The following pages link to Shota Katayama (Q391564):
Displaying 11 items.
- A two sample test in high dimensional data (Q137110) (← links)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Corrigendum to ``A two sample test in high dimensional data'' (Q391682) (← links)
- (Q458640) (redirect page) (← links)
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
- Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization (Q2068898) (← links)
- High-dimensional mean estimation via \(\ell_1\) penalized normal likelihood (Q2252887) (← links)
- Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
- A New Test on High-Dimensional Mean Vector Without Any Assumption on Population Covariance Matrix (Q5177621) (← links)
- SPARSE AND ROBUST LINEAR REGRESSION: AN OPTIMIZATION ALGORITHM AND ITS STATISTICAL PROPERTIES (Q5278104) (← links)
- Robust and sparse Gaussian graphical modelling under cell-wise contamination (Q6541453) (← links)
