3 citations · 4 across the 4 of their papers we have counts for
5 papers
Goodness-of-Fit Testing for Groupwise Spherical Error Structures
Daria Tieplova, Nina Dörnemann, Tim Kutta
The analysis of large data panels is important in econometrics and beyond. Prediction and inference methods for such data typically rely on simplifying model assumptions for the co…
A CLT for the difference of eigenvalue statistics of sample covariance matrices
Nina Dörnemann, Holger Dette
In the case where the dimension of the data grows at the same rate as the sample size we prove a central limit theorem for the difference of a linear spectral statistic of the samp…
Fluctuations of the diagonal entries of a large sample precision matrix
Nina Dörnemann, Holger Dette
For a given data matrix with i.i.d. centered entries and a population covariance matrix , the corresponding sample precision matrix $\hat{\bfΣ}^{-1…
Limiting spectral distribution for large sample correlation matrices
Nina Dörnemann, Johannes Heiny
In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distrib…
Likelihood ratio tests under model misspecification in high dimensions
Nina Dörnemann
We investigate the likelihood ratio test for a large block-diagonal covariance matrix with an increasing number of blocks under the null hypothesis. While so far the likelihood rat…