| Publication | Date of Publication | Type |
|---|
Detecting spectral breaks in spiked covariance models
Bernoulli | 2026-03-24 | Paper |
Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance
Journal of the American Statistical Association | 2024-12-10 | Paper |
On the asymptotic risk of ridge regression with many predictors
Indian Journal of Pure & Applied Mathematics | 2024-10-24 | Paper |
Estimating fiber orientation distribution with application to study brain lateralization using HCP D-MRI data
The Annals of Applied Statistics | 2024-04-15 | Paper |
High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics
STATISTICA SINICA | 2023-11-17 | Paper |
Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis
Journal of Statistical Planning and Inference | 2022-04-08 | Paper |
| scientific article; zbMATH DE number 7415123 (Why is no real title available?) | 2021-10-27 | Paper |
High-dimensional linear models: a random matrix perspective
Sankhyā. Series A | 2021-09-01 | Paper |
Variance Estimation and Confidence Intervals from High-dimensional Genome-wide Association Studies Through Misspecified Mixed Model Analysis
(available as arXiv preprint) | 2021-01-17 | Paper |
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
Bernoulli | 2020-10-07 | Paper |
High-dimensional general linear hypothesis tests via non-linear spectral shrinkage
Bernoulli | 2020-10-07 | Paper |
An adaptable generalization of Hotelling's \(T^2\) test in high dimension
The Annals of Statistics | 2020-08-28 | Paper |
An adaptable generalization of Hotelling's \(T^2\) test in high dimension
The Annals of Statistics | 2020-08-28 | Paper |
Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting
Electronic Journal of Statistics | 2020-01-22 | Paper |
Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting
Electronic Journal of Statistics | 2020-01-22 | Paper |
Modeling tangential vector fields on a sphere
Journal of the American Statistical Association | 2019-03-20 | Paper |
Local linear estimation for spatial random processes with stochastic trend and stationary noise
Sankhyā. Series B | 2019-01-18 | Paper |
A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
The Annals of Applied Statistics | 2018-06-26 | Paper |
A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials
The Annals of Applied Statistics | 2018-06-26 | Paper |
| scientific article; zbMATH DE number 6829987 (Why is no real title available?) | 2018-01-26 | Paper |
Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions
Bernoulli | 2017-09-21 | Paper |
Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions
Bernoulli | 2017-09-21 | Paper |
Fiber direction estimation, smoothing and tracking in diffusion MRI
The Annals of Applied Statistics | 2017-09-15 | Paper |
Rejoinder: ``Fiber direction estimation, smoothing and tracking in diffusion MRI
The Annals of Applied Statistics | 2017-09-15 | Paper |
Smooth predictive model fitting in regression
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Nonparametric estimation of dynamics of monotone trajectories
The Annals of Statistics | 2017-02-13 | Paper |
On high-dimensional misspecified mixed model analysis in genome-wide association study
The Annals of Statistics | 2016-11-18 | Paper |
An adaptable generalization of Hotelling's \(T^2\) test in high dimension
The Annals of Statistics | 2016-09-28 | Paper |
An adaptable generalization of Hotelling's \(T^2\) test in high dimension
The Annals of Statistics | 2016-09-28 | Paper |
Fiber direction estimation, smoothing and tracking in diffusion MRI
The Annals of Applied Statistics | 2016-09-01 | Paper |
Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
Electronic Journal of Statistics | 2016-03-03 | Paper |
Sensitivity analysis and model selection for a generalized convolution model for spatial processes
Bayesian Analysis | 2016-02-11 | Paper |
Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Covariance-based analyses of biological pathways
Biometrika | 2015-12-11 | Paper |
On the Marčenko-Pastur law for linear time series
The Annals of Statistics | 2015-05-11 | Paper |
On the Marčenko-Pastur law for linear time series
The Annals of Statistics | 2015-05-11 | Paper |
Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices
The Annals of Applied Statistics | 2014-12-17 | Paper |
Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices
The Annals of Applied Statistics | 2014-12-17 | Paper |
Random matrix theory in statistics: a review
Journal of Statistical Planning and Inference | 2014-06-10 | Paper |
| High-dimensional genome-wide association study and misspecified mixed model analysis | 2014-04-08 | Paper |
Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
Journal of Multivariate Analysis | 2014-03-06 | Paper |
| Adaptation in a class of linear inverse problems | 2013-10-26 | Paper |
Minimax bounds for sparse PCA with noisy high-dimensional data
The Annals of Statistics | 2013-09-25 | Paper |
Minimax bounds for sparse PCA with noisy high-dimensional data
The Annals of Statistics | 2013-09-25 | Paper |
Diffusion tensor smoothing through weighted Karcher means
Electronic Journal of Statistics | 2013-08-09 | Paper |
Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
Electronic Journal of Statistics | 2013-05-28 | Paper |
Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
Electronic Journal of Statistics | 2013-05-28 | Paper |
A regression approach for estimating the parameters of the covariance function of a stationary spatial random process
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
Semiparametric modeling of autonomous nonlinear dynamical systems with application to plant growth
The Annals of Applied Statistics | 2011-12-14 | Paper |
| scientific article; zbMATH DE number 5711159 (Why is no real title available?) | 2010-05-25 | Paper |
Consistency of restricted maximum likelihood estimators of principal components
The Annals of Statistics | 2009-05-20 | Paper |
On the distribution of SINR for the MMSE MIMO receiver and performance analysis
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix
Journal of Multivariate Analysis | 2008-12-10 | Paper |
``Preconditioning for feature selection and regression in high-dimensional problems
The Annals of Statistics | 2008-08-28 | Paper |
| Asymptotics of sample eigenstructure for a large dimensional spiked covariance model | 2008-03-11 | Paper |
Prediction by Supervised Principal Components
Journal of the American Statistical Association | 2007-08-20 | Paper |
Detecting Spectral Breaks in Spiked Covariance Models
(available as arXiv preprint) | N/A | Paper |
