| Publication | Date of Publication | Type |
|---|
Consonance and the closure method in multiple testing
The International Journal of Biostatistics | 2024-11-27 | Paper |
Large Dynamic Covariance Matrices
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
A novel estimator of Earth's curvature (allowing for inference as well)
The Annals of Applied Statistics | 2024-04-15 | Paper |
| Limits of Cubic Differentials and Buildings | 2022-08-16 | Paper |
Quadratic shrinkage for large covariance matrices
Bernoulli | 2022-05-16 | Paper |
Shrinkage estimation of large covariance matrices: keep it simple, statistician?
Journal of Multivariate Analysis | 2021-10-28 | Paper |
Analytical nonlinear shrinkage of large-dimensional covariance matrices
The Annals of Statistics | 2020-12-14 | Paper |
A practical two-step method for testing moment inequalities
Econometrica | 2019-01-29 | Paper |
Numerical implementation of the QuEST function
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Numerical implementation of the QuEST function
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Optimal estimation of a large-dimensional covariance matrix under Stein's loss
Bernoulli | 2018-05-18 | Paper |
Resurrecting weighted least squares
Journal of Econometrics | 2017-01-30 | Paper |
Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing
Statistics & Probability Letters | 2016-04-22 | Paper |
Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Nonlinear shrinkage estimation of large-dimensional covariance matrices
The Annals of Statistics | 2012-08-29 | Paper |
Nonlinear shrinkage estimation of large-dimensional covariance matrices
The Annals of Statistics | 2012-08-29 | Paper |
Nonlinear shrinkage estimation of large-dimensional covariance matrices
The Annals of Statistics | 2012-04-01 | Paper |
Nonlinear shrinkage estimation of large-dimensional covariance matrices
The Annals of Statistics | 2012-04-01 | Paper |
Discussion: Controlling the false discovery rate
Sankhyā. Series A | 2010-08-13 | Paper |
Balanced control of generalized error rates
The Annals of Statistics | 2010-02-19 | Paper |
Optimal testing of multiple hypotheses with common effect direction
Biometrika | 2009-06-17 | Paper |
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
Econometric Theory | 2009-06-11 | Paper |
Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling
Test | 2009-06-02 | Paper |
Control of the false discovery rate under dependence using the bootstrap and subsampling
Test | 2009-06-02 | Paper |
Control of generalized error rates in multiple testing
The Annals of Statistics | 2007-10-17 | Paper |
Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
Journal of the American Statistical Association | 2007-08-20 | Paper |
Control of generalized error rates in multiple testing
The Annals of Statistics | 2007-08-01 | Paper |
Stepwise Multiple Testing as Formalized Data Snooping
Econometrica | 2006-10-24 | Paper |
Improved nonparametric confidence intervals in time series regressions
Journal of Nonparametric Statistics | 2006-07-13 | Paper |
Subsampling the mean of heavy‐tailed dependent observations
Journal of Time Series Analysis | 2004-11-24 | Paper |
Inference for Autocorrelations in the Possible Presence of a Unit Root
Journal of Time Series Analysis | 2004-11-24 | Paper |
EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
A well-conditioned estimator for large-dimensional covariance matrices
Journal of Multivariate Analysis | 2004-02-03 | Paper |
A well-conditioned estimator for large-dimensional covariance matrices
Journal of Multivariate Analysis | 2004-02-01 | Paper |
On the asymptotic theory of subsampling
Statistica Sinica | 2003-03-10 | Paper |
Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
The Annals of Statistics | 2002-11-14 | Paper |
Finite sample nonparametric inference and large sample efficiency.
The Annals of Statistics | 2002-11-14 | Paper |
Subsampling, symmetrization, and robust interpolation
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
Economics Letters | 2002-03-03 | Paper |
Subsampling inference for the mean in the heavy-tailed case.
Metrika | 2002-01-29 | Paper |
A more general central limit theorem for \(m\)-dependent random variables with unbounded \(m\)
Statistics & Probability Letters | 2002-01-24 | Paper |
Weak convergence of dependent empirical measures with application to subsampling in function spaces
Journal of Statistical Planning and Inference | 2000-08-30 | Paper |
Subsampling
Springer Series in Statistics | 1999-10-12 | Paper |
Subsampling for heteroskedastic time series
Journal of Econometrics | 1997-11-04 | Paper |
