yusuke1997/dblp-id-title huggingface dataset:
Distribution-on-distribution regression with Wasserstein metric: Multivariate Gaussian case
Dimension estimation in sufficient dimension reduction: A unifying approach
Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes
Optimal discriminant functions for normal populations
An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index
Small area estimation using survey weights under a nested error linear regression model with structural measurement error
Large factor model estimation by nuclear norm plus ℓ1 norm penalization
A ridge regression estimation approach to the measurement error model
Automatic sparse estimation of the high-dimensional cross-covariance matrix
Tests for proportionality of matrices with large dimension
Multivariate functional linear regression and prediction
A high dimensional two-sample test under a low dimensional factor structure
The random matrix regime of Maronna's estimator for observations corrupted by elliptical noise
Reconstruction of a low-rank matrix in the presence of Gaussian noise
Robust monitoring of CAPM portfolio betas II
Copula-based regression models with data missing at random
Some counterexamples concerning maximal correlation and linear regression
Semi-parametric inference for semi-varying coefficient panel data model with individual effects
Copulas for order statistics with prescribed margins
Hypothesis testing for mean vector and covariance matrix of multi-populations under a two-step monotone incomplete sample in large sample and dimension
Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
Initial classification of joint data in EM estimation of latent class joint model
Broken adaptive ridge regression and its asymptotic properties
A parametric bootstrap approach for two-way ANOVA in presence of possible interactions with unequal variances
Detecting weak signals in high dimensions
Shrinkage estimation with singular priors and an application to small area estimation
Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function
Extending compositional data analysis from a graph signal processing perspective
A short history of statistical association: From correlation to correspondence analysis to copulas
High dimensional single index models
Consistency of sparse PCA in High Dimension, Low Sample Size contexts
Variable selection and estimation for longitudinal survey data
A van Trees inequality for estimators on manifolds
SURE estimates under dependence and heteroscedasticity
Efficient penalized estimating method in the partially varying-coefficient single-index model
Transformed statistics for tests of conditional independence in J×K×L contingency tables
Kummer and gamma laws through independences on trees - Another parallel with the Matsumoto-Yor property
Adaptive jump-preserving estimates in varying-coefficient models
Some conditional expectation identities for the multivariate normal
Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution
On portmanteau-type tests for nonlinear multivariate time series
Generalized principal Hessian directions for mixture multivariate skew elliptical distributions
Functional data analysis with increasing number of projections
Independent rule in classification of multivariate binary data
Robust estimation in linear regression models for longitudinal data with covariate measurement errors and outliers
Testing and estimating change-points in the covariance matrix of a high-dimensional time series
Bivariate generalized exponential distribution
Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function
Statistics of ambiguous rotations
Omnibus test for covariate effects in conditional copula models
Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250]
Multiple imputations and the missing censoring indicator model
Reconstructing the topology of financial networks from degree distributions and reciprocity
Spatial rank-based high-dimensional change point detection via random integration
Commuter of operators in a Hilbert space
The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model
Tests for covariance matrices in high dimension with less sample size
Moments of MGOU processes and positive semidefinite matrix processes
Testing independence in nonparametric regression
Structure of the random measure associated with an isotropic stationary process
Parametrising correlation matrices
A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions
Rank inversions in the scoring of examinations consisting of several subtests
Asymptotic properties of Bernstein estimators on the simplex
On the estimators of model-based and maximal reliability
Characterization of Gaussian distribution on a Hilbert space from samples of random size
Testing and measuring the conditional mean (in)dependence for functional data by martingale difference-angle divergence
Generating random AR(p) and MA(q) Toeplitz correlation matrices
Generalized Pareto copulas: A key to multivariate extremes
False discovery rate approach to dynamic change detection
A class of smooth models satisfying marginal and context specific conditional independencies
Generating random correlation matrices based on vines and extended onion method
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
Covariance structure estimation with Laplace approximation
A generalized Mallows model based on ϕ-divergence measures
Tests for multiple regression based on simplicial depth
Joint sufficient dimension reduction for estimating continuous treatment effect functions
