Johannes Heiny

Available identifiers

zbMath Open heiny.johannesMaRDI QIDQ508721

List of research outcomes

Publication	Date of Publication	Type
Maximum interpoint distance of high-dimensional random vectors	2024-11-05	Paper
Log determinant of large correlation matrices under infinite fourth moment	2024-09-02	Paper
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics	2024-06-05	Paper
Point process convergence for symmetric functions of high-dimensional random vectors	2024-05-14	Paper
Logarithmic law of large random correlation matrices	2024-01-16	Paper
Extremes of joint inversions and descents on finite Coxeter groups	2023-09-29	Paper
The volume of random simplices from elliptical distributions in high dimension	2023-09-15	Paper
Large sample covariance matrices of Gaussian observations with uniform correlation decay	2023-07-12	Paper
Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix	2023-02-27	Paper
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations	2023-01-12	Paper
Large sample correlation matrices: a comparison theorem and its applications	2022-10-04	Paper
Limiting spectral distribution for large sample correlation matrices	2022-08-31	Paper
Sequential change point detection in high dimensional time series	2022-07-15	Paper
Thin-shell theory for rotationally invariant random simplices	2022-02-22	Paper
Log determinant of large correlation matrices under infinite fourth moment	2021-12-31	Paper
Point process convergence for the off-diagonal entries of sample covariance matrices	2021-11-04	Paper
Large sample autocovariance matrices of linear processes with heavy tails	2021-11-02	Paper
On estimation of quadratic variation for multivariate pure jump semimartingales	2021-06-04	Paper
High-dimensional sample covariance matrices with Curie-Weiss entries	2020-12-15	Paper
The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails	2019-09-25	Paper
Random matrix theory for heavy-tailed time series	2019-07-23	Paper
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices	2018-06-13	Paper
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case	2017-06-22	Paper
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series	2017-02-08	Paper
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics	N/A	Paper
Maximum interpoint distance of high-dimensional random vectors	N/A	Paper
Point process convergence for symmetric functions of high-dimensional random vectors	N/A	Paper

Research outcomes over time

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