yusuke1997/dblp-id-title huggingface dataset:
Likelihood ratio test for partial sphericity in high and ultra-high dimensions
Angle-based joint and individual variation explained
Functional estimation for Lévy measures of semimartingales with Poissonian jumps
On qualitative robustness of support vector machines
Minimum distance conditional variance function checking in heteroscedastic regression models
Maximum entropy copula with given diagonal section
High-dimensional multivariate repeated measures analysis with unequal covariance matrices
Wishart distributions: Advances in theory with Bayesian application
Model selection by sequentially normalized least squares
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
Non-linear models for extremal dependence
Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid
Tensorial products of functional ARMA processes
Bayesian regularized quantile structural equation models
Regression estimation with locally stationary long-memory errors
Classification of a screened data into one of two normal populations perturbed by a screening scheme
Asymptotic properties of Dirichlet kernel density estimators
Functional ANOVA based on empirical characteristic functionals
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
A novel mixture model using the multivariate normal mean-variance mixture of Birnbaum-Saunders distributions and its application to extrasolar planets
On attainability of Kendall's tau matrices and concordance signatures
On Kendall's regression
High-dimensional tests for spherical location and spiked covariance
Low-rank model with covariates for count data with missing values
Lévy-frailty copulas
Model selection and estimation in the matrix normal graphical model
On binary and categorical time series models with feedback
Preserving relationships between variables with MIVQUE based imputation for missing survey data
Depth-based classification for relational data with multiple attributes
Sufficient dimension reduction and prediction in regression: Asymptotic results
Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues
Statistical inference in partially-varying-coefficient single-index model
Minimum Hellinger distance estimation in a two-sample semiparametric model
On classification with nonignorable missing data
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
Properties and applications of Fisher distribution on the rotation group
Higher order tail densities of copulas and hidden regular variation
Continuously dynamic additive models for functional data
Uniform distributions in a class of convex polyhedrons with applications to drug combination studies
On regularized general empirical Bayes estimation of normal means
A combined beta and normal random-effects model for repeated, overdispersed binary and binomial data
Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors
Semiparametric estimation of a class of generalized linear models without smoothing
Nonparametric additive model-assisted estimation for survey data
An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples
Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix
Use of prior information in the consistent estimation of regression coefficients in measurement error models
On the consistency of coordinate-independent sparse estimation with BIC
On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
Optimal shrinkage estimator for high-dimensional mean vector
Ledoit-Wolf linear shrinkage with unknown mean
On Pearson-Kotz Dirichlet distributions
Empirical likelihood for linear models with missing responses
Point-wise estimation for anisotropic densities
Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
Goodness-of-fit test for stochastic volatility models
Improved loss estimation for a normal mean matrix
Robust inference in a linear functional model with replications using the t distribution
Parametric convergence rate of a non-parametric estimator in multivariate mixtures of power series distributions under conditional independence
A nonparametric test for the evaluation of group sequential clinical trials with covariate information
Kriging for Hilbert-space valued random fields: The operatorial point of view
Multivariate discrete distributions via sums and shares
A necessary test of fit of specific elliptical distributions based on an estimator of Song's measure
High-dimensional projection-based ANOVA test
√n-Consistent robust integration-based estimation
Admissible prediction in superpopulation models with random regression coefficients under matrix loss function
Compatibility of discrete conditional distributions with structural zeros
Robust signal recovery in Hadamard spaces
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
Multivariate mode hunting: Data analytic tools with measures of significance
Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
Bayesian structure learning in graphical models
Trimmed portmanteau test for linear processes with infinite variance
Sub-dimensional Mardia measures of multivariate skewness and kurtosis
Markov bases for typical block effect models of two-way contingency tables
The empirical beta copula
Model checking for partially linear models with missing responses at random
Projection tests for high-dimensional spiked covariance matrices
Corrigendum to "Asymptotic results in segmented multiple regression" [J. Multivariate Anal. 99 (2008) 2016-2038]
