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2022, Volume 190, Issue C
- S0047259X22000100 Linear projections of joint symmetry and independence applied to exact testing treatment effects based on multidimensional outcomes
by Vexler, Albert & Zou, Li
- S0047259X22000185 Searching for a source of difference in graphical models
by Djordjilović, Vera & Chiogna, Monica
- S0047259X22000197 Asymptotic properties of high-dimensional spatial median in elliptical distributions with application
by Li, Weiming & Xu, Yangchang
- S0047259X22000203 Minimax and pointwise sequential changepoint detection and identification for general stochastic models
by Pergamenchtchikov, Serguei M. & Tartakovsky, Alexander G. & Spivak, Valentin S.
- S0047259X22000252 Diagonal nonlinear transformations preserve structure in covariance and precision matrices
by Morrison, Rebecca & Baptista, Ricardo & Basor, Estelle
- S0047259X22000264 Inference in functional linear quantile regression
by Li, Meng & Wang, Kehui & Maity, Arnab & Staicu, Ana-Maria
- S0047259X22000276 Quadratic discriminant analysis by projection
by Wu, Ruiyang & Hao, Ning
- S0047259X22000288 Anisotropic spectral cut-off estimation under multiplicative measurement errors
by Brenner Miguel, Sergio
- S0047259X22000306 Influence functions for linear discriminant analysis: Sensitivity analysis and efficient influence diagnostics
by Prendergast, Luke A. & Smith, Jodie A.
- S0047259X22000318 Targeted principal components regression
by Ekvall, Karl Oskar
- S0047259X22000331 Max-linear models in random environment
by Klüppelberg, Claudia & Sönmez, Ercan
- S0047259X22000343 GARCH-type factor model
by Li, Yuanbo & Ng, Chi Tim & Yau, Chun Yip
- S0047259X2200001X A generalized Wilcoxon–Mann–Whitney type test for multivariate data through pairwise distance
by Liu, Jiamin & Ma, Shuangge & Xu, Wangli & Zhu, Liping
- S0047259X2200029X Distributed estimation in heterogeneous reduced rank regression: With application to order determination in sufficient dimension reduction
by Chen, Canyi & Xu, Wangli & Zhu, Liping
- S0047259X2200032X Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds
by Ciobotaru, Corina & Mazza, Christian
2022, Volume 189, Issue C
- S0047259X21001366 Optimal model averaging for multivariate regression models
by Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua
- S0047259X21001391 On functional data analysis and related topics
by Aneiros, Germán & Horová, Ivana & Hušková, Marie & Vieu, Philippe
- S0047259X21001421 Robust functional principal component analysis for non-Gaussian longitudinal data
by Zhong, Rou & Liu, Shishi & Li, Haocheng & Zhang, Jingxiao
- S0047259X21001433 Tests for proportionality of matrices with large dimension
by Ahmad, Rauf
- S0047259X21001445 Some first inferential tools for spatial regression with differential regularization
by Ferraccioli, Federico & Sangalli, Laura M. & Finos, Livio
- S0047259X21001469 Data driven orthogonal basis selection for functional data analysis
by Basna, Rani & Nassar, Hiba & Podgórski, Krzysztof
- S0047259X21001470 K-expectiles clustering
by Wang, Bingling & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001482 Tangent functional canonical correlation analysis for densities and shapes, with applications to multimodal imaging data
by Cho, Min Ho & Kurtek, Sebastian & Bharath, Karthik
- S0047259X21001500 Uniform limit theorems for a class of conditional Z-estimators when covariates are functions
by Bouzebda, Salim & Chaouch, Mohamed
- S0047259X21001512 Fourier-type tests of mutual independence between functional time series
by Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk
- S0047259X21001524 Biclustering analysis of functionals via penalized fusion
