yusuke1997/dblp-id-title huggingface dataset:
On the concept of matrix derivative
Large-sample estimation and inference in multivariate single-index models
A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
Estimation of a multivariate stochastic volatility density by kernel deconvolution
High-dimensional Edgeworth expansion of a test statistic on independence and its error bound
Asymptotic expansion of the minimum covariance determinant estimators
Consistency of high-dimensional AIC-type and C p -type criteria in multivariate linear regression
Existence and consistency of the maximum likelihood estimator for the extreme value index
Robust estimating equation-based sufficient dimension reduction
Asymptotic Fisher information matrix of Markov switching VARMA models
Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model
On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
Variable selection and structure identification for varying coefficient Cox models
SCAD penalized rank regression with a diverging number of parameters
Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
On the exact region determined by Spearman's ρ and Blest's measure of rank correlation ν for bivariate extreme-value copulas
Influence analysis of robust Wald-type tests
A new test for the proportionality of two large-dimensional covariance matrices
Unified discrete-time factor stochastic volatility and continuous-time Itô models for combining inference based on low-frequency and high-frequency
On the sensitivity of the one-sided t test to covariance misspecification
Multivariate measurement error models using finite mixtures of skew-Student t distributions
Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
A note on the Bayes factor in a semiparametric regression model
Analysis of multivariate skew normal models with incomplete data
Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures
A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
Spatially clustered varying coefficient model
Statistical estimation in varying coefficient models with surrogate data and validation sampling
Weak conditions for shrinking multivariate nonparametric density estimators
Semiparametric density estimation with localized Bregman divergence
On sample ranges from two sets of heterogenous random variables
Exploratory factor analysis - Parameter estimation and scores prediction with high-dimensional data
Limiting distributions of high-dimensional multivariate Beta-type distributions
A test for using the sum score to obtain a stochastic ordering of subjects
Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
Predictive inference for singular multivariate elliptically contoured distributions
Superefficient estimation of the marginals by exploiting knowledge on the copula
On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data
Error analysis for a statistical finite element method
Cokriging for spatial functional data
Moment-type estimators for the Dirichlet and the multivariate gamma distributions
Mean residual life order of convolutions of heterogeneous exponential random variables
The joint projected normal and skew-normal: A distribution for poly-cylindrical data
Change-point analysis in increasing dimension
Improved variance estimation under sub-space restriction
Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors
Identification problem of transition models for repeated measurement data with nonignorable missing values
Difference based estimation for partially linear regression models with measurement errors
Wasserstein projection pursuit of non-Gaussian signals
Inference for overparametrized hierarchical Archimedean copulas
Asymptotic distribution of the OLS estimator for a mixed spatial model
Frontier estimation with kernel regression on high order moments
Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model
An independence test for functional variables based on kernel normalized cross-covariance operator
Spatial modeling of rainfall accumulated over short periods of time
Tensor sliced inverse regression
Quadratic inference functions for partially linear single-index models with longitudinal data
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
General Gaussian estimation
A goodness-of-fit test for elliptical distributions with diagnostic capabilities
Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
COBRA: A combined regression strategy
A class of multivariate copulas based on products of bivariate copulas
Diagnostics in a simple correspondence analysis model: An approach based on Cook's distance for log-linear models
tSNE-Spec: A new classification method for multivariate time series data
Quantile regression for dynamic partially linear varying coefficient time series models
Symmetric Bernoulli distributions and minimal dependence copulas
Sparse Bayesian hierarchical modeling of high-dimensional clustering problems
Testing for spherical and elliptical symmetry
A unified framework of principal component analysis and factor analysis
A proper scoring rule for minimum information bivariate copulas
Asymptotic normality of support vector machine variants and other regularized kernel methods
Sklar's theorem derived using probabilistic continuation and two consistency results
Computing the best linear predictor in a Hilbert space. Applications to general ARMAH processes
Influence measures and stability for graphical models
Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach
Group-wise semiparametric modeling: A SCSE approach
