| Publication | Date of Publication | Type |
|---|
A solution to the p-hacking problem with a general robust significance test under variance uncertainty
Statistical Papers | 2026-03-03 | Paper |
Unified and robust tests for cross sectional independence in large panel data models
Electronic Journal of Statistics | 2025-10-21 | Paper |
Robust Estimation for Number of Factors in High Dimensional Factor Modeling via Spearman Correlation Matrix
Journal of the American Statistical Association | 2025-06-17 | Paper |
Necessary and sufficient conditions for the Marcĕnko-Pastur law for sample correlation matrices
Statistics & Probability Letters | 2025-03-10 | Paper |
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
Electronic Journal of Statistics | 2024-11-12 | Paper |
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion
Random Matrices: Theory and Applications | 2024-08-26 | Paper |
Distance correlation test for high-dimensional independence
Bernoulli | 2024-08-20 | Paper |
Influence of refined wind load parameters and wind-loading mode on wind-induced responses of a long cross-arm angle-steel transmission tower
International Journal of Structural Stability and Dynamics | 2024-05-08 | Paper |
Central limit theorem for linear spectral statistics of block-Wigner-type matrices
Random Matrices: Theory and Applications | 2024-02-12 | Paper |
Linear regression under model uncertainty
Probability, Uncertainty and Quantitative Risk | 2024-02-05 | Paper |
On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments
Random Matrices: Theory and Applications | 2023-11-08 | Paper |
An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data
Biometrics | 2023-10-30 | Paper |
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications
The Annals of Statistics | 2023-08-31 | Paper |
Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications
The Annals of Statistics | 2023-08-31 | Paper |
Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application
STATISTICA SINICA | 2023-05-23 | Paper |
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
The Annals of Statistics | 2023-01-12 | Paper |
Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations
The Annals of Statistics | 2023-01-12 | Paper |
On eigenvalue distributions of large autocovariance matrices
The Annals of Applied Probability | 2022-10-31 | Paper |
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
Electronic Journal of Statistics | 2022-10-18 | Paper |
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
Electronic Journal of Statistics | 2022-10-18 | Paper |
On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
Electronic Journal of Probability | 2022-10-04 | Paper |
On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products
Electronic Journal of Probability | 2022-10-04 | Paper |
| scientific article; zbMATH DE number 7587807 (Why is no real title available?) | 2022-09-19 | Paper |
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
Econometric Reviews | 2022-08-05 | Paper |
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
Statistical Papers | 2022-04-07 | Paper |
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Bernoulli | 2022-02-01 | Paper |
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Bernoulli | 2022-02-01 | Paper |
Forecasting high-dimensional realized volatility matrices using a factor model
Quantitative Finance | 2021-09-03 | Paper |
Erratum to: ``Central limit theorems for eigenvalues in a spiked population model''
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
The Annals of Statistics | 2021-02-26 | Paper |
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
The Annals of Statistics | 2021-02-26 | Paper |
Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening
(available as arXiv preprint) | 2020-06-03 | Paper |
Large Covariance and Autocovariance Matrices, By Arup Bose and Monika Bhattacharjee. Published by Taylor & Francis Group, LLC, Boca Raton, London, New York, 2019. ISBN: 9781138303867 (HARDBACK)
Journal of Time Series Analysis | 2020-05-27 | Paper |
On Laplacian spectrum of dendrite trees
Linear Algebra and its Applications | 2020-04-21 | Paper |
A CLT for linear spectral statistics of large random information-plus-noise matrices
Stochastic Processes and their Applications | 2020-04-07 | Paper |
| Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion | 2020-01-26 | Paper |
On testing for high-dimensional white noise
The Annals of Statistics | 2020-01-15 | Paper |
On testing for high-dimensional white noise
The Annals of Statistics | 2020-01-15 | Paper |
| High-dimensional central limit theorems for eigenvalue distributions of generalized Wishart processes | 2019-08-09 | Paper |