by Fang, Kuangnan & Chen, Yuanxing & Ma, Shuangge & Zhang, Qingzhao
- S0047259X21001536 Principal components analysis and cyclostationarity
by Boudou, Alain & Viguier-Pla, Sylvie
- S0047259X21001548 Optimal Bayesian smoothing of functional observations over a large graph
by Roy, Arkaprava & Ghosal, Subhashis
- S0047259X21001561 Functional ANOVA based on empirical characteristic functionals
by Hlávka, Zdeněk & Hlubinka, Daniel & Koňasová, Kateřina
- S0047259X21001573 Conformal prediction bands for multivariate functional data
by Diquigiovanni, Jacopo & Fontana, Matteo & Vantini, Simone
- S0047259X21001585 Integrated shape-sensitive functional metrics
by Helander, Sami & Laketa, Petra & Ilmonen, Pauliina & Nagy, Stanislav & Van Bever, Germain & Viitasaari, Lauri
- S0047259X21001597 Financial Risk Meter FRM based on Expectiles
by Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl
- S0047259X21001603 Smoothly adaptively centered ridge estimator
by Belli, Edoardo
- S0047259X21001627 Resolvent estimators for functional autoregressive processes with random coefficients
by Boukhiar, Souad & Mourid, Tahar
- S0047259X21001639 Anomaly detection: A functional analysis perspective
by Castrillón-Candás, Julio E. & Kon, Mark
- S0047259X21001640 Consistently recovering the signal from noisy functional data
by Hörmann, Siegfried & Jammoul, Fatima
- S0047259X21001652 Extremal dependence measure for functional data
by Kim, Mihyun & Kokoszka, Piotr
- S0047259X21001664 Analysis of multivariate non-gaussian functional data: A semiparametric latent process approach
by Jiang, Jiakun & Lin, Huazhen & Zhong, Qingzhi & Li, Yi
- S0047259X21001676 Testing equality of spectral density operators for functional processes
by Leucht, Anne & Paparoditis, Efstathios & Rademacher, Daniel & Sapatinas, Theofanis
- S0047259X21001688 On projection methods for functional time series forecasting
by Elías, Antonio & Jiménez, Raúl & Shang, Han Lin
- S0047259X21001706 Monitoring procedures for strict stationarity based on the multivariate characteristic function
by Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl
- S0047259X21001718 Inference for spatial regression models with functional response using a permutational approach
by Římalová, Veronika & Fišerová, Eva & Menafoglio, Alessandra & Pini, Alessia
- S0047259X21001731 Framelet block thresholding estimator for sparse functional data
by Chen, Di-Rong & Cheng, Kun & Liu, Chao
- S0047259X21001810 Design-free estimation of integrated covariance matrices for high-frequency data
by Liu, Cheng & Wang, Moming & Xia, Ningning
- S0047259X21001822 Measuring dependence between random vectors via optimal transport
by Mordant, Gilles & Segers, Johan
- S0047259X21001901 On linearization of nonparametric deconvolution estimators for repeated measurements model
by Kurisu, Daisuke & Otsu, Taisuke
- S0047259X21001913 A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
by Ouimet, Frédéric
- S0047259X21001925 Level set and density estimation on manifolds
by Cholaquidis, Alejandro & Fraiman, Ricardo & Moreno, Leonardo
- S0047259X21002001 Reproducible learning in large-scale graphical models
by Zhou, Jia & Li, Yang & Zheng, Zemin & Li, Daoji
- S0047259X21002037 Consistency of the objective general index in high-dimensional settings
by Bando, Takuma & Sei, Tomonari & Yata, Kazuyoshi
- S0047259X21002049 Latent Gaussian copula models for longitudinal binary data
by Peng, Cheng & Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21002050 Spatial rank-based high-dimensional change point detection via random integration
by Shu, Lei & Chen, Yu & Zhang, Weiping & Wang, Xueqin
- S0047259X21002062 Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution
by Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H.
