yusuke1997/dblp-id-title huggingface dataset:
Half-region depth for stochastic processes
Envelope-based partial least squares in functional regression
High-dimensional data analysis: Change point detection via bootstrap MOSUM
Functional linear regression with truncated signatures
Efficient estimation for semiparametric cure models with interval-censored data
Some new results on multivariate dispersive ordering of generalized order statistics
Estimation of high-dimensional linear factor models with grouped variables
Distribution of matrix quadratic forms under skew-normal settings
A general approach for testing independence in Hilbert spaces
Low dimensional semiparametric estimation in a censored regression model
Heckman selection-t model: Parameter estimation via the EM-algorithm
Trinity tests of functions for conditional moment models
Asymptotic normality of quadratic forms with random vectors of increasing dimension
Semi-parametric modeling of excesses above high multivariate thresholds with censored data
Invariant correlation under marginal transforms
Nonparametric testing for the specification of spatial trend functions
Multivariate dependence of spacings of generalized order statistics
Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error
Robust variable selection criteria for the penalized regression
Asymptotic behavior of the empirical multilinear copula process under broad conditions
Sequential estimation of high-dimensional signal plus noise models under general elliptical frameworks
K-expectiles clustering
Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
Generalized additive models for conditional dependence structures
Characteristic function-based hypothesis tests under weak dependence
Semiparametric linear transformation model with differential measurement error and validation sampling
Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models
Equivariant minimax dominators of the MLE in the array normal model
Double penalized variable selection for high-dimensional partial linear mixed effects models
On an independence test approach to the goodness-of-fit problem
Empirical likelihood based confidence intervals for copulas
Inverse regression approach to robust nonlinear high-to-low dimensional mapping
Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models
Cone distribution functions and quantiles for multivariate random variables
The inverse Riesz probability distribution on symmetric matrices
Spatial functional principal component analysis with applications to brain image data
A possibly asymmetric multivariate generalization of the Möbius distribution for directional data
Copula modeling from Abe Sklar to the present day
The spatial sign covariance operator: Asymptotic results and applications
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation
Editorial for the Special Issue on dependence models
Weighted-mean trimming of multivariate data
On linearization of nonparametric deconvolution estimators for repeated measurements model
Corrigendum to "Contributions to the diagonal expansion of a bivariate copula with continuous extensions" [J. Multivariate Anal
Three-way analysis of imprecise data
Leveraging mixed and incomplete outcomes via reduced-rank modeling
Financial Risk Meter FRM based on Expectiles
Estimation of the regression operator from functional fixed-design with correlated errors
Estimation of the number of spikes, possibly equal, in the high-dimensional case
Density ratio model for multivariate outcomes
Information on parameters of interest decreases under transformations
Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
Statistical inference using a weighted difference-based series approach for partially linear regression models
On singular value distribution of large-dimensional autocovariance matrices
Testing for additivity in partially linear regression with possibly missing responses
Dirichlet ARMA models for compositional time series
On conditional prediction errors in mixed models with application to small area estimation
A nonparametric empirical Bayes approach to adaptive minimax estimation
Diagnostic checking of periodic vector autoregressive time series models with dependent errors
Bootstrap likelihood ratio confidence bands for survival functions under random censorship and its semiparametric extension
A two-sample test for comparison of long memory parameters
Semiparametric estimation with missing covariates
On a model selection problem from high-dimensional sample covariance matrices
A class of models for uncorrelated random variables
An identity on order statistics of a set of random variables
A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination
Robust estimators in semi-functional partial linear regression models
Peakedness and peakedness ordering in symmetric distributions
Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO
Projection sparse principal component analysis: An efficient least squares method
Identifying differential networks through high-dimensional two-sample inference
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
On optimal grouping and stochastic comparisons for heterogeneous items
Dual divergence estimators and tests: Robustness results
Non-asymptotic robustness analysis of regression depth median
The multivariate Piecing-Together approach revisited
Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors
Asymptotic expansions of test statistics for dimensionality and additional information in canonical correlation analysis when the dimension is large
Substationarity for spatial point processes
A family of kurtosis orderings for multivariate distributions
Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity
On variance estimation in a negative binomial time series regression model
A mixture model-based approach to the clustering of exponential repeated data
Finite mixture representations of zero-and-N-inflated distributions for count-compositional data
Singular inverse Wishart distribution and its application to portfolio theory
A frailty model for interaction between multiple events
Convex comparison of Gaussian mixtures
Functional delta residuals and applications to simultaneous confidence bands of moment based statistics
Empirical likelihood for partially linear proportional hazards models with growing dimensions
Multivariate and multiradial Schoenberg measures with their dimension walks
Conditional density estimation in measurement error problems
Empirical likelihood for median regression model with designed censoring variables
Multivariate trend function testing with mixed stationary and integrated disturbances
A calibration method for non-positive definite covariance matrix in multivariate data analysis
Some clustering-based exact distribution-free k-sample tests applicable to high dimension, low sample size data
Change-point detection in multinomial data using phi-divergence test statistics
Invariant Coordinate Selection and Fisher discriminant subspace beyond the case of two groups
Determinants, permanents and some applications to statistical shape theory
Simplicial variances, potentials and Mahalanobis distances
