yusuke1997/dblp-id-title huggingface dataset:
On predictive density estimation for location families under integrated squared error loss
Three kinds of discrete approximations of statistical multivariate distributions and their applications
A geometric investigation into the tail dependence of vine copulas
Identity tests for high dimensional data using RMT
A local factor nonparametric test for trend synchronism in multiple time series
Growth curve mixture models with unknown covariance structures
On the estimation of the medial axis and inner parallel body
Robust inference for change points in high dimension
On matrix-variate regression analysis
Multidimensional multiple group IRT models with skew normal latent trait distributions
Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
Sharp lower and upper bounds for the Gaussian rank of a graph
A robust predictive approach for canonical correlation analysis
On the family of multivariate chi-square copulas
Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
Finite mixture modeling of censored data using the multivariate Student-t distribution
A characterization of multivariate normality through univariate projections
A note on testing hypotheses for stationary processes in the frequency domain
Set-valued and interval-valued stationary time series
Equivalence testing of mean vector and covariance matrix for multi-populations under a two-step monotone incomplete sample
Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
Jackknife-blockwise empirical likelihood methods under dependence
Model specification and selection for multivariate time series
Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population
Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
Covariance components selection in high-dimensional growth curve model with random coefficients
Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
Hierarchical structure-guided high-dimensional multi-view clustering
On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables
Fisher dispersion index for multivariate count distributions: A review and a new proposal
Enhanced Laplace approximation
Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces
A Bayesian analysis of normalized VAR models
Sparse functional varying-coefficient mixture regression
Data depth functions for non-standard data by use of formal concept analysis
A stochastic restricted ridge regression estimator
Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data
Data sharpening methods in multivariate local quadratic regression
Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
Ordinal pattern dependence as a multivariate dependence measure
Reliability properties of bivariate conditional proportional hazard rate models
A refined Jensen's inequality in Hilbert spaces and empirical approximations
Learning Gaussian graphical models with latent confounders
A test of location for exchangeable multivariate normal data with unknown correlation
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
A generalized spatial sign covariance matrix
Inference on a regression model with noised variables and serially correlated errors
Understanding asymptotic consistency and its unique advantages in large sample statistical inference
Subsampling tests for variance changes in the presence of autoregressive parameter shifts
Tests for the parallelism and flatness hypotheses of multi-group profile analysis for high-dimensional elliptical populations
Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models
Optimal generalized truncated sequential Monte Carlo test
On nonparametric functional data regression with incomplete observations
On an asymptotically more efficient estimation of the single-index model
Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
Testing high dimensional covariance matrices via posterior Bayes factor
Asymptotic properties of the Bernstein density copula estimator for alpha-mixing data
Large deviations for random matricial moment problems
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis
On the estimation of the mean density of random closed sets
Compatibility results for conditional distributions
Measuring dependence between random vectors via optimal transport
Model checking in Tobit regression via nonparametric smoothing
A sufficient condition for the convergence of the mean shift algorithm with Gaussian kernel
Conditional independence testing via weighted partial copulas
The generalized degrees of freedom of multilinear principal component analysis
Deconvolution density estimation on Lie groups without auxiliary data
An improved nonparametric estimator of sub-distribution function for bivariate competing risk models
Classification into Kullback-Leibler balls in exponential families
Geometric interpretation of the residual dependence coefficient
Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
Linear orderings of the scale mixtures of the multivariate skew-normal distribution
Test of conditional independence in factor models via Hilbert-Schmidt independence criterion
On the length of copula level curves
A multivariate ultrastructural errors-in-variables model with equation error
A copula model for non-Gaussian multivariate spatial data
Projection divergence in the reproducing kernel Hilbert space: Asymptotic normality, block-wise and slicing estimation, and computational efficiency
Cotrending: Testing for common deterministic trends in varying means model
Semi-functional varying coefficient mode-based regression
Nonparametric and semiparametric compound estimation in multiple covariates
Structured factor copula models: Theory, inference and computation
Pseudo-quantile functional data clustering
Specification test for Markov models with measurement errors
Bayesian shrinkage estimation of negative multinomial parameter vectors
Multivariate coefficients of variation: Comparison and influence functions
A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
Self-consistency and a generalized principal subspace theorem
Smoothed jackknife empirical likelihood inference for ROC curves with missing data
Expansions for the multivariate normal
Nonparametric estimation of the marginal effect in fixed-effect panel data models
Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score
Sparse quadratic classification rules via linear dimension reduction
Multiple correspondence analysis and the multilogit bilinear model
Ordering properties of order statistics from random variables of Archimedean copulas with applications
Likelihood ratio tests for many groups in high dimensions
Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations
An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models
A novel positive dependence property and its impact on a popular class of concordance measures
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
An adaptive estimation of MAVE
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
Uncovering block structures in large rectangular matrices
