Yin, Yanqing Spectral statistics of high dimensional sample covariance matrix with unbounded population spectral norm. (English) Zbl 07526604 Bernoulli 28, No. 3, 1729-1756 (2022). MSC: 62Hxx 60Fxx 15Bxx PDF BibTeX XML Cite \textit{Y. Yin}, Bernoulli 28, No. 3, 1729--1756 (2022; Zbl 07526604) Full Text: DOI Link OpenURL
Ovsyannikov, Dmitriĭ Aleksandrovich; Vladimirova, Lyudmila Vasil’evna; Rubtsova, Irina Deonisovna; Rubanik, Alekseĭ Vital’evich; Ponomarev, Vladimir Andreevich Modified genetic algorithm of global extremum search in combination with directional methods. (Russian. English summary) Zbl 07524582 Izv. Irkutsk. Gos. Univ., Ser. Mat. 39, 17-33 (2022). MSC: 65C05 65C20 PDF BibTeX XML Cite \textit{D. A. Ovsyannikov} et al., Izv. Irkutsk. Gos. Univ., Ser. Mat. 39, 17--33 (2022; Zbl 07524582) Full Text: DOI Link OpenURL
Bao, Zhigang; Ding, Xiucai; Wang, Jingming; Wang, Ke Statistical inference for principal components of spiked covariance matrices. (English) Zbl 07514082 Ann. Stat. 50, No. 2, 1144-1169 (2022). MSC: 62G10 62H10 62H25 60B20 15B52 PDF BibTeX XML Cite \textit{Z. Bao} et al., Ann. Stat. 50, No. 2, 1144--1169 (2022; Zbl 07514082) Full Text: DOI OpenURL
Zhou, Jing; Lan, Wei; Wang, Hansheng Asymptotic covariance estimation by Gaussian random perturbation. (English) Zbl 07512642 Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Zhou} et al., Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022; Zbl 07512642) Full Text: DOI OpenURL
Tabeart, Jemima M.; Dance, Sarah L.; Lawless, Amos S.; Nichols, Nancy K.; Waller, Joanne A. New bounds on the condition number of the Hessian of the preconditioned variational data assimilation problem. (English) Zbl 07511586 Numer. Linear Algebra Appl. 29, No. 1, e2405, 19 p. (2022). MSC: 65F35 PDF BibTeX XML Cite \textit{J. M. Tabeart} et al., Numer. Linear Algebra Appl. 29, No. 1, e2405, 19 p. (2022; Zbl 07511586) Full Text: DOI OpenURL
Deledalle, Charles-Alban; Denis, Loïc; Tupin, Florence Speckle reduction in matrix-log domain for synthetic aperture radar imaging. (English) Zbl 07510345 J. Math. Imaging Vis. 64, No. 3, 298-320 (2022). MSC: 68-XX 94-XX PDF BibTeX XML Cite \textit{C.-A. Deledalle} et al., J. Math. Imaging Vis. 64, No. 3, 298--320 (2022; Zbl 07510345) Full Text: DOI OpenURL
Duan, Jia; Wu, Yifeng; Deng, Xiaobo; Cheng, Yufeng; Tang, Jun Robust clutter suppression in heterogeneous environments based on multi frames and similarities. (English) Zbl 07507407 Multidimensional Syst. Signal Process. 33, No. 1, 167-180 (2022). MSC: 94-XX PDF BibTeX XML Cite \textit{J. Duan} et al., Multidimensional Syst. Signal Process. 33, No. 1, 167--180 (2022; Zbl 07507407) Full Text: DOI OpenURL
Zhou, Jiayuan; Jiang, Feiyu; Zhu, Ke; Li, Wai Keung Time series models for realized covariance matrices based on the matrix-F distribution. (English) Zbl 07500443 Stat. Sin. 32, No. 2, 755-786 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Zhou} et al., Stat. Sin. 32, No. 2, 755--786 (2022; Zbl 07500443) Full Text: DOI OpenURL
Sun, Nan; Tang, Cheng Yong Testing high-dimensional covariance matrices with random projections and corrected likelihood ratio. (English) Zbl 07493269 Stat. Interface 15, No. 4, 449-461 (2022). MSC: 62H15 62-XX PDF BibTeX XML Cite \textit{N. Sun} and \textit{C. Y. Tang}, Stat. Interface 15, No. 4, 449--461 (2022; Zbl 07493269) Full Text: DOI OpenURL
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers. (English) Zbl 07491160 J. Econom. 227, No. 1, 285-304 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Asai} et al., J. Econom. 227, No. 1, 285--304 (2022; Zbl 07491160) Full Text: DOI OpenURL
Zhou, Xiu-qing; Gao, Qi-bing; Zhu, Chun-hua; Du, Xiu-li; Mao, Liu-liu Empirical likelihood in generalized linear models with working covariance matrix. (English) Zbl 07490420 Acta Math. Appl. Sin., Engl. Ser. 38, No. 1, 87-97 (2022). MSC: 62J07 62J12 PDF BibTeX XML Cite \textit{X.-q. Zhou} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 1, 87--97 (2022; Zbl 07490420) Full Text: DOI OpenURL
Liu, Cheng; Wang, Moming; Xia, Ningning Design-free estimation of integrated covariance matrices for high-frequency data. (English) Zbl 07482265 J. Multivariate Anal. 189, Article ID 104910, 14 p. (2022). MSC: 62H12 62P20 PDF BibTeX XML Cite \textit{C. Liu} et al., J. Multivariate Anal. 189, Article ID 104910, 14 p. (2022; Zbl 07482265) Full Text: DOI OpenURL