- S0047259X22000033 Unifying compactly supported and Matérn covariance functions in spatial statistics
by Bevilacqua, Moreno & Caamaño-Carrillo, Christian & Porcu, Emilio
- S0047259X2100141X Feature extraction for functional time series: Theory and application to NIR spectroscopy data
by Yang, Yang & Yang, Yanrong & Shang, Han Lin
- S0047259X2100155X Change point analysis of covariance functions: A weighted cumulative sum approach
by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
- S0047259X2100169X The correction term in a small-ball probability factorization for random curves
by Aubin, Jean-Baptiste & Bongiorno, Enea G. & Goia, Aldo
- S0047259X2100172X Invariant tests for functional data with application to an earthquake impact study
by Huang, Wei-Hsueh & Huang, Li-Shan & Yang, Cheng-Tao
2022, Volume 188, Issue C
- S0047259X21000798 Conditional specification of statistical models: Classical models, new developments and challenges
by Arnold, Barry C. & Sarabia, José María
- S0047259X21000841 From multivariate to functional data analysis: Fundamentals, recent developments, and emerging areas
by Li, Yehua & Qiu, Yumou & Xu, Yuhang
- S0047259X21000889 Some aspects of non-standard multivariate analysis
by Battey, H.S. & Cox, D.R.
- S0047259X21000890 Duality for real and multivariate exponential families
by Letac, Gérard
- S0047259X21000907 A slice of multivariate dimension reduction
by Cook, R. Dennis
- S0047259X21000919 An overview of tests on high-dimensional means
by Huang, Yuan & Li, Changcheng & Li, Runze & Yang, Songshan
- S0047259X21000920 Notes on the prehistory of principal components analysis
by Farebrother, Richard W.
- S0047259X21000968 Independence tests in the presence of measurement errors: An invariance law
by Fan, Jinlin & Zhang, Yaowu & Zhu, Liping
- S0047259X21000981 A 50-year personal journey through time with principal component analysis
by Jolliffe, Ian
- S0047259X21000993 Some aspects of response variable selection and estimation in multivariate linear regression
by Hu, Jianhua & Liu, Xiaoqian & Liu, Xu & Xia, Ningning
- S0047259X21001020 Multivariate normality test based on kurtosis with two-step monotone missing data
by Kurita, Eri & Seo, Takashi
- S0047259X21001044 Recent advances in shrinkage-based high-dimensional inference
by Bodnar, Olha & Bodnar, Taras & Parolya, Nestor
- S0047259X21001068 A tribute to P.R. Krishnaiah
by Bai, Zhidong & Silverstein, Jack W.
- S0047259X21001081 Asymptotic and bootstrap tests for subspace dimension
by Nordhausen, Klaus & Oja, Hannu & Tyler, David E.
- S0047259X21001093 On distance-type Gaussian estimation
by Castilla, Elena & Zografos, Konstantinos
- S0047259X21001111 High dimensional change point inference: Recent developments and extensions
by Liu, Bin & Zhang, Xinsheng & Liu, Yufeng
- S0047259X21001147 High-dimensional linear discriminant analysis using nonparametric methods
by Park, Hoyoung & Baek, Seungchul & Park, Junyong
- S0047259X21001226 On the usage of joint diagonalization in multivariate statistics
by Nordhausen, Klaus & Ruiz-Gazen, Anne
- S0047259X21001251 Recent advances on eigenvalues of matrix-valued stochastic processes
by Song, Jian & Yao, Jianfeng & Yuan, Wangjun
- S0047259X21001275 Matrix differential calculus with applications in the multivariate linear model and its diagnostics
by Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I.
- S0047259X21001287 Geometric classifiers for high-dimensional noisy data
by Ishii, Aki & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X21001299 An overview on the progeny of the skew-normal family— A personal perspective
by Azzalini, Adelchi
- S0047259X21001305 Advanced topics in Sliced Inverse Regression
by Girard, Stéphane & Lorenzo, Hadrien & Saracco, Jérôme
- S0047259X21001317 An overview of skew distributions in model-based clustering
by Lee, Sharon X. & McLachlan, Geoffrey J.
