
Econometrics (3 works) · Mathematics (3 works) · Statistics (3 works) · Applied Mathematics (2 works) · Computer Science (2 works) · Estimator (2 works) · Statistical Methods and Inference (2 works) · Advanced Causal Inference Techniques (1 work) · Advanced Statistical Methods and Models (1 work) · Alternative hypothesis (1 work)