Balakrishnan, Narayanaswamy; Bhattacharya, Ritwik D-optimal joint best linear unbiased prediction of order statistics. Joint BLUP. (English) Zbl 07472637 Metrika 85, No. 2, 253-267 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{N. Balakrishnan} and \textit{R. Bhattacharya}, Metrika 85, No. 2, 253--267 (2022; Zbl 07472637) Full Text: DOI arXiv OpenURL
Güler, Nesrin Predictions under a system of linear regression models with correlated errors. (English) Zbl 1478.62192 J. Stat. Theory Pract. 16, No. 1, Paper No. 5, 18 p. (2022). MSC: 62J05 62H12 62P20 62J10 15A09 PDF BibTeX XML Cite \textit{N. Güler}, J. Stat. Theory Pract. 16, No. 1, Paper No. 5, 18 p. (2022; Zbl 1478.62192) Full Text: DOI OpenURL
Li, Weiming; Wang, Qinwen; Yao, Jianfeng; Zhou, Wang On eigenvalues of a high-dimensional spatial-sign covariance matrix. (English) Zbl 07467735 Bernoulli 28, No. 1, 606-637 (2022). MSC: 62Hxx 60Fxx 15Bxx PDF BibTeX XML Cite \textit{W. Li} et al., Bernoulli 28, No. 1, 606--637 (2022; Zbl 07467735) Full Text: DOI arXiv Link OpenURL
Bodnar, Olha; Bodnar, Taras; Parolya, Nestor Recent advances in shrinkage-based high-dimensional inference. (English) Zbl 07451348 J. Multivariate Anal. 188, Article ID 104826, 13 p. (2022). MSC: 62H12 62F12 62H15 62P05 PDF BibTeX XML Cite \textit{O. Bodnar} et al., J. Multivariate Anal. 188, Article ID 104826, 13 p. (2022; Zbl 07451348) Full Text: DOI OpenURL
Jia, Shengji; Zhang, Chunming; Lu, Haoran Covariance function versus covariance matrix estimation in efficient semi-parametric regression for longitudinal data analysis. (English) Zbl 1480.62098 J. Multivariate Anal. 187, Article ID 104900, 14 p. (2022). MSC: 62G08 62H12 62G05 PDF BibTeX XML Cite \textit{S. Jia} et al., J. Multivariate Anal. 187, Article ID 104900, 14 p. (2022; Zbl 1480.62098) Full Text: DOI OpenURL
Zhang, Ruoyang; Ghosh, Malay Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors. (English) Zbl 1480.62105 J. Multivariate Anal. 187, Article ID 104835, 18 p. (2022). MSC: 62H12 62J07 60F15 62F15 PDF BibTeX XML Cite \textit{R. Zhang} and \textit{M. Ghosh}, J. Multivariate Anal. 187, Article ID 104835, 18 p. (2022; Zbl 1480.62105) Full Text: DOI arXiv OpenURL
Hu, Yuping; Feng, Sanying; Zhao, Jing Test for the covariance matrix in time-varying coefficients panel data models with fixed effects. (English) Zbl 07514908 J. Korean Stat. Soc. 50, No. 2, 544-564 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Hu} et al., J. Korean Stat. Soc. 50, No. 2, 544--564 (2021; Zbl 07514908) Full Text: DOI OpenURL
Maiti, Saran Ishika Equi-covariable composite – a connection to equal-row-sum covariance matrix. (English) Zbl 07508924 Thail. Stat. 19, No. 4, 721-733 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{S. I. Maiti}, Thail. Stat. 19, No. 4, 721--733 (2021; Zbl 07508924) Full Text: Link OpenURL
Londschien, Malte; Kovács, Solt; Bühlmann, Peter Change-point detection for graphical models in the presence of missing values. (English) Zbl 07499916 J. Comput. Graph. Stat. 30, No. 3, 768-779 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Londschien} et al., J. Comput. Graph. Stat. 30, No. 3, 768--779 (2021; Zbl 07499916) Full Text: DOI OpenURL
Molstad, Aaron J.; Weng, Guangwei; Doss, Charles R.; Rothman, Adam J. An explicit mean-covariance parameterization for multivariate response linear regression. (English) Zbl 07499905 J. Comput. Graph. Stat. 30, No. 3, 612-621 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. J. Molstad} et al., J. Comput. Graph. Stat. 30, No. 3, 612--621 (2021; Zbl 07499905) Full Text: DOI OpenURL
Alexopoulos, Angelos; Bottolo, Leonardo Bayesian variable selection for Gaussian copula regression models. (English) Zbl 07499903 J. Comput. Graph. Stat. 30, No. 3, 578-593 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Alexopoulos} and \textit{L. Bottolo}, J. Comput. Graph. Stat. 30, No. 3, 578--593 (2021; Zbl 07499903) Full Text: DOI OpenURL
Petersen, Anne Helby; Markussen, Bo; Christensen, Karl Bang Exploratory data structure comparisons: three new visual tools based on principal component analysis. (English) Zbl 07482808 J. Appl. Stat. 48, No. 9, 1675-1695 (2021). MSC: 62P15 62H25 62Pxx PDF BibTeX XML Cite \textit{A. H. Petersen} et al., J. Appl. Stat. 48, No. 9, 1675--1695 (2021; Zbl 07482808) Full Text: DOI OpenURL
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 07481280 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100-2127 (2021). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100--2127 (2021; Zbl 07481280) Full Text: DOI arXiv OpenURL
