yusuke1997/dblp-id-title huggingface dataset:
Nonparametric multiple contrast tests for general multivariate factorial designs
A nonparametric two-sample test applicable to high dimensional data
Asymptotics of randomly weighted u u- and v v-statistics: Application to bootstrap
Confidence ellipsoids based on a general family of shrinkage estimators for a linear model with non-spherical disturbances
Multivariate order statistics via multivariate concomitants
Efficient calibration of computer models with multivariate output
Multi-index regression models with missing covariates at random
Supervised singular value decomposition and its asymptotic properties
Estimators for multivariate allometric regression model
Nonlinear functional principal component analysis using neural networks
SCAD-penalized regression for varying-coefficient models with autoregressive errors
Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
Non-asymptotic adaptive prediction in functional linear 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]
A nonparametric approach to 3D shape analysis from digital camera images - I
Statistical inference for generalized additive partially linear models
Enhancing spatial functional linear regression with robust dimension reduction methods
Sensitivity of GLS estimators in random effects models
Extreme negative dependence and risk aggregation
Feature screening in ultrahigh-dimensional varying-coefficient Cox model
Distributed simultaneous inference in generalized linear models via confidence distribution
Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework
On general bootstrap of empirical estimator of a semi-Markov kernel with applications
A goodness-of-fit test for the compound Poisson exponential model
Consistent tuning parameter selection in high dimensional sparse linear regression
Two-step generalised empirical likelihood inference for semiparametric models
The Matsumoto-Yor property on trees for matrix variates of different dimensions
Shrinkage estimators of BLUE for time series regression models
Frontier estimation with local polynomials and high power-transformed data
A Behrens-Fisher problem for general factor models in high dimensions
A stochastic inequality for the largest order statistics from heterogeneous gamma variables
Estimation of tensor factor model by iterative least squares
Model-based clustering of time-evolving networks through temporal exponential-family random graph models
A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces
On oracle property and asymptotic validity of Bayesian generalized method of moments
The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
A class of functional partially linear single-index models
A note on fast envelope estimation
Sparse-smooth regularized singular value decomposition
Bayesian estimation of order-restricted and unrestricted association models
A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution
Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
Nonlinear models with measurement errors subject to single-indexed distortion
Nonconvex penalized reduced rank regression and its oracle properties in high dimensions
Weighted shrinkage estimators of normal mean matrices and dominance properties
On projection methods for functional time series forecasting
High-dimensional integrative analysis with homogeneity and sparsity recovery
Ordering results for elliptical distributions with applications to risk bounds
Thresholding projection estimators in functional linear models
On the classification problem for Poisson point processes
On the simplified pair-copula construction - Simply useful or too simplistic?
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
Generalized score matching
The L 1 -consistency of Dirichlet mixtures in multivariate Bayesian density estimation
Transformed mixed-effects modeling of correlated bounded and positive data with a novel multivariate generalized Johnson distribution
Modeling, simulation and inference for multivariate time series of counts using trawl processes
Fast and adaptive sparse precision matrix estimation in high dimensions
Gaussian approximation of conditional elliptical copulas
Biclustering analysis of functionals via penalized fusion
Linear hypothesis testing in high-dimensional one-way MANOVA
An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem
Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function
Likelihood ratio order of spacings from two heterogeneous samples
On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data
Shrinkage ridge estimators in semiparametric regression models
Model selection for integrated autoregressive processes of infinite order
Finite-sample inference with monotone incomplete multivariate normal data, I
A two-sample test for the equality of univariate marginal distributions for high-dimensional data
A U-classifier for high-dimensional data under non-normality
Envelope-based sparse reduced-rank regression for multivariate linear model
Estimation of sparse covariance matrix via non-convex regularization
Multivariate generalized S-estimators
On Beveridge-Nelson decomposition and limit theorems for linear random fields
On estimation in the reduced-rank regression with a large number of responses and predictors
Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
Unifying compactly supported and Matérn covariance functions in spatial statistics
Varying coefficient functional autoregressive model with application to the U.S. treasuries
Stochastic comparisons of multivariate mixtures
Deflation-based separation of uncorrelated stationary time series
Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints
Testing the equality of error distributions from k independent GARCH models
Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
Estimation of parameters under a generalized growth curve model
Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
Subsampling (weighted smooth) empirical copula processes
Optimal rank-based tests for block exogeneity in vector autoregressions
Corrigendum to "Ridge regression estimation approach to measurement error model" [J. Multivariate Analysis 123 (2014) 68-84]
Kernel density estimation on the rotation group and its application to crystallographic texture analysis
Test of independence for functional data
Robust spiked random matrices and a robust G-MUSIC estimator
Testing homogeneity of mean vectors under heteroscedasticity in high-dimension
Functional contour regression
From Archimedean to Liouville copulas
The mean tests with high dimensional data
Tests for skewness and kurtosis in the one-way error component model
Robustness and asymptotics of the projection median
Sparse subspace clustering in diverse multiplex network model
Capturing the severity of type II errors in high-dimensional multiple testing
Smooth depth contours characterize the underlying distribution
Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors
Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection
Confidence intervals for high-dimensional partially linear single-index models
On local linear regression for strongly mixing random fields
