Publications:
- Merle Behr, Axel Munk (2022). Statistical Methods for Minimax Estimation in Linear Models with Unknown Design Over Finite Alphabets. SIMODS (Vol. 4, Issue 2) [here]
- Nina Dörnemann, Holger Dette (2022). Fluctuations of the diagonal entries of a large sample precision matrix. Statistics & Probability Letters (Vol. 198) [here]
- Nina Dörnemann (2022). Likelihood ratio tests under model misspecification in high dimensions. Journal of Multivariate Analysis (Vol. 193) [here]
To Appear:
- Holger Dette, Jiajun Tang (2022). An RKHS approach for pivotal inference in functional linear regression. Statistica Sinica (Preprint)
- Christopher Strothmann, Holger Dette, KarlFriedrich Siburg (2022). Rearranged dependence measures. Bernoulli [here]
Preprints:
- Johannes Brutsche, Angelika Rohde (2022). Sharp adaptive similarity testing with pathwise stability for ergodic diffusions. (Preprint)
- Pascal Beckedorf, Angelika Rohde (2022). Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems. (Preprint)
- Ben Deitmar (2022). Trace Moments of the Sample Covariance Matrix with Graph-Coloring (Preprint)
- Anne van Delft, Holger Dette (2022). Quantifying deviations from structural assumptions in the analysis of nonstationary function-valued processes: a general framework (Preprint)
- Nina Dörnemann, Johannes Heiny (2022). Limiting spectral distribution for large sample correlation matrices (Preprint)
- Patrick Bastian, Holger Dette, Johannes Heiny (2022). Independence testing in high dimensions (Preprint)
- Holger Dette, Gauthier Dierickx, Tim Kutta (2023). Testing separability for continuous functional data (Preprint)
- Nina Dörnemann, Holger Dette (2023). A CLT for the difference of eigenvalue statistics of sample covariance matrices (Preprint)
- Subhadra Dasgupta, Holger Dette (2023). Efficient subsampling for exponential family models (Preprint)
- Holger Dette, Marius Kroll (2023). A Simple Bootstrap for Chatterjee’s Rank Correlation (Preprint)