Statistical analysis of factor models of high dimension

JOURNAL ARTICLE published 1 February 2012 in The Annals of Statistics

Authors: Jushan Bai | Kunpeng Li

Optimal discriminant analysis in high-dimensional latent factor models

JOURNAL ARTICLE published 1 June 2023 in The Annals of Statistics

Authors: Xin Bing | Marten Wegkamp

Variable selection in linear mixed effects models

JOURNAL ARTICLE published 1 August 2012 in The Annals of Statistics

Authors: Yingying Fan | Runze Li

On post dimension reduction statistical inference

JOURNAL ARTICLE published 1 June 2020 in The Annals of Statistics

Authors: Kyongwon Kim | Bing Li | Zhou Yu | Lexin Li

Factor models and variable selection in high-dimensional regression analysis

JOURNAL ARTICLE published 1 October 2011 in The Annals of Statistics

Authors: Alois Kneip | Pascal Sarda

Estimation in high-dimensional linear models with deterministic design matrices

JOURNAL ARTICLE published 1 April 2012 in The Annals of Statistics

Authors: Jun Shao | Xinwei Deng

Regularized rank-based estimation of high-dimensional nonparanormal graphical models

JOURNAL ARTICLE published 1 October 2012 in The Annals of Statistics

Authors: Lingzhou Xue | Hui Zou

Factor modeling for high-dimensional time series: Inference for the number of factors

JOURNAL ARTICLE published 1 April 2012 in The Annals of Statistics

Authors: Clifford Lam | Qiwei Yao

Fast global convergence of gradient methods for high-dimensional statistical recovery

JOURNAL ARTICLE published 1 October 2012 in The Annals of Statistics

Authors: Alekh Agarwal | Sahand Negahban | Martin J. Wainwright

Two sample tests for high-dimensional covariance matrices

JOURNAL ARTICLE published 1 April 2012 in The Annals of Statistics

Authors: Jun Li | Song Xi Chen

High-dimensional semiparametric Gaussian copula graphical models

JOURNAL ARTICLE published 1 August 2012 in The Annals of Statistics

Authors: Han Liu | Fang Han | Ming Yuan | John Lafferty | Larry Wasserman

Deciding the dimension of effective dimension reduction space for functional and high-dimensional data

JOURNAL ARTICLE published 1 October 2010 in The Annals of Statistics

Authors: Yehua Li | Tailen Hsing

On dimension folding of matrix- or array-valued statistical objects

JOURNAL ARTICLE published 1 April 2010 in The Annals of Statistics

Authors: Bing Li | Min Kyung Kim | Naomi Altman

Robust High-Dimensional Factor Models with Applications to Statistical Machine Learning

JOURNAL ARTICLE published 1 May 2021 in Statistical Science

Authors: Jianqing Fan | Kaizheng Wang | Yiqiao Zhong | Ziwei Zhu

Lower bounds for invariant statistical models with applications to principal component analysis

JOURNAL ARTICLE published 1 August 2022 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Martin Wahl

On efficient dimension reduction with respect to a statistical functional of interest

JOURNAL ARTICLE published 1 February 2014 in The Annals of Statistics

Authors: Wei Luo | Bing Li | Xiangrong Yin

Calibrating nonconvex penalized regression in ultra-high dimension

JOURNAL ARTICLE published 1 October 2013 in The Annals of Statistics

Authors: Lan Wang | Yongdai Kim | Runze Li

Theory and methods of panel data models with interactive effects

JOURNAL ARTICLE published 1 February 2014 in The Annals of Statistics

Authors: Jushan Bai | Kunpeng Li

Statistical inference in sparse high-dimensional additive models

JOURNAL ARTICLE published 1 June 2021 in The Annals of Statistics

Authors: Karl Gregory | Enno Mammen | Martin Wahl

Kullback–Leibler aggregation and misspecified generalized linear models

JOURNAL ARTICLE published 1 April 2012 in The Annals of Statistics

Authors: Philippe Rigollet