Saved in:
| Main Author: | Koltchinskii, Vladimir |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.11321 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
by: Lee, Kwangmin, et al.
Published: (2024)
by: Lee, Kwangmin, et al.
Published: (2024)
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
by: Hu, Yanlin, et al.
Published: (2024)
by: Hu, Yanlin, et al.
Published: (2024)
Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025)
by: Altmeyer, Randolf, et al.
Published: (2025)
The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024)
by: Bücher, Axel, et al.
Published: (2024)
Tensor Factor Model Estimation by Iterative Projection
by: Han, Yuefeng, et al.
Published: (2020)
by: Han, Yuefeng, et al.
Published: (2020)
General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
by: Cao, Mingxiang, et al.
Published: (2024)
by: Cao, Mingxiang, et al.
Published: (2024)
A nonparametric test for elliptical distribution based on kernel embedding of probabilities
by: Tang, Yin, et al.
Published: (2023)
by: Tang, Yin, et al.
Published: (2023)
Optimal Spectral Algorithms for Correlated Two-view Models in High Dimensions
by: Du, Hang, et al.
Published: (2026)
by: Du, Hang, et al.
Published: (2026)
Azadkia-Chatterjee's dependence coefficient for infinite dimensional data
by: Hörmann, Siegfried, et al.
Published: (2024)
by: Hörmann, Siegfried, et al.
Published: (2024)
Likelihood asymptotics of stationary Gaussian arrays
by: Chong, Carsten H., et al.
Published: (2025)
by: Chong, Carsten H., et al.
Published: (2025)
Eigenstructure inference for high-dimensional covariance with generalized shrinkage inverse-Wishart prior
by: Kim, Seongmin, et al.
Published: (2025)
by: Kim, Seongmin, et al.
Published: (2025)
Alignment and matching tests for high-dimensional tensor signals via tensor contraction
by: Liu, Ruihan, et al.
Published: (2024)
by: Liu, Ruihan, et al.
Published: (2024)
Uniform-over-dimension convergence with application to location tests for high-dimensional data
by: Chowdhury, Joydeep, et al.
Published: (2024)
by: Chowdhury, Joydeep, et al.
Published: (2024)
A Lower Bound for Estimating Fréchet Means
by: Hundrieser, Shayan, et al.
Published: (2024)
by: Hundrieser, Shayan, et al.
Published: (2024)
Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model
by: He, Yihan, et al.
Published: (2023)
by: He, Yihan, et al.
Published: (2023)
Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model
by: He, Yihan, et al.
Published: (2023)
by: He, Yihan, et al.
Published: (2023)
Adaptive exact recovery in sparse nonparametric models
by: Stepanova, Natalia, et al.
Published: (2024)
by: Stepanova, Natalia, et al.
Published: (2024)
Exact variable selection in sparse nonparametric models
by: Stepanova, Natalia, et al.
Published: (2023)
by: Stepanova, Natalia, et al.
Published: (2023)
Adaptive almost full recovery in sparse nonparametric models
by: Stepanova, Natalia, et al.
Published: (2025)
by: Stepanova, Natalia, et al.
Published: (2025)
Testing Independence of Infinite Dimensional Random Elements: A Sup-norm Approach
by: Bhar, Suprio, et al.
Published: (2023)
by: Bhar, Suprio, et al.
Published: (2023)
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
by: Betken, Annika, et al.
Published: (2021)
by: Betken, Annika, et al.
Published: (2021)
Large Sample Theory for Bures-Wasserstein Barycentres
by: Santoro, Leonardo V., et al.
Published: (2023)
by: Santoro, Leonardo V., et al.
Published: (2023)
Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)
by: Arbel, Julyan, et al.
Published: (2024)
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
Statistical inference for rough volatility: Central limit theorems
by: Chong, Carsten, et al.
Published: (2022)
by: Chong, Carsten, et al.
Published: (2022)
Partial correlation graphs for continuous-parameter time series
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)
Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)
by: Ferger, Dietmar
Published: (2026)
Improved Gaussian Mean Matrix Estimators In High-Dimensional Data
by: Foroushani, Arash A., et al.
Published: (2023)
by: Foroushani, Arash A., et al.
Published: (2023)
Empirical tail dependence functions in high dimensions: uniform linearizations and inference
by: Bücher, Axel, et al.
Published: (2026)
by: Bücher, Axel, et al.
Published: (2026)
On uniqueness of the set of k-means
by: Cárcamo, Javier, et al.
Published: (2024)
by: Cárcamo, Javier, et al.
Published: (2024)
Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
by: Mei, Tianxing, et al.
Published: (2024)
by: Mei, Tianxing, et al.
Published: (2024)
From Graphical Lasso to Atomic Norms: High-Dimensional Pattern Recovery
by: Graczyk, Piotr, et al.
Published: (2025)
by: Graczyk, Piotr, et al.
Published: (2025)
Inference on common trends in functional time series
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
by: Nielsen, Morten Ørregaard, et al.
Published: (2023)
A new class of colored Gaussian graphical models with explicit normalizing constants
by: Chojecki, Adam, et al.
Published: (2026)
by: Chojecki, Adam, et al.
Published: (2026)
Transfer Learning for Functional Mean Estimation: Phase Transition and Adaptive Algorithms
by: Cai, T. Tony, et al.
Published: (2024)
by: Cai, T. Tony, et al.
Published: (2024)
Heavy-tailed max-linear structural equation models in networks with hidden nodes
by: Krali, Mario, et al.
Published: (2023)
by: Krali, Mario, et al.
Published: (2023)
Even naive trees are consistent
by: Föge, Nico, et al.
Published: (2024)
by: Föge, Nico, et al.
Published: (2024)
An ordering for the strength of functional dependence
by: Ansari, Jonathan, et al.
Published: (2025)
by: Ansari, Jonathan, et al.
Published: (2025)
On spectral clustering under non-isotropic Gaussian mixture models
by: Kawamoto, Kohei, et al.
Published: (2026)
by: Kawamoto, Kohei, et al.
Published: (2026)
Adaptive estimation for nonparametric circular regression with errors in variables
by: Nguyen, Tien Dat, et al.
Published: (2025)
by: Nguyen, Tien Dat, et al.
Published: (2025)
Similar Items
-
Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
by: Lee, Kwangmin, et al.
Published: (2024) -
Generalized Linear Spectral Statistics of High-dimensional Sample Covariance Matrices and Its Applications
by: Hu, Yanlin, et al.
Published: (2024) -
Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025) -
The empirical copula process in high dimensions: Stute's representation and applications
by: Bücher, Axel, et al.
Published: (2024) -
Tensor Factor Model Estimation by Iterative Projection
by: Han, Yuefeng, et al.
Published: (2020)