Sung, Bongjung; Lee, Jaeyong Covariance structure estimation with Laplace approximation. (English) Zbl 07740036 J. Multivariate Anal. 198, Article ID 105225, 21 p. (2023). MSC: 62Hxx 62H12 62F15 PDF BibTeX XML Cite \textit{B. Sung} and \textit{J. Lee}, J. Multivariate Anal. 198, Article ID 105225, 21 p. (2023; Zbl 07740036) Full Text: DOI arXiv
Yamauchi, Yuta; Omori, Yasuhiro Dynamic factor, leverage and realized covariances in multivariate stochastic volatility. (English) Zbl 07739038 Econom. Rev. 42, No. 6, 513-539 (2023). MSC: 62P20 PDF BibTeX XML Cite \textit{Y. Yamauchi} and \textit{Y. Omori}, Econom. Rev. 42, No. 6, 513--539 (2023; Zbl 07739038) Full Text: DOI arXiv
Jorgensen, Palle E. T.; Song, Myung-Sin; Tian, James Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space. (English) Zbl 07739023 Sampl. Theory Signal Process. Data Anal. 21, No. 1, Paper No. 12, 27 p. (2023). MSC: 47B32 41A15 41A65 42A82 42C15 46E22 47A05 47N10 60G15 62H25 68T07 81S05 90C20 94A08 94A12 94A20 PDF BibTeX XML Cite \textit{P. E. T. Jorgensen} et al., Sampl. Theory Signal Process. Data Anal. 21, No. 1, Paper No. 12, 27 p. (2023; Zbl 07739023) Full Text: DOI arXiv
Priddle, Jacob W.; Drovandi, Christopher Transformations in semi-parametric Bayesian synthetic likelihood. (English) Zbl 07737937 Comput. Stat. Data Anal. 187, Article ID 107797, 19 p. (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{J. W. Priddle} and \textit{C. Drovandi}, Comput. Stat. Data Anal. 187, Article ID 107797, 19 p. (2023; Zbl 07737937) Full Text: DOI arXiv
Anatolyev, Stanislav; Staněk, Filip Unrestricted, restricted, and regularized models for forecasting multivariate volatility. (English) Zbl 07734252 Stud. Nonlinear Dyn. Econom. 27, No. 2, 199-218 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S. Anatolyev} and \textit{F. Staněk}, Stud. Nonlinear Dyn. Econom. 27, No. 2, 199--218 (2023; Zbl 07734252) Full Text: DOI
Fazli, Roohallah; Owlia, Hadi; Sheikhpour, Razieh A robust method for coherent and non-coherent source number detection using a special Hankel-based covariance matrix. (English) Zbl 07733379 Int. J. Wavelets Multiresolut. Inf. Process. 21, No. 4, Article ID 2350002, 28 p. (2023). MSC: 94A12 62H12 PDF BibTeX XML Cite \textit{R. Fazli} et al., Int. J. Wavelets Multiresolut. Inf. Process. 21, No. 4, Article ID 2350002, 28 p. (2023; Zbl 07733379) Full Text: DOI
Qiu, Jiaxin; Li, Zeng; Yao, Jianfeng Asymptotic normality for eigenvalue statistics of a general sample covariance matrix when \(p/n \to \infty\) and applications. (English) Zbl 07732754 Ann. Stat. 51, No. 3, 1427-1451 (2023). MSC: 62H10 62H15 PDF BibTeX XML Cite \textit{J. Qiu} et al., Ann. Stat. 51, No. 3, 1427--1451 (2023; Zbl 07732754) Full Text: DOI arXiv Link
Long, Zhanting; Li, Zeng; Lin, Ruitao; Qiu, Jiaxin On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices. (English) Zbl 07723945 J. Multivariate Anal. 197, Article ID 105205, 17 p. (2023). MSC: 62Hxx 60B20 62H25 PDF BibTeX XML Cite \textit{Z. Long} et al., J. Multivariate Anal. 197, Article ID 105205, 17 p. (2023; Zbl 07723945) Full Text: DOI arXiv
Gu, Yan; Jiang, Jianlin; Zhang, Shun Distributionally robust Weber problem with uncertain demand. (English) Zbl 07715960 Comput. Optim. Appl. 85, No. 3, 705-752 (2023). MSC: 90Cxx PDF BibTeX XML Cite \textit{Y. Gu} et al., Comput. Optim. Appl. 85, No. 3, 705--752 (2023; Zbl 07715960) Full Text: DOI
Reiss, Markus; Winkelmann, Lars Inference on the maximal rank of time-varying covariance matrices using high-frequency data. (English) Zbl 07714181 Ann. Stat. 51, No. 2, 791-815 (2023). MSC: 62G10 60B20 62M07 62P05 PDF BibTeX XML Cite \textit{M. Reiss} and \textit{L. Winkelmann}, Ann. Stat. 51, No. 2, 791--815 (2023; Zbl 07714181) Full Text: DOI arXiv
Mei, Tianxing; Wang, Chen; Yao, Jianfeng On singular values of data matrices with general independent columns. (English) Zbl 07714174 Ann. Stat. 51, No. 2, 624-645 (2023). MSC: 62H10 60B20 PDF BibTeX XML Cite \textit{T. Mei} et al., Ann. Stat. 51, No. 2, 624--645 (2023; Zbl 07714174) Full Text: DOI arXiv
Ghosh, Subir; Peng, Luyao; Piepho, Hans-Peter An algorithm for searching optimal variance component estimators in linear mixed models. (English) Zbl 1517.62073 J. Stat. Plann. Inference 227, 34-56 (2023). MSC: 62J05 62J10 62-08 PDF BibTeX XML Cite \textit{S. Ghosh} et al., J. Stat. Plann. Inference 227, 34--56 (2023; Zbl 1517.62073) Full Text: DOI
Sultana, Abida; Lipi, Nasrin; Jaman, Ajmery A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations. (English) Zbl 07713665 Commun. Stat., Simulation Comput. 52, No. 3, 980-992 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Sultana} et al., Commun. Stat., Simulation Comput. 52, No. 3, 980--992 (2023; Zbl 07713665) Full Text: DOI
Lai, Jiayu; Wang, Xiaoyi; Zhao, Kaige; Zheng, Shurong Block-diagonal test for high-dimensional covariance matrices. (English) Zbl 1516.62058 Test 32, No. 1, 447-466 (2023). MSC: 62H15 62E20 62H10 PDF BibTeX XML Cite \textit{J. Lai} et al., Test 32, No. 1, 447--466 (2023; Zbl 1516.62058) Full Text: DOI
MacNab, Ying C. On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference. (