Angelika Rohde

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20242026

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math.ST2024

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 $n$ -dimensional centered Gaussian random variable is observed and its covariance matrix is the parameter of inte…

math.ST2024

Computationally tractable nonparametric bootstrap of high-dimensional sample covariance matrices

Holger Dette, Angelika Rohde

We introduce a new `` $(m, m p / n)$ out of $(n, p)$ '' sampling-with-replace\-ment bootstrap for eigenvalue statistics of high-dimensional sample covariance matrices based on $n$ indepen…