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Rohde, A. and Steinberger, L. (2019+). Geometrizing rates of convergence under local differential privacy constraints. The Annals of Statistics, to appear. arXiv:1805.01422

Dette, H. and Rohde, A . (2019). Bootstrapping linear spectral statistics of high-dimensional sample covariance matrices. Oberwolfach Reports 2019, to appear.

Patschkowski, T. and Rohde, A. (2019). Locally adaptive confidence bands. The Annals of Statistics 47, 349-381. (pdf)

Jurczak, K. (2018). Weak convergence of the empirical spectral distribution of high-dimensional banded sample covariance matrices. Journal of Theoretical Probability 31, 1273-1802.

Jurczak, K. and Rohde, A. (2017). Spectral analysis of high-dimensional sample covariance matrices with missing observations. arXiv:1507.06165Bernoulli 23, 2466-2532.

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. (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. and Dümbgen, L. (2005).  Prediction regions for nested model selection. Oberwolfach Reports 2005, 2640-2644.

Rohde, A. (2004). On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise. Statistics & Decisions 22, 235-243.


Jurczak, K. 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


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