| The theory of canonical moments with applications in statistics, probability, and analysis H Dette, WJ Studden John Wiley & Sons, 1997 | 378 | 1997 |
| Box-type approximations in nonparametric factorial designs E Brunner, H Dette, A Munk Journal of the American Statistical Association 92 (440), 1494-1502, 1997 | 335 | 1997 |
| Designing experiments with respect to ‘standardized’optimality criteria H Dette Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1997 | 284 | 1997 |
| A simple nonparametric estimator of a strictly monotone regression function H Dette, N Neumeyer, KF Pilz Bernoulli 12 (3), 469-490, 2006 | 210 | 2006 |
| Estimating the variance in nonparametric regression—what is a reasonable choice? H Dette, A Munk, T Wagner Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998 | 203 | 1998 |
| Non-crossing non-parametric estimates of quantile curves H Dette, S Volgushev Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2008 | 184 | 2008 |
| A measure of stationarity in locally stationary processes with applications to testing H Dette, P Preuß, M Vetter Journal of the American Statistical Association 106 (495), 1113-1124, 2011 | 181* | 2011 |
| Optimal designs for dose-finding studies H Dette, F Bretz, A Pepelyshev, J Pinheiro Journal of the American Statistical Association 103 (483), 1225-1237, 2008 | 170 | 2008 |
| A consistent test for the functional form of a regression based on a difference of variance estimators H Dette The Annals of Statistics 27 (3), 1012-1040, 1999 | 167 | 1999 |
| Nonparametric comparison of regression curves: an empirical process approach N Neumeyer, H Dette The Annals of Statistics 31 (3), 880-920, 2003 | 153 | 2003 |
| Testing heteroscedasticity in nonparametric regression H Dette, A Munk Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998 | 145 | 1998 |
| Generalized Latin hypercube design for computer experiments H Dette, A Pepelyshev Technometrics 52 (4), 421-429, 2010 | 142 | 2010 |
| Nonparametric analysis of covariance H Dette, N Neumeyer the Annals of Statistics 29 (5), 1361-1400, 2001 | 141 | 2001 |
| Detection of multiple structural breaks in multivariate time series P Preuss, R Puchstein, H Dette Journal of the American Statistical Association 110 (510), 654-668, 2015 | 131 | 2015 |
| A Generalization of D- and D1-Optimal Designs in Polynomial Regression H Dette The Annals of Statistics, 1784-1804, 1990 | 131 | 1990 |
| A note on testing the covariance matrix for large dimension M Birke, H Dette Statistics & probability letters 74 (3), 281-289, 2005 | 129* | 2005 |
| Robust and efficient designs for the Michaelis–Menten model H Dette, S Biedermann Journal of the American Statistical Association 98 (463), 679-686, 2003 | 109 | 2003 |
| Nonparametric comparison of several regression functions: exact and asymptotic theory A Munk, H Dette Annals of statistics, 2339-2368, 1998 | 108 | 1998 |
| Validation of linear regression models H Dette, A Munk Annals of Statistics, 778-800, 1998 | 108 | 1998 |
| A Copula‐Based Non‐parametric Measure of Regression Dependence H Dette, KF Siburg, PA Stoimenov Scandinavian Journal of Statistics 40 (1), 21-41, 2013 | 106 | 2013 |
Frank BretzNovartisVerified email at novartis.com