Dependence properties of multivariate max-stable distributions
Robust feature screening for elliptical copula regression model
The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio
Cover it up! Bipartite graphs uncover identifiability in sparse factor analysis
Canonical representation of conditionally specified multivariate discrete distributions
Adaptive function-on-scalar regression with a smoothing elastic net
A framework for measuring association of random vectors via collapsed random variables
Asymptotic properties of the misclassification rates for Euclidean Distance Discriminant rule in high-dimensional data
Wavelet variance ratio cointegration test and wavestrapping
Principal component analysis of infinite variance functional data
Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm
Distribution of functionals of a Ferguson-Dirichlet process over an n-dimensional ball
Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition
Fast implementation of partial least squares for function-on-function regression
Testing for positive evidence of equally likely outcomes
Likelihood inference for Archimedean copulas in high dimensions under known margins
Robust functional regression based on principal components
Estimation in mixed-effects functional ANOVA models
Conditional ordering of order statistics
Integral representations of one-dimensional projections for multivariate stable densities
Semiparametric regression of multivariate panel count data with informative observation times
Scalable interpretable learning for multi-response error-in-variables regression
Covariance matrices associated to general moments of a random vector
A tail adaptive approach for change point detection
Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
A test for multivariate skew-normality based on its canonical form
Comparison of binary discrimination methods for high dimension low sample size data
Support vector machine quantile regression approach for functional data: Simulation and application studies
Optimal global rates of convergence for noiseless regression estimation problems with adaptively chosen design
Transformation-based nonparametric estimation of multivariate densities
Variable selection for partially linear models via partial correlation
Semi-parametric rank regression with missing responses
Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review
Generalized ridge estimator and model selection criteria in multivariate linear regression
Variable importance assessments and backward variable selection for multi-sample problems
PRIM analysis
A weighted localization of halfspace depth and its properties
Perturbation theory for cross data matrix-based PCA
Asymptotic properties of multivariate tapering for estimation and prediction
Simple construction of a toroidal distribution from independent circular distributions
Conditional specification of statistical models: Classical models, new developments and challenges
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
Estimating the parameters of multiple chirp signals
Consistent multiple testing for change points
The inner partial least square: An exploration of the "necessary" dimension reduction
Isotropic covariance functions on spheres: Some properties and modeling considerations
Thresholding methods to estimate copula density
Semi-varying coefficient models with a diverging number of components
Inference for spatial regression models with functional response using a permutational approach
Updating of the Gaussian graphical model through targeted penalized estimation
Using bimodal kernel for inference in nonparametric regression with correlated errors
Jackknife empirical likelihood tests for error distributions in regression models
Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
On the asymptotic normality of kernel density estimators for causal linear random fields
Penalized estimation of hierarchical Archimedean copula
Smoothed empirical likelihood for ROC curves with censored data
Change point analysis of functional variance function with stationary error
Shape classification based on interpoint distance distributions
A formulation for continuous mixtures of multivariate normal distributions
Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation
Estimating singular functions of kernel cross-covariance operators: An investigation of the Nyström method
Inference on periodograms of infinite dimensional discrete time periodically correlated processes
A proportional hazards model for time-to-event data with epidemiological bias
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
Bayesian inference for higher-order ordinary differential equation models
Corrigendum to "On depth measures and dual statistics. A methodology for dealing with general data" [JMVA 100 (2009) 753-766]
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach
Functional semiparametric partially linear model with autoregressive errors
Random change on a Lie group and mean glaucomatous projective shape change detection from stereo pair images
Density deconvolution from repeated measurements without symmetry assumption on the errors
Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
Gaussian fluctuations for sample covariance matrices with dependent data
Function-on-function regression with thousands of predictive curves
Nonparametric significance testing and group variable selection
Distribution-free tests for polynomial regression based on simplicial depth
Ordinal pattern dependence and multivariate measures of dependence
Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches
Wiener processes with random effects for degradation data
Functional additive expectile regression in the reproducing kernel Hilbert space
Sphericity test in a GMANOVA-MANOVA model with normal error
Maximal coupling of empirical copulas for discrete vectors
Entropy based constrained inference for some HDLSS genomic models: UI tests in a Chen-Stein perspective
Smoothed jackknife empirical likelihood method for ROC curve
Classification with many classes: Challenges and pluses
On the asymptotics of random forests
Empirical Bayes predictive densities for high-dimensional normal models
Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers
Bivariate gamma-geometric law and its induced Lévy process
Separation of linear and index covariates in partially linear single-index models
On the CLT for discrete Fourier transforms of functional time series
A multivariate skew-normal-Tukey-h distribution
A note on the variance of the square components of a normal multivariate within a Euclidean ball
Multivariate linear recursions with Markov-dependent coefficients
On dual model-free variable selection with two groups of variables
Corrected portmanteau tests for VAR models with time-varying variance
Local and global temporal correlations for longitudinal data
Quasi-arithmetic means of covariance functions with potential applications to space-time data
A bias-corrected Srivastava-type test for cross-sectional independence
Markov switching multiple-equation tensor regressions
On Riesz and Wishart distributions associated with decomposable undirected graphs
Moderate deviations of generalized method of moments and empirical likelihood estimators
Model-free feature screening for ultrahigh dimensional classification
Joint mean-covariance estimation via the horseshoe
Biobjective sparse principal component analysis
Exchangeable Hoeffding decompositions over finite sets: A combinatorial characterization and counterexamples
Representation of multivariate Bernoulli distributions with a given set of specified moments
Linear transformations to symmetry
Nonlinear and additive principal component analysis for functional data
Identifiability of cure models revisited
The dimple problem related to space-time modeling under the Lagrangian framework
A note on tail dependence regression
Two-step adaptive model selection for vector autoregressive processes
Wild bootstrapping rank-based procedures: Multiple testing in nonparametric factorial repeated measures designs
Locally robust methods and near-parametric asymptotics
Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach
Multivariate elliptical-based Birnbaum-Saunders kernel density estimation for nonnegative data
One-way MANOVA for functional data via Lawley-Hotelling trace test
Symmetric Gaussian mixture distributions with GGC scales
On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes
Dependence properties and Bayesian inference for asymmetric multivariate copulas
Estimation in singular linear models with stepwise inclusion of linear restrictions
A two sample test in high dimensional data
Construction of two new general classes of bivariate distributions based on stochastic orders
Fiducial inference on the largest mean of a multivariate normal distribution
Semi-parametric order-based generalized multivariate regression
Estimation in nonparametric functional-on-functional models with surrogate responses
Improved Gaussian mean matrix estimators in high-dimensional data
Feature screening for multiple responses
Multivariate robust linear models for multivariate longitudinal data
Factor modeling of multivariate time series: A frequency components approach
Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
Exact mean and covariance formulas after diagonal transformations of a multivariate normal
Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
On construction of general classes of bivariate distributions
Harmonic analysis and distribution-free inference for spherical distributions
Tail dependence functions and vine copulas
Nonparametric goodness-of-fit testing for a continuous multivariate parametric model
A numerical method for minimum distance estimation problems
Bernoulli vector autoregressive model
Adaptive optimal kernel density estimation for directional data
Local polynomial estimation of regression operators from functional data with correlated errors
H-extendible copulas
Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods
Comparison of estimators for pair-copula constructions
A componentwise estimation procedure for multivariate location and scatter: Robustness, efficiency and scalability
Smooth copula-based estimation of the conditional density function with a single covariate
An extended class of minimax generalized Bayes estimators of regression coefficients
Nearest neighbor conditional estimation for Harris recurrent Markov chains
Sufficient dimension reduction on marginal regression for gaps of recurrent events
Varying coefficient subdistribution regression for left-truncated semi-competing risks data
Posterior convergence for Bayesian functional linear regression
Robust sieve estimators for functional canonical correlation analysis
On weighted multivariate sign functions
Extending mixtures of factor models using the restricted multivariate skew-normal distribution
On properties of fractional posterior in generalized reduced-rank regression
A link-free method for testing the significance of predictors