Adegoke, Nurudeen A.; Smith, Adam N. H.; Anderson, Marti J.; Pawley, Matthew D. M. MEWMA charts when parameters are estimated with applications in gene expression and bimetal thermostat monitoring. (English) Zbl 07480667 J. Stat. Comput. Simulation 91, No. 1, 37-57 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{N. A. Adegoke} et al., J. Stat. Comput. Simulation 91, No. 1, 37--57 (2021; Zbl 07480667) Full Text: DOI OpenURL
Améndola, C.; Zwiernik, P. Likelihood geometry of correlation models. (English) Zbl 07476203 Matematiche 76, No. 2, 559-583 (2021). MSC: 62R01 62H12 62F30 PDF BibTeX XML Cite \textit{C. Améndola} and \textit{P. Zwiernik}, Matematiche 76, No. 2, 559--583 (2021; Zbl 07476203) Full Text: DOI arXiv OpenURL
Izenman, Alan Julian Random matrix theory and its applications. (English) Zbl 07473926 Stat. Sci. 36, No. 3, 421-442 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{A. J. Izenman}, Stat. Sci. 36, No. 3, 421--442 (2021; Zbl 07473926) Full Text: DOI OpenURL
Park, Seongoh; Wang, Xinlei; Lim, Johan Estimating high-dimensional covariance and precision matrices under general missing dependence. (English) Zbl 07471496 Electron. J. Stat. 15, No. 2, 4868-4915 (2021). MSC: 62H12 60E15 PDF BibTeX XML Cite \textit{S. Park} et al., Electron. J. Stat. 15, No. 2, 4868--4915 (2021; Zbl 07471496) Full Text: DOI arXiv Link OpenURL
Cho, Seonghun; Katayama, Shota; Lim, Johan; Choi, Young-Geun Positive-definite modification of a covariance matrix by minimizing the matrix \(\ell_{\infty}\) norm with applications to portfolio optimization. (English) Zbl 1478.62118 AStA, Adv. Stat. Anal. 105, No. 4, 601-627 (2021). MSC: 62H12 62F12 62P05 91G10 PDF BibTeX XML Cite \textit{S. Cho} et al., AStA, Adv. Stat. Anal. 105, No. 4, 601--627 (2021; Zbl 1478.62118) Full Text: DOI OpenURL
Dodonov, V. V.; Horovits, M. B. Change of energy and magnetic moment of a quantum charged particle after a fast jump of the magnetic field in solenoids of arbitrary cross sections. (English) Zbl 07458639 Physica A 571, Article ID 125843, 16 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{V. V. Dodonov} and \textit{M. B. Horovits}, Physica A 571, Article ID 125843, 16 p. (2021; Zbl 07458639) Full Text: DOI OpenURL
Guo, X.; Tang, C. Y. Specification tests for covariance structures in high-dimensional statistical models. (English) Zbl 07458258 Biometrika 108, No. 2, 335-351 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Guo} and \textit{C. Y. Tang}, Biometrika 108, No. 2, 335--351 (2021; Zbl 07458258) Full Text: DOI OpenURL
Wang, Huiwen; Wang, Zhichao; Wang, Shanshan Sliced inverse regression method for multivariate compositional data modeling. (English) Zbl 1477.62101 Stat. Pap. 62, No. 1, 361-393 (2021). MSC: 62G08 62-08 86A32 PDF BibTeX XML Cite \textit{H. Wang} et al., Stat. Pap. 62, No. 1, 361--393 (2021; Zbl 1477.62101) Full Text: DOI OpenURL
Teimouri, Asma; Tata, Mahbanoo; Rezapour, Mohsen; Kulik, Rafal; Balakrishnan, Narayanaswamy Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process. (English) Zbl 1478.60144 Methodol. Comput. Appl. Probab. 23, No. 4, 1353-1375 (2021). MSC: 60G51 60G70 60E07 PDF BibTeX XML Cite \textit{A. Teimouri} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1353--1375 (2021; Zbl 1478.60144) Full Text: DOI OpenURL
Cabana, Elisa; Lillo, Rosa E.; Laniado, Henry Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators. (English) Zbl 1477.62133 Stat. Pap. 62, No. 4, 1583-1609 (2021). MSC: 62H12 62F35 62H05 62J07 PDF BibTeX XML Cite \textit{E. Cabana} et al., Stat. Pap. 62, No. 4, 1583--1609 (2021; Zbl 1477.62133) Full Text: DOI arXiv OpenURL
Zhang, Tao; Wang, Zhiwen; Wan, Yanling Functional test for high-dimensional covariance matrix, with application to mitochondrial calcium concentration. (English) Zbl 1477.62145 Stat. Pap. 62, No. 3, 1213-1230 (2021). MSC: 62H15 62J10 62R10 62P10 PDF BibTeX XML Cite \textit{T. Zhang} et al., Stat. Pap. 62, No. 3, 1213--1230 (2021; Zbl 1477.62145) Full Text: DOI OpenURL
Archakov, Ilya; Hansen, Peter Reinhard A new parametrization of correlation matrices. (English) Zbl 07452935 Econometrica 89, No. 4, 1699-1715 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Archakov} and \textit{P. R. Hansen}, Econometrica 89, No. 4, 1699--1715 (2021; Zbl 07452935) Full Text: DOI arXiv OpenURL
