Yang, Xinxin; Zheng, Xinghua; Chen, Jiaqi Testing high-dimensional covariance matrices under the elliptical distribution and beyond. (English) Zbl 07327169 J. Econom. 221, No. 2, 409-423 (2021). MSC: 62 91 PDF BibTeX XML Cite \textit{X. Yang} et al., J. Econom. 221, No. 2, 409--423 (2021; Zbl 07327169) Full Text: DOI
Chen, Peng; Yang, Yixin An uncertainty-set-shrinkage-based covariance matrix reconstruction algorithm for robust adaptive beamforming. (English) Zbl 07326863 Multidimensional Syst. Signal Process. 32, No. 1, 263-279 (2021). MSC: 94 PDF BibTeX XML Cite \textit{P. Chen} and \textit{Y. Yang}, Multidimensional Syst. Signal Process. 32, No. 1, 263--279 (2021; Zbl 07326863) Full Text: DOI
Wang, Moming; Xia, Ningning Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations. (English) Zbl 07325849 Stat. Probab. Lett. 170, Article ID 108996, 7 p. (2021). MSC: 62H12 60B20 62P05 PDF BibTeX XML Cite \textit{M. Wang} and \textit{N. Xia}, Stat. Probab. Lett. 170, Article ID 108996, 7 p. (2021; Zbl 07325849) Full Text: DOI
Cho, Taewon; Chung, Julianne; Jiang, Jiahua Hybrid projection methods for large-scale inverse problems with mixed Gaussian priors. (English) Zbl 07323236 Inverse Probl. 37, No. 4, Article ID 044002, 26 p. (2021). MSC: 65F 65C 62F 62H PDF BibTeX XML Cite \textit{T. Cho} et al., Inverse Probl. 37, No. 4, Article ID 044002, 26 p. (2021; Zbl 07323236) Full Text: DOI
Wang, Zhendong; Xu, Xingzhong Testing high dimensional covariance matrices via posterior Bayes factor. (English) Zbl 07321507 J. Multivariate Anal. 181, Article ID 104674, 20 p. (2021). MSC: 62R07 62H10 62H12 62H15 60F05 65C05 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{X. Xu}, J. Multivariate Anal. 181, Article ID 104674, 20 p. (2021; Zbl 07321507) Full Text: DOI
Tang, Yu; Xu, Hongquan Wordlength enumerator for fractional factorial designs. (English) Zbl 07319864 Ann. Stat. 49, No. 1, 255-271 (2021). MSC: 62K15 62J10 PDF BibTeX XML Cite \textit{Y. Tang} and \textit{H. Xu}, Ann. Stat. 49, No. 1, 255--271 (2021; Zbl 07319864) Full Text: DOI Euclid
Skripka, Anna MSE bounds for estimators of matrix functions. (English) Zbl 07309799 Linear Algebra Appl. 609, 231-252 (2021). MSC: 15A45 15A16 62H12 60B20 15A60 PDF BibTeX XML Cite \textit{A. Skripka}, Linear Algebra Appl. 609, 231--252 (2021; Zbl 07309799) Full Text: DOI
Bose, Arup; Bhattacharjee, Madhuchhanda Kernel density estimates in a non-standard situation. (English) Zbl 07303010 J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021). MSC: 62G07 62E20 60E15 60B20 15B52 PDF BibTeX XML Cite \textit{A. Bose} and \textit{M. Bhattacharjee}, J. Stat. Theory Pract. 15, No. 1, Paper No. 22, 19 p. (2021; Zbl 07303010) Full Text: DOI
Kereta, Željko; Klock, Timo Estimating covariance and precision matrices along subspaces. (English) Zbl 07298095 Electron. J. Stat. 15, No. 1, 554-588 (2021). Reviewer: Jaromír Antoch (Praha) MSC: 62H12 62J10 62J12 62G08 62G05 PDF BibTeX XML Cite \textit{Ž. Kereta} and \textit{T. Klock}, Electron. J. Stat. 15, No. 1, 554--588 (2021; Zbl 07298095) Full Text: DOI Euclid
Zou, Tingting; Lin, Ruitao; Zheng, Shurong; Tian, Guo-Liang Two-sample tests for high-dimensional covariance matrices using both difference and ratio. (English) Zbl 07298087 Electron. J. Stat. 15, No. 1, 135-210 (2021). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H15 62H10 60E05 60B20 62P10 PDF BibTeX XML Cite \textit{T. Zou} et al., Electron. J. Stat. 15, No. 1, 135--210 (2021; Zbl 07298087) Full Text: DOI Euclid
Maruyama, Yuzo; Strawderman, William E. A Gaussian sequence approach for proving minimaxity: a review. (English) Zbl 1455.62036 J. Stat. Plann. Inference 211, 256-270 (2021). MSC: 62C20 62H12 PDF BibTeX XML Cite \textit{Y. Maruyama} and \textit{W. E. Strawderman}, J. Stat. Plann. Inference 211, 256--270 (2021; Zbl 1455.62036) Full Text: DOI
Yu, Lili; Chen, Ding-Geng; Liu, Jun Efficient and direct estimation of the variance-covariance matrix in EM algorithm with interpolation method. (English) Zbl 1455.62143 J. Stat. Plann. Inference 211, 119-130 (2021). MSC: 62J10 62H12 65D07 PDF BibTeX XML Cite \textit{L. Yu} et al., J. Stat. Plann. Inference 211, 119--130 (2021; Zbl 1455.62143) Full Text: DOI
Jiang, Dandan; Bai, Zhidong Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices. (English) Zbl 07282851 Bernoulli 27, No. 1, 274-294 (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{D. Jiang} and \textit{Z. Bai}, Bernoulli 27, No. 1, 274--294 (2021; Zbl 07282851) Full Text: DOI Euclid
