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- Stein's covariance matrix estimator 2016-10-28 Paper Preserving positivity for matrices with sparsity constraints 2016-10-04 Paper A note on covariance estimation...10 bytes (16 words) - 02:04, 7 October 2023
- sample covariance matrix when \(p/n \to \infty\) and applications 2023-08-31 Paper Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix...10 bytes (17 words) - 21:09, 8 December 2023
- large dimensional generalized spiked covariance model 2018-06-20 Paper On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture...10 bytes (17 words) - 01:42, 10 December 2023
- detecting row covariance in the presence of column covariance 2016-10-14 Paper A higher-order LQ decomposition for separable covariance models 2016-09-01...10 bytes (19 words) - 22:08, 9 December 2023
- of high-dimensional covariance matrices 2022-06-01 Paper CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent...10 bytes (18 words) - 19:29, 8 December 2023
- modelling of longitudinally integrated covariance functions on spheres 2022-09-14 Paper Nested covariance functions on graphs with Euclidean edges cross time...10 bytes (16 words) - 23:03, 9 December 2023
- Asymptotics with Compactly Supported Covariance Functions 2022-07-19 Paper Unifying compactly supported and Matérn covariance functions in spatial statistics...10 bytes (17 words) - 16:17, 27 February 2024
- Paper Quadratic shrinkage for large covariance matrices 2022-05-16 Paper Shrinkage estimation of large covariance matrices: keep it simple, statistician...10 bytes (17 words) - 11:56, 9 December 2023
- 2016-05-13 Paper Erratum: Group symmetry and covariance regularization 2014-01-13 Paper Group symmetry and covariance regularization 2013-05-28 Paper...10 bytes (17 words) - 05:49, 7 October 2023
- of high-dimensional Toeplitz covariance matrix 2021-06-22 Paper Sphericity and identity test for high-dimensional covariance matrix using random matrix theory...10 bytes (18 words) - 15:16, 10 December 2023
- High-dimensional Covariance Matrices 2023-11-17 Paper Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix 2023-07-13...10 bytes (16 words) - 20:47, 11 December 2023
- High-Dimensional Covariance Matrices 2023-03-09 Paper Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices...10 bytes (16 words) - 00:09, 11 December 2023
- sample covariance matrix of a heavy-tailed multivariate time series 2016-02-15 Paper Limit theory for the largest eigenvalues of sample covariance matrices...10 bytes (16 words) - 20:02, 9 December 2023
- Tests for high-dimensional covariance matrices 2021-01-12 Paper Testing proportionality of two high-dimensional covariance matrices 2020-06-16 Paper Testing...10 bytes (17 words) - 11:46, 9 December 2023
- likelihood ratio statistic for two-level covariance structure models 2005-08-05 Paper A New Measure of Misfit for Covariance Structure Models 2004-10-25 Paper...10 bytes (17 words) - 01:37, 10 December 2023
- Publication Date of Publication Type Space-time covariance models on networks 2024-03-25 Paper Spatial sampling on streams: principles for inference on...10 bytes (19 words) - 19:51, 8 December 2023
- 2018-02-01 Paper The impact of covariance misspecification in risk-based portfolios 2017-08-25 Paper The impact of covariance misspecification in risk-based...10 bytes (13 words) - 16:32, 27 February 2024
- Characterization theorems for pseudo cross-variograms 2024-01-12 Paper Covariance models for multivariate random fields resulting from pseudo cross-variograms...10 bytes (17 words) - 16:24, 7 December 2023
- Some Characteristics of Gaussian Covariance Functions 2023-12-13 Paper Spatio-temporal generalized complex covariance models based on convolution 2023-07-13...10 bytes (18 words) - 15:58, 8 December 2023
- some classes of space-time covariance functions 2014-01-24 Paper Positive and negative non-separability for space-time covariance models 2012-12-28 Paper...10 bytes (16 words) - 15:59, 8 December 2023