Nonparametric maximum likelihood estimation for dependent truncation data based on copulas
A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data
High-dimensional testing for proportional covariance matrices
Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
Regression based thresholds in principal loading analysis
An association test for functional data based on Kendall's Tau
Multivariate tests of independence based on a new class of measures of independence in Reproducing Kernel Hilbert Space
Subsignatures of systems
A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples
Change point analysis of covariance functions: A weighted cumulative sum approach
Recent advances on eigenvalues of matrix-valued stochastic processes
Estimation of autoregressive models with epsilon-skew-normal innovations
Adaptive confidence region for the direction in semiparametric regressions
Statistical theory of shape under elliptical models and singular value decompositions
Robust two-way dimension reduction by Grassmannian barycenter
A fast and accurate kernel-based independence test with applications to high-dimensional and functional data
On testing common indices for two multi-index models: A link-free approach
Singular value decomposition of large random matrices (for two-way classification of microarrays)
Bias-corrected empirical likelihood in a multi-link semiparametric model
High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models
Tests for real and complex unit roots in vector autoregressive models
Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
On the two-sample Behrens-Fisher problem for high-dimensional data
Inference of a time-varying coefficient regression model for multivariate panel count data
Assessing skewness, kurtosis and normality in linear mixed models
Bivariate Conway-Maxwell-Poisson distribution: Formulation, properties, and inference
On the eigenvectors of large-dimensional sample spatial sign covariance matrices
Semiparametric likelihood estimation in survival models with informative censoring
Geometric classifiers for high-dimensional noisy data
Robust variable selection of joint frailty model for panel count data
A semiparametric efficient estimator in case-control studies for gene-environment independent models
Recent advances in principal component analysis for directional data
PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
On depth measures and dual statistics. A methodology for dealing with general data
A Central Limit Theorem for extrinsic antimeans and estimation of Veronese-Whitney means and antimeans on planar Kendall shape spaces
Dealing with label switching in mixture models under genuine multimodality
Variable selection in functional regression models: A review
Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
On computing signatures of coherent systems
A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
Distributions on matrix moment spaces
Conditional and unconditional methods for selecting variables in linear mixed models
On the asymptotic normality of kernel estimators of the long run covariance of functional time series
The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
Asymptotic expansion of the posterior density in high dimensional generalized linear models
Some tests for the covariance matrix with fewer observations than the dimension under non-normality
Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
On the limiting spectral distribution of the covariance matrices of time-lagged processes
Semiparametric inference for transformation models via empirical likelihood
The skewness of mean-variance normal mixtures
Regular variation and related results for the multivariate GARCH(p, q) model with constant conditional correlations
Third-order local power properties of tests for a composite hypothesis, II
A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values
Penalized quadratic inference functions for single-index models with longitudinal data
On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
On testing equality of pairwise rank correlations in a multivariate random vector
Asymptotic normality of posterior distributions for generalized linear mixed models
Gap between orthogonal projectors - Application to stationary processes
Model assessment for time series dynamics using copula spectral densities: A graphical tool
Feasible generalized least squares estimation of multivariate GARCH(1, 1) models
Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
Convergence proof of matrix dynamics for online linear discriminant analysis
Inference for high-dimensional differential correlation matrices
Empirical L 2 -distance lack-of-fit tests for Tobit regression models
A Conway-Maxwell-multinomial distribution for flexible modeling of clustered categorical data
Optimal designs for estimating the control values in multi-univariate regression models
Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
Random correlation matrices generated via partial correlation C-vines
Information, data dimension and factor structure
Random block matrices generalizing the classical Jacobi and Laguerre ensembles
Functional analysis techniques to improve similarity matrices in discrimination problems
Uniqueness of linear factorizations into independent subspaces
Variable selection in semiparametric hazard regression for multivariate survival data
On multivariate extensions of Value-at-Risk