On estimation of the noise variance in high dimensional probabilistic principal component analysis
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
On estimation of the noise variance in high dimensional probabilistic principal component analysis
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
On eigenvalues of a high-dimensional spatial-sign covariance matrix
(available as arXiv preprint) | 2019-01-27 | Paper |
On a spiked model for large volatility matrix estimation from noisy high-frequency data
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Joint central limit theorem for eigenvalue statistics from several dependent large dimensional sample covariance matrices with application
Scandinavian Journal of Statistics | 2018-10-08 | Paper |
On the surprising explanatory power of higher realized moments in practice
Statistics and Its Interface | 2018-09-18 | Paper |
On testing for high-dimensional white noise
(available as arXiv preprint) | 2018-08-10 | Paper |
Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data
IEEE Transactions on Signal Processing | 2018-07-18 | Paper |
A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
Communications in Statistics. Simulation and Computation | 2018-06-01 | Paper |
On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-03-13 | Paper |
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2017-09-11 | Paper |
Self-excited threshold Poisson autoregression
Journal of the American Statistical Association | 2017-08-04 | Paper |
| Research on multi-label text classification algorithm based on cluster tree | 2017-07-14 | Paper |
Testing the independence of two random vectors where only one dimension is large
Statistics | 2017-07-14 | Paper |
Fluctuations of an Improved Population Eigenvalue Estimator in Sample Covariance Matrix Models
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Identifying the number of factors from singular values of a large sample auto-covariance matrix
The Annals of Statistics | 2017-05-02 | Paper |
Identifying the number of factors from singular values of a large sample auto-covariance matrix
The Annals of Statistics | 2017-05-02 | Paper |
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
The Annals of Statistics | 2017-05-02 | Paper |
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
The Annals of Statistics | 2017-05-02 | Paper |
CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
Bernoulli | 2017-04-05 | Paper |
Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
Electronic Journal of Statistics | 2017-01-11 | Paper |
Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size
Electronic Journal of Statistics | 2017-01-11 | Paper |
Moment approach for singular values distribution of a large auto-covariance matrix
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-01-11 | Paper |
Gaussian fluctuations for linear spectral statistics of large random covariance matrices
The Annals of Applied Probability | 2016-08-23 | Paper |
Gaussian fluctuations for linear spectral statistics of large random covariance matrices
The Annals of Applied Probability | 2016-08-23 | Paper |
A multiple-imputation Metropolis version of the EM algorithm
Biometrika | 2016-06-27 | Paper |
On two simple and effective procedures for high dimensional classification of general populations
Statistical Papers | 2016-05-17 | Paper |
CLT for linear spectral statistics of a rescaled sample precision matrix
Random Matrices: Theory and Applications | 2015-12-30 | Paper |
On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime
Random Matrices: Theory and Applications | 2015-12-30 | Paper |
On generalized expectation-based estimation of a population spectral distribution from high-dimensional data
Annals of the Institute of Statistical Mathematics | 2015-07-01 | Paper |
On singular value distribution of large-dimensional autocovariance matrices
Journal of Multivariate Analysis | 2015-06-12 | Paper |
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
The Annals of Statistics | 2015-05-11 | Paper |
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
The Annals of Statistics | 2015-05-11 | Paper |
| Large sample covariance matrices and high-dimensional data analysis | 2015-04-22 | Paper |
Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models
Electronic Journal of Probability | 2015-02-03 | Paper |
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Modeling extreme values of processes observed at irregular time steps: application to significant wave height
The Annals of Applied Statistics | 2014-06-10 | Paper |
Modeling extreme values of processes observed at irregular time steps: application to significant wave height
The Annals of Applied Statistics | 2014-06-10 | Paper |
| CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis | 2014-05-08 | Paper |
A local moment estimator of the spectrum of a large dimensional covariance matrix
STATISTICA SINICA | 2014-04-29 | Paper |
Estimation of the number of spikes, possibly equal, in the high-dimensional case
Journal of Multivariate Analysis | 2014-04-07 | Paper |
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
Journal of Statistical Planning and Inference | 2014-01-24 | Paper |
Motion textures: modeling, classification, and segmentation using mixed-state Markov random fields
SIAM Journal on Imaging Sciences | 2014-01-23 | Paper |
Testing linear hypotheses in high-dimensional regressions
Statistics | 2013-11-21 | Paper |
On the sphericity test with large-dimensional observations
Electronic Journal of Statistics | 2013-09-26 | Paper |
On the sphericity test with large-dimensional observations
Electronic Journal of Statistics | 2013-09-26 | Paper |
| CLT for linear spectral statistics of random matrix $S^{-1}T$ | 2013-05-06 | Paper |
On the quasi-likelihood estimation for random coefficient autoregressions
Statistics | 2012-11-30 | Paper |
On determining the number of spikes in a high-dimensional spiked population model
Random Matrices: Theory and Applications | 2012-06-26 | Paper |
Simultaneous motion detection and background reconstruction with a conditional mixed-state Markov random field
International Journal of Computer Vision | 2012-04-12 | Paper |
On sample eigenvalues in a generalized spiked population model
Journal of Multivariate Analysis | 2012-03-22 | Paper |
A note on a Marčenko-Pastur type theorem for time series
Statistics & Probability Letters | 2011-12-28 | Paper |
On a model selection problem from high-dimensional sample covariance matrices
Journal of Multivariate Analysis | 2011-08-16 | Paper |
Corrections to LRT on large-dimensional covariance matrix by RMT
The Annals of Statistics | 2009-12-09 | Paper |
Central limit theorems for eigenvalues in a spiked population model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Central limit theorems for eigenvalues in a spiked population model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Multi-parameter automodels and their applications
Biometrika | 2009-06-10 | Paper |
Spatial modelling for mixed-state observations
Electronic Journal of Statistics | 2008-05-14 | Paper |
Multi-parameter auto-models with applications to cooperative systems
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2007-10-08 | Paper |
ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-09-13 | Paper |
Mixed-state auto-models and motion texture modeling
Journal of Mathematical Imaging and Vision | 2006-11-22 | Paper |
On the convergence of the spectral empirical process of Wigner matrices
Bernoulli | 2006-11-06 | Paper |
On the spectral distribution of Gaussian random matrices
Acta Mathematicae Applicatae Sinica. English Series | 2006-10-24 | Paper |
On likelihood estimation for a discretely observed jump process
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-03-20 | Paper |
Computer Vision - ECCV 2004
Lecture Notes in Computer Science | 2005-12-27 | Paper |
Tail of a linear diffusion with Markov switching
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-02-22 | Paper |
Linear diffusion with stationary switching regime
ESAIM: Probability and Statistics | 2004-02-11 | Paper |
Linear diffusion with stationary switching regime
ESAIM: Probability and Statistics | 2004-02-11 | Paper |
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
SIAM Journal on Matrix Analysis and Applications | 2004-01-18 | Paper |
On square-integrability of an AR process with Markov switching
Statistics & Probability Letters | 2003-06-16 | Paper |
Stabilité des modèles AR fonctionnels à régime markovien
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2002-11-11 | Paper |
On constrained simulation and optimization by Metropolis chains
Statistics & Probability Letters | 2002-07-29 | Paper |
On Recursive Estimation in Incomplete Data Models
Statistics | 2002-01-24 | Paper |
On stability of nonlinear AR processes with Markov switching
Advances in Applied Probability | 2001-05-28 | Paper |
On least squares estimation for stable nonlinear AR processes
Annals of the Institute of Statistical Mathematics | 2001-05-02 | Paper |
On the underfitting and overfitting sets of models chosen by order selection criteria.
Journal of Multivariate Analysis | 1999-01-01 | Paper |
Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-06-23 | Paper |
Test de différence de contrastes et somme pondérée de khi‐deux
The Canadian Journal of Statistics | 1996-09-12 | Paper |
| scientific article; zbMATH DE number 4116035 (Why is no real title available?) | 1988-01-01 | Paper |