Liang, Yuli; von Rosen, Dietrich; von Rosen, Tatjana On properties of Toeplitz-type covariance matrices in models with nested random effects. (English) Zbl 1482.62060 Stat. Pap. 62, No. 6, 2509-2528 (2021). MSC: 62H12 15B05 62H15 62J05 PDF BibTeX XML Cite \textit{Y. Liang} et al., Stat. Pap. 62, No. 6, 2509--2528 (2021; Zbl 1482.62060) Full Text: DOI OpenURL
Tian, Boping; Zhang, Yangchun; Zhou, Wang Tracy-Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA. (English) Zbl 1483.62155 Random Matrices Theory Appl. 10, No. 2, Article ID 2150022, 22 p. (2021). MSC: 62M10 60B20 15A18 PDF BibTeX XML Cite \textit{B. Tian} et al., Random Matrices Theory Appl. 10, No. 2, Article ID 2150022, 22 p. (2021; Zbl 1483.62155) Full Text: DOI OpenURL
Lodhia, Asad Harmonic means of Wishart random matrices. (English) Zbl 1481.60011 Random Matrices Theory Appl. 10, No. 2, Article ID 2150016, 24 p. (2021). Reviewer: Weiping Li (Guanghan) MSC: 60B20 62H12 15B52 15A18 PDF BibTeX XML Cite \textit{A. Lodhia}, Random Matrices Theory Appl. 10, No. 2, Article ID 2150016, 24 p. (2021; Zbl 1481.60011) Full Text: DOI arXiv OpenURL
Zhang, Shizheng; Liu, Shan; Li, Baohuan; Liu, Litong; Zheng, Qian A novel corner detection method based on regularized covariance matrix. (Chinese. English summary) Zbl 07448757 Math. Pract. Theory 51, No. 11, 162-173 (2021). MSC: 68T10 68U10 PDF BibTeX XML Cite \textit{S. Zhang} et al., Math. Pract. Theory 51, No. 11, 162--173 (2021; Zbl 07448757) OpenURL
Hirano, Toshihiro A multi-resolution approximation via linear projection for large spatial datasets. (English) Zbl 1477.62267 Jpn. J. Stat. Data Sci. 4, No. 1, 215-256 (2021). MSC: 62M30 86A32 PDF BibTeX XML Cite \textit{T. Hirano}, Jpn. J. Stat. Data Sci. 4, No. 1, 215--256 (2021; Zbl 1477.62267) Full Text: DOI arXiv OpenURL
Chen, Ping; Wang, Chun Using EM algorithm for finite mixtures and reformed supplemented EM for MIRT calibration. (English) Zbl 1476.62243 Psychometrika 86, No. 1, 299-326 (2021). MSC: 62P15 PDF BibTeX XML Cite \textit{P. Chen} and \textit{C. Wang}, Psychometrika 86, No. 1, 299--326 (2021; Zbl 1476.62243) Full Text: DOI OpenURL
Liao, Guili; Peng, Liang; Zhang, Rongmao Empirical likelihood test for the equality of several high-dimensional covariance matrices. (English) Zbl 07445152 Sci. China, Math. 64, No. 12, 2775-2792 (2021). MSC: 62H10 62H15 PDF BibTeX XML Cite \textit{G. Liao} et al., Sci. China, Math. 64, No. 12, 2775--2792 (2021; Zbl 07445152) Full Text: DOI OpenURL
Xiao, Yun-Hai; Li, Pei-Li; Lu, Sha Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints. (English) Zbl 07443745 J. Oper. Res. Soc. China 9, No. 3, 543-568 (2021). MSC: 65K05 90C25 90C46 PDF BibTeX XML Cite \textit{Y.-H. Xiao} et al., J. Oper. Res. Soc. China 9, No. 3, 543--568 (2021; Zbl 07443745) Full Text: DOI OpenURL
Cavicchioli, Maddalena OLS estimation of Markov switching VAR models: asymptotics and application to energy use. (English) Zbl 1480.62168 AStA, Adv. Stat. Anal. 105, No. 3, 431-449 (2021). MSC: 62M02 62H12 62P20 91B84 PDF BibTeX XML Cite \textit{M. Cavicchioli}, AStA, Adv. Stat. Anal. 105, No. 3, 431--449 (2021; Zbl 1480.62168) Full Text: DOI OpenURL
Drton, Mathias; Kuriki, Satoshi; Hoff, Peter Existence and uniqueness of the Kronecker covariance MLE. (English) Zbl 1480.62096 Ann. Stat. 49, No. 5, 2721-2754 (2021). MSC: 62H12 62R01 PDF BibTeX XML Cite \textit{M. Drton} et al., Ann. Stat. 49, No. 5, 2721--2754 (2021; Zbl 1480.62096) Full Text: DOI arXiv Link OpenURL
Zhang, Jianjia; Wang, Lei; Zhou, Luping; Li, Wanqing Beyond covariance: SICE and kernel based visual feature representation. (English) Zbl 1483.68454 Int. J. Comput. Vis. 129, No. 2, 300-320 (2021). MSC: 68T45 PDF BibTeX XML Cite \textit{J. Zhang} et al., Int. J. Comput. Vis. 129, No. 2, 300--320 (2021; Zbl 1483.68454) Full Text: DOI OpenURL
Wang, Jiang; Politis, Dimitris N. Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices. (English) Zbl 1476.62195 J. Time Ser. Anal. 42, No. 5-6, 580-596 (2021). MSC: 62M10 62M15 62G20 PDF BibTeX XML Cite \textit{J. Wang} and \textit{D. N. Politis}, J. Time Ser. Anal. 42, No. 5--6, 580--596 (2021; Zbl 1476.62195) Full Text: DOI OpenURL
Kuang, Wei Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach. (English) Zbl 1476.62201 J. Forecast. 40, No. 8, 1398-1419 (2021). MSC: 62M20 62H12 62M10 62P05 PDF BibTeX XML Cite \textit{W. Kuang}, J. Forecast. 40, No. 8, 1398--1419 (2021; Zbl 1476.62201) Full Text: DOI OpenURL
Wang, Zhendong; Xu, Xingzhong High-dimensional sphericity test by extended likelihood ratio. (English) Zbl 07432985 Metrika 84, No. 8, 1169-1212 (2021). Reviewer: Ruxandra Stoean (Craiova) MSC: 62H12 62H15 60F05 PDF BibTeX XML Cite \textit{Z. Wang} and \textit{X. Xu}, Metrika 84, No. 8, 1169--1212 (2021; Zbl 07432985) Full Text: DOI OpenURL