Rank test for heteroscedastic functional data
Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
Limiting distributions of maxima under triangular schemes
Spectral analysis of the Moore-Penrose inverse of a large dimensional sample covariance matrix
Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
Searching for a source of difference in graphical models
On stochastic comparisons of maximum order statistics from the location-scale family of distributions
Testing distributional equality for functional random variables
Adjustable network reconstruction with applications to CDS exposures
Projection pursuit Bayesian regression for symmetric matrix predictors
Approximating smooth functions by deep neural networks with sigmoid activation function
Spatial composite likelihood inference using local C-vines
Extremal dependence measure for functional data
The distribution of the product of powers of independent uniform random variables - A simple but useful tool to address and better understand the structure of some distributions
Approximate least squares estimators of a two-dimensional chirp model and their asymptotic properties
Robust inverse regression for dimension reduction
An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing
Hotelling's T2 in separable Hilbert spaces
Scaled envelope models for multivariate time series
Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation
On permutation tests for predictor contribution in sufficient dimension reduction
Single-index copulas
Advanced topics in Sliced Inverse Regression
Complexity-penalized estimation of minimum volume sets for dependent data
Representations of SO(3) and angular polyspectra
A new estimator for efficient dimension reduction in regression
Consistency of general bootstrap methods for degenerate U-type and V-type statistics
Editorial for the Special Issue on Functional Data Analysis and Related Topics
Semiparametric analysis in double-sampling designs via empirical likelihood
Edge statistics of large dimensional deformed rectangular matrices
A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference
Best estimation of functional linear models
Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
Estimation and incommutativity in mixed models
Recent advances in functional data analysis and high-dimensional statistics
On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence
Gaussian and robust Kronecker product covariance estimation: Existence and uniqueness
Matrix-valued isotropic covariance functions with local extrema
Quantile regression of longitudinal data with informative observation times
Extreme dependence models based on event magnitude
Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
Bounds for the sum of dependent risks having overlapping marginals
Some new results on convolutions of heterogeneous gamma random variables
On the specification of multivariate association measures and their behaviour with increasing dimension
Asymptotics for characteristic polynomials of Wishart type products of complex Gaussian and truncated unitary random matrices
Applications of quadratic minimisation problems in statistics
Nonparametric LAD cointegrating regression
Heteroscedasticity checks for single index models
Stochastic domination in predictive density estimation for ordered normal means under α-divergence loss
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
Monitoring parameter change in AR(p) time series models
Robust factor analysis with exponential squared loss
On the distribution of posterior probabilities in finite mixture models with application in clustering
Estimation and order selection for multivariate exponential power mixture models
A nonparametric test for paired data
Nonparametric spectral methods for multivariate spatial and spatial-temporal data
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
Autoregressive frequency detection using Regularized Least Squares
Penalized regression across multiple quantiles under random censoring
Parametric bootstrap methods for bias correction in linear mixed models
Weak convergence of empirical and bootstrapped C-power processes and application to copula goodness-of-fit
Variable selection for additive partial linear quantile regression with missing covariates
Homogeneous distributions - And a spectral representation of classical mean values and stable tail dependence functions
A conditional distribution function-based measure for independence and K-sample tests in multivariate data
Second order statistics of robust estimators of scatter. Application to GLRT detection for elliptical signals
Tensor Stein-rules in a generalized tensor regression model
Archimedean survival processes
Dependent wild bootstrap for degenerate U - and V -statistics
Estimation of functional-coefficient autoregressive models with measurement error
A new projection estimate for multivariate location with minimax bias
Dimension reduction for outlier detection in high-dimensional data
Score tests for covariate effects in conditional copulas
Conformal prediction for multivariate responses with Euclidean likelihood
Matrix variate gamma distributions with unrestricted shape parameter
On compatibility of discrete full conditional distributions: A graphical representation approach
Objective Bayesian analysis for autoregressive models with nugget effects
A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
New multivariate Gini's indices
