Image de couverture de livre

Spectral analysis of spatial-sign covariance matrices for heavy-tailed data with dependence

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Chen, Hantao, Wang, Cheng
Format:	Preprint
Publié:	2025
Sujets:	Statistics Theory 62H10, 62E17
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Asymptotics of estimators for structured covariance matrices
par: Lopuhaä, Hendrik Paul
Publié: (2024)

Normal integral representation for the joint survival function of the cumulative sums of the components of multinomial random vectors
par: Ouimet, Frédéric
Publié: (2024)

On Wilks' joint moment formulas for embedded principal minors of Wishart random matrices
par: Genest, Christian, et autres
Publié: (2024)

Large dimensional Spearman's rank correlation matrices: The central limit theorem and its applications
par: Chen, Hantao, et autres
Publié: (2024)

Knockoffs for exchangeable categorical covariates
par: Dreassi, Emanuela, et autres
Publié: (2024)

Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
par: Mei, Tianxing, et autres
Publié: (2024)

Many-sample tests for the dimensionality hypothesis for large covariance matrices among groups
par: Mei, Tianxing, et autres
Publié: (2026)

Estimation and inference in error-in-operator model
par: Spokoiny, Vladimir
Publié: (2025)

Semiparametric plug-in estimation, sup-norm risk bounds, marginal optimization, and inference in BTL model
par: Spokoiny, Vladimir
Publié: (2025)

Unification of Rare and Weak Detection Models using Moderate Deviations Analysis and Log-Chisquared P-values
par: Kipnis, Alon
Publié: (2021)

Shiha Distribution: Statistical Properties and Applications to Reliability Engineering and Environmental Data
par: Shiha, F. A.
Publié: (2026)

Test for independence of long-range dependent time series using distance covariance
par: Betken, Annika, et autres
Publié: (2021)

Eigenvalues approximation of integral covariance operators with applications to weighted $L^2$ statistics
par: Ebner, Bruno, et autres
Publié: (2024)

Results related to the Gaussian product inequality conjecture for mixed-sign exponents in arbitrary dimension
par: Lan, Guolie, et autres
Publié: (2025)

Remarks on stationary GARCH processes under heavy tail distributions
par: Taberner-Ortiz, Marc, et autres
Publié: (2026)

Non-Steepness and Maximum Likelihood Estimation Properties of the Truncated Multivariate Normal Distributions
par: Levine, Michael, et autres
Publié: (2023)

A minimum Wasserstein distance approach to Fisher's combination of independent discrete p-values
par: Contador, Gonzalo, et autres
Publié: (2023)

On the class of exponential statistical structures of type B
par: Volkov, Oleksandr, et autres
Publié: (2025)

General linear hypothesis testing of high-dimensional mean vectors with unequal covariance matrices based on random integration
par: Cao, Mingxiang, et autres
Publié: (2024)

Adversarial Estimation of Assortment Probabilities under Independence Structure
par: Belloni, Alexandre, et autres
Publié: (2024)

Finite sample expansions and risk bounds in high-dimensional SLS models
par: Spokoiny, Vladimir
Publié: (2024)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
par: Genest, Christian, et autres
Publié: (2025)

On the Bernstein-smoothed lower-tail Spearman's rho estimator
par: Ouimet, Frédéric, et autres
Publié: (2025)

Normal approximations for the multivariate inverse Gaussian distribution and asymmetric kernel smoothing on $d$-dimensional half-spaces
par: Belzile, Léo R., et autres
Publié: (2022)

Impossibility results for equating the Youden Index with average scoring rules and Tjur $R^2$-like metrics
par: Hoessly, Linard
Publié: (2024)

On general weighted cumulative residual (past) extropy of extreme order statistics
par: Chaudhary, Santosh Kumar, et autres
Publié: (2026)

Asymptotic comparison of negative multinomial and multivariate normal experiments
par: Genest, Christian, et autres
Publié: (2023)

The multivariate local dependence function
par: Bayramoglu, Ismihan, et autres
Publié: (2024)

A new class of copulas having dependence range larger than FGM-type copulas
par: Zachariah, Swaroop Georgy, et autres
Publié: (2023)

Zero patterns in multi-way binary contingency tables with uniform margins
par: Fontana, Roberto, et autres
Publié: (2025)

Stein's method for the matrix normal distribution
par: Gaunt, Robert E., et autres
Publié: (2026)

LSD of sample covariances of superposition of matrices with separable covariance structure
par: Hazarika, Javed, et autres
Publié: (2025)

Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
par: Lyu, Guanjie, et autres
Publié: (2026)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
par: Jaworski, Piotr, et autres
Publié: (2022)

Generalized kernel distance covariance in high dimensions: non-null CLTs and power universality
par: Han, Qiyang, et autres
Publié: (2021)

Independence Testing for Mixed Data
par: Jelić, Dana Bucalo, et autres
Publié: (2025)

Extreme-PLS with missing data under weak dependence
par: Girard, Stéphane, et autres
Publié: (2025)

Density estimation from batched broken random samples
par: Bi, Hancheng, et autres
Publié: (2026)

Optimal Nonparametric Inference on Network Effects with Dependent Edges
par: Du, Wenqin, et autres
Publié: (2024)

Characterization of multi-way binary tables with uniform margins and fixed correlations
par: Fontana, Roberto, et autres
Publié: (2026)