4 papers · 1 filter
Asymptotic equivalence for nonparametric additive regression
Moritz Jirak, Alexander Meister, Angelika Rohde
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observ…
The weak-feature-impact phase transition of the NPMLE in monotone binary regression
Dario Kieffer, Angelika Rohde
Statistical literature provides pointwise limiting distributions of the nonparametric maximum likelihood estimator (NPMLE) in monotone binary regression for the two extremal cases:…
Asymptotic Equivalence of Locally Stationary Processes and Bivariate White Noise
Cristina Butucea, Alexander Meister, Angelika Rohde
We consider a general class of statistical experiments, in which an -dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of inte…
Computationally tractable nonparametric bootstrap of high-dimensional sample covariance matrices
Holger Dette, Angelika Rohde
We introduce a new `` out of '' sampling-with-replace\-ment bootstrap for eigenvalue statistics of high-dimensional sample covariance matrices based on indepen…