Li, Zeng; Han, Fang; Yao, Jianfeng Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model. (English) Zbl 07315905 Ann. Stat. 48, No. 6, 3138-3160 (2020). MSC: 62E20 62G32 62H15 15B52 PDF BibTeX XML Cite \textit{Z. Li} et al., Ann. Stat. 48, No. 6, 3138--3160 (2020; Zbl 07315905) Full Text: DOI Euclid
Aljawadi, B. A. Nonparametric estimation of a survival function with interval censored data. (English) Zbl 07314105 Malays. J. Math. Sci. 14, No. 2, 285-293 (2020). MSC: 62G07 62N01 62N05 62J10 PDF BibTeX XML Cite \textit{B. A. Aljawadi}, Malays. J. Math. Sci. 14, No. 2, 285--293 (2020; Zbl 07314105) Full Text: Link
Petrov, A. G. On parametric representations of orthogonal and symplectic matrices. (English. Russian original) Zbl 07309100 Russ. Math. 64, No. 6, 80-85 (2020); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 6, 93-98 (2020). MSC: 37J37 15B10 15B30 PDF BibTeX XML Cite \textit{A. G. Petrov}, Russ. Math. 64, No. 6, 80--85 (2020; Zbl 07309100); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2020, No. 6, 93--98 (2020) Full Text: DOI
Al-Thani, Hessa; Lee, Jon An R package for generating covariance matrices for maximum-entropy sampling from precipitation chemistry data. (English) Zbl 07307550 SN Oper. Res. Forum 1, No. 3, Paper No. 17, 22 p. (2020). MSC: 90C30 62B10 PDF BibTeX XML Cite \textit{H. Al-Thani} and \textit{J. Lee}, SN Oper. Res. Forum 1, No. 3, Paper No. 17, 22 p. (2020; Zbl 07307550) Full Text: DOI
Choi, Hayoung; Kim, Sejong; Shi, Yuanming Geometric mean of partial positive definite matrices with missing entries. (English) Zbl 07298425 Linear Multilinear Algebra 68, No. 12, 2408-2433 (2020). MSC: 15B48 47A64 PDF BibTeX XML Cite \textit{H. Choi} et al., Linear Multilinear Algebra 68, No. 12, 2408--2433 (2020; Zbl 07298425) Full Text: DOI
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 07297548 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDF BibTeX XML Cite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 07297548) Full Text: DOI
Shen, Jieqiong; Zhou, Jie; Chen, Chen On the estimation for product of covariance matrices and its trace. (English) Zbl 07295707 J. Sichuan Univ., Nat. Sci. Ed. 57, No. 4, 635-641 (2020). MSC: 62H12 62H05 PDF BibTeX XML Cite \textit{J. Shen} et al., J. Sichuan Univ., Nat. Sci. Ed. 57, No. 4, 635--641 (2020; Zbl 07295707) Full Text: DOI
Yuan, Shoucheng; Zhou, Jie; Shen, Jieqiong Sphericity test for high dimensional data based on random matrix theory. (Chinese. English summary) Zbl 07295024 Chin. J. Appl. Probab. Stat. 36, No. 4, 355-364 (2020). MSC: 62H15 62M15 60B20 PDF BibTeX XML Cite \textit{S. Yuan} et al., Chin. J. Appl. Probab. Stat. 36, No. 4, 355--364 (2020; Zbl 07295024) Full Text: DOI
Wang, Xuzhen; Jin, Baisuo High-dimensional covariance matrix estimation based on network. (Chinese. English summary) Zbl 07295023 Chin. J. Appl. Probab. Stat. 36, No. 4, 342-354 (2020). MSC: 62J10 62H12 62H22 PDF BibTeX XML Cite \textit{X. Wang} and \textit{B. Jin}, Chin. J. Appl. Probab. Stat. 36, No. 4, 342--354 (2020; Zbl 07295023) Full Text: DOI
Li, Huiqin No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices. (English) Zbl 1455.15010 Random Matrices Theory Appl. 9, No. 4, Article ID 2150003, 30 p. (2020). MSC: 15B52 60B20 60F15 60F17 PDF BibTeX XML Cite \textit{H. Li}, Random Matrices Theory Appl. 9, No. 4, Article ID 2150003, 30 p. (2020; Zbl 1455.15010) Full Text: DOI
Besson, Olivier; Vincent, François; Gendre, Xavier A Stein’s approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric. (English) Zbl 07287581 Stat. Probab. Lett. 167, Article ID 108893, 9 p. (2020). MSC: 62J10 62H12 PDF BibTeX XML Cite \textit{O. Besson} et al., Stat. Probab. Lett. 167, Article ID 108893, 9 p. (2020; Zbl 07287581) Full Text: DOI
Fleermann, Michael; Heiny, Johannes High-dimensional sample covariance matrices with Curie-Weiss entries. (English) Zbl 1454.60013 ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 857-876 (2020). Reviewer: Matthew Bernard (Berkeley) MSC: 60B20 60F05 60G55 PDF BibTeX XML Cite \textit{M. Fleermann} and \textit{J. Heiny}, ALEA, Lat. Am. J. Probab. Math. Stat. 17, No. 2, 857--876 (2020; Zbl 1454.60013) Full Text: Link
Kaiblinger, Norbert; Spangl, Bernhard An inequality for the analysis of variance. (English) Zbl 07284495 Math. Inequal. Appl. 23, No. 3, 961-969 (2020). Reviewer: Adam Besenyei (Budapest) MSC: 15A45 26D15 47A30 51M16 52A40 60E15 62J10 PDF BibTeX XML Cite \textit{N. Kaiblinger} and \textit{B. Spangl}, Math. Inequal. Appl. 23, No. 3, 961--969 (2020; Zbl 07284495) Full Text: DOI
Yu, Philip L. H.; Ng, F. C.; Ting, Jessica K. W. Adjusting covariance matrix for risk management. (English) Zbl 1454.91237 Quant. Finance 20, No. 10, 1681-1699 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{P. L. H. Yu} et al., Quant. Finance 20, No. 10, 1681--1699 (2020; Zbl 1454.91237) Full Text: DOI