- S0047259X21001329 On simultaneous best linear unbiased prediction of future order statistics and associated properties
by Balakrishnan, Narayanaswamy & Bhattacharya, Ritwik
- S0047259X21001330 Recent developments in high-dimensional inference for multivariate data: Parametric, semiparametric and nonparametric approaches
by Harrar, Solomon W. & Kong, Xiaoli
- S0047259X21001408 Principal component analysis and clustering on manifolds
by Mardia, Kanti V. & Wiechers, Henrik & Eltzner, Benjamin & Huckemann, Stephan F.
- S0047259X21001494 Variable selection in functional regression models: A review
by Aneiros, Germán & Novo, Silvia & Vieu, Philippe
- S0047259X21001755 A short history of statistical association: From correlation to correspondence analysis to copulas
by Cuadras, Carles M. & Greenacre, Michael
- S0047259X21001779 Growth curve mixture models with unknown covariance structures
by Pan, Yating & Fei, Yu & Ni, Mingming & Nummi, Tapio & Pan, Jianxin
- S0047259X21001780 Spectral PCA for MANOVA and data over binary trees
by Speed, Terence P. & Hicks, Damien G.
- S0047259X2100083X Statistical analysis of multivariate discrete-valued time series
by Fokianos, Konstantinos & Fried, Roland & Kharin, Yuriy & Voloshko, Valeriy
- S0047259X2100097X The volume-of-tube method for Gaussian random fields with inhomogeneous variance
by Kuriki, Satoshi & Takemura, Akimichi & Taylor, Jonathan E.
- S0047259X2100107X Three kinds of discrete approximations of statistical multivariate distributions and their applications
by Yang, Jun & He, Ping & Fang, Kai-Tai
- S0047259X2100124X Robust density power divergence based tests in multivariate analysis: A comparative overview of different approaches
by Basu, Ayanendranath & Chakraborty, Soumya & Ghosh, Abhik & Pardo, Leandro
- S0047259X2100138X High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
by Fujikoshi, Yasunori
2022, Volume 187, Issue C
- S0047259X21000865 Hierarchical Aitchison–Silvey models for incomplete binary sample spaces
by Klimova, Anna & Rudas, Tamás
- S0047259X21000944 Linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA: A normal reference L2-norm based test
by Zhang, Jin-Ting & Zhou, Bu & Guo, Jia
- S0047259X21001019 Nonparametric spectral methods for multivariate spatial and spatial–temporal data
by Guinness, Joseph
- S0047259X21001032 Cotrending: Testing for common deterministic trends in varying means model
by Düker, Marie-Christine & Pipiras, Vladas & Sundararajan, Raanju
- S0047259X21001056 Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables
by Kang, Kai & Song, Xinyuan
- S0047259X21001123 Multivariate elliptical-based Birnbaum–Saunders kernel density estimation for nonnegative data
by Kakizawa, Yoshihide
- S0047259X21001135 Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
by Zhang, Ruoyang & Ghosh, Malay
- S0047259X21001263 Permutation test for the multivariate coefficient of variation in factorial designs
by Ditzhaus, Marc & Smaga, Łukasz
- S0047259X21001342 A robust linear mixed-effects model for longitudinal data using an innovative multivariate skew-Huber distribution
by Mohammadi, Raziyeh & Kazemi, Iraj
- S0047259X21001354 Change-point problems for multivariate time series using pseudo-observations
by Nasri, Bouchra R. & Rémillard, Bruno N. & Bahraoui, Tarik
- S0047259X21001457 Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables
by Xiong, Wei & Wang, Dehui & Deng, Dianliang & Wang, Xinyang & Zhang, Wanying
- S0047259X21001767 Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis
by Jia, Shengji & Zhang, Chunming & Lu, Haoran
- S0047259X2100110X Asymptotic properties of Dirichlet kernel density estimators
by Ouimet, Frédéric & Tolosana-Delgado, Raimon
2021, Volume 186, Issue C
- S0047259X21000610 Sequential estimation of Spearman rank correlation using Hermite series estimators
by Stephanou, Michael & Varughese, Melvin
- S0047259X21000634 Block-band behavior of spatial correlations: An analytical asymptotic study in a spatial exponential family data setup
by Sutradhar, Brajendra C.
