yusuke1997/dblp-id-title huggingface dataset:
Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds
Empirical likelihood for partly linear models with errors in all variables
Subgroup analysis for high-dimensional functional regression
Robust model-free feature screening via quantile correlation
Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data
A model selection approach for multiple sequence segmentation and dimensionality reduction
On simultaneous best linear unbiased prediction of future order statistics and associated properties
The multirank likelihood for semiparametric canonical correlation analysis
Robust functional principal component analysis for non-Gaussian longitudinal data
Multivariate directional tail-weighted dependence measures
Ultra-high dimensional semiparametric dynamic high-order spatial autoregressive models
Parametric and semiparametric reduced-rank regression with flexible sparsity
Distribution of the product of determinants of noncentral bimatrix beta variates
Generalized linear mixed models with Gaussian mixture random effects: Inference and application
Empirical likelihood for generalized linear models with longitudinal data
Tests for multivariate analysis of variance in high dimension under non-normality
Multivariate failure times regression with a continuous auxiliary covariate
Tests of independence among continuous random vectors based on Cramér-von Mises functionals of the empirical copula process
Fisher's pioneering work on discriminant analysis and its impact on Artificial Intelligence
Convergence rate to a lower tail dependence coefficient of a skew-t distribution
Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound
Classified mixed logistic model prediction
Feature screening in large scale cluster analysis
The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests
Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models
Some prediction problems for stationary random fields with quarter-plane past
General linear mixed model and signal extraction problem with constraint
Copula-based dynamic models for multivariate time series
On the range of heterogeneous samples
The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise
Hypothesis testing in a generic nesting framework for general distributions
Pairwise sparse + low-rank models for variables of mixed type
Minimax covariance estimation using commutator subgroup of lower triangular matrices
Extremal dependence of copulas: A tail density approach
On the usage of joint diagonalization in multivariate statistics
Subsampling extremes: From block maxima to smooth tail estimation
Bootstrap of deviation probabilities with applications
Embedding in space forms
Testing independence of functional variables by angle covariance
Duality for real and multivariate exponential families
A new distance based measure of asymmetry
Covariance selection and multivariate dependence
Supermodular and directionally convex comparison results for general factor models
SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting
Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
Extended matrix variate gamma and beta functions
Moments and cumulants for the complex Wishart
Extremal properties of order statistic distributions for dependent samples with partially known multidimensional marginals
Model-free sure screening via maximum correlation
Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability
Smoothed and iterated bootstrap confidence regions for parameter vectors
An approach to multiway contingency tables based on phi-divergence test statistics
One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic
On the border of extreme and mild spiked models in the HDLSS framework
Robust and accurate inference for generalized linear models
Decomposition of an autoregressive process into first order processes
Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data
Bias-corrected estimation of stable tail dependence function
Covariance models for multivariate random fields resulting from pseudo cross-variograms
Efficient likelihood computations for some multivariate Gaussian Markov random fields
Approximate least squares estimators of a two-dimensional chirp model
PDE-regularised spatial quantile regression
The penalized profile sampler
On model-based clustering of skewed matrix data
Multivariate α-stable distributions: VAR(1) processes, measures of dependence and their estimations
Vectors of two-parameter Poisson-Dirichlet processes
An exact test about the covariance matrix
Graph-valued regression: Prediction of unlabelled networks in a non-Euclidean graph space
Unsupervised linear discrimination using skewness
Principal points of a multivariate mixture distribution
Phase transition in limiting distributions of coherence of high-dimensional random matrices
Analysis of dependent data aggregated into intervals
Statistical performance of quantile tensor regression with convex regularization
Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
An overview on the progeny of the skew-normal family - A personal perspective
Locally optimal designs for multivariate generalized linear models
A simple and efficient Bayesian procedure for selecting dimensionality in multidimensional scaling
Sibuya-type bivariate lack of memory property
PCA-based estimation for functional linear regression with functional responses
Simulating conditionally specified models
High-dimensional sparse MANOVA
More powerful tests for sparse high-dimensional covariances matrices