The use of a common location measure in the invariant coordinate selection and projection pursuit
Simultaneous variable selection and estimation of multivariate panel count data
On an additive decomposition of the BLUE in a multiple-partitioned linear model
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
Vector quantile regression beyond the specified case
Exploring the varying covariate effects in proportional odds models with censored data
High-dimensional functional time series forecasting: An application to age-specific mortality rates
A correlated random effects model for non-homogeneous Markov processes with nonignorable missingness
Higher order density approximations for solutions to estimating equations
A new index to measure positive dependence in trivariate distributions
Influence diagnostics and outlier tests for varying coefficient mixed models
Principal components analysis and cyclostationarity
Compound p-value statistics for multiple testing procedures
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
On asymptotic theory for multivariate GARCH models
High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
Simultaneous variable selection and de-coarsening in multi-path change-point models
A new test of independence for bivariate observations
A strong linear representation for the maximum conditional hazard rate estimator in survival analysis
Confidence regions for level sets
Graphical models for multivariate Markov chains
Permuting longitudinal data in spite of the dependencies
On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters
Joint and marginal causal effects for binary non-independent outcomes
Weak convergence of discretely observed functional data with applications
Maximum spacing estimation for multivariate observations under a general class of information-type measures
Factor copula models for multivariate data
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions
Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness
A nonparametric test for block-diagonal covariance structure in high dimension and small samples
On functional data analysis and related topics
High-dimensional factor copula models with estimation of latent variables
Integrative sparse principal component analysis
An angle-based multivariate functional pseudo-depth for shape outlier detection
Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
A robust mixed functional classifier with adaptive large margin loss
Robust estimation of periodic autoregressive processes in the presence of additive outliers
Truncation of vine copulas using fit indices
Robust nonparametric estimation of the conditional tail dependence coefficient
A novel martingale difference correlation via data splitting with applications in feature screening
Estimating the conditional extreme-value index under random right-censoring
Efficient algorithm for estimating the parameters of a chirp signal
Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
Density ratio model with data-adaptive basis function
Quadratic discriminant analysis by projection
On moments of truncated multivariate normal/independent distributions
Small area estimation with multiple covariates measured with errors: A nested error linear regression approach of combining multiple surveys
Maximum likelihood estimation of elliptical tail
Variable selection in mixture regression for longitudinal data based on joint mean-covariance model
Unconstrained models for the covariance structure of multivariate longitudinal data
Direction estimation in single-index models via distance covariance
Improved transformed deviance statistic for testing a logistic regression model
The random matrix regime of Maronna's M-estimator with elliptically distributed samples
Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
Semiparametric estimation of conditional copulas
Semiparametric efficiency for partially linear single-index regression models
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
On a dimension reduction regression with covariate adjustment
Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
A statistical framework for pathway and gene identification from integrative analysis
Probability density estimation for survival data with censoring indicators missing at random
Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis
Efficient estimation of semiparametric copula models for bivariate survival data
From the Huang-Kotz FGM distribution to Baker's bivariate distribution
Estimates of MM type for the multivariate linear model
Estimation and variable selection for quantile partially linear single-index models
Detection of block-exchangeable structure in large-scale correlation matrices
On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence
Dependence in a background risk model
Convergence analysis of data augmentation algorithms for Bayesian robust multivariate linear regression with incomplete data
Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution
Effective PCA for high-dimension, low-sample-size data with singular value decomposition of cross data matrix
Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach
Trace-class Monte Carlo Markov chains for Bayesian multivariate linear regression with non-Gaussian errors
On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots
Bayesian modeling of the dependence in longitudinal data via partial autocorrelations and marginal variances
Rank reduction for high-dimensional generalized additive models
Asymptotic distributions of two "synthetic data" estimators for censored single-index models
Testing model assumptions in functional regression models
Negative association and negative dependence for random upper semicontinuous functions, with applications
Uniform designs for experiments with branching and nested factors
Self-consistent estimation of conditional multivariate extreme value distributions
Prediction of stationary Gaussian random fields with incomplete quarterplane past
Empirical likelihood inferences for the semiparametric additive isotonic regression
Statistical inference for the epsilon-entropy and the quadratic Rényi entropy
Jackknife empirical likelihood inference with regression imputation and survey data
Robust estimation of generalized estimating equations with finite mixture correlation matrices and missing covariates at random for longitudinal data
A Cramér-Wold theorem for elliptical distributions
Strong consistency of the distribution estimator in the nonlinear autoregressive time series
Quadratic minimisation problems in statistics
Sparse wavelet regression with multiple predictive curves
Asymptotic properties of the Bayes and pseudo Bayes estimators of ability in item response theory
Concordance measures for multivariate non-continuous random vectors
Weighted composite quantile regression for single-index models
Optimal robust M-estimators using Rényi pseudodistances
Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
A closed-form estimator for the multivariate GARCH(1, 1)(1, 1) model
Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
Local angles and dimension estimation from data on manifolds
Estimation of the covariance matrix in multivariate partially linear models