- S0047259X21000646 A semiparametric latent factor model for large scale temporal data with heteroscedasticity
by Zhang, Lyuou & Zhou, Wen & Wang, Haonan
- S0047259X21000713 On exploratory analytic method for multi-way contingency tables with an ordinal response variable and categorical explanatory variables
by Wei, Zheng & Kim, Daeyoung
- S0047259X21000725 On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
by Hobbad, Lahoucine & Marchand, Éric & Ouassou, Idir
- S0047259X21000737 Estimation of canonical correlation directions: From Gaussian to sub-Gaussian population
by Liu, Youming & Ren, Chunguang
- S0047259X21000749 Shrinkage estimation of large covariance matrices: Keep it simple, statistician?
by Ledoit, Olivier & Wolf, Michael
- S0047259X21000750 Test for high-dimensional mean vector under missing observations
by Yin, Yanqing
- S0047259X21000762 Ordinal pattern dependence as a multivariate dependence measure
by Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander
- S0047259X21000774 Simple construction of a toroidal distribution from independent circular distributions
by Imoto, Tomoaki & Abe, Toshihiro
- S0047259X21000786 Kernel variable selection for multicategory support vector machines
by Park, Beomjin & Park, Changyi
- S0047259X21000804 Functional, randomized and smoothed multivariate quantile regions
by Faugeras, Olivier P. & Rüschendorf, Ludger
- S0047259X21000816 Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
by Denuit, Michel & Robert, Christian Y.
- S0047259X21000828 Omnibus test for covariate effects in conditional copula models
by Gijbels, Irène & Omelka, Marek & Veraverbeke, Noël
- S0047259X21000853 Variable importance assessments and backward variable selection for multi-sample problems
by Peng, Liuhua & Qu, Long & Nettleton, Dan
- S0047259X21000877 Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
by Loperfido, Nicola
- S0047259X21000932 A Szekely–Rizzo inequality for testing general copula homogeneity hypotheses
by Quessy, Jean-François
- S0047259X21000956 Analysis of dependent data aggregated into intervals
by Samadi, S. Yaser & Billard, Lynne
- S0047259X21001007 Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
by Tsukuda, Koji & Matsuura, Shun
2021, Volume 185, Issue C
- S0047259X21000415 Bayesian multivariate quantile regression using Dependent Dirichlet Process prior
by Bhattacharya, Indrabati & Ghosal, Subhashis
- S0047259X21000427 Locally isometric embeddings of quotients of the rotation group modulo finite symmetries
by Hielscher, Ralf & Lippert, Laura
- S0047259X21000439 Adaptive function-on-scalar regression with a smoothing elastic net
by Mirshani, Ardalan & Reimherr, Matthew
- S0047259X21000440 Exact variance formula for the estimated mean outcome with external intervention based on the front-door criterion in Gaussian linear structural equation models
by Nanmo, Hisayoshi & Kuroki, Manabu
- S0047259X21000452 Simultaneous inference for Kendall’s tau
by Nowak, Claus P. & Konietschke, Frank
- S0047259X21000464 Kernel density estimation for partial linear multivariate responses models
by Zhang, Jun & Lin, Bingqing & Zhou, Yan
- S0047259X21000476 Fast implementation of partial least squares for function-on-function regression
by Zhou, Zhiyang
- S0047259X21000543 Dependence structure estimation using Copula Recursive Trees
by Laverny, Oskar & Masiello, Esterina & Maume-Deschamps, Véronique & Rullière, Didier
- S0047259X21000555 Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
by Kharin, Yuriy & Voloshko, Valeriy
- S0047259X21000567 Testing the equality of a large number of means of functional data
by Jiménez-Gamero, M. Dolores & Franco-Pereira, Alba M.
