| Publication | Date of Publication | Type |
|---|
Maximum interpoint distance of high-dimensional random vectors
Bernoulli | 2024-11-05 | Paper |
Log determinant of large correlation matrices under infinite fourth moment
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-09-02 | Paper |
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
The Annals of Statistics | 2024-06-05 | Paper |
Point process convergence for symmetric functions of high-dimensional random vectors
Extremes | 2024-05-14 | Paper |
Logarithmic law of large random correlation matrices
Bernoulli | 2024-01-16 | Paper |
| Extremes of joint inversions and descents on finite Coxeter groups | 2023-09-29 | Paper |
The volume of random simplices from elliptical distributions in high dimension
Stochastic Processes and their Applications | 2023-09-15 | Paper |
Large sample covariance matrices of Gaussian observations with uniform correlation decay
Stochastic Processes and their Applications | 2023-07-12 | Paper |
| Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix | 2023-02-27 | 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 |
Large sample correlation matrices: a comparison theorem and its applications
Electronic Journal of Probability | 2022-10-04 | Paper |
Large sample correlation matrices: a comparison theorem and its applications
Electronic Journal of Probability | 2022-10-04 | Paper |
| Limiting spectral distribution for large sample correlation matrices | 2022-08-31 | Paper |
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics | 2022-07-15 | Paper |
Sequential change point detection in high dimensional time series
Electronic Journal of Statistics | 2022-07-15 | Paper |
Thin-shell theory for rotationally invariant random simplices
Electronic Journal of Probability | 2022-02-22 | Paper |
| Log determinant of large correlation matrices under infinite fourth moment | 2021-12-31 | Paper |
Point process convergence for the off-diagonal entries of sample covariance matrices
The Annals of Applied Probability | 2021-11-04 | Paper |
Point process convergence for the off-diagonal entries of sample covariance matrices
The Annals of Applied Probability | 2021-11-04 | Paper |
Large sample autocovariance matrices of linear processes with heavy tails
Stochastic Processes and their Applications | 2021-11-02 | Paper |
On estimation of quadratic variation for multivariate pure jump semimartingales
Stochastic Processes and their Applications | 2021-06-04 | Paper |
| High-dimensional sample covariance matrices with Curie-Weiss entries | 2020-12-15 | Paper |
High-dimensional sample covariance matrices with Curie-Weiss entries
(available as arXiv preprint) | 2020-12-15 | Paper |
The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails
Bernoulli | 2019-09-25 | Paper |
The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails
Bernoulli | 2019-09-25 | Paper |
Random matrix theory for heavy-tailed time series
Journal of Mathematical Sciences (New York) | 2019-07-23 | Paper |
Almost sure convergence of the largest and smallest eigenvalues of high-dimensional sample correlation matrices
Stochastic Processes and their Applications | 2018-06-13 | Paper |
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
Stochastic Processes and their Applications | 2017-06-22 | Paper |
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
Extremes | 2017-02-08 | Paper |
Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
(available as arXiv preprint) | N/A | Paper |
Maximum interpoint distance of high-dimensional random vectors
(available as arXiv preprint) | N/A | Paper |
Point process convergence for symmetric functions of high-dimensional random vectors
(available as arXiv preprint) | N/A | Paper |