Exceedance probability of the integral of a stochastic process
Robust projected principal component analysis for large-dimensional semiparametric factor modeling
Detecting changes in cross-sectional dependence in multivariate time series
Information based model selection criteria for generalized linear mixed models with unknown variance component parameters
Screening and selection for quantile regression using an alternative measure of variable importance
A direct bootstrapping technique and its application to a novel goodness of fit test
A general setting for symmetric distributions and their relationship to general distributions
Density and graph estimation with smoothing splines and conditional Gaussian graphical models
Some aspects of modeling dependence in copula-based Markov chains
Conditional probability estimation based classification with class label missing at random
Two-way MANOVA with unequal cell sizes and unequal cell covariance matrices in high-dimensional settings
Renewal type bootstrap for increasing degree U -process of a Markov chain
Moderate deviation principle for likelihood ratio test in multivariate linear regression model
Limit laws of the empirical Wasserstein distance: Gaussian distributions
Inference for biased models: A quasi-instrumental variable approach
Local likelihood estimation for nonstationary random fields
Infinitely divisible multivariate and matrix Gamma distributions
Strictly positive definite multivariate covariance functions on spheres
On a family of test statistics for discretely observed diffusion processes
Statistical inference for the index parameter in single-index models
Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model
A permutation approach for ranking of multivariate populations
A skew Gaussian decomposable graphical model
An optimal test for variance components of multivariate mixed-effects linear models
A consistent test of equality of distributions for Hilbert-valued random elements
Efficient Hellinger distance estimates for semiparametric models
A latent factor model for high-dimensional binary data
Conditions on which cokriging does not do better than kriging
Graphical model selection and estimation for high dimensional tensor data
On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
Subspace rotations for high-dimensional outlier detection
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
Preface to the Special Issue on Copula Modeling and Dependence
Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space
Some notes on extremal discriminant analysis
Constrained inference in linear regression
On the Tracy-Widom approximation of studentized extreme eigenvalues of Wishart matrices
Linearized maximum rank correlation estimation when covariates are functional
Difference based ridge and Liu type estimators in semiparametric regression models
Bivariate gamma model
Asymptotics and practical aspects of testing normality with kernel methods
Latent variable selection in structural equation models
Tests for large-dimensional covariance structure based on Rao's score test
Measuring association and dependence between random vectors
Wavelet eigenvalue regression for n-variate operator fractional Brownian motion
Adaptively weighted large-margin angle-based classifiers
Bayesian inference of the multi-period optimal portfolio for an exponential utility
Statistical properties of the Hough transform estimator in the presence of measurement errors
D-optimal design for the heteroscedastic Berman model on an arc
Robustness of reweighted Least Squares Kernel Based Regression
Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients
High-dimensional AIC in the growth curve model
Adaptive estimation for varying coefficient models
Partial sum process to check regression models with multiple correlated response: With an application for testing a change-point in profile data
Wavelet estimation of conditional density with truncated, censored and dependent data
Flexible bivariate beta distributions
Detection of a change point based on local-likelihood
Study of some measures of dependence between order statistics and systems
Variable selection in multivariate regression models with measurement error in covariates
Random matrix-improved estimation of covariance matrix distances
Weak convergence of multivariate partial maxima processes
Discrete Schur-constant models
Corrigendum to "Multivariate extreme models based on underlying skew-t and skew-normal distributions" [J. Multivariate Analyis 102 (2011) 977-991]
On modular decompositions of system signatures
Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
Multivariate truncated moments
Illumination problems in digital images. A statistical point of view
Generalized Schott type tests for complete independence in high dimensions
Hierarchical Poisson models for spatial count data
Semiparametric regression for measurement error model with heteroscedastic error
Random projection-based response best-subset selector for ultra-high dimensional multivariate data
TNN: A transfer learning classifier based on weighted nearest neighbors
An independence test based on recurrence rates
Level set and density estimation on manifolds
Second-order accuracy of depth-based bootstrap confidence regions
Sparse semiparametric discriminant analysis
Degrees of freedom and model selection in semiparametric additive monotone regression
Signal extraction approach for sparse multivariate response regression
On the Lorenz ordering of order statistics from exponential populations and some applications
Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation
Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
The Schur concavity, Schur multiplicative and harmonic convexities of the second dual form of the Hamy symmetric function with applications
A simple method for obtaining the maximal correlation coefficient and related characterizations
Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements
A new test for part of high dimensional regression coefficients
On relations between BLUEs under two transformed linear models
Star products and dimension reduction
Testing covariates in high dimension linear regression with latent factors
A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression
A sparse dimension-reduced subspace-based approach for detecting multiple change points in high-dimensional data
Two-sample extended empirical likelihood for estimating equations
Minimax adaptive dimension reduction for regression
Variance-corrected tests for covariance structures with high-dimensional data
A novel trace test for the mean parameters in a multivariate growth curve model
Minimax convergence rates for kernel CCA
Testing the structure of the covariance matrix with fewer observations than the dimension
Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure
Optimal and minimax prediction in multivariate normal populations under a balanced loss function
Error covariance matrix correction based approach to functional coefficient regression models with generated covariates
Testing the equality of several covariance matrices with fewer observations than the dimension