Kabán, Ata Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices. (English) Zbl 07272160 Anal. Appl., Singap. 18, No. 5, 929-950 (2020). MSC: 68T99 15B52 15A15 PDF BibTeX XML Cite \textit{A. Kabán}, Anal. Appl., Singap. 18, No. 5, 929--950 (2020; Zbl 07272160) Full Text: DOI
Navon, Aviv; Rosset, Saharon Capturing between-tasks covariance and similarities using multivariate linear mixed models. (English) Zbl 1453.62516 Electron. J. Stat. 14, No. 2, 3821-3844 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62H12 62J05 62J10 PDF BibTeX XML Cite \textit{A. Navon} and \textit{S. Rosset}, Electron. J. Stat. 14, No. 2, 3821--3844 (2020; Zbl 1453.62516) Full Text: DOI Euclid
Wooldridge, Jeffrey M. On the consistency of the logistic quasi-MLE under conditional symmetry. (English) Zbl 1452.62552 Econ. Lett. 194, Article ID 109363, 3 p. (2020). MSC: 62J12 62F12 62F35 PDF BibTeX XML Cite \textit{J. M. Wooldridge}, Econ. Lett. 194, Article ID 109363, 3 p. (2020; Zbl 1452.62552) Full Text: DOI
Córdoba, Irene; Varando, Gherardo; Bielza, Concha; Larrañaga, Pedro On generating random Gaussian graphical models. (English) Zbl 07264278 Int. J. Approx. Reasoning 125, 240-250 (2020). MSC: 68T37 PDF BibTeX XML Cite \textit{I. Córdoba} et al., Int. J. Approx. Reasoning 125, 240--250 (2020; Zbl 07264278) Full Text: DOI
Li, Haoran; Aue, Alexander; Paul, Debashis High-dimensional general linear hypothesis tests via non-linear spectral shrinkage. (English) Zbl 07256152 Bernoulli 26, No. 4, 2541-2571 (2020). MSC: 62H15 62E20 62J07 62J10 62M15 60B20 PDF BibTeX XML Cite \textit{H. Li} et al., Bernoulli 26, No. 4, 2541--2571 (2020; Zbl 07256152) Full Text: DOI Euclid
Drton, Mathias; Robeva, Elina; Weihs, Luca Nested covariance determinants and restricted trek separation in Gaussian graphical models. (English) Zbl 07256151 Bernoulli 26, No. 4, 2503-2540 (2020). MSC: 62H22 62H12 62J10 62R01 PDF BibTeX XML Cite \textit{M. Drton} et al., Bernoulli 26, No. 4, 2503--2540 (2020; Zbl 07256151) Full Text: DOI Euclid
Sifaou, Houssem; Kammoun, Abla; Alouini, Mohamed-Slim High-dimensional linear discriminant analysis classifier for spiked covariance model. (English) Zbl 07255143 J. Mach. Learn. Res. 21, Paper No. 112, 24 p. (2020). MSC: 68T05 PDF BibTeX XML Cite \textit{H. Sifaou} et al., J. Mach. Learn. Res. 21, Paper No. 112, 24 p. (2020; Zbl 07255143) Full Text: Link
Li, Haoran; Aue, Alexander; Paul, Debashis; Peng, Jie; Wang, Pei An adaptable generalization of Hotelling’s \(T^2\) test in high dimension. (English) Zbl 1451.62083 Ann. Stat. 48, No. 3, 1815-1847 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62J10 62H15 62H20 60B20 60G15 15B52 62P10 PDF BibTeX XML Cite \textit{H. Li} et al., Ann. Stat. 48, No. 3, 1815--1847 (2020; Zbl 1451.62083) Full Text: DOI Euclid
Cai, T. Tony; Wu, Yihong Statistical and computational limits for sparse matrix detection. (English) Zbl 1453.62285 Ann. Stat. 48, No. 3, 1593-1614 (2020). Reviewer: Doina Carp (Bucureşti) MSC: 62C20 62H12 62H15 62-08 PDF BibTeX XML Cite \textit{T. T. Cai} and \textit{Y. Wu}, Ann. Stat. 48, No. 3, 1593--1614 (2020; Zbl 1453.62285) Full Text: DOI Euclid
Cai, T. Tony; Han, Xiao; Pan, Guangming Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices. (English) Zbl 07241590 Ann. Stat. 48, No. 3, 1255-1280 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62H25 60B20 15B52 60F05 62H10 PDF BibTeX XML Cite \textit{T. T. Cai} et al., Ann. Stat. 48, No. 3, 1255--1280 (2020; Zbl 07241590) Full Text: DOI Euclid
Xi, Haokai; Yang, Fan; Yin, Jun Convergence of eigenvector empirical spectral distribution of sample covariance matrices. (English) Zbl 1447.15033 Ann. Stat. 48, No. 2, 953-982 (2020). MSC: 15B52 60B20 62E20 PDF BibTeX XML Cite \textit{H. Xi} et al., Ann. Stat. 48, No. 2, 953--982 (2020; Zbl 1447.15033) Full Text: DOI Euclid
Pan, Junhao; Ip, Edward Haksing; Dubé, Laurette Multilevel heterogeneous factor analysis and application to ecological momentary assessment. (English) Zbl 1447.62122 Psychometrika 85, No. 1, 75-100 (2020). MSC: 62P12 62H25 62J15 PDF BibTeX XML Cite \textit{J. Pan} et al., Psychometrika 85, No. 1, 75--100 (2020; Zbl 1447.62122) Full Text: DOI
Shi, Shengguo; Li, Ying; Yang, Desen; Liu, Aifei; Zhu, Zhongrui DOA estimation of coherent signals based on the sparse representation for acoustic vector-sensor arrays. (English) Zbl 1452.94022 Circuits Syst. Signal Process. 39, No. 7, 3553-3573 (2020). MSC: 94A12 PDF BibTeX XML Cite \textit{S. Shi} et al., Circuits Syst. Signal Process. 39, No. 7, 3553--3573 (2020; Zbl 1452.94022) Full Text: DOI