Fréchet kernel sliced inverse regression
Application of second generation wavelets to blind spherical deconvolution
A nonlinear aggregation type classifier
Nonparametric tests for change-point detection à la Gombay and Horváth
Composing the cumulative quantile regression function and the Goldie concentration curve
Bandwidth selection for a data sharpening estimator in nonparametric regression
Parametrizations and reference priors for multinomial decomposable graphical models
Dynamic tilted current correlation for high dimensional variable screening
Inference for eigenvalues and eigenvectors in exponential families of random symmetric matrices
A definition of qualitative robustness for general point estimators, and examples
Local half-region depth for functional data
Expectile depth: Theory and computation for bivariate datasets
Combining conditional and unconditional moment restrictions with missing responses
The joint distribution of the sum and maximum of dependent Pareto risks
Tails of weakly dependent random vectors
Coverage of generalized confidence intervals
Multivariate generalized Laplace distribution and related random fields
Some aspects of response variable selection and estimation in multivariate linear regression
Predictive power of principal components for single-index model and sufficient dimension reduction
Estimation of multivariate asymmetric power GARCH models
Corrigendum to "Equality of the BLUPs under the mixed linear model when random components and errors are correlated" [J. Multivariate Anal. 116(2013) 297-309]
An unbiased C p criterion for multivariate ridge regression
A copula approach for dependence modeling in multivariate nonparametric time series
Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral
Partial least squares for simultaneous reduction of response and predictor vectors in regression
Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
Influence measures on corrected score estimators in functional heteroscedastic measurement error models
Generalized linear model with functional predictors and their derivatives
Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
On the Gaussian approximation of vector-valued multiple integrals
Score tests in the presence of errors in covariates in matched case-control studies
Corrigendum to "Principal component analysis in an asymmetric norm" [J. Multivariate Anal. 171 (2019) 1-21]
A generalized multivariate kurtosis ordering and its applications
Multivariate semi-Weibull distributions
The Stein phenomenon for monotone incomplete multivariate normal data
Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions
Kendall's tau for hierarchical data
On Cauchy-Stieltjes kernel families
On the estimation of entropy in the FastICA algorithm
Generalized empirical likelihood for nonsmooth estimating equations with missing data
Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter
All admissible linear estimators of a regression coefficient under a balanced loss function
Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
Strength of tail dependence based on conditional tail expectation
Quantile-based MANOVA: A new tool for inferring multivariate data in factorial designs
Multivariate normality test based on kurtosis with two-step monotone missing data
Simultaneous prediction for independent Poisson processes with different durations
Integration of invariant matrices and moments of inverses of Ginibre and Wishart matrices
Statistical analysis of multivariate discrete-valued time series
Testing for symmetries in multivariate inverse problems
Mixture regression for longitudinal data based on joint mean-covariance model
Empirical likelihood for linear models under negatively associated errors
Tests for independence in non-parametric heteroscedastic regression models
An operator theory approach to the evanescent part of a two-parametric weak-stationary stochastic process
Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction
Bayesian simultaneous estimation for means in k-sample problems
Nonparametric regression estimation with general parametric error covariance
Semiparametric Bayesian measurement error modeling
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels
U-statistic with side information
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model
Partially functional linear quantile regression model and variable selection with censoring indicators MAR
Smoothly adaptively centered ridge estimator
Vector quantization and clustering in the presence of censoring
Minimax properties of Dirichlet kernel density estimators
Multivariate nonparametric test of independence
Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
Some equalities for estimations of variance components in a general linear model and its restricted and transformed models
Multi-aspect local inference for functional data: Analysis of ultrasound tongue profiles
Bayesian analysis of nonlinear structured latent factor models with a Gaussian process prior
Locally isometric embeddings of quotients of the rotation group modulo finite symmetries
General directional regression
Model assisted Cox regression
Exact inference on contrasts in means of intraclass correlation models with missing responses
On the structure of exchangeable extreme-value copulas
Birge ratio method for modeling dark uncertainty in multivariate meta-analyses and inter-laboratory studies
Joint analysis of current count and current status data
A test for Archimedeanity in bivariate copula models
Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
On the singularity of multivariate skew-symmetric models
Testing for the significance of functional covariates
On efficient prediction and predictive density estimation for normal and spherically symmetric models
The multivariate Behrens-Fisher distribution
Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Characteristic functions of scale mixtures of multivariate skew-normal distributions
Bayesian analysis of multivariate stable distributions using one-dimensional projections
Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations
On hazard rate ordering of the sums of heterogeneous geometric random variables
Combining quasi and empirical likelihoods in generalized linear models with missing responses
Online statistical inference for parameters estimation with linear-equality constraints
A weighted multivariate signed-rank test for cluster-correlated data
Partially linear transformation models with varying coefficients for multivariate failure time data
Variance function estimation in multivariate nonparametric regression with fixed design
Parsimonious multivariate structural spatial models with intra-location feedback
Parametric estimation of a bivariate stable Lévy process
Model robust inference with two-stage maximum likelihood estimation for copulas
Marčenko-Pastur law for Tyler's M-estimator
Optimal estimation of slope vector in high-dimensional linear transformation models
A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes
