Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Yulia R. Gel | Wilfredo Palma

Multiple hypothesis testing on composite nulls using constrained p-values

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Statistics

Authors: Zhiyi Chi

Estimation of low rank density matrices by Pauli measurements

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Dong Xia

Concentration inequalities for non-causal random fields

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Rémy Garnier | Raphaël Langhendries

On sufficient variable screening using log odds ratio filter

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Baoying Yang | Wenbo Wu | Xiangrong Yin

Geodesic projection of the von Mises–Fisher distribution for projection pursuit of directional data

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Sungkyu Jung

Constructing confidence intervals for the signals in sparse phase retrieval

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Yisha Yao

Estimating the error distribution in semiparametric transformation models

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Cédric Heuchenne | Rawane Samb | Ingrid Van Keilegom

Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Xiaohui Chen

Bayesian estimation of Huff curves

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Statistics

Authors: Nilabja Guha | Ishani Roy | Anindya Roy

Marginal integration for nonparametric causal inference

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Jan Ernest | Peter Bühlmann

On the predictive potential of kernel principal components

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Statistics

Authors: Ben Jones | Andreas Artemiou | Bing Li

Estimation of a bivariate conditional copula when a variable is subject to random right censoring

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics

Authors: Taoufik Bouezmarni | Félix Camirand Lemyre | Anouar El Ghouch

Empirical evolution equations

JOURNAL ARTICLE published 1 January 2018 in Electronic Journal of Statistics

Authors: Susan Wei | Victor M. Panaretos

Statistical analysis of sparse approximate factor models

JOURNAL ARTICLE published 1 January 2020 in Electronic Journal of Statistics

Authors: Benjamin Poignard | Yoshikazu Terada

Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures

JOURNAL ARTICLE published 1 January 2016 in Electronic Journal of Statistics

Authors: Sarah Filippi | Chris C. Holmes | Luis E. Nieto-Barajas

Sparse and smooth: Improved guarantees for spectral clustering in the dynamic stochastic block model

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Nicolas Keriven | Samuel Vaiter

Limit theorems for entropic optimal transport maps and Sinkhorn divergence

JOURNAL ARTICLE published 1 January 2024 in Electronic Journal of Statistics

Authors: Ziv Goldfeld | Kengo Kato | Gabriel Rioux | Ritwik Sadhu

An exact predictive recursion for Bayesian nonparametric analysis of incomplete data

JOURNAL ARTICLE published 1 January 2012 in Electronic Journal of Statistics

Authors: Ubaldo Garibaldi | Paolo Viarengo

Asymptotic optimality of a multivariate version of the generalized cross validation in adaptive smoothing splines

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Statistics

Authors: Heeyoung Kim | Xiaoming Huo