Lu, Tianshi; Ma, Chunsheng Isotropic covariance matrix functions on compact two-point homogeneous spaces. (English) Zbl 07229217 J. Theor. Probab. 33, No. 3, 1630-1656 (2020). MSC: 60G60 62M10 62M30 PDF BibTeX XML Cite \textit{T. Lu} and \textit{C. Ma}, J. Theor. Probab. 33, No. 3, 1630--1656 (2020; Zbl 07229217) Full Text: DOI
Peeters, Carel F. W.; van de Wiel, Mark A.; van Wieringen, Wessel N. The spectral condition number plot for regularization parameter evaluation. (English) Zbl 07225398 Comput. Stat. 35, No. 2, 629-646 (2020). MSC: 65C60 PDF BibTeX XML Cite \textit{C. F. W. Peeters} et al., Comput. Stat. 35, No. 2, 629--646 (2020; Zbl 07225398) Full Text: DOI
Belton, Alexander; Guillot, Dominique; Khare, Apoorva; Putinar, Mihai A panorama of positivity. II: Fixed dimension. (English) Zbl 1452.15021 Dales, H. Garth (ed.) et al., Complex analysis and spectral theory. Conference in celebration of Thomas Ransford’s 60th birthday, Laval University, Québec, Canada, May 21–25, 2018. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 743, 109-150 (2020). Reviewer: Mihail Voicu (Iaşi) MSC: 15B48 15B05 05E05 44A60 15A24 15A15 15A45 15A83 47B35 05C50 30E05 62J10 15-02 PDF BibTeX XML Cite \textit{A. Belton} et al., Contemp. Math. 743, 109--150 (2020; Zbl 1452.15021) Full Text: DOI
Khoromskaia, Venera; Khoromskij, Boris N.; Otto, Felix Numerical study in stochastic homogenization for elliptic partial differential equations: convergence rate in the size of representative volume elements. (English) Zbl 07217205 Numer. Linear Algebra Appl. 27, No. 3, e2296, 23 p. (2020). MSC: 65F30 65F50 65N35 65F10 PDF BibTeX XML Cite \textit{V. Khoromskaia} et al., Numer. Linear Algebra Appl. 27, No. 3, e2296, 23 p. (2020; Zbl 07217205) Full Text: DOI
Chan, Joshua C. C.; Eisenstat, Eric; Strachan, Rodney W. Reducing the state space dimension in a large TVP-VAR. (English) Zbl 07213065 J. Econom. 218, No. 1, 105-118 (2020). MSC: 62M10 62F15 62P20 62-08 PDF BibTeX XML Cite \textit{J. C. C. Chan} et al., J. Econom. 218, No. 1, 105--118 (2020; Zbl 07213065) Full Text: DOI
Liu, X.; Zheng, S.; Feng, X. Estimation of error variance via ridge regression. (English) Zbl 1441.62187 Biometrika 107, No. 2, 481-488 (2020). MSC: 62J07 62J10 60B20 PDF BibTeX XML Cite \textit{X. Liu} et al., Biometrika 107, No. 2, 481--488 (2020; Zbl 1441.62187) Full Text: DOI
Tyler, David E.; Yi, Mengxi Lassoing eigenvalues. (English) Zbl 1441.62189 Biometrika 107, No. 2, 397-414 (2020). MSC: 62J07 62H25 62H12 15A18 PDF BibTeX XML Cite \textit{D. E. Tyler} and \textit{M. Yi}, Biometrika 107, No. 2, 397--414 (2020; Zbl 1441.62189) Full Text: DOI
Chen, Qingmei A new idea on density function and covariance matrix analysis of a stochastic SEIS epidemic model with degenerate diffusion. (English) Zbl 1444.92108 Appl. Math. Lett. 103, Article ID 106200, 6 p. (2020). MSC: 92D30 35Q84 PDF BibTeX XML Cite \textit{Q. Chen}, Appl. Math. Lett. 103, Article ID 106200, 6 p. (2020; Zbl 1444.92108) Full Text: DOI
Fan, Qingliang; Han, Xiao; Pan, Guangming; Jiang, Bibo Large system of seemingly unrelated regressions: a penalized quasi-maximum likelihood estimation perspective. (English) Zbl 1440.62257 Econom. Theory 36, No. 3, 526-558 (2020). MSC: 62J02 62J10 62H12 PDF BibTeX XML Cite \textit{Q. Fan} et al., Econom. Theory 36, No. 3, 526--558 (2020; Zbl 1440.62257) Full Text: DOI
Hellwig, Michael; Beyer, Hans-Georg On the steady state analysis of covariance matrix self-adaptation evolution strategies on the noisy ellipsoid model. (English) Zbl 1452.90326 Theor. Comput. Sci. 832, 98-122 (2020). MSC: 90C59 68W50 PDF BibTeX XML Cite \textit{M. Hellwig} and \textit{H.-G. Beyer}, Theor. Comput. Sci. 832, 98--122 (2020; Zbl 1452.90326) Full Text: DOI
Bishop, Adrian N.; Del Moral, Pierre; Niclas, Angèle A perturbation analysis of stochastic matrix Riccati diffusions. (English. French summary) Zbl 1434.60020 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 884-916 (2020). MSC: 60B20 15B52 62M20 60G35 PDF BibTeX XML Cite \textit{A. N. Bishop} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 2, 884--916 (2020; Zbl 1434.60020) Full Text: DOI Euclid
Goes, John; Lerman, Gilad; Nadler, Boaz Robust sparse covariance estimation by thresholding Tyler’s M-estimator. (English) Zbl 1439.62123 Ann. Stat. 48, No. 1, 86-110 (2020). MSC: 62G35 62G20 62H12 62M15 PDF BibTeX XML Cite \textit{J. Goes} et al., Ann. Stat. 48, No. 1, 86--110 (2020; Zbl 1439.62123) Full Text: DOI Euclid
