Dr. Nina Dörnemann

Ruhr-Universität Bochum

Fakultät für Mathematik
Lehrstuhl für Stochastik
Gebäude IB 2/67
Universitätsstrasse 150
D-44801 Bochum

Tel.: +49 (0)234 / 32 21303
Fax: +49 (0)234 / 32 14559
E-Mail: nina dot doernemann at ruhr-uni-bochum.de
Google Scholar



Sprechzeiten

Nach Vereinbarung

Arbeitsgebiete

  • High-dimensional statistics
  • Random matrix theory
  • Likelihood ratio tests

Publikationen

Dörnemann, N.; Dette. H.(2023).
Fluctuations of the diagonal entries of a large sample precision matrix.
Statistics & Probability Letters 198, 109838

Dörnemann, N.(2023) .
Likelihood ratio tests under model misspecification in high dimensions.
Journal of Multivariate Analysis 193,105122

Dörnemann, N. and Dette, H. (2021+).
Linear spectral statistics of sequential sample covariance matrices.
Annales de l’institut Henri Poincare (B) Probability and Statistics, to appear.

Dette, H. and Dörnemann, N. (2020).
Likelihood ratio tests for many groups in high dimensions.
Journal of Multivariate Analysis 178, 104605.


Submitted:

Dette, H. and Dörnemann, N. (2023).
A CLT for the difference of eigenvalue statistics of sample covariance matrices.
(arXiv:2306.09050)

Dörnemann, N.; Heiny, J.(2022).
Limiting spectral distribution for large sample correlation matrices. (PDF)

Abschlussarbeiten

Asymptotics for linear spectral statistics of sample covariance matrices.
Dissertation Mathematik, Ruhr-Universität Bochum, 2022. (PDF)

Likelihood ratio tests under non-standard conditions.
Masterarbeit Mathematik, Ruhr-Universität Bochum, 2018

Majorizing measures.
Bachelorarbeit Mathematik, Ruhr-Universität Bochum, 2016

Zeitschriften

  • Gutachterin für Brazilian Journal of Probability and Statistics
  • Gutachterin für Journal of the American Statistical Association
  • Gutachterin für Journal of Multivariate Analysis
  • Gutachterin für Journal of Statistical Planning and Inference
  • Gutachterin für Statistical Papers
  • Gutachterin für Annals of Statistics