Heiny, Johannes
- Sequential change point detection in high dimensional time series
2020/05/31 by Josua Gösmann, Gösmann, Josua, Christina Stoehr +5 · 2 citations
Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
2022/10/31 by Bastian, Patrick, Dette, Holger, Heiny, Johannes · 2 citations
#62C20 #62F40 #62G10 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Large sample correlation matrices: a comparison theorem and its applications
2022/01/04 by Heiny, Johannes · 1 citation
#FOS: Mathematics #Primary 60B20 #Probability (math.PR) #Secondary 60F05 60G10 60G57 60G70 #Statistics Theory (math.ST)
- Limiting spectral distribution for large sample correlation matrices
2022/08/31 by Nina Dörnemann, Dörnemann, Nina, Johannes Heiny +1 · 1 citation
Computer Science · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Matrix Theory and Algorithms #Primary 60B20 #Probability (math.PR) #Random Matrices and Applications #Secondary 60F05 60F10 60G10 60G55 60G70 #Statistics Theory (math.ST)
- Maximum interpoint distance of high-dimensional random vectors
2023/02/14 by Heiny, Johannes, Kleemann, Carolin · 1 citation
#60B12 #60F10 #FOS: Mathematics #Primary 60G70 #Probability (math.PR) #Secondary 60G50 #Statistics Theory (math.ST)
- Ties, Tails and Spectra: On Rank-Based Dependency Measures in High Dimensions
2025/08/20 by Nina Dörnemann, Michael Fleermann, Dörnemann, Nina +3 · 1 citation
#FOS: Mathematics #Primary 60B20 #Probability (math.PR) #Secondary 60F05 60F10 60G10 60G55 60G70 #Statistics Theory (math.ST)