Ning, Bo; Jeong, Seonghyun; Ghosal, Subhashis Bayesian linear regression for multivariate responses under group sparsity. (English) Zbl 1437.62262 Bernoulli 26, No. 3, 2353-2382 (2020). Reviewer: Oleksandr Kukush (Kyïv) MSC: 62J05 62H12 62F15 62F07 PDF BibTeX XML Cite \textit{B. Ning} et al., Bernoulli 26, No. 3, 2353--2382 (2020; Zbl 1437.62262) Full Text: DOI Euclid
Ding, Xue Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when \(p/n\to 0\). (English) Zbl 1444.60011 Random Matrices Theory Appl. 9, No. 2, Article ID 2050005, 17 p. (2020). MSC: 60B20 15B52 60F05 60F15 PDF BibTeX XML Cite \textit{X. Ding}, Random Matrices Theory Appl. 9, No. 2, Article ID 2050005, 17 p. (2020; Zbl 1444.60011) Full Text: DOI
Guo, Junhao; Zhou, Jie; Hu, Sanfeng Intrinsic covariance matrix estimation for multivariate elliptical distributions. (English) Zbl 1439.62153 Stat. Probab. Lett. 162, Article ID 108774, 8 p. (2020). MSC: 62H30 62H12 PDF BibTeX XML Cite \textit{J. Guo} et al., Stat. Probab. Lett. 162, Article ID 108774, 8 p. (2020; Zbl 1439.62153) Full Text: DOI
Matsuura, Shun; Kurata, Hiroshi Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss. (English) Zbl 1436.62203 Stat. Methods Appl. 29, No. 1, 79-99 (2020). MSC: 62H12 62H20 62J02 PDF BibTeX XML Cite \textit{S. Matsuura} and \textit{H. Kurata}, Stat. Methods Appl. 29, No. 1, 79--99 (2020; Zbl 1436.62203) Full Text: DOI
Wang, Di; Xu, Jinhui Tight lower bound of sparse covariance matrix estimation in the local differential privacy model. (English) Zbl 1433.68129 Theor. Comput. Sci. 815, 47-59 (2020). MSC: 68P27 62H12 68Q17 PDF BibTeX XML Cite \textit{D. Wang} and \textit{J. Xu}, Theor. Comput. Sci. 815, 47--59 (2020; Zbl 1433.68129) Full Text: DOI
Yin, Yanqing On the singular value distribution of large-dimensional data matrices whose columns have different correlations. (English) Zbl 1435.15026 Statistics 54, No. 2, 353-374 (2020). MSC: 15B52 15A18 60F15 62E20 60F17 PDF BibTeX XML Cite \textit{Y. Yin}, Statistics 54, No. 2, 353--374 (2020; Zbl 1435.15026) Full Text: DOI
Qian, Manling; Tao, Li; Li, Erqian; Tian, Maozai Hypothesis testing for the identity of high-dimensional covariance matrices. (English) Zbl 1440.62078 Stat. Probab. Lett. 161, Article ID 108699, 12 p. (2020). MSC: 62F03 62H12 15A18 PDF BibTeX XML Cite \textit{M. Qian} et al., Stat. Probab. Lett. 161, Article ID 108699, 12 p. (2020; Zbl 1440.62078) Full Text: DOI
Zimmermann, Georg; Pauly, Markus; Bathke, Arne C. Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses. (English) Zbl 1435.62284 J. Multivariate Anal. 177, Article ID 104594, 19 p. (2020). MSC: 62J10 62H15 62F40 PDF BibTeX XML Cite \textit{G. Zimmermann} et al., J. Multivariate Anal. 177, Article ID 104594, 19 p. (2020; Zbl 1435.62284) Full Text: DOI
Zheng, Shurong; Lin, Ruitao; Guo, Jianhua; Yin, Guosheng Testing homogeneity of high-dimensional covariance matrices. (English) Zbl 1444.62074 Stat. Sin. 30, No. 1, 35-53 (2020). MSC: 62H12 62H20 62J10 62P10 PDF BibTeX XML Cite \textit{S. Zheng} et al., Stat. Sin. 30, No. 1, 35--53 (2020; Zbl 1444.62074) Full Text: DOI
Zhu, Yuanyuan; Yu, Philip L. H.; Mathew, Thomas Improved estimation of optimal portfolio with an application to the US stock market. (English) Zbl 1437.62382 J. Stat. Theory Pract. 14, No. 1, Paper No. 1, 25 p. (2020). MSC: 62P05 62H25 PDF BibTeX XML Cite \textit{Y. Zhu} et al., J. Stat. Theory Pract. 14, No. 1, Paper No. 1, 25 p. (2020; Zbl 1437.62382) Full Text: DOI
Ma, Chunsheng; Malyarenko, Anatoliy Time-varying isotropic vector random fields on compact two-point homogeneous spaces. (English) Zbl 1444.60042 J. Theor. Probab. 33, No. 1, 319-339 (2020). MSC: 60G60 62M10 62M30 PDF BibTeX XML Cite \textit{C. Ma} and \textit{A. Malyarenko}, J. Theor. Probab. 33, No. 1, 319--339 (2020; Zbl 1444.60042) Full Text: DOI
Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze Ultrahigh dimensional precision matrix estimation via refitted cross validation. (English) Zbl 07167855 J. Econom. 215, No. 1, 118-130 (2020). MSC: 62H12 62-08 62F12 62J05 62J07 62P05 PDF BibTeX XML Cite \textit{L. Wang} et al., J. Econom. 215, No. 1, 118--130 (2020; Zbl 07167855) Full Text: DOI
Ito, Hiroshi C.; Sasaki, Akira Evolutionary branching in distorted trait spaces. (English) Zbl 1430.92055 J. Theor. Biol. 489, Article ID 110152, 26 p. (2020). MSC: 92D15 92D25 92D40 PDF BibTeX XML Cite \textit{H. C. Ito} and \textit{A. Sasaki}, J. Theor. Biol. 489, Article ID 110152, 26 p. (2020; Zbl 1430.92055) Full Text: DOI
Farnè, Matteo; Montanari, Angela A large covariance matrix estimator under intermediate spikiness regimes. (English) Zbl 1436.62198 J. Multivariate Anal. 176, Article ID 104577, 20 p. (2020). MSC: 62H12 15A42 62P05 PDF BibTeX XML Cite \textit{M. Farnè} and \textit{A. Montanari}, J. Multivariate Anal. 176, Article ID 104577, 20 p. (2020; Zbl 1436.62198) Full Text: DOI