Kernel smoothers and bootstrapping for semiparametric mixed effects models
Optimal estimation for a family of sparse covariance matrices with missing data
Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds
Estimation of the conditional distribution of a multivariate variable given that one of its components is large: Additional constraints for the Heffernan and Tawn model
Semi-parametric estimation of multivariate extreme expectiles
Detecting and estimating intensity of jumps for discretely observed ARMAD(1, 1) processes
On local asymptotic normality for functional autoregressive processes
On local times, density estimation and supervised classification from functional data
Connecting pairwise geodesic spheres by depth: DCOPS
Entropy measure for the quantification of upper quantile interdependence in multivariate distributions
PCA consistency for the power spiked model in high-dimensional settings
Asymptotics of the two-stage spatial sign correlation
t-copula from the viewpoint of tail dependence matrices
Functional response regression analysis
Penalized spline estimation in the partially linear model
Inference under functional proportional and common principal component models
Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics
The centred parameterization and related quantities of the skew-t distribution
Stationary Gaussian Markov processes as limits of stationary autoregressive time series
Asymptotic theory for the test for multivariate normality by Cox and Small
Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings
A semiparametric factor model for CDO surfaces dynamics
Schur-convexity of 2nd order, certain subclass of multivariate arrangement increasing functions with applications in statistics
Contributions to the diagonal expansion of a bivariate copula with continuous extensions
Equalities for estimators of partial parameters under linear model with restrictions
A general framework to extend sufficient dimension reductions to the cases of the mixture multivariate elliptical distributions
Confidence regions for images observed under the Radon transform
Corrected empirical likelihood inference for right-censored partially linear single-index model
On extreme quantile region estimation under heavy-tailed elliptical distributions
Bayesian multivariate quantile regression using Dependent Dirichlet Process prior
Estimation for a marginal generalized single-index longitudinal model
Principal component analysis in an asymmetric norm
Robust dimension reduction based on canonical correlation
Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
Calibration estimation of semiparametric copula models with data missing at random
Nonparametric estimation of the anisotropic probability density of mixed variables
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
Stochastic comparisons of order statistics and their concomitants
Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process
Robust two-sample test of high-dimensional mean vectors under dependence
Inference for multivariate normal mixtures
On skewed Gaussian graphical models
Inference in high dimensional linear measurement error models
Nonstationary modeling for multivariate spatial processes
Consistency of empirical distributions of sequences of graph statistics in networks with dependent edges
Shrinkage estimation in the frequency domain of multivariate time series
Cross-validation estimation of covariance parameters under fixed-domain asymptotics
Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor
Best permutation analysis
A modified functional delta method and its application to the estimation of risk functionals
Risk contagion under regular variation and asymptotic tail independence
Robust tests based on dual divergence estimators and saddlepoint approximations
Analysis of correlated binary data under partially linear single-index logistic models
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
Estimating a bivariate tail: A copula based approach
Data driven smooth test of comparison for dependent sequences
Inference for sparse and dense functional data with covariate adjustments
On prediction rate in partial functional linear regression
A simpler spatial-sign-based two-sample test for high-dimensional data
On two-sample mean tests under spiked covariances
Comparison of confidence intervals for correlation coefficients based on incomplete monotone samples and those based on listwise deletion
Peakedness and peakedness ordering
Empirical likelihood for semiparametric regression model with missing response data
Matrix differential calculus with applications in the multivariate linear model and its diagnostics
Detecting changes in functional linear models
Autoregressive process modeling via the Lasso procedure
A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
On finite exchangeable sequences and their dependence
Extremal t t processes: Elliptical domain of attraction and a spectral representation
Gaussian tree constraints applied to acoustic linguistic functional data
Wishart-Laplace distributions associated with matrix quadratic forms
Semiparametric varying-coefficient study of mean residual life models
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
Vine constructions of Lévy copulas
Set-valued expectiles for ordered data analysis
Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation
Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function