A note on the power superiority of the restricted likelihood ratio test
Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models
Grouped feature screening for ultrahigh-dimensional classification via Gini distance correlation
On the tail behaviour of aggregated random variables
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Sparse estimation for functional semiparametric additive models
Skewed factor models using selection mechanisms
On mixtures of copulas and mixing coefficients
Copula-based conditional tail indices
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
Accurate distribution and its asymptotic expansion for the tetrachoric correlation coefficient
Estimation of a distribution under generalized censoring
A Bayesian decision theoretic approach to directional multiple hypotheses problems
Efficient estimation of a partially linear panel data model with cross-sectional dependence
Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
Anisotropic spectral cut-off estimation under multiplicative measurement errors
Asymptotic confidence sets for the jump curve in bivariate regression problems
A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
Inference for asymptotically independent samples of extremes
Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
A new minimum contrast approach for inference in single-index models
Semiparametric estimation of the high-dimensional elliptical distribution
Semiparametric analysis of longitudinal zero-inflated count data
Bayesian regression based on principal components for high-dimensional data
Preface to special issue on high-dimensional dependence and copulas
Uniform joint screening for ultra-high dimensional graphical models
Diagonal nonlinear transformations preserve structure in covariance and precision matrices
Consistent variable selection for functional regression models
Estimation of a high-dimensional covariance matrix with the Stein loss
The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
New discrete Appell and Humbert distributions with relevance to bivariate accident data
Analyzing right-censored and length-biased data with varying-coefficient transformation model
Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval
Hotelling's T 2 tests in paired and independent survey samples: An efficiency comparison
The complete mixability and convex minimization problems with monotone marginal densities
Composite partial likelihood estimation for length-biased and right-censored data with competing risks
Efficiency of Markov chains for Bayesian linear regression models with heavy-tailed errors
Nonconcave penalized inverse regression in single-index models with high dimensional predictors
Data-driven kNN estimation in nonparametric functional data analysis
Nonparametric estimation of the conditional tail copula
Projection pursuit via kernel mean embeddings
Restricted estimation in multivariate measurement error regression model
A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data
Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
Compound Poisson approximations for symmetric vectors
Asymptotic expansion and estimation of EPMC for linear classification rules in high dimension
Quantile index coefficient model with variable selection
Testing multivariate quantile by empirical likelihood
Extrapolation of stable random fields
Matrix variate slash distribution
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
ICS for complex data with application to outlier detection for density data
Inference for the autocovariance of a functional time series under conditional heteroscedasticity
Asymptotic normality of test statistics under alternative hypotheses
Limiting spectral distribution of high-dimensional integrated covariance matrices based on high-frequency data with multiple transactions
Copula-based semiparametric models for multivariate time series
Latent model extreme value index estimation
Marginal parameterizations of discrete models defined by a set of conditional independencies
An overview of skew distributions in model-based clustering
Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
Unified improvements in estimation of a normal covariance matrix in high and low dimensions
Optimal sampling designs for nonparametric estimation of spatial averages of random fields
Bias correction for kernel density estimation with spherical data
Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
Characterization of the p-generalized normal distribution
Testing multivariate normality for two-level structural equation models
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process
High-dimensional multivariate posterior consistency under global-local shrinkage priors
Test for high-dimensional mean vector under missing observations
A class of bivariate exponential distributions
On the existence of non-central Wishart distributions
Maximal non-exchangeability in dimension d
Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates
Improved chi-squared tests for a composite hypothesis
Finite-sample inference with monotone incomplete multivariate normal data, II
Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions
Goodness of fit in restricted measurement error models
Integrated rank-weighted depth
Scale mixtures of Kotz-Dirichlet distributions
Signed-rank tests for location in the symmetric independent component model
Special Issue on Functional Data Analysis and related fields
Functional nonparametric estimation of conditional extreme quantiles
Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
Multivariate intensity estimation via hyperbolic wavelet selection
Framelet block thresholding estimator for sparse functional data
The cluster bootstrap consistency in generalized estimating equations
Nonparametric and semiparametric optimal transformations of markers
On the geometry of generalized Gaussian distributions
Parameter estimation for operator scaling random fields
Higher-order asymptotic theory of shrinkage estimation for general statistical models
Functional continuum regression
Multidimensional p-p plots and precedence tests for point processes on R d
Bivariate binomial autoregressive models
Bivariate one-sample optimal location test for spherical stable densities by Pade' methods
MDR method for nonbinary response variable
On elliptical quantiles in the quantile regression setup
Asymptotic and bootstrap tests for subspace dimension
Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data
Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference L2-norm based test
Simultaneous estimation and variable selection for incomplete event history studies
Smoothness of conditional independence models for discrete data
Smoothed jackknife empirical likelihood inference for the difference of ROC curves
Principal loading analysis
High-dimensional nonconvex LASSO-type M-estimators
A new covariate selection strategy for high dimensional data in causal effect estimation with multivariate treatments
Feature extraction for functional time series: Theory and application to NIR spectroscopy data
Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: L p and almost sure rates of convergence
High-dimensional robust approximated M-estimators for mean regression with asymmetric data
On estimation and order selection for multivariate extremes via clustering
A new sparse variable selection via random-effect model
Weak convergence of the weighted empirical beta copula process
Distance-based tests for planar shape
Reproducible learning in large-scale graphical models
Prediction and calibration for multiple correlated variables
Higher-order accuracy of multiscale-double bootstrap for testing regions
Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
Circular law, extreme singular values and potential theory
Goodness of fit tests for linear mixed models
Sufficient variable selection using independence measures for continuous response
Orthant tail dependence of multivariate extreme value distributions
On the worst and least possible asymptotic dependence
Simultaneous heterogeneity and reduced-rank learning for multivariate response regression
Learning from dependent observations
The proportional hazards model for survey data from independent and clustered super-populations
Minimax estimation of the mode of functional data
Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables
Projection-pursuit approach to robust linear discriminant analysis
Testing proportionality between the first-order intensity functions of spatial point processes
High-dimensional linear discriminant analysis using nonparametric methods
Bayesian estimators in uncertain nested error regression models
Estimation in skew-normal linear mixed measurement error models
Local convex hull support and boundary estimation
Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics
Adaptive directional estimator of the density in Rd for independent and mixing sequences
A note on the fourth cumulant of a finite mixture distribution
Robust factor number specification for large-dimensional elliptical factor model
On least squares estimation for long-memory lattice processes
The distance correlation t -test of independence in high dimension
Quadratic prediction problems in multivariate linear models
Theoretical and practical considerations on the convergence properties of the Fisher-EM algorithm
Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation
From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas
Semiparametric inference on the means of multiple nonnegative distributions with excess zero observations
Degrees of freedom in submodular regularization: A computational perspective of Stein's unbiased risk estimate
On the estimation of the functional Weibull tail-coefficient
Third-order average local powers of Bartlett-type adjusted tests: Ordinary versus adjusted profile likelihood
Asymptotic cumulants of ability estimators using fallible item parameters
ANOVA kernels and RKHS of zero mean functions for model-based sensitivity analysis
Equality of the BLUPs under the mixed linear model when random components and errors are correlated
Covariance parameter estimation of Gaussian processes with approximated functional inputs
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
Enriched standard conjugate priors and the right invariant prior for Wishart distributions
Closed-form expression for finite predictor coefficients of multivariate ARMA processes
Testing for serial correlation in hierarchical linear models
An RKHS model for variable selection in functional linear regression
Kernel variable selection for multicategory support vector machines
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
Estimation of the inverse scatter matrix of an elliptically symmetric distribution
Test for a general trilinear hypothesis in the generalized growth curve model
Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models
General canonical correlations with applications to group symmetry models
Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
Univariate conditioning of vine copulas
Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals
Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-Student distributions
Using linear interpolation to reduce the order of the coverage error of nonparametric prediction intervals based on right-censored data
Maximum likelihood estimation for conditional distribution single-index models under censoring
Reduced form vector directional quantiles
Testing normality of data on a multivariate grid
A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models
Time-dependent copulas
On weighting of bivariate margins in pairwise likelihood
Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
Iterative sequential screening strategies for sparse recovery with computational advantages
An improved model averaging scheme for logistic regression
Compound vectors of subordinators and their associated positive Lévy copulas
Testing the stability of the functional autoregressive process
Note of Clarification on 'Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering', by Murray, Browne, and McNicholas, J. Multivariate Anal. 161 (2017) 141-156
Variable selection in model-based discriminant analysis
High-dimensional tests for functional networks of brain anatomic regions
Finite sample t-tests for high-dimensional means
CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions
Distributions of order statistics and linear combinations of order statistics from an elliptical distribution as mixtures of unified skew-elliptical distributions
Multivariate unified skew-t distributions and their properties
Robust empirical likelihood inference for generalized partial linear models with longitudinal data
Notes on the prehistory of principal components analysis
Conformal prediction bands for multivariate functional data
Non-parametric frequency identification and estimation in mean function for almost periodically correlated time series
Asymptotics of hierarchical clustering for growing dimension
Consistent test of error-in-variables partially linear model with auxiliary variables
Independence tests with random subspace of two random vectors in high dimension
Semiparametric varying-coefficient model with right-censored and length-biased data
CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures
Modeling spatially dependent functional data via regression with differential regularization
Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data
Integrated shape-sensitive functional metrics
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
Non-asymptotic error controlled sparse high dimensional precision matrix estimation
Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
Shrinkage-based diagonal Hotelling's tests for high-dimensional small sample size data
D-optimal designs for multiresponse linear models with a qualitative factor
Equality tests of covariance matrices under a low-dimensional factor structure
Asymptotic expansions in mean and covariance structure analysis
Local Walsh-average regression
Multivariate extreme models based on underlying skew-t and skew-normal distributions
Bayesian covariance structure modeling of interval-censored multi-way nested survival data