Kim, Byungsoo; Song, Junmo; Baek, Changryong Robust test for structural instability in dynamic factor models. (English) Zbl 1469.62341 Ann. Inst. Stat. Math. 73, No. 4, 821-853 (2021). MSC: 62M10 62G10 62G35 62H35 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Qin, Shanshan; Ding, Hao; Wu, Yuehua; Liu, Feng High-dimensional sign-constrained feature selection and grouping. (English) Zbl 1469.62301 Ann. Inst. Stat. Math. 73, No. 4, 787-819 (2021). MSC: 62J05 62H30 62P10 90C25 × Cite Format Result Cite Review PDF Full Text: DOI
Misra, Pratik; Sullivant, Seth Gaussian graphical models with toric vanishing ideals. (English) Zbl 1469.62420 Ann. Inst. Stat. Math. 73, No. 4, 757-785 (2021). MSC: 62R01 62H22 05C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zheng, Jiasen; Zhu, Lixing Determining the number of canonical correlation pairs for high-dimensional vectors. (English) Zbl 1469.62272 Ann. Inst. Stat. Math. 73, No. 4, 737-756 (2021). MSC: 62H12 62H20 62J07 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Ren, Mingyang; Zhang, Sanguo; Zhang, Qingzhao Robust high-dimensional regression for data with anomalous responses. (English) Zbl 1469.62424 Ann. Inst. Stat. Math. 73, No. 4, 703-736 (2021). MSC: 62R07 62G08 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Kutoyants, Yury A. On localization of source by hidden Gaussian processes with small noise. (English) Zbl 1469.62326 Ann. Inst. Stat. Math. 73, No. 4, 671-702 (2021). MSC: 62M05 62F15 60H40 × Cite Format Result Cite Review PDF Full Text: DOI
Clinet, Simon; Potiron, Yoann Estimation for high-frequency data under parametric market microstructure noise. (English) Zbl 1469.62401 Ann. Inst. Stat. Math. 73, No. 4, 649-669 (2021). MSC: 62P20 62M10 62R10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv