| Publication | Date of Publication | Type |
|---|
| Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices | 2024-11-12 | Paper |
| Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion | 2024-08-26 | Paper |
| Distance correlation test for high-dimensional independence | 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 | 2024-05-08 | Paper |
| Central limit theorem for linear spectral statistics of block-Wigner-type matrices | 2024-02-12 | Paper |
| Linear regression under model uncertainty | 2024-02-05 | Paper |
| On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments | 2023-11-08 | Paper |
| An Eigenvalue Ratio Approach to Inferring Population Structure from Whole Genome Sequencing Data | 2023-10-30 | Paper |
| Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications | 2023-08-31 | Paper |
| Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application | 2023-05-23 | Paper |
| Limiting distributions for eigenvalues of sample correlation matrices from heavy-tailed populations | 2023-01-12 | Paper |
| On eigenvalue distributions of large autocovariance matrices | 2022-10-31 | Paper |
| Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening | 2022-10-18 | Paper |
| On spectral distribution of sample covariance matrices from large dimensional and large \(k\)-fold tensor products | 2022-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5867826 | 2022-09-19 | Paper |
| A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* | 2022-08-05 | Paper |
| CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data | 2022-04-07 | Paper |
| On eigenvalues of a high-dimensional spatial-sign covariance matrix | 2022-02-01 | Paper |
| Forecasting high-dimensional realized volatility matrices using a factor model | 2021-09-03 | Paper |
| Erratum to: ``Central limit theorems for eigenvalues in a spiked population model | 2021-07-23 | Paper |
| Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model | 2021-02-26 | Paper |
| Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening | 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) | 2020-05-27 | Paper |
| On Laplacian spectrum of dendrite trees | 2020-04-21 | Paper |
| A CLT for linear spectral statistics of large random information-plus-noise matrices | 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 | 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 | 2019-06-12 | Paper |
| On eigenvalues of a high-dimensional spatial-sign covariance matrix | 2019-01-27 | Paper |
| On a spiked model for large volatility matrix estimation from noisy high-frequency data | 2018-11-02 | Paper |
| Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application | 2018-10-08 | Paper |
| On the surprising explanatory power of higher realized moments in practice | 2018-09-18 | Paper |
| On testing for high-dimensional white noise | 2018-08-10 | Paper |
| Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data | 2018-07-18 | Paper |
| A new multivariate CUSUM chart using principal components with a revision of Crosier's chart | 2018-06-01 | Paper |
| On Structure Testing for Component Covariance Matrices of a High Dimensional Mixture | 2018-03-13 | Paper |
| ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX | 2017-09-11 | Paper |
| Self-Excited Threshold Poisson Autoregression | 2017-08-04 | Paper |
| Testing the independence of two random vectors where only one dimension is large | 2017-07-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5277579 | 2017-07-14 | Paper |
| Fluctuations of an Improved Population Eigenvalue Estimator in Sample Covariance Matrix Models | 2017-06-08 | Paper |
| Identifying the number of factors from singular values of a large sample auto-covariance matrix | 2017-05-02 | Paper |
| Extreme eigenvalues of large-dimensional spiked Fisher matrices with application | 2017-05-02 | Paper |
| CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications | 2017-04-05 | Paper |
| Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size | 2017-01-11 | Paper |
| Moment approach for singular values distribution of a large auto-covariance matrix | 2017-01-11 | Paper |
| Gaussian fluctuations for linear spectral statistics of large random covariance matrices | 2016-08-23 | Paper |
| A multiple-imputation Metropolis version of the EM algorithm | 2016-06-27 | Paper |
| On two simple and effective procedures for high dimensional classification of general populations | 2016-05-17 | Paper |
| CLT for linear spectral statistics of a rescaled sample precision matrix | 2015-12-30 | Paper |
| On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime | 2015-12-30 | Paper |
| On generalized expectation-based estimation of a population spectral distribution from high-dimensional data | 2015-07-01 | Paper |
| On singular value distribution of large-dimensional autocovariance matrices | 2015-06-12 | Paper |
| Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing | 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 | 2015-02-03 | Paper |
| A note on the CLT of the LSS for sample covariance matrix from a spiked population model | 2014-07-24 | Paper |
| Modeling extreme values of processes observed at irregular time steps: application to significant wave height | 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 | 2014-04-29 | Paper |
| Estimation of the number of spikes, possibly equal, in the high-dimensional case | 2014-04-07 | Paper |
| Estimation of the population spectral distribution from a large dimensional sample covariance matrix | 2014-01-24 | Paper |
| Motion Textures: Modeling, Classification, and Segmentation Using Mixed-State Markov Random Fields | 2014-01-23 | Paper |
| Testing linear hypotheses in high-dimensional regressions | 2013-11-21 | Paper |
| On the sphericity test with large-dimensional observations | 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 | 2012-11-30 | Paper |
| ON DETERMINING THE NUMBER OF SPIKES IN A HIGH-DIMENSIONAL SPIKED POPULATION MODEL | 2012-06-26 | Paper |
| Simultaneous motion detection and background reconstruction with a conditional mixed-state Markov random field | 2012-04-12 | Paper |
| On sample eigenvalues in a generalized spiked population model | 2012-03-22 | Paper |
| A note on a Marčenko-Pastur type theorem for time series | 2011-12-28 | Paper |
| On a model selection problem from high-dimensional sample covariance matrices | 2011-08-16 | Paper |
| Corrections to LRT on large-dimensional covariance matrix by RMT | 2009-12-09 | Paper |
| Central limit theorems for eigenvalues in a spiked population model | 2009-10-08 | Paper |
| Multi-parameter automodels and their applications | 2009-06-10 | Paper |
| Spatial modelling for mixed-state observations | 2008-05-14 | Paper |
| Multi-parameter auto-models with applications to cooperative systems | 2007-10-08 | Paper |
| ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES | 2007-09-13 | Paper |
| Mixed-state auto-models and motion texture modeling | 2006-11-22 | Paper |
| On the convergence of the spectral empirical process of Wigner matrices | 2006-11-06 | Paper |
| On the spectral distribution of Gaussian random matrices | 2006-10-24 | Paper |
| On likelihood estimation for a discretely observed jump process | 2006-03-20 | Paper |
| Computer Vision - ECCV 2004 | 2005-12-27 | Paper |
| Tail of a linear diffusion with Markov switching | 2005-02-22 | Paper |
| Linear diffusion with stationary switching regime | 2004-02-11 | Paper |
| Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices | 2004-01-18 | Paper |
| On square-integrability of an AR process with Markov switching | 2003-06-16 | Paper |
| Stabilité des modèles AR fonctionnels à régime markovien | 2002-11-11 | Paper |
| On constrained simulation and optimization by Metropolis chains | 2002-07-29 | Paper |
| On Recursive Estimation in Incomplete Data Models | 2002-01-24 | Paper |
| On stability of nonlinear AR processes with Markov switching | 2001-05-28 | Paper |
| On least squares estimation for stable nonlinear AR processes | 2001-05-02 | Paper |
| On the underfitting and overfitting sets of models chosen by order selection criteria. | 1999-01-01 | Paper |
| Sur l'estimateur des moindres carrés d'un modèle autorégressif fonctionnel | 1997-06-23 | Paper |
| Test de différence de contrastes et somme pondérée de khi‐deux | 1996-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4730819 | 1988-01-01 | Paper |