Multiplier and empirical subsample bootstraps for maxima in high dimensional time series analysis
Quadratic inference with dense functional responses
Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors
Convex and star-shaped sets associated with multivariate stable distributions, I: Moments and densities
Local conditional and marginal approach to parameter estimation in discrete graphical models
Classification using global and local Mahalanobis distances
Uniform error bounds of Kriging interpolants of Gaussian random fields on metric spaces
Multivariate Behrens-Fisher problem with missing data
Parametric bootstrap approaches for two-way MANOVA with unequal cell sizes and unequal cell covariance matrices
Univariate likelihood projections and characterizations of the multivariate normal distribution
Improved preliminary test and Stein-rule Liu estimators for the ill-conditioned elliptical linear regression model
Calibration tests for multivariate Gaussian forecasts
Bayesian robust inference of sample selection using selection-t models
Comparison of correlation-based measures of concordance in terms of asymptotic variance
Moment bounds and central limit theorems for Gaussian subordinated arrays
Local linear regression for functional predictor and scalar response
The pairwise beta distribution: A flexible parametric multivariate model for extremes
Sparse representation of multivariate extremes with applications to anomaly detection
Characterization theorems for some classes of covariance functions associated to vector valued random fields
Regression analysis of multivariate recurrent event data with time-varying covariate effects
An offspring of multivariate extreme value theory: The max-characteristic function
Sparse PCA-based on high-dimensional Itô processes with measurement errors
Analysis of ordinal longitudinal data under nonignorable missingness and misreporting: An application to Alzheimer's disease study
Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests
Some asymptotic theory for Silverman's smoothed functional principal components in an abstract Hilbert space
On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification
Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
Single-index composite quantile regression for massive data
Invariant tests for functional data with application to an earthquake impact study
Optimal partial ridge estimation in restricted semiparametric regression models
Minimax and pointwise sequential changepoint detection and identification for general stochastic models
On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix
Multivariate elliptical truncated moments
Asymptotics of the norm of elliptical random vectors
Nonparametric inference for extrinsic means on size-and-(reflection)-shape manifolds with applications in medical imaging
Nonparametric tests for multi-parameter M-estimators
Partial marginal likelihood estimation for general transformation models
Plug-in prediction intervals for a special class of standard ARH(1) processes
Bivariate symmetric Heckman models and their characterization
Semiparametric Bayesian analysis of transformation linear mixed models
The limit of the partial sums process of spatial least squares residuals
Automated learning of t factor analysis models with complete and incomplete data
Optimal vector quantization in terms of Wasserstein distance
Kernel density estimation for directional-linear data
Continuous time hidden Markov model for longitudinal data
Distributed estimation of spiked eigenvalues in spiked population models
Non-convex penalized estimation in high-dimensional models with single-index structure
Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses
Robust Bayesian graphical modeling using γ-divergence
On convergence of regularized covariance estimator based on modified Cholesky decomposition
A note on the asymptotic behavior of the Bernstein estimator of the copula density
Consistency of non-integrated depths for functional data
Optimal transformation: A new approach for covering the central subspace
Bahadur representation for U-quantiles of dependent data
Bartlett correctable two-sample adjusted empirical likelihood
A conditional independence test for dependent data based on maximal conditional correlation
Smooth predictive model fitting in regression
Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
A note on the article 'Inference for multivariate normal mixtures' by J. Chen and X. Tan
High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
Tail estimation of the spectral density for a stationary Gaussian random field
On parameter estimation of the hidden Ornstein-Uhlenbeck process
Effective PCA for high-dimension, low-sample-size data with noise reduction via geometric representations
High-dimensional asymptotic expansions for the distributions of canonical correlations
Multivariate dependence modeling based on comonotonic factors
Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models
Asymptotic normality in the maximum entropy models on graphs with an increasing number of parameters
On standard conjugate families for natural exponential families with bounded natural parameter space
Cumulative damage and times of occurrence for a multicomponent system: A discrete time approach
On the convergence of the spectrum of finite order approximations of stationary time series
A quantile-copula approach to conditional density estimation
Stochastic comparisons of multivariate mixture models
On an interaction function for copulas
Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering
A profile-type smoothed score function for a varying coefficient partially linear model
Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
Robust and efficient estimation of the residual scale in linear regression
Bivariate Birnbaum-Saunders distribution and associated inference
Fast learning from α-mixing observations
Parametrizations, fixed and random effects
Quantization and clustering on Riemannian manifolds with an application to air traffic analysis
Principal component geodesics for planar shape spaces
Analysis of bivariate zero inflated count data with missing responses
Quasi-Bayesian estimation of large Gaussian graphical models
A semiparametric latent factor model for large scale temporal data with heteroscedasticity
Root-n estimability of some missing data models
Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches
Consistent estimation of survival functions under uniform stochastic ordering; the k-sample case
Nonparametric drift estimation from diffusions with correlated Brownian motions
Fisher's legacy of directional statistics, and beyond to statistics on manifolds
Optimal detection of weak positive latent dependence between two sequences of multiple tests
Local linear-additive estimation for multiple nonparametric regressions
Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
Empirical likelihood confidence tubes for functional parameters in plug-in estimation
Optimal tests for homogeneity of covariance, scale, and shape
Bayesian analysis of non-linear structural equation models with non-ignorable missing outcomes from reproductive dispersion models
The L 1 L1 penalized LAD estimator for high dimensional linear regression
On the behavior of the DFA and DCCA in trend-stationary processes
Information preserving sufficient summaries for dimension reduction
The analysis of multivariate longitudinal data using multivariate marginal models
An adjusted maximum likelihood method for solving small area estimation problems
Robust multivariate association and dimension reduction using density divergences
Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
Binary distributions of concentric rings
Multivariate semi-logistic distributions
Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects
On the copula correlation ratio and its generalization
Corrigendum to "The spatial sign covariance matrix with unknown location" [J. Multivariate Analysis 130 (2014) 107-117]
Multivariate copulas with hairpin support
A test for the mean vector with fewer observations than the dimension under non-normality
Tail dependence between order statistics
A general algorithm for covariance modeling of discrete data
Generalized F test for high dimensional linear regression coefficients
Kernel density estimation for partial linear multivariate responses models
A multivariate circular distribution with applications to the protein structure prediction problem
Further results on the h-test of Durbin for stable autoregressive processes
Efficiency in multivariate functional nonparametric models with autoregressive errors
On the sign consistency of the Lasso for the high-dimensional Cox model
The k-sample problem using Gini covariance for large k
Strong convergence in nonparametric regression with truncated dependent data
Automatic model selection for partially linear models
On the computation of Wasserstein barycenters
Optimal design for multivariate observations in seemingly unrelated linear models
Bayesian spatial models with a mixture neighborhood structure
On simultaneous confidence interval estimation for the difference of paired mean vectors in high-dimensional settings
Likelihood inference in small area estimation by combining time-series and cross-sectional data
A copula-based model of speculative price dynamics in discrete time
Efficient empirical-likelihood-based inferences for the single-index model
Hierarchical Aitchison-Silvey models for incomplete binary sample spaces
Parametric transformed Fay-Herriot model for small area estimation
Bivariate covariance functions of Pólya type
Estimating an extreme Bayesian network via scalings
Relational models for contingency tables
Identifiability and estimation of meta-elliptical copula generators
On the convergence of row-modification algorithm for matrix projections
Asymptotic properties of hierarchical clustering in high-dimensional settings
Minimax rate of convergence for an estimator of the functional component in a semiparametric multivariate partially linear model
Membership testing for Bernoulli and tail-dependence matrices
Characterizations of the class of bivariate Gompertz distributions
Multiple hidden Markov models for categorical time series
A new general class of RC association models: Estimation and main properties
Bounds and identification on direct and indirect effects under partially observed mediator-endpoint confounders
A link-free approach for testing common indices for three or more multi-index models
Finite mixture of varying coefficient model: Estimation and component selection
Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
Simultaneous credible intervals for small area estimation problems
On the sample ranges from heterogeneous exponential variables
Low-rank tensor regression for selection of grouped variables
Robust inference for seemingly unrelated regression models
Properties of CoVaR based on tail expansions of copulas
Moderate deviation principle for autoregressive processes
Splitting models for multivariate count data
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes
Minimax prediction for functional linear regression with functional responses in reproducing kernel Hilbert spaces
Roy's largest root under rank-one perturbations: The complex valued case and applications
Limiting spectral distribution of renormalized separable sample covariance matrices when p/ni → 0
Sparse estimation in functional linear regression
Quantile regression for additive coefficient models in high dimensions
On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model
Some first inferential tools for spatial regression with differential regularization
Nonlinear functional canonical correlation analysis via distance covariance
An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
Matérn and Generalized Wendland correlation models that parameterize hole effect, smoothness, and support
The multivariate Watson distribution: Maximum-likelihood estimation and other aspects
The Laplace transform and the existence of non-central Wishart distributions
Estimation of the mean vector in a singular multivariate normal distribution
Approximation of some multivariate risk measures for Gaussian risks
On the Bingham distribution with large dimension
Adjusting for high-dimensional covariates in sparse precision matrix estimation by ℓ 1 -penalization
A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix
On shrinkage estimation for balanced loss functions
K-sample subsampling in general spaces: The case of independent time series
Hypothesis testing for high-dimensional covariance matrices
Geometry of discrete copulas
Tests for equality of several covariance matrix functions for multivariate functional data
Distribution-free detection of a submatrix
Intrinsic dimension identification via graph-theoretic methods
Functional, randomized and smoothed multivariate quantile regions
Bayesian nonlinear regression for large p small n problems
Generalized prediction intervals for BLUPs in mixed models
A large covariance matrix estimator under intermediate spikiness regimes
Estimation of a change-point in the mean function of functional data
An overview of tests on high-dimensional means
Nonparametric variable screening for multivariate additive models
Generating MCMC proposals by randomly rotating the regular simplex
Stochastic properties of INID progressive Type-II censored order statistics
Estimation and model identification of longitudinal data time-varying nonparametric models
A derivation of anti-Wishart distribution
Latent Gaussian copula models for longitudinal binary data
Stochastic comparison of multivariate conditionally dependent mixtures
Surface functional models
Robust semi-functional censored regression
M-type smoothing spline ANOVA for correlated data
Dimension selection in tensor decompositions and envelope models
Robust sparse Gaussian graphical modeling
Robust estimator of the correlation matrix with sparse Kronecker structure for a high-dimensional matrix-variate
A characterization of elliptical distributions and some optimality properties of principal components for functional data
Sharp minimax tests for large Toeplitz covariance matrices with repeated observations
Nonparametric likelihood based estimation for a multivariate Lipschitz density
Dimension reduction for the conditional k th moment via central solution space
A distance-based test of independence between two multivariate time series
Geometric scale mixtures of normal distributions
Model identification using the Efficient Determination Criterion
A multivariate version of Hoeffding's Phi-Square
Testing for patterns and structures in covariance and correlation matrices
Expansions of multivariate Pickands densities and testing the tail dependence
Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
Operator trigonometry of multivariate finance
Tail densities of skew-elliptical distributions
A non-parametric U-statistic testing approach for multi-arm clinical trials with multivariate longitudinal data
Model-based Fréchet regression in (quotient) metric spaces with a focus on elastic curves
Asymptotics of estimators for structured covariance matrices
Robustness of designs for model discrimination
The correction term in a small-ball probability factorization for random curves
Resolvent estimators for functional autoregressive processes with random coefficients
Semiparametric efficient estimation for partially linear single-index models with responses missing at random
Central limit theorem and the bootstrap for U-statistics of strongly mixing data
Generalized canonical correlation analysis for classification
Application of H-likelihood to factor analysis models with binary response data
Bayesian factor analysis with uncertain functional constraints about factor loadings
A tribute to P.R. Krishnaiah
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components
Anomaly detection: A functional analysis perspective
Functional envelope for model-free sufficient dimension reduction
Some aspects of non-standard multivariate analysis
Optimal model averaging for multivariate regression models
Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates
Nonlinear sufficient dimension reduction for distribution-on-distribution regression
A randomness test for functional panels
Estimation of means of multivariate normal populations with order restriction
On linear models with long memory and heavy-tailed errors
Noncentral elliptical configuration density
Preface to the Special Issue "Copula modeling from Abe Sklar to the present day"
Canonical correlation analysis for irregularly and sparsely observed functional data