Testing for equality between two copulas
A mixed model for complete three or higher-way layout with two random effects factors
Kernel estimation of conditional density with truncated, censored and dependent data
Enhanced HSIC for independence test via projection integration
Robustness of Stein-type estimators under a non-scalar error covariance structure
The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
Predictive density estimators with integrated L1 loss
On a class of finite mixture models that includes hidden Markov models
Generalized multivariate Birnbaum-Saunders distributions and related inferential issues
Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
Nonparametric estimation of an extreme-value copula in arbitrary dimensions
A consistent variable selection method in high-dimensional canonical discriminant analysis
Canonical quantile regression
Testing the equality of linear single-index models
Nonparametric tests for conditional independence in two-way contingency tables
Describing the concentration of income populations by functional principal component analysis on Lorenz curves
Improved model checking methods for parametric models with responses missing at random
Nonparametric estimation of conditional marginal excess moments
Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and Diffusion Tensor Image analysis
Elliptical affine shape distributions for real normed division algebras
Cross projection test for mean vectors via multiple random splits in high dimensions
Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: Minimaxity and admissibility
Monitoring procedure for parameter change in causal time series
Quantiles for finite and infinite dimensional data
James-Stein type estimators of variances
Response envelopes for linear coregionalization models
Improved second order estimation in the singular multivariate normal model
Multivariate measures of skewness for the skew-normal distribution
Self-consistent estimation of censored quantile regression
An objective prior for hyperparameters in normal hierarchical models
Multiple imputation and other resampling schemes for imputing missing observations
Nonparametric Bayes classification and hypothesis testing on manifolds
Bounds for mixtures of order statistics from exponentials and applications
On the fourth cumulant tensor in projection pursuit for a flexible class of skewed models
On model-free conditional coordinate tests for regressions
Observed best selective prediction in small area estimation
Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
Consistency of the objective general index in high-dimensional settings
Does modeling lead to more accurate classification?: A study of relative efficiency in linear classification
Third-order local power properties of tests for a composite hypothesis
Local linear regression on correlated survival data
Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
Dimensionality reduction for binary data through the projection of natural parameters
Multivariate stochastic comparisons of multivariate mixture models and their applications
Bayesian inference for dependent elliptical measurement error models
On the upper bound of the number of modes of a multivariate normal mixture
Nonparametric estimation of multivariate scale mixtures of uniform densities
Asymptotics of generalized depth-based spread processes and applications
Regression when both response and predictor are functions
A flexible Clayton-like spatial copula with application to bounded support data
Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
Nonparametric density estimation for spatial data with wavelets
Transformed goodness-of-fit statistics for a generalized linear model of binary data
Efficient minimum distance estimator for quantile regression fixed effects panel data
A new adjusted maximum likelihood method for the Fay-Herriot small area model
On the joint tail behavior of randomly weighted sums of heavy-tailed random variables
A new test for sphericity of the covariance matrix for high dimensional data
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
Lp-norm spherical copulas
Convexity issues in multivariate multiple testing of treatments vs. control
Energy discriminant analysis, quantum logic, and fuzzy sets
Using Bagidis in nonparametric functional data analysis: Predicting from curves with sharp local features
Tests of serial dependence for multivariate time series with arbitrary distributions
Two-sample location-scale estimation from semiparametric random censorship models
Tests of independence and randomness for arbitrary data using copula-based covariances
A high dimensional nonparametric test for proportional covariance matrices
Tensor recovery in high-dimensional Ising models
Nonparametric estimation of fixed effects panel data varying coefficient models
On the closure of relational models
Principled sure independence screening for Cox models with ultra-high-dimensional covariates
Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
Branching Markov processes and related asymptotics
Composite expectile estimation in partial functional linear regression model
A new statistical model for random unit vectors
Extreme-value copulas associated with the expected scaled maximum of independent random variables
Tree-structured Markov random fields with Poisson marginal distributions
Mixtures of common factor analyzers for high-dimensional data with missing information
On the moments of ratios of quadratic forms in normal random variables
A parametric registration model for warped distributions with Wasserstein's distance
Independence tests in the presence of measurement errors: An invariance law
Multivariate tail dependence and local stochastic dominance
Estimation and testing for fixed effects partially linear nonparametric panel regression model with separable spatially and serially correlated error structure
Simultaneous confidence bands for sequential autoregressive fitting
Data depth for measurable noisy random functions
Measuring and testing tail equivalence
In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
Dimension reduction estimation for central mean subspace with missing multivariate response
Estimators for alternating nonlinear autoregression
Low dimensional factor model-based tests for assessing vector correlation in high-dimensional settings
Achieving semiparametric efficiency bound in longitudinal data analysis with dropouts
Exploring uses of persistent homology for statistical analysis of landmark-based shape data
Reliable inference for complex models by discriminative composite likelihood estimation
Independent component analysis for multivariate functional data
Detecting and estimating changes in dependent functional data
Boundary behavior in High Dimension, Low Sample Size asymptotics of PCA
A slice of multivariate dimension reduction
An innovations algorithm for the prediction of functional linear processes
Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
Recent advances in shrinkage-based high-dimensional inference
Asymptotic normality of the local linear estimator of the functional expectile regression
Estimation and inference of semi-varying coefficient models with heteroscedastic errors
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
Joint density of correlations in the correlation matrix with chordal sparsity patterns
Sequential estimation of Spearman rank correlation using Hermite series estimators
Estimation for partially time-varying spatial autoregressive panel data model under linear constraints
High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
Estimation and testing for partially functional linear errors-in-variables models
Nonlinear principal components, II: Characterization of normal distributions
Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
Discussion about inaccuracy measure in information theory using co-copula and copula dual functions
Testing block-diagonal covariance structure for high-dimensional data under non-normality
U-max-statistics and limit theorems for perimeters and areas of random polygons
Inference in functional linear quantile regression
Testing for changes in linear models using weighted residuals
Characterization of beta distribution on symmetric cones
Fourier-type tests of mutual independence between functional time series
Asymptotics for a discounted systemic risk measure in a multi-dimensional risk model with dependent claim sizes and stochastic return
A dimensionally reduced finite mixture model for multilevel data
Distribution-free and model-free multivariate feature screening via multivariate rank distance correlation
Quantile predictions for elliptical random fields
On the integral with respect to the tensor product of two random measures
On the test for the homogeneity of a parameter matrix with some rows constrained by synchronized order restrictions
On extension of some identities for the bias and risk functions in elliptically contoured distributions
On spline regression under Gaussian subordination with long memory
Inverse circular-circular regression
Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps
Monitoring multivariate time series
An introduction to recent advances in high/infinite dimensional statistics
Likelihood ratio tests of correlated multivariate samples
Classifying elliptically distributed observations using the Ledoit-Wolf shrinkage approach
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
Constructing hierarchical Archimedean copulas with Lévy subordinators
Statistical analysis of a hierarchical clustering algorithm with outliers
Probabilistic partial least squares model: Identifiability, estimation and application
Minimax linear estimation at a boundary point
Exact test theory in Gaussian graphical models
Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
A topologically valid construction of depth for functional data
Efficient test-based variable selection for high-dimensional linear models
A generative approach to modeling data with quantitative and qualitative responses
Near-exact distributions for the independence and sphericity likelihood ratio test statistics
Spiked singular values and vectors under extreme aspect ratios
Concentration inequality for evolutionary trees
Maximum likelihood inference for the multivariate t mixture model
A revisit to correlation analysis for distortion measurement error data
Robust penalized estimators for functional linear regression
On the consistency of the jackknife estimator of the asymptotic variance of spatial median
Parametric dependence between random vectors via copula-based divergence measures
A robust and efficient estimation method for single index models
Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data
Distances between models of generalized order statistics
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
Parameter estimation in a spatial unilateral unit root autoregressive model
Recovering Imbalanced Clusters via gradient-based projection pursuit
