| Likelihood ratio tests for many groups in high dimensions H Dette, N Dörnemann Journal of Multivariate Analysis 178, 104605, 2020 | 26 | 2020 |
| Likelihood ratio tests under model misspecification in high dimensions N Dörnemann Journal of Multivariate Analysis 193, 105122, 2023 | 10 | 2023 |
| Linear spectral statistics of sequential sample covariance matrices N Dörnemann, H Dette Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 60 (2 …, 2024 | 3 | 2024 |
| Fluctuations of the diagonal entries of a large sample precision matrix N Dörnemann, H Dette Statistics & Probability Letters 198, 109838, 2023 | 2 | 2023 |
| Asymptotics for linear spectral statistics of sample covariance matrices N Dörnemann Dissertation, Bochum, Ruhr-Universität Bochum, 2022, 2022 | 2 | 2022 |
| Limiting spectral distribution for large sample correlation matrices N Dörnemann, J Heiny arXiv preprint arXiv:2208.14948, 2022 | 1 | 2022 |
| Detecting Spectral Breaks in Spiked Covariance Models N Dörnemann, D Paul arXiv preprint arXiv:2404.19176, 2024 | | 2024 |
| A CLT for the difference of eigenvalue statistics of sample covariance matrices N Dörnemann, H Dette arXiv preprint arXiv:2306.09050, 2023 | | 2023 |
DetteProfessor für Mathematik在 rub.de 的电子邮件经过验证
DetteProfessor für Mathematik在 rub.de 的电子邮件经过验证
Johannes HeinyStockholm University在 math.su.se 的电子邮件经过验证