Guo, Yitong; Ling, Bingo Wing-Kuen Principal component analysis with drop rank covariance matrix. (English) Zbl 1476.62126 J. Ind. Manag. Optim. 17, No. 5, 2345-2366 (2021). MSC: 62H25 90C20 90C90 PDF BibTeX XML Cite \textit{Y. Guo} and \textit{B. W. K. Ling}, J. Ind. Manag. Optim. 17, No. 5, 2345--2366 (2021; Zbl 1476.62126) Full Text: DOI OpenURL
Huo, Lijuan; Cho, Jin Seo Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator. (English) Zbl 1474.62197 Test 30, No. 2, 293-317 (2021). MSC: 62H15 62F12 62J10 62L05 62M10 62P20 PDF BibTeX XML Cite \textit{L. Huo} and \textit{J. S. Cho}, Test 30, No. 2, 293--317 (2021; Zbl 1474.62197) Full Text: DOI OpenURL
Hansen, Bruce E.; Lee, Seojeong Inference for iterated GMM under misspecification. (English) Zbl 1481.62026 Econometrica 89, No. 3, 1419-1447 (2021). MSC: 62H12 62J10 62P20 91B62 PDF BibTeX XML Cite \textit{B. E. Hansen} and \textit{S. Lee}, Econometrica 89, No. 3, 1419--1447 (2021; Zbl 1481.62026) Full Text: DOI OpenURL
Silva, Adilson; Fonseca, Miguel Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters. (English) Zbl 07426804 Hacet. J. Math. Stat. 50, No. 2, 579-593 (2021). MSC: 62Jxx 62J05 62J10 PDF BibTeX XML Cite \textit{A. Silva} and \textit{M. Fonseca}, Hacet. J. Math. Stat. 50, No. 2, 579--593 (2021; Zbl 07426804) Full Text: DOI OpenURL
Zhang, Qihu; Park, Cheolwoo; Chung, Jongik Minimax estimation of covariance and precision matrices for high-dimensional time series with long-memory. (English) Zbl 1474.62322 Stat. Probab. Lett. 177, Article ID 109177, 6 p. (2021). MSC: 62M10 62H12 62G09 PDF BibTeX XML Cite \textit{Q. Zhang} et al., Stat. Probab. Lett. 177, Article ID 109177, 6 p. (2021; Zbl 1474.62322) Full Text: DOI OpenURL
Virta, Joni Testing for subsphericity when \(n\) and \(p\) are of different asymptotic order. (English) Zbl 1478.62138 Stat. Probab. Lett. 179, Article ID 109209, 5 p. (2021). MSC: 62H15 62H25 PDF BibTeX XML Cite \textit{J. Virta}, Stat. Probab. Lett. 179, Article ID 109209, 5 p. (2021; Zbl 1478.62138) Full Text: DOI arXiv OpenURL
Tran, Tuan Anh; Jauberthie, Carine; Trave-Massuyés, Louise; Lu, Quoc Hung An interval Kalman filter enhanced by lowering the covariance matrix upper bound. (English) Zbl 1475.93113 Int. J. Appl. Math. Comput. Sci. 31, No. 2, 259-269 (2021). MSC: 93E11 93C41 93C05 PDF BibTeX XML Cite \textit{T. A. Tran} et al., Int. J. Appl. Math. Comput. Sci. 31, No. 2, 259--269 (2021; Zbl 1475.93113) Full Text: DOI OpenURL
Wang, Shaoxin An efficient numerical method for condition number constrained covariance matrix approximation. (English) Zbl 07422781 Appl. Math. Comput. 397, Article ID 125925, 15 p. (2021). MSC: 65F35 15A12 15A60 PDF BibTeX XML Cite \textit{S. Wang}, Appl. Math. Comput. 397, Article ID 125925, 15 p. (2021; Zbl 07422781) Full Text: DOI arXiv OpenURL
Heiny, Johannes; Mikosch, Thomas; Yslas, Jorge Point process convergence for the off-diagonal entries of sample covariance matrices. (English) Zbl 1479.60101 Ann. Appl. Probab. 31, No. 2, 538-560 (2021). MSC: 60G55 60G70 60F10 60G50 62F05 PDF BibTeX XML Cite \textit{J. Heiny} et al., Ann. Appl. Probab. 31, No. 2, 538--560 (2021; Zbl 1479.60101) Full Text: DOI arXiv Link OpenURL
Magalhães, Tiago M.; Botter, Denise A.; Sandoval, Mônica C. A general expression for second-order covariance matrices – an application to dispersion models. (English) Zbl 1476.62109 Braz. J. Probab. Stat. 35, No. 1, 37-49 (2021). MSC: 62H12 62H15 PDF BibTeX XML Cite \textit{T. M. Magalhães} et al., Braz. J. Probab. Stat. 35, No. 1, 37--49 (2021; Zbl 1476.62109) Full Text: DOI OpenURL
Shi, Wenli; Ghosal, Subhashis; Martin, Ryan Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error. (English) Zbl 1478.62124 Electron. J. Stat. 15, No. 2, 4545-4579 (2021). Reviewer: Thorsten Dickhaus (Bremen) MSC: 62H12 62F15 62H22 PDF BibTeX XML Cite \textit{W. Shi} et al., Electron. J. Stat. 15, No. 2, 4545--4579 (2021; Zbl 1478.62124) Full Text: DOI Link OpenURL
Zhao, Yi; Caffo, Brian; Luo, Xi Principal regression for high dimensional covariance matrices. (English) Zbl 1471.62433 Electron. J. Stat. 15, No. 2, 4192-4235 (2021). MSC: 62J99 62H99 62P10 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Electron. J. Stat. 15, No. 2, 4192--4235 (2021; Zbl 1471.62433) Full Text: DOI arXiv Link OpenURL
