Institute of Statistics

Office hours

by appointment

Research interests

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

Publications

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)

Theses

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

Journals

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