Publications

Preprints

Dette, H. and Rohde, A. (2024). Nonparametric bootstrap of high-dimensional sample covariance matrices. (Preprint)

Beckedorf, P. and Rohde, A. (2022). Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems. (Preprint)

Journal papers

Brutsche, J. and Rohde, A. (2024). Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions.
The Annals of Statistics, to appear. (Preprint)

Butucea, C., Rohde, A. and Steinberger, L. (2023). Interactive versus non-interactive locally, differentially private estimation: Two elbows for the quadratic functional. 
The Annals of Statistics 51, 464-486. (Preprint)

Pfaffelhuber, P. and Rohde, A. (2022). A central limit theorem concerning uncertainty in estimates of individual admixture. 
Theory Population Biology 148, 28--39. arxiv.org/pdf/2110.08348

Rohde, A. and Steinberger, L. (2020). Geometrizing rates of convergence under local differential privacy constraints. 
The Annals of Statistics 48, 2646-2670. arXiv:1805.01422

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

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

Patschkowski, T. and Rohde, A. (2016). Adaptation to lowest density regions with application to support recovery. 
The Annals of Statistics 44, 255-287. (pdf)

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. 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. (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.

Proceedings

Dette, H. and Rohde, A . (2024). Nonparametric bootstrap of high-dimensional sample covariance matrices.
Oberwolfach Reports, to appear.

Brutsche, J. and Rohde, A. (2022). Sharp adaptive similarity testing with path wise stability for ergodic diffusions. Oberwolfach Reports.

Butucea, C., Rohde, A. and Steinberger, L. (2020). Estimating functionals under local differential privacy. 
Oberwolfach Reports.

Dette, H. and Rohde, A . (2019). Bootstrapping linear spectral statistics of high-dimensional sample covariance matrices. Oberwolfach Reports, 28, 35-37.

Jurczak, K. and Rohde, A. (2016). Spectral analysis of high-dimensional sample covariance matrices in the missing-at-random scenario.
Oberwolfach Reports, 12, 606-608.

Rohde, A. (2012). Accuracy of Empirical Projections in High Dimension.
Oberwolfach Reports, 14, 849-852. 

Rohde, A. and Tsybakov, A. (2010). Estimation in Sparse High-Dimensional Trace Regression.
Oberwolfach Reports, 16, 911-913.

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

Unpublished Manuscripts

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