- S0047259X21000579 Clustering by principal component analysis with Gaussian kernel in high-dimension, low-sample-size settings
by Nakayama, Yugo & Yata, Kazuyoshi & Aoshima, Makoto
- S0047259X21000580 A formulation for continuous mixtures of multivariate normal distributions
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi
- S0047259X21000592 Eigenvector-based sparse canonical correlation analysis: Fast computation for estimation of multiple canonical vectors
by Wang, Wenjia & Zhou, Yi-Hui
- S0047259X21000609 ℓ2,0-norm based selection and estimation for multivariate generalized linear models
by Chen, Yang & Luo, Ziyan & Kong, Lingchen
- S0047259X21000622 Asymptotic properties of Bernstein estimators on the simplex
by Ouimet, Frédéric
2021, Volume 184, Issue C
- S0047259X21000105 Depth-based classification for relational data with multiple attributes
by Zhang, Xu & Tian, Yahui & Guan, Guoyu & Gel, Yulia R.
- S0047259X21000129 Projection theorems and estimating equations for power-law models
by Gayen, Atin & Kumar, M. Ashok
- S0047259X21000142 A geometric investigation into the tail dependence of vine copulas
by Simpson, Emma S. & Wadsworth, Jennifer L. & Tawn, Jonathan A.
- S0047259X21000154 Heckman selection-t model: Parameter estimation via the EM-algorithm
by Lachos, Victor H. & Prates, Marcos O. & Dey, Dipak K.
- S0047259X21000166 A topologically valid construction of depth for functional data
by Nieto-Reyes, Alicia & Battey, Heather
- S0047259X21000178 Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
by Yang, Yihe & Zhou, Jie & Pan, Jianxin
- S0047259X21000191 A new general class of RC association models: Estimation and main properties
by Forcina, Antonio & Kateri, Maria
- S0047259X21000208 Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
by Xie, Junshan & Zeng, Yicheng & Zhu, Lixing
- S0047259X21000312 Minimum Average Variance Estimation with group Lasso for the multivariate response Central Mean Subspace
by Zhang, Hong-Fan
- S0047259X21000324 Principal loading analysis
by Bauer, Jan O. & Drabant, Bernhard
- S0047259X21000336 On classification with nonignorable missing data
by Mojirsheibani, Majid
- S0047259X21000348 Kick-one-out-based variable selection method for Euclidean distance-based classifier in high-dimensional settings
by Nakagawa, Tomoyuki & Watanabe, Hiroki & Hyodo, Masashi
- S0047259X21000361 Semi-parametric estimation of multivariate extreme expectiles
by Beck, Nicholas & Di Bernardino, Elena & Mailhot, Mélina
- S0047259X21000373 Inference in high dimensional linear measurement error models
by Li, Mengyan & Li, Runze & Ma, Yanyuan
- S0047259X21000385 Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant
by Mai, Jan-Frederik & Wang, Ruodu
- S0047259X21000397 On the asymptotic normality and efficiency of Kronecker envelope principal component analysis
by Huang, Shih-Hao & Huang, Su-Yun
- S0047259X21000403 A high dimensional nonparametric test for proportional covariance matrices
by Xu, Kai & Tian, Yan & He, Daojiang
- S0047259X2100018X An association test for functional data based on Kendall’s Tau
by Jadhav, Sneha & Ma, Shuangge
- S0047259X2100021X Distance-based tests for planar shape
by Valdevino Félix de Lima, Wenia & David Costa do Nascimento, Abraão & José Amorim do Amaral, Getúlio
- S0047259X2100035X Expectile depth: Theory and computation for bivariate datasets
by Cascos, Ignacio & Ochoa, Maicol
2021, Volume 183, Issue C
- S0047259X20302918 Estimating and forecasting dynamic correlation matrices: A nonlinear common factor approach
by Zhang, Yongli & Rolling, Craig & Yang, Yuhong
- S0047259X20302943 Subspace rotations for high-dimensional outlier detection
by Chung, Hee Cheol & Ahn, Jeongyoun
- S0047259X20302955 Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
by Shimizu, Koki & Hashiguchi, Hiroki
- S0047259X20302967 Canonical correlation analysis for elliptical copulas
by Langworthy, Benjamin W. & Stephens, Rebecca L. & Gilmore, John H. & Fine, Jason P.