A unified approach to estimating a normal mean matrix in high and low dimensions
The spatial sign covariance matrix with unknown location
On sparse estimation for semiparametric linear transformation models
Dependent censoring with simultaneous death times based on the Generalized Marshall-Olkin model
Partially linear single index models for repeated measurements
Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
A latent space model for link prediction in statistical citation network
Laplace approximations for hypergeometric functions with Hermitian matrix argument
Testing equality of spectral density operators for functional processes
Positive-definite thresholding estimators of covariance matrices with zeros
Distance correlation in the presence of measurement errors
Independence tests for continuous random variables based on the longest increasing subsequence
Blockwise empirical likelihood for time series of counts
Local Whittle estimator for anisotropic random fields
Partially linear single-index proportional hazards model with current status data
Characterizations of the beta distribution on symmetric matrices
A robust test for sphericity of high-dimensional covariance matrices
Dependence structure of bivariate order statistics with applications to Bayramoglu's distributions
Spatial autoregressive and moving average Hilbertian processes
A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
Corrigendum to "A two sample test in high dimensional data" [J. Multivariate Analysis 114 (2013) 349-358]
Explicit bivariate simplicial depth
Large sample correlation matrices with unbounded spectrum
Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
Strictly stationary solutions of ARMA equations in Banach spaces
Estimating cumulative incidence functions when the life distributions are constrained
Statistical consistency of coefficient-based conditional quantile regression
A frequency domain bootstrap for Whittle estimation under long-range dependence
Asymptotic distributions of robust shape matrices and scales
Residual variance estimation using a nearest neighbor statistic
Scale and shape mixtures of multivariate skew-normal distributions
Bivariate distributions with ordered marginals
Spectral covariance and limit theorems for random fields with infinite variance
Minimaxity under the half-Cauchy prior
Posterior consistency in conditional distribution estimation
Tail asymptotics for the bivariate skew normal
Partially linear single-index beta regression model and score test
Single-index quantile regression
Influence function of projection-pursuit principal components for functional data
High-dimensional consistency of rank estimation criteria in multivariate linear model
Model detection and estimation for single-index varying coefficient model
Model determination and estimation for the growth curve model via group SCAD penalty
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
Likelihood ratio tests under model misspecification in high dimensions
Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors
Poisson intensity estimation for the Spektor-Lord-Willis problem using a wavelet shrinkage approach
Mean width of random polytopes in a reasonably smooth convex body
Robust ridge estimator in restricted semiparametric regression models
On second order conditions in the multivariate block maxima and peak over threshold method
Stochastic arrangement increasing property of skew-normal distributions
Asymptotics for argmin processes: Convexity arguments
On the covariance of the asymptotic empirical copula process
Good (K-means) clusterings are unique (up to small perturbations)
Geometric structures arising from kernel density estimation on Riemannian manifolds
Consistency and asymptotic normality for a nonparametric prediction under measurement errors
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
On additive decompositions of estimators under a multivariate general linear model and its two submodels
Bayesian influence analysis of generalized partial linear mixed models for longitudinal data
A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
Minimum distance estimation in a finite mixture regression model
Extreme partial least-squares
Test for conditional independence with application to conditional screening
A method for sparse and robust independent component analysis
Nonparametric estimation of a latent variable model
Asymptotic properties of a component-wise ARH(1) plug-in predictor
Fréchet k NN-based sufficient dimension reduction
Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models
Properties of extremal dependence models built on bivariate max-linearity
Multivariate order statistics based on dependent and nonidentically distributed random variables
On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime
Hessian orders and multinormal distributions
Empirical likelihood for heteroscedastic partially linear models
Testing for independence of high-dimensional variables: ρV-coefficient based approach
A necessary test for complete independence in high dimensions using rank-correlations
Hoeffding decomposition of functions of random dependent variables
Nonparametric rank-based tests of bivariate extreme-value dependence
The rank of the covariance matrix of an evanescent field
Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data
Dirichlet distribution through neutralities with respect to two partitions
Efron's monotonicity property for measures on R2
Mixed membership Gaussians
Type I multivariate Pólya-Aeppli distributions with applications