Wang, Shao-Hsuan; Huang, Su-Yun; Chen, Ting-Li On asymptotic normality of cross data matrix-based PCA in high dimension low sample size. (English) Zbl 1437.62221 J. Multivariate Anal. 175, Article ID 104556, 14 p. (2020). MSC: 62H25 62R07 62E20 PDF BibTeX XML Cite \textit{S.-H. Wang} et al., J. Multivariate Anal. 175, Article ID 104556, 14 p. (2020; Zbl 1437.62221) Full Text: DOI
Jiang, Hong; Qian, Jianwei; Sun, Yuqin Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models. (English) Zbl 1434.62096 Stat. Probab. Lett. 158, Article ID 108669, 7 p. (2020). MSC: 62H12 62J05 PDF BibTeX XML Cite \textit{H. Jiang} et al., Stat. Probab. Lett. 158, Article ID 108669, 7 p. (2020; Zbl 1434.62096) Full Text: DOI
Lu, Tianshi; Leonenko, Nikolai; Ma, Chunsheng Series representations of isotropic vector random fields on balls. (English) Zbl 07153405 Stat. Probab. Lett. 156, Article ID 108583, 7 p. (2020). MSC: 60G60 62M30 PDF BibTeX XML Cite \textit{T. Lu} et al., Stat. Probab. Lett. 156, Article ID 108583, 7 p. (2020; Zbl 07153405) Full Text: DOI
Liu, Jin; Ma, Yingying; Wang, Hansheng Semiparametric model for covariance regression analysis. (English) Zbl 07135530 Comput. Stat. Data Anal. 142, Article ID 106815, 17 p. (2020). MSC: 62 PDF BibTeX XML Cite \textit{J. Liu} et al., Comput. Stat. Data Anal. 142, Article ID 106815, 17 p. (2020; Zbl 07135530) Full Text: DOI
Shir, Ofer M.; Yehudayoff, Amir On the covariance-Hessian relation in evolution strategies. (English) Zbl 1436.68326 Theor. Comput. Sci. 801, 157-174 (2020). MSC: 68T20 62H10 68T05 90C59 PDF BibTeX XML Cite \textit{O. M. Shir} and \textit{A. Yehudayoff}, Theor. Comput. Sci. 801, 157--174 (2020; Zbl 1436.68326) Full Text: DOI
Gao, Wei; Ye, Wenna A min-max conditional covariance algorithm for structure learning of Gaussian graphical models. (English) Zbl 07260614 Stat. Anal. Data Min. 12, No. 1, 12-22 (2019). MSC: 62 68 PDF BibTeX XML Cite \textit{W. Gao} and \textit{W. Ye}, Stat. Anal. Data Min. 12, No. 1, 12--22 (2019; Zbl 07260614) Full Text: DOI
Maiboroda, Rostyslav; Sugakova, Olena Jackknife covariance matrix estimation for observations from mixture. (English) Zbl 1439.62154 Mod. Stoch., Theory Appl. 6, No. 4, 495-513 (2019). MSC: 62H30 62J05 62G15 62G20 62G09 62P25 62G07 PDF BibTeX XML Cite \textit{R. Maiboroda} and \textit{O. Sugakova}, Mod. Stoch., Theory Appl. 6, No. 4, 495--513 (2019; Zbl 1439.62154) Full Text: DOI
Choi, Young-Geun; Lim, Johan; Choi, Sujung High-dimensional Markowitz portfolio optimization problem: empirical comparison of covariance matrix estimators. (English) Zbl 07193780 J. Stat. Comput. Simulation 89, No. 7, 1278-1300 (2019). MSC: 62H99 62P20 PDF BibTeX XML Cite \textit{Y.-G. Choi} et al., J. Stat. Comput. Simulation 89, No. 7, 1278--1300 (2019; Zbl 07193780) Full Text: DOI
Brooks, Daniel; Schwander, Olivier; Barbaresco, Frédéric; Schneider, Jean-Yves; Cord, Matthieu Second-order networks in Pytorch. (English) Zbl 07178770 Nielsen, Frank (ed.) et al., Geometric science of information. 4th international conference, GSI 2019, Toulouse, France, August 27–29, 2019. Proceedings. Cham: Springer (ISBN 978-3-030-26979-1/pbk; 978-3-030-26980-7/ebook). Lecture Notes in Computer Science 11712, 751-758 (2019). MSC: 94A08 94A12 94A15 94A17 PDF BibTeX XML Cite \textit{D. Brooks} et al., Lect. Notes Comput. Sci. 11712, 751--758 (2019; Zbl 07178770) Full Text: DOI
Ogasawara, Haruhiko The multiple Cantelli inequalities. (English) Zbl 1441.60019 Stat. Methods Appl. 28, No. 3, 495-506 (2019). MSC: 60E15 PDF BibTeX XML Cite \textit{H. Ogasawara}, Stat. Methods Appl. 28, No. 3, 495--506 (2019; Zbl 1441.60019) Full Text: DOI
Ciccone, Valentina; Ferrante, Augusto; Zorzi, Mattia An alternating minimization algorithm for factor analysis. (English) Zbl 07177914 Kybernetika 55, No. 4, 740-754 (2019). MSC: 62H25 62H12 62J10 PDF BibTeX XML Cite \textit{V. Ciccone} et al., Kybernetika 55, No. 4, 740--754 (2019; Zbl 07177914) Full Text: DOI
Polat, Esra; Gunay, Suleyman A new robust partial least squares regression method based on a robust and an efficient adaptive reweighted estimator of covariance. (English) Zbl 1436.62105 REVSTAT 17, No. 4, 449-474 (2019). MSC: 62F35 62H12 62J05 PDF BibTeX XML Cite \textit{E. Polat} and \textit{S. Gunay}, REVSTAT 17, No. 4, 449--474 (2019; Zbl 1436.62105) Full Text: Link