Touloumis, Anestis; Marioni, John C.; Tavarè, Simon Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure. (English) Zbl 07407088 Stat. Sin. 31, No. 3, 1309-1329 (2021). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H15 62H12 PDF BibTeX XML Cite \textit{A. Touloumis} et al., Stat. Sin. 31, No. 3, 1309--1329 (2021; Zbl 07407088) Full Text: DOI arXiv OpenURL
Feng, Yan; Song, Shan; Zhang, Ziming; Xu, Changqing Application of matrix partitioning method to covariance matrix. (Chinese. English summary) Zbl 07404240 J. Suzhou Univ. Sci. Technol., Nat. Sci. 38, No. 1, 38-46 (2021). MSC: 62E15 62H10 PDF BibTeX XML Cite \textit{Y. Feng} et al., J. Suzhou Univ. Sci. Technol., Nat. Sci. 38, No. 1, 38--46 (2021; Zbl 07404240) Full Text: DOI OpenURL
Galeotti, Marcello; Rabitti, Giovanni On the comparison of Shapley values for variance and standard deviation games. (English) Zbl 1471.91015 J. Appl. Probab. 58, No. 3, 609-620 (2021). MSC: 91A12 62J10 PDF BibTeX XML Cite \textit{M. Galeotti} and \textit{G. Rabitti}, J. Appl. Probab. 58, No. 3, 609--620 (2021; Zbl 1471.91015) Full Text: DOI OpenURL
Kwak, Jinwoong; Lee, Ji Oon; Park, Jaewhi Extremal eigenvalues of sample covariance matrices with general population. (English) Zbl 1473.15045 Bernoulli 27, No. 4, 2740-2765 (2021). MSC: 15B52 60B20 PDF BibTeX XML Cite \textit{J. Kwak} et al., Bernoulli 27, No. 4, 2740--2765 (2021; Zbl 1473.15045) Full Text: DOI arXiv OpenURL
Jiang, Dandan; Bai, Zhidong Partial generalized four moment theorem revisited. (English) Zbl 1472.60010 Bernoulli 27, No. 4, 2337-2352 (2021). MSC: 60B20 60F05 62H20 62H12 PDF BibTeX XML Cite \textit{D. Jiang} and \textit{Z. Bai}, Bernoulli 27, No. 4, 2337--2352 (2021; Zbl 1472.60010) Full Text: DOI OpenURL
Zagidullina, Aygul High-dimensional covariance matrix estimation. An introduction to random matrix theory. (English) Zbl 1475.62007 SpringerBriefs in Applied Statistics and Econometrics. Cham: Springer (ISBN 978-3-030-80064-2/pbk; 978-3-030-80065-9/ebook). xiv, 115 p. (2021). MSC: 62-01 62H12 62J10 62R07 60-01 60B20 62P20 PDF BibTeX XML Cite \textit{A. Zagidullina}, High-dimensional covariance matrix estimation. An introduction to random matrix theory. Cham: Springer (2021; Zbl 1475.62007) Full Text: DOI OpenURL
Tang, Peng; Jiang, Huijing; Kim, Heeyoung; Deng, Xinwei Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach. (English) Zbl 1472.62083 J. Nonparametric Stat. 33, No. 2, 249-272 (2021). MSC: 62H12 62H22 62H30 62J07 PDF BibTeX XML Cite \textit{P. Tang} et al., J. Nonparametric Stat. 33, No. 2, 249--272 (2021; Zbl 1472.62083) Full Text: DOI arXiv OpenURL
Namdari, Jamshid; Paul, Debashis; Wang, Lili High-dimensional linear models: a random matrix perspective. (English) Zbl 1472.62080 Sankhyā, Ser. A 83, No. 2, 645-695 (2021). MSC: 62H12 62J05 62J10 60B20 PDF BibTeX XML Cite \textit{J. Namdari} et al., Sankhyā, Ser. A 83, No. 2, 645--695 (2021; Zbl 1472.62080) Full Text: DOI OpenURL
Parthasarathy, K. R. On the philosophy of Cramér-Rao-Bhattacharya inequalities in quantum statistics. (English) Zbl 1471.81032 Sankhyā, Ser. A 83, No. 2, 521-548 (2021). MSC: 81Q15 81P17 81S07 81P15 46G10 81P50 15A72 62B10 94A17 54A05 81P45 PDF BibTeX XML Cite \textit{K. R. Parthasarathy}, Sankhyā, Ser. A 83, No. 2, 521--548 (2021; Zbl 1471.81032) Full Text: DOI OpenURL
Zhu, Bin; Ferrante, Augusto; Karlsson, Johan; Zorzi, Mattia \(M^2\) spectral estimation: a flexible approach ensuring rational solutions. (English) Zbl 1471.42016 SIAM J. Control Optim. 59, No. 4, 2977-2996 (2021). MSC: 42A70 30E05 47A57 60G12 PDF BibTeX XML Cite \textit{B. Zhu} et al., SIAM J. Control Optim. 59, No. 4, 2977--2996 (2021; Zbl 1471.42016) Full Text: DOI arXiv OpenURL
Alegría, Alfredo; Bissiri, Pier Giovanni; Cleanthous, Galatia; Porcu, Emilio; White, Philip Multivariate isotropic random fields on spheres: nonparametric Bayesian modeling and \(L^p\) fast approximations. (English) Zbl 1471.62563 Electron. J. Stat. 15, No. 1, 2360-2392 (2021). MSC: 62R30 62H12 62G05 60F25 62P12 86A08 PDF BibTeX XML Cite \textit{A. Alegría} et al., Electron. J. Stat. 15, No. 1, 2360--2392 (2021; Zbl 1471.62563) Full Text: DOI OpenURL
Han, Qiyang Oracle posterior contraction rates under hierarchical priors. (English) Zbl 1479.62029 Electron. J. Stat. 15, No. 1, 1085-1153 (2021). Reviewer: Dongsheng Tu (Kingston) MSC: 62G20 62G05 62H12 60G55 PDF BibTeX XML Cite \textit{Q. Han}, Electron. J. Stat. 15, No. 1, 1085--1153 (2021; Zbl 1479.62029) Full Text: DOI arXiv OpenURL
