Jurczak, K. and Rohde, A. (2016). Spectral analysis of high-dimensional sample covariance matrices in the missing-at-random scenario. Oberwolfach Reports 2016, 12, 606-608.
Patschkowski, T. and Rohde, A. (2016). Adaptation to lowest density regions with application to support recovery. The Annals of Statistics 44, 255-287. (pdf)
Jurczak, K. and Rohde, A. (2015). Spectral analysis of high-dimensional sample covariance matrices with missing observations. arXiv:1507.06165, Bernoulli, to appear.
Jurczak, K. (2015). A universal expectation bound on empirical projections of deformed random matrices. Journal of Theoretical Probability 28, 650-666.
Rohde, A. and Dümbgen, L. (2013). Statistical Inference for the Optimal Approximating Model. Probability Theory and Related Fields 155 (3-4), 839-865.
Rohde, A. (2012). Accuracy of Empirical Projections in High Dimension. Oberwolfach Reports 2012, 14, 849-852.
Rohde, A. and Tsybakov, A. (2011). Estimation of High-Dimensional Low Rank Matrices. The Annals of Statistics 39, 887-930.
Rohde, A. (2011). Optimal Calibration for Multiple Testing against Local Inhomogeneity in Higher Dimension, Probability Theory and Related Fields 149, 515-559.
Rohde, A. and Tsybakov, A. (2010). Estimation in Sparse High-Dimensional Trace Regression. Oberwolfach Reports 2010, 16, 911-913.
Rohde, A. (2008). Adaptive Goodness-of-Fit Tests based on Signed Ranks. The Annals of Statistics 36, 1346-1374.
Rohde, A. (2006). New multiscale approaches to nonparametric statistical inference, Dissertation.
Rohde, A. (2004). On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Statistics & Decisions 22, 235-243.
Patschkowski, T. and Rohde, A. (2016). Locally adaptive confidence bands. arXiv:1610.08929
Jurczak, K. (2015). Weak convergence of the empirical spectral distribution of ultra-high-dimensional banded sample covariance matrices. arXiv:1508.01101
Jurczak, K. (2014). The critical threshold level on Kendall’s tau statistic concerning minimax estimation of sparse correlation matrices. arXiv:1408.3525
Rohde, A. Accuracy of Empirical Projections of High-Dimensional Gaussian Matrices. arXiv:1107.5481
Rohde, A. and Strauch, C. Uniform Central Limit Theorems for Multidimensional Diffusions. arXiv:1010.3604