Blanchet, Jose; Si, Nian Optimal uncertainty size in distributionally robust inverse covariance estimation. (English) Zbl 07165853 Oper. Res. Lett. 47, No. 6, 618-621 (2019). MSC: 90 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{N. Si}, Oper. Res. Lett. 47, No. 6, 618--621 (2019; Zbl 07165853) Full Text: DOI
Qiu, Yumou; Liyanage, Janaka S. S. Threshold selection for covariance estimation. (English) Zbl 1436.62622 Biometrics 75, No. 3, 895-905 (2019). MSC: 62P10 62H12 62J10 62F07 92D20 PDF BibTeX XML Cite \textit{Y. Qiu} and \textit{J. S. S. Liyanage}, Biometrics 75, No. 3, 895--905 (2019; Zbl 1436.62622) Full Text: DOI
Greenewald, Kristjan; Zhou, Shuheng; Hero, Alfred Tensor graphical Lasso (TeraLasso). (English) Zbl 1429.62309 J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 5, 901-931 (2019). MSC: 62J07 62H12 PDF BibTeX XML Cite \textit{K. Greenewald} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 5, 901--931 (2019; Zbl 1429.62309) Full Text: DOI
Barabanov, O. O.; Barabanova, L. P. On building matrices in the theory of least squares method. (English. Russian original) Zbl 1428.15028 Russ. Math. 63, No. 4, 23-30 (2019); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 4, 27-35 (2019). MSC: 15A99 93E24 62J10 PDF BibTeX XML Cite \textit{O. O. Barabanov} and \textit{L. P. Barabanova}, Russ. Math. 63, No. 4, 23--30 (2019; Zbl 1428.15028); translation from Izv. Vyssh. Uchebn. Zaved., Mat. 2019, No. 4, 27--35 (2019) Full Text: DOI
Yao, Weixin; Nandy, Debmalya; Lindsay, Bruce G.; Chiaromonte, Francesca Covariate information matrix for sufficient dimension reduction. (English) Zbl 1428.62341 J. Am. Stat. Assoc. 114, No. 528, 1752-1764 (2019). MSC: 62J10 62G07 PDF BibTeX XML Cite \textit{W. Yao} et al., J. Am. Stat. Assoc. 114, No. 528, 1752--1764 (2019; Zbl 1428.62341) Full Text: DOI
Lee, Kyoungjae; Lee, Jaeyong; Lin, Lizhen Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors. (English) Zbl 1435.62037 Ann. Stat. 47, No. 6, 3413-3437 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62C20 62F15 62H12 62F12 PDF BibTeX XML Cite \textit{K. Lee} et al., Ann. Stat. 47, No. 6, 3413--3437 (2019; Zbl 1435.62037) Full Text: DOI Euclid
Zheng, Shurong; Chen, Zhao; Cui, Hengjian; Li, Runze Hypothesis testing on linear structures of high-dimensional covariance matrix. (English) Zbl 1435.62202 Ann. Stat. 47, No. 6, 3300-3334 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62H15 62H10 PDF BibTeX XML Cite \textit{S. Zheng} et al., Ann. Stat. 47, No. 6, 3300--3334 (2019; Zbl 1435.62202) Full Text: DOI Euclid
Zhu, Ke Statistical inference for autoregressive models under heteroscedasticity of unknown form. (English) Zbl 1436.62444 Ann. Stat. 47, No. 6, 3185-3215 (2019). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62M10 62P20 62J05 62H12 PDF BibTeX XML Cite \textit{K. Zhu}, Ann. Stat. 47, No. 6, 3185--3215 (2019; Zbl 1436.62444) Full Text: DOI Euclid
Monakhov, V. V. Generalization of Dirac conjugation in the superalgebraic theory of spinors. (English. Russian original) Zbl 1427.81054 Theor. Math. Phys. 200, No. 1, 1026-1042 (2019); translation from Teor. Mat. Fiz. 200, No. 1, 118-136 (2019). MSC: 81R25 81R20 81Q60 81V80 81T70 15A66 PDF BibTeX XML Cite \textit{V. V. Monakhov}, Theor. Math. Phys. 200, No. 1, 1026--1042 (2019; Zbl 1427.81054); translation from Teor. Mat. Fiz. 200, No. 1, 118--136 (2019) Full Text: DOI
Yang, Fan Edge universality of separable covariance matrices. (English) Zbl 1436.15042 Electron. J. Probab. 24, Paper No. 123, 57 p. (2019). Reviewer: Nicolae Lupa (Timisoara) MSC: 15B52 62E20 60B20 PDF BibTeX XML Cite \textit{F. Yang}, Electron. J. Probab. 24, Paper No. 123, 57 p. (2019; Zbl 1436.15042) Full Text: DOI Euclid arXiv
Malik, John; Shen, Chao; Wu, Hau-Tieng; Wu, Nan Connecting dots: from local covariance to empirical intrinsic geometry and locally linear embedding. (English) Zbl 1433.62142 Pure Appl. Anal. 1, No. 4, 515-542 (2019). MSC: 62H12 62R30 68T05 PDF BibTeX XML Cite \textit{J. Malik} et al., Pure Appl. Anal. 1, No. 4, 515--542 (2019; Zbl 1433.62142) Full Text: DOI arXiv
Hou, Jian; Zhao, Yong Some remarks on a pair of seemingly unrelated regression models. (English) Zbl 1428.62229 Open Math. 17, 979-989 (2019). MSC: 62H12 62J05 PDF BibTeX XML Cite \textit{J. Hou} and \textit{Y. Zhao}, Open Math. 17, 979--989 (2019; Zbl 1428.62229) Full Text: DOI
Cui, Xiangzhao; Li, Zhenyang; Zhao, Jine; Zhang, Defei; Pan, Jianxin Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy. (English) Zbl 1433.62139 Ahmed, S. Ejaz (ed.) et al., Matrices, statistics and big data. Selected contributions from IWMS 2016, the 25th international workshop on matrices and statistics, Funchal, Madeira, Portugal, June 6–9, 2016. Cham: Springer. Contrib. Stat., 111-125 (2019). MSC: 62H12 15B05 62J10 PDF BibTeX XML Cite \textit{X. Cui} et al., in: Matrices, statistics and big data. Selected contributions from IWMS 2016, the 25th international workshop on matrices and statistics, Funchal, Madeira, Portugal, June 6--9, 2016. Cham: Springer. 111--125 (2019; Zbl 1433.62139) Full Text: DOI