Zhang, Danna Robust estimation of the mean and covariance matrix for high dimensional time series. (English) Zbl 1469.62348 Stat. Sin. 31, No. 2, 797-820 (2021). MSC: 62M10 62J10 62G32 62G35 62H12 PDF BibTeX XML Cite \textit{D. Zhang}, Stat. Sin. 31, No. 2, 797--820 (2021; Zbl 1469.62348) Full Text: DOI OpenURL
Opheim, Timothy; Roy, Anuradha Inverse of the covariance matrix of an MA(2) process. (English) Zbl 1473.65026 J. Comput. Appl. Math. 398, Article ID 113627, 5 p. (2021). MSC: 65F05 15A09 PDF BibTeX XML Cite \textit{T. Opheim} and \textit{A. Roy}, J. Comput. Appl. Math. 398, Article ID 113627, 5 p. (2021; Zbl 1473.65026) Full Text: DOI OpenURL
Paindaveine, Davy; Rasoafaraniaina, Joséa; Verdebout, Thomas Preliminary test estimation in uniformly locally asymptotically normal models. (English) Zbl 1469.62269 Scand. J. Stat. 48, No. 2, 689-707 (2021). MSC: 62H12 62H15 PDF BibTeX XML Cite \textit{D. Paindaveine} et al., Scand. J. Stat. 48, No. 2, 689--707 (2021; Zbl 1469.62269) Full Text: DOI OpenURL
Djehiche, Boualem; Mazhar, Othmane; Rojas, Cristian R. Finite impulse response models: a non-asymptotic analysis of the least squares estimator. (English) Zbl 1473.62233 Bernoulli 27, No. 2, 976-1000 (2021). Reviewer: Wolfgang Näther (Freiberg) MSC: 62J02 60E15 60B20 93C55 93E24 PDF BibTeX XML Cite \textit{B. Djehiche} et al., Bernoulli 27, No. 2, 976--1000 (2021; Zbl 1473.62233) Full Text: DOI arXiv OpenURL
Shi, Jiarong; Bai, Shanshan Non-negative matrix factorization based on stochastic variance adjusted gradient. (Chinese. English summary) Zbl 1474.15035 J. Jilin Univ., Sci. 59, No. 1, 128-135 (2021). MSC: 15A23 15B51 62J10 PDF BibTeX XML Cite \textit{J. Shi} and \textit{S. Bai}, J. Jilin Univ., Sci. 59, No. 1, 128--135 (2021; Zbl 1474.15035) Full Text: DOI OpenURL
Bauer, Jan O.; Drabant, Bernhard Principal loading analysis. (English) Zbl 1473.62201 J. Multivariate Anal. 184, Article ID 104754, 10 p. (2021). Reviewer: Denis Sidorov (Irkutsk) MSC: 62H25 62J10 15A18 15A42 65F15 PDF BibTeX XML Cite \textit{J. O. Bauer} and \textit{B. Drabant}, J. Multivariate Anal. 184, Article ID 104754, 10 p. (2021; Zbl 1473.62201) Full Text: DOI arXiv OpenURL
Yang, Yihe; Zhou, Jie; Pan, Jianxin Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix. (English) Zbl 1467.62095 J. Multivariate Anal. 184, Article ID 104739, 17 p. (2021). MSC: 62H12 62F12 62J10 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Multivariate Anal. 184, Article ID 104739, 17 p. (2021; Zbl 1467.62095) Full Text: DOI OpenURL
Minh, Hà Quang Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces. (English) Zbl 1476.28015 J. Theor. Probab. 34, No. 2, 580-643 (2021). MSC: 28C20 15A15 47B10 47B65 60G15 PDF BibTeX XML Cite \textit{H. Q. Minh}, J. Theor. Probab. 34, No. 2, 580--643 (2021; Zbl 1476.28015) Full Text: DOI arXiv OpenURL
Schäfer, Florian; Sullivan, T. J.; Owhadi, Houman Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity. (English) Zbl 1461.65067 Multiscale Model. Simul. 19, No. 2, 688-730 (2021). MSC: 65F99 42C40 62H25 65F50 68Q25 68W40 PDF BibTeX XML Cite \textit{F. Schäfer} et al., Multiscale Model. Simul. 19, No. 2, 688--730 (2021; Zbl 1461.65067) Full Text: DOI arXiv OpenURL
Chang, Guobin; Chen, Chao; Zhang, Qiuzhao; Zhang, Shubi Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering. (English) Zbl 1464.93078 J. Franklin Inst. 358, No. 7, 3980-3993 (2021). MSC: 93E11 93E35 PDF BibTeX XML Cite \textit{G. Chang} et al., J. Franklin Inst. 358, No. 7, 3980--3993 (2021; Zbl 1464.93078) Full Text: DOI OpenURL
Lopez-Restrepo, Santiago; Nino-Ruiz, Elias D.; Guzman-Reyes, Luis G.; Yarce, Andres; Quintero, O. L.; Pinel, Nicolas; Segers, Arjo; Heemink, A. W. An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge. (English) Zbl 1460.86042 Comput. Geosci. 25, No. 3, 985-1003 (2021). MSC: 86A32 PDF BibTeX XML Cite \textit{S. Lopez-Restrepo} et al., Comput. Geosci. 25, No. 3, 985--1003 (2021; Zbl 1460.86042) Full Text: DOI OpenURL
Yuan, Shou-cheng; Zhou, Jie; Pan, Jian-xin; Shen, Jie-qiong Sphericity and identity test for high-dimensional covariance matrix using random matrix theory. (English) Zbl 1466.62260 Acta Math. Appl. Sin., Engl. Ser. 37, No. 2, 214-231 (2021). MSC: 62F03 62F05 62H15 62H12 62M15 60B20 60F05 PDF BibTeX XML Cite \textit{S.-c. Yuan} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 2, 214--231 (2021; Zbl 1466.62260) Full Text: DOI OpenURL
