2026 Holger Dette: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	58	648	549	32	30	556	11416

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

648

549

556

11416

Research.com Recognitions

2014 - Fellow of the American Statistical Association (ASA)

Overview

Holger Dette is affiliated with Ruhr University Bochum in Germany and specializes in Mathematics with a significant focus on Statistics and Probability.

Their research spans multiple subfields including:

Statistics and Probability
Artificial Intelligence
Economics and Econometrics
Statistics, Probability and Uncertainty
Finance

Their work addresses several main topics such as:

Statistical Methods and Inference
Advanced Statistical Methods and Models
Financial Risk and Volatility Modeling
Statistical Methods in Clinical Trials
Advanced Statistical Process Monitoring
Optimal Experimental Design Methods
Statistical Methods and Bayesian Inference

Holger Dette has contributed numerous research papers, including recent publications like:

"Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices," 2020, Journal of the American Statistical Association
"Sequential change point detection in high dimensional time series," 2022, Electronic Journal of Statistics
"Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions," 2021, Random Matrices Theory and Application
"Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices," 2020, arXiv (Cornell University)
"Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation," 2024, Journal of Business and Economic Statistics

Their frequent co-authors include:

Patrick J. Bastian
Tim Kutta
Kathrin Möllenhoff
Lukas Koletzko
Nina Dörnemann

Holger Dette regularly publishes in venues such as:

arXiv (Cornell University)
The Annals of Statistics
Bernoulli
Electronic Journal of Statistics
Journal of Time Series Analysis

Among recognitions, Holger Dette was named a Fellow of the American Statistical Association (ASA) in 2014.

Best Publications

The Theory of Canonical Moments with Applications in Statistics, Probability, and Analysis

Holger Dette;William J. Studden

370
Citations
Box-Type Approximations in Nonparametric Factorial Designs

Edgar Brunner;Holger Dette;Axel Munk

328
Citations
Designing Experiments with Respect to ‘Standardized’ Optimality Criteria

Holger Dette

282
Citations
A simple nonparametric estimator of a strictly monotone regression function

Holger Dette;Natalie Neumeyer;Kay F. Pilz

200
Citations
Estimating the variance in nonparametric regression—what is a reasonable choice?

H. Dette;A. Munk;T. Wagner

197
Citations
Non-crossing non-parametric estimates of quantile curves

Holger Dette;Stanislav Volgushev

177
Citations
Optimal Designs for Dose-Finding Studies

Holger Dette;Frank Bretz;Andrey Pepelyshev;José Pinheiro

173
Citations
A consistent test for the functional form of a regression based on a difference of variance estimators

Holger Dette

164
Citations
Nonparametric comparison of regression curves: An empirical process approach

Natalie Neumeyer;Holger Dette

149
Citations
Testing heteroscedasticity in nonparametric regression

H. Dette;A. Munk

142
Citations
Nonparametric analysis of covariance

Holger Dette;Natalie Neumeyer

140
Citations
Generalized Latin hypercube design for computer experiments

Holger Dette;Andrey Pepelyshev

135
Citations
Detection of Multiple Structural Breaks in Multivariate Time Series

Philip Preuss;Ruprecht Puchstein;Holger Dette

125
Citations
Validation of linear regression models

Holger Dette;Axel Munk

113
Citations
Robust and Efficient Designs for the Michaelis–Menten Model

Holger Dette;Stefanie Biedermann

113
Citations
Nonparametric comparison of several regression functions: exact and asymptotic theory

Axel Munk;Holger Dette

111
Citations
A note on testing the covariance matrix for large dimension

Melanie Birke;Holger Dette

111
Citations
Optimal discrimination designs

Holger Dette;Stefanie Titoff

107
Citations
Practical considerations for optimal designs in clinical dose finding studies

Frank Bretz;Holger Dette;Jose C. Pinheiro

100
Citations
Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis

Holger Dette;Marc Hallin;Marc Hallin;Tobias Kley;Stanislav Volgushev

99
Citations
Optimal designs for dose finding studies with an active control

Holger Dette;Christine Kiss;Norbert Benda;Frank Bretz

9
Citations
Detection of multiple structural breaks in multivariate time series

Philip Preuß;Ruprecht Puchstein;Holger Dette

4
Citations

Frequent Co-Authors

Frank Bretz Novartis (Switzerland)

Axel Munk University of Göttingen

Marc Hallin Université Libre de Bruxelles

Dietrich Braess Ruhr University Bochum

Michael R. Hoffmann California Institute of Technology

Ingrid Van Keilegom KU Leuven

Mark Podolskij University of Luxembourg

Wolfgang Karl Härdle Humboldt-Universität zu Berlin

Gerda Claeskens KU Leuven

Bo Sundman Royal Institute of Technology

External Links

Personal website of Holger Dette Google Scholar page

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