- S0047259X20302979 Joint mean–covariance estimation via the horseshoe
by Li, Yunfan & Datta, Jyotishka & Craig, Bruce A. & Bhadra, Anindya
- S0047259X21000051 Reconstruction of atomic measures from their halfspace depth
by Laketa, Petra & Nagy, Stanislav
- S0047259X21000063 Compound vectors of subordinators and their associated positive Lévy copulas
by Riva-Palacio, Alan & Leisen, Fabrizio
- S0047259X21000075 A non-recursive formula for various moments of the multivariate normal distribution with sectional truncation
by Ogasawara, Haruhiko
- S0047259X21000087 Asymptotic properties on high-dimensional multivariate regression M-estimation
by Ding, Hao & Qin, Shanshan & Wu, Yuehua & Wu, Yaohua
- S0047259X21000099 Generalized Schott type tests for complete independence in high dimensions
by He, Daojiang & Liu, Huanyu & Xu, Kai & Cao, Mingxiang
- S0047259X21000117 Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
by Wang, Jia & Cai, Xizhen & Li, Runze
- S0047259X21000130 Semiparametric method and theory for continuously indexed spatio-temporal processes
by Liu, Jialuo & Chu, Tingjin & Zhu, Jun & Wang, Haonan
- S0047259X2100004X Shrinkage estimation with singular priors and an application to small area estimation
by Nakada, Ryumei & Kubokawa, Tatsuya & Ghosh, Malay & Karmakar, Sayar
2021, Volume 182, Issue C
- S0047259X20302748 Dynamic tilted current correlation for high dimensional variable screening
by Zhao, Bangxin & Liu, Xin & He, Wenqing & Yi, Grace Y.
- S0047259X20302761 Analysis of the rate of convergence of fully connected deep neural network regression estimates with smooth activation function
by Langer, Sophie
- S0047259X20302773 Approximating smooth functions by deep neural networks with sigmoid activation function
by Langer, Sophie
- S0047259X20302840 On the behavior of the DFA and DCCA in trend-stationary processes
by Prass, Taiane Schaedler & Pumi, Guilherme
- S0047259X20302852 On the specification of multivariate association measures and their behaviour with increasing dimension
by Gijbels, Irène & Kika, Vojtěch & Omelka, Marek
- S0047259X20302864 Testing multivariate quantile by empirical likelihood
by Ma, Xuejun & Wang, Shaochen & Zhou, Wang
- S0047259X20302906 Ordering results for elliptical distributions with applications to risk bounds
by Ansari, Jonathan & Rüschendorf, Ludger
- S0047259X20302931 Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors
by Kao, Ming-Hung & Khogeer, Hazar
- S0047259X2030275X Widening the scope of an eigenvector stochastic approximation process and application to streaming PCA and related methods
by Monnez, Jean-Marie & Skiredj, Abderrahman
- S0047259X2030289X On the copula correlation ratio and its generalization
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- S0047259X20302591 Robustness and asymptotics of the projection median
by Ramsay, Kelly & Durocher, Stephane & Leblanc, Alexandre
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2020, Volume 180, Issue C
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