98 citations · 204 across the 31 of their papers we have counts for
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Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
Ansgar Steland, Rainer von Sachs
We establish large sample approximations for an arbitray number of bilinear forms of the sample variance-covariance matrix of a high-dimensional vector time series using -…
Jackknife variance estimation for common mean estimators under ordered variances and general two-sample statistics
Ansgar Steland, Yuan-Tsung Chang
Samples with a common mean but possibly different, ordered variances arise in various fields such as interlaboratory experiments, field studies or the analysis of sensor data. Esti…
Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
Annabel Prause, Ansgar Steland
Correlated random fields are a common way to model dependence struc- tures in high-dimensional data, especially for data collected in imaging. One important parameter characterizin…
Large-sample approximations for variance-covariance matrices of high-dimensional time series
Ansgar Steland, Rainer von Sachs
Distributional approximations of (bi--) linear functions of sample variance-covariance matrices play a critical role to analyze vector time series, as they are needed for various p…
Sequential Detection of Three-Dimensional Signals under Dependent Noise
Annabel Prause, Ansgar Steland
We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals, i.e. on signals in the space-time domain. Examples for s…