Vats, Dootika; Flegal, James M.; Jones, Galin L. Multivariate output analysis for Markov chain Monte Carlo. (English) Zbl 1434.62100 Biometrika 106, No. 2, 321-337 (2019). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H12 60E15 PDF BibTeX XML Cite \textit{D. Vats} et al., Biometrika 106, No. 2, 321--337 (2019; Zbl 1434.62100) Full Text: DOI arXiv
Liu, Xinrui; Zhang, Na Sparse inverse covariance matrix estimation via the \(\ell_0\)-norm with Tikhonov regularization. (English) Zbl 1435.62271 Inverse Probl. 35, No. 11, Article ID 115010, 31 p. (2019). Reviewer: Annibal Parracho Sant’Anna (Rio de Janeiro) MSC: 62J07 62H12 62P10 PDF BibTeX XML Cite \textit{X. Liu} and \textit{N. Zhang}, Inverse Probl. 35, No. 11, Article ID 115010, 31 p. (2019; Zbl 1435.62271) Full Text: DOI
Couillet, Romain; Tiomoko, Malik; Zozor, Steeve; Moisan, Eric Random matrix-improved estimation of covariance matrix distances. (English) Zbl 1428.62218 J. Multivariate Anal. 174, Article ID 104531, 24 p. (2019). MSC: 62H12 60B20 62M45 15B52 PDF BibTeX XML Cite \textit{R. Couillet} et al., J. Multivariate Anal. 174, Article ID 104531, 24 p. (2019; Zbl 1428.62218) Full Text: DOI arXiv
Zhang, Zhichao Uncertainty principle for real functions in free metaplectic transformation domains. (English) Zbl 1428.42009 J. Fourier Anal. Appl. 25, No. 6, 2899-2922 (2019). MSC: 42A38 42B10 15A42 70H15 PDF BibTeX XML Cite \textit{Z. Zhang}, J. Fourier Anal. Appl. 25, No. 6, 2899--2922 (2019; Zbl 1428.42009) Full Text: DOI
Kalyagin, Valery A.; Slashchinin, Sergey V. Impact of error in parameter estimations on large scale portfolio optimization. (English) Zbl 1425.91433 Demetriou, Ioannis (ed.) et al., Approximation and optimization. Algorithms, complexity and applications. Based on the conference on approximation and optimization: algorithms, complexity, and applications, National and Kapodistrian University of Athens, Athens, Greece, June 29–30, 2017. Cham: Springer. Springer Optim. Appl. 145, 151-184 (2019). MSC: 91G70 62P05 90C30 91G10 PDF BibTeX XML Cite \textit{V. A. Kalyagin} and \textit{S. V. Slashchinin}, Springer Optim. Appl. 145, 151--184 (2019; Zbl 1425.91433) Full Text: DOI
Lugosi, Gábor; Mendelson, Shahar Near-optimal mean estimators with respect to general norms. (English) Zbl 1431.62234 Probab. Theory Relat. Fields 175, No. 3-4, 957-973 (2019). MSC: 62H12 62G05 62R10 62M40 PDF BibTeX XML Cite \textit{G. Lugosi} and \textit{S. Mendelson}, Probab. Theory Relat. Fields 175, No. 3--4, 957--973 (2019; Zbl 1431.62234) Full Text: DOI arXiv
Belton, Alexander; Guillot, Dominique; Khare, Apoorva; Putinar, Mihai A panorama of positivity. I: Dimension free. (English) Zbl 07121791 Aleman, Alexandru (ed.) et al., Analysis of operators on function spaces. The Serguei Shimorin memorial volume. Including extended versions of lectures of the conference in honor of the memory of Serguei Shimorin at the Mittag-Leffler Institute, Stockholm, Sweden in the summer of 2018. Cham: Springer (ISBN 978-3-030-14639-9/hbk; 978-3-030-14642-9/pbk; 978-3-030-14640-5/ebook). Trends in Mathematics, 117-165 (2019). MSC: 15-02 15B48 15B05 05E05 44A60 15A24 15A15 15A45 15A83 47B35 05C50 30E05 62J10 PDF BibTeX XML Cite \textit{A. Belton} et al., in: Analysis of operators on function spaces. The Serguei Shimorin memorial volume. Including extended versions of lectures of the conference in honor of the memory of Serguei Shimorin at the Mittag-Leffler Institute, Stockholm, Sweden in the summer of 2018. Cham: Springer. 117--165 (2019; Zbl 07121791) Full Text: DOI
Bodnar, Taras; Dette, Holger; Parolya, Nestor Testing for independence of large dimensional vectors. (English) Zbl 1436.60018 Ann. Stat. 47, No. 5, 2977-3008 (2019). MSC: 60B20 15B52 60F05 62H15 62H20 62F05 PDF BibTeX XML Cite \textit{T. Bodnar} et al., Ann. Stat. 47, No. 5, 2977--3008 (2019; Zbl 1436.60018) Full Text: DOI Euclid arXiv
Fan, Zhou; Johnstone, Iain M. Eigenvalue distributions of variance components estimators in high-dimensional random effects models. (English) Zbl 1431.62066 Ann. Stat. 47, No. 5, 2855-2886 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 62F12 15A18 60B20 62H12 62J10 PDF BibTeX XML Cite \textit{Z. Fan} and \textit{I. M. Johnstone}, Ann. Stat. 47, No. 5, 2855--2886 (2019; Zbl 1431.62066) Full Text: DOI Euclid arXiv