Statistical dimension estimation in singular spectrum analysis

JOURNAL ARTICLE published August 1996 in Journal of the Italian Statistical Society

Authors: F. Lisi

Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models

JOURNAL ARTICLE published 1 December 1994 in The Annals of Statistics

Authors: Jushan Bai

A weight-relaxed model averaging approach for high-dimensional generalized linear models

JOURNAL ARTICLE published 1 December 2017 in The Annals of Statistics

Authors: Tomohiro Ando | Ker-chau Li

Linear hypothesis testing for high dimensional generalized linear models

JOURNAL ARTICLE published 1 October 2019 in The Annals of Statistics

Authors: Chengchun Shi | Rui Song | Zhao Chen | Runze Li

PCA consistency in high dimension, low sample size context

JOURNAL ARTICLE published 1 December 2009 in The Annals of Statistics

Authors: Sungkyu Jung | J. S. Marron

Test for bandedness of high-dimensional covariance matrices and bandwidth estimation

JOURNAL ARTICLE published 1 June 2012 in The Annals of Statistics

Authors: Yumou Qiu | Song Xi Chen

Robust Analysis of Linear Models

JOURNAL ARTICLE published 1 November 2004 in Statistical Science

Authors: Joseph W. McKean

Functional sufficient dimension reduction through average Fréchet derivatives

JOURNAL ARTICLE published 1 April 2022 in The Annals of Statistics

Authors: Kuang-Yao Lee | Lexin Li

Statistical Models and Invariance

JOURNAL ARTICLE published August 1967 in The Annals of Mathematical Statistics

Authors: D. A. S. Fraser

Statistical Methods in Markov Chains

JOURNAL ARTICLE published March 1961 in The Annals of Mathematical Statistics

Authors: Patrick Billingsley

Principal support vector machines for linear and nonlinear sufficient dimension reduction

JOURNAL ARTICLE published 1 December 2011 in The Annals of Statistics

Authors: Bing Li | Andreas Artemiou | Lexin Li

Signal detection in high dimension: The multispiked case

JOURNAL ARTICLE published 1 February 2014 in The Annals of Statistics

Authors: Alexei Onatski | Marcelo J. Moreira | Marc Hallin

Boosting for high-dimensional linear models

JOURNAL ARTICLE published 1 April 2006 in The Annals of Statistics

Authors: Peter Bühlmann

Conditional mean and quantile dependence testing in high dimension

JOURNAL ARTICLE published 1 February 2018 in The Annals of Statistics

Authors: Xianyang Zhang | Shun Yao | Xiaofeng Shao

Modeling high-frequency financial data by pure jump processes

JOURNAL ARTICLE published 1 April 2012 in The Annals of Statistics

Authors: Bing-Yi Jing | Xin-Bing Kong | Zhi Liu

Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes

JOURNAL ARTICLE published 1 June 2023 in The Annals of Statistics

Authors: Quan Zhou | Hyunwoong Chang

Estimation in Discrete Parameter Models

JOURNAL ARTICLE published 1 May 2012 in Statistical Science

Authors: Christine Choirat | Raffaello Seri

Dimension reduction for functional data based on weak conditional moments

JOURNAL ARTICLE published 1 February 2022 in The Annals of Statistics

Authors: Bing Li | Jun Song

Semiparametric theory for causal mediation analysis: Efficiency bounds, multiple robustness and sensitivity analysis

JOURNAL ARTICLE published 1 June 2012 in The Annals of Statistics

Authors: Eric J. Tchetgen Tchetgen | Ilya Shpitser

Efficiency of estimators for locally asymptotically normal quantum statistical models

JOURNAL ARTICLE published 1 June 2023 in The Annals of Statistics

Authors: Akio Fujiwara | Koichi Yamagata