Sparse online regression algorithm with insensitive loss functions
Multivariate Archimax copulas
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
Robust inference for sparse cluster-correlated count data
Nonparametric estimation of a function from noiseless observations at random points
Shift outliers in linear inference
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
Robust estimation of location and scatter by pruning the minimum spanning tree
Tails of multivariate Archimedean copulas
On signature-based expressions of system reliability
Maximum likelihood inference for the Cox regression model with applications to missing covariates
Model structure selection in single-index-coefficient regression models
Forward regression for Cox models with high-dimensional covariates
Numbers of near bivariate record-concomitant observations
Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
Multivariate comonotonicity
Optimal designs for prediction of random effects in two-groups models with multivariate response
Schur 2 -concavity properties of Gaussian measures, with applications to hypotheses testing
An integral transform method for estimating the central mean and central subspaces
Series expansion for functional sufficient dimension reduction
Parametric and nonparametric bootstrap methods for general MANOVA
Mixtures of skewed Kalman filters
Regression analysis of multivariate panel count data with an informative observation process
Graph-based sparse linear discriminant analysis for high-dimensional classification
Stochastic comparison of lifetimes of two (n-k+1)-out-of-n systems with heterogeneous dependent components
On distance-type Gaussian estimation
Tyler's and Maronna's M-estimators: Non-asymptotic concentration results
Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension
The multiple hybrid bootstrap - Resampling multivariate linear processes
Bivariate integer-autoregressive process with an application to mutual fund flows
Fixed support positive-definite modification of covariance matrix estimators via linear shrinkage
M-estimation with incomplete and dependent multivariate data
On the asymptotics of numbers of observations in random regions determined by order statistics
Model averaging for global Fréchet regression
Robust bilinear factor analysis based on the matrix-variate t distribution
Modifying estimators of ordered positive parameters under the Stein loss
Consistently recovering the signal from noisy functional data
fastMI: A fast and consistent copula-based nonparametric estimator of mutual information
Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
Applications of average and projected systems to the study of coherent systems
Randomized extrapolation for accelerating EM-type fixed-point algorithms
Max-linear models in random environment
Integrative correlation: Properties and relation to canonical correlations
Reduced rank modeling for functional regression with functional responses
Principal component analysis and clustering on manifolds
Extremal attractors of Liouville copulas
Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
Edgeworth expansions for GEL estimators
Least product relative error estimation
Phi-divergence statistics for the likelihood ratio order: An approach based on log-linear models
Direct shrinkage estimation of large dimensional precision matrix
Estimation of extreme multivariate expectiles with functional covariates
New results for drift estimation in inhomogeneous stochastic differential equations
Limitations on detecting row covariance in the presence of column covariance
SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
Empirical likelihood inference in partially linear single-index models for longitudinal data
Variable selection in high-dimensional quantile varying coefficient models
On testing the equality of latent roots of scatter matrices under ellipticity
Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal
On sample eigenvalues in a generalized spiked population model
Single index quantile regression for heteroscedastic data
Log-linear Poisson autoregression
Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup
Structural test in regression on functional variables
Uniformly valid inference based on the Lasso in linear mixed models
Conditional information criteria for selecting variables in linear mixed models
The volume-of-tube method for Gaussian random fields with inhomogeneous variance
Multivariate tests of independence and their application in correlation analysis between financial markets
Asymptotically minimax bias estimation of the correlation coefficient for bivariate independent component distributions
Parametric component detection and variable selection in varying-coefficient partially linear models
Matérn-based nonstationary cross-covariance models for global processes
Kernel density estimation on symmetric spaces of non-compact type
Calibrated multivariate distributions for improved conditional prediction
Maximal correlation in a non-diagonal case
Inference from multiple samples of Weibull sequential order statistics
Spectrum estimation: A unified framework for covariance matrix estimation and PCA in large dimensions
Exact and asymptotic tests on a factor model in low and large dimensions with applications
Shape-preserving wavelet-based multivariate density estimation
Bayesian MAP model selection of chain event graphs
Multiply robust subgroup identification for longitudinal data with dropouts via median regression
Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data