Banerjee, Samprit; Monni, Stefano An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes. (English) Zbl 1465.62096 J. Stat. Plann. Inference 213, 16-32 (2021). MSC: 62H12 15A18 65C05 PDF BibTeX XML Cite \textit{S. Banerjee} and \textit{S. Monni}, J. Stat. Plann. Inference 213, 16--32 (2021; Zbl 1465.62096) Full Text: DOI arXiv OpenURL
Smejkal, Tomáš; Mikyška, Jiří; Kukal, Jaromír Comparison of modern heuristics on solving the phase stability testing problem. (English) Zbl 1467.90043 Discrete Contin. Dyn. Syst., Ser. S 14, No. 3, 1161-1180 (2021). MSC: 90C26 90C59 90C90 65K10 49M37 PDF BibTeX XML Cite \textit{T. Smejkal} et al., Discrete Contin. Dyn. Syst., Ser. S 14, No. 3, 1161--1180 (2021; Zbl 1467.90043) Full Text: DOI OpenURL
Wang, Hanchao; Peng, Bin; Li, Degui; Leng, Chenlei Nonparametric estimation of large covariance matrices with conditional sparsity. (English) Zbl 1471.62378 J. Econom. 223, No. 1, 53-72 (2021). MSC: 62H12 62G07 62H25 62M10 62P20 PDF BibTeX XML Cite \textit{H. Wang} et al., J. Econom. 223, No. 1, 53--72 (2021; Zbl 1471.62378) Full Text: DOI OpenURL
Zhang, Yongli; Rolling, Craig; Yang, Yuhong Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach. (English) Zbl 1464.62301 J. Multivariate Anal. 183, Article ID 104710, 14 p. (2021). MSC: 62H12 62F12 62M10 62P20 65D07 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Multivariate Anal. 183, Article ID 104710, 14 p. (2021; Zbl 1464.62301) Full Text: DOI OpenURL
Musolas, Antoni; Smith, Steven T.; Marzouk, Youssef Geodesically parameterized covariance estimation. (English) Zbl 1466.53018 SIAM J. Matrix Anal. Appl. 42, No. 2, 528-556 (2021). MSC: 53B12 62J10 53B20 PDF BibTeX XML Cite \textit{A. Musolas} et al., SIAM J. Matrix Anal. Appl. 42, No. 2, 528--556 (2021; Zbl 1466.53018) Full Text: DOI arXiv OpenURL
Zhu, Bin; Ferrante, Augusto; Karlsson, Johan; Zorzi, Mattia \(M^2\)-spectral estimation: a relative entropy approach. (English) Zbl 1461.94066 Automatica 125, Article ID 109404, 13 p. (2021). MSC: 94A17 62M15 42A70 93E10 PDF BibTeX XML Cite \textit{B. Zhu} et al., Automatica 125, Article ID 109404, 13 p. (2021; Zbl 1461.94066) Full Text: DOI arXiv OpenURL
Verheul, Nick; Crommelin, Daan Stochastic parametrization with VARX processes. (English) Zbl 1462.62556 Commun. Appl. Math. Comput. Sci. 16, No. 1, 33-57 (2021). MSC: 62M10 62F30 62J10 60G15 60H10 65C20 70K70 PDF BibTeX XML Cite \textit{N. Verheul} and \textit{D. Crommelin}, Commun. Appl. Math. Comput. Sci. 16, No. 1, 33--57 (2021; Zbl 1462.62556) Full Text: DOI arXiv OpenURL
Wang, Shaoxin; Yang, Hu Conditioning theory of the equality constrained quadratic programming and its applications. (English) Zbl 1467.65037 Linear Multilinear Algebra 69, No. 6, 1161-1183 (2021). MSC: 65F35 15A12 15A60 PDF BibTeX XML Cite \textit{S. Wang} and \textit{H. Yang}, Linear Multilinear Algebra 69, No. 6, 1161--1183 (2021; Zbl 1467.65037) Full Text: DOI OpenURL
Yang, Xinxin; Zheng, Xinghua; Chen, Jiaqi Testing high-dimensional covariance matrices under the elliptical distribution and beyond. (English) Zbl 1471.62381 J. Econom. 221, No. 2, 409-423 (2021). MSC: 62H15 62E20 62H10 60F05 62P05 PDF BibTeX XML Cite \textit{X. Yang} et al., J. Econom. 221, No. 2, 409--423 (2021; Zbl 1471.62381) Full Text: DOI arXiv OpenURL
Chen, Peng; Yang, Yixin An uncertainty-set-shrinkage-based covariance matrix reconstruction algorithm for robust adaptive beamforming. (English) Zbl 1458.94082 Multidimensional Syst. Signal Process. 32, No. 1, 263-279 (2021). MSC: 94A12 PDF BibTeX XML Cite \textit{P. Chen} and \textit{Y. Yang}, Multidimensional Syst. Signal Process. 32, No. 1, 263--279 (2021; Zbl 1458.94082) Full Text: DOI OpenURL
Wang, Moming; Xia, Ningning Estimation of high-dimensional integrated covariance matrix based on noisy high-frequency data with multiple observations. (English) Zbl 1461.62073 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 1461.62073) Full Text: DOI OpenURL
Cho, Taewon; Chung, Julianne; Jiang, Jiahua Hybrid projection methods for large-scale inverse problems with mixed Gaussian priors. (English) Zbl 1464.65038 Inverse Probl. 37, No. 4, Article ID 044002, 26 p. (2021). MSC: 65F22 62F15 PDF BibTeX XML Cite \textit{T. Cho} et al., Inverse Probl. 37, No. 4, Article ID 044002, 26 p. (2021; Zbl 1464.65038) Full Text: DOI arXiv OpenURL
Wang, Zhendong; Xu, Xingzhong Testing high dimensional covariance matrices via posterior Bayes factor. (English) Zbl 1461.62236 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 1461.62236) Full Text: DOI OpenURL