Bias correction of the Akaike information criterion in factor analysis
Sampling properties of color Independent Component Analysis
Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching
New estimation and inference procedures for a single-index conditional distribution model
The estimation of frequency in the multichannel sinusoidal model
Inferential procedures for partially observed functional data
A criterion-based model comparison statistic for structural equation models with heterogeneous data
Direct variable selection for discrimination among several groups
Asymptotic performance of PCA for high-dimensional heteroscedastic data
Sharp estimates for the CDF of quadratic forms of MPE random vectors
Estimating multivariate density and its derivatives for mixed measurement error data
Adaptive estimation of an additive regression function from weakly dependent data
Distribution of quadratic forms under skew normal settings
On the weak convergence and Central Limit Theorem of blurring and nonblurring processes with application to robust location estimation
Additive regression for Riemannian functional responses
Densities of nested Archimedean copulas
A simplified model for studying bivariate mortality under right-censoring
An innovative strategy on the construction of multivariate multimodal linear mixed-effects models
On idempotent D-norms
Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators
Conditional quantiles and tail dependence
Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
Modified estimators of the contribution rates of population eigenvalues
Variance and covariance inequalities for truncated joint normal distribution via monotone likelihood ratio and log-concavity
Robust estimation in a nonlinear cointegration model
On the condensed density of the generalized eigenvalues of pencils of Gaussian random matrices and applications
On the maximum of covariance estimators
Editor's final report
Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction
Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors
Spectral PCA for MANOVA and data over binary trees
Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs
Inference on the shape of elliptical distributions based on the MCD
Qualitative and infinitesimal robustness of tail-dependent statistical functionals
An approach to modeling asymmetric multivariate spatial covariance structures
Robust functional inverse regression
Semiparametric method and theory for continuously indexed spatio-temporal processes
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations
Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
Characterizations of degree one bivariate measures of concordance
Empirical and weighted conditional likelihoods for matched case-control studies with missing covariates
Model specification test in a semiparametric regression model for longitudinal data
A unified selection consistency theorem for information criterion-based rank estimators in factor analysis
Robust maximum Lq-likelihood estimation of joint mean-covariance models for longitudinal data
Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data
Simultaneous inference for the mean of repeated functional data
Sparse network estimation for dynamical spatio-temporal array models
Testing quasi-independence for truncation data
A revisit to efficient forecasting in linear regression models
Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications
High dimensional data analysis using multivariate generalized spatial quantiles
Sparse principal component analysis by choice of norm
Permutation test for the multivariate coefficient of variation in factorial designs
A generalized Wilcoxon-Mann-Whitney type test for multivariate data through pairwise distance
Optimal level sets for bivariate density representation
Robust monitoring of CAPM portfolio betas
Multivariate spline analysis for multiplicative models: Estimation, testing and application to climate change
Sparse clustering of functional data
Properties of the marginal survival functions for dependent censored data under an assumed Archimedean copula
A new mixture representation for multivariate t
Some theoretical properties of Silverman's method for Smoothed functional principal component analysis
Strong consistency of k -parameters clustering
On the uniform consistency of the zonoid depth
Robust factorization for high-dimensional matrix-variate observations
An adaptive estimator of the memory parameter and the goodness-of-fit test using a multidimensional increment ratio statistic
On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
Binary response models with M -phase case-control data
Conjugacy properties of multivariate unified skew-elliptical distributions
Hazard rate comparison of parallel systems with heterogeneous gamma components
Corrigendum to: "The centred parametrization for the multivariate skew-normal distribution" [J. Multivariate Analysis 99 (2008) 1362-1382]
Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique
Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data
Estimating sparse networks with hubs
Estimating structural VARMA models with uncorrelated but non-independent error terms
Bayesian estimation of a bounded precision matrix
Quantile regression analysis of case-cohort data
Exact first moments of the RV coefficient by invariant orthogonal integration
Lack of fit tests for linear regression models with many predictor variables using minimal weighted maximal matchings
Feature selection for functional data
Bayesian inference of graph-based dependencies from mixed-type data
On sample ranges in multiple-outlier models
Tests for group-specific heterogeneity in high-dimensional factor models
A data depth based nonparametric test of independence between two random vectors
Relative-error prediction in nonparametric functional statistics: Theory and practice
A statistical view of clustering performance through the theory of U-processes
Multivariate mix-GEE models for longitudinal data with multiple outcomes
Monotonicity properties of multivariate distribution and survival functions - With an application to Lévy-frailty copulas
On aggregation sets and lower-convex sets
All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function
Max-convolution processes with random shape indicator kernels
Linear shrinkage estimation of large covariance matrices using factor models
On asymptotic normality of cross data matrix-based PCA in high dimension low sample size
Efficient dimension reduction for multivariate response data
Regularized partially functional quantile regression
Simultaneous confidence band for stationary covariance function of dense functional data
Some strong consistency results in stochastic regression
On a symbolic representation of non-central Wishart random matrices with applications
Asymptotics for non-parametric likelihood estimation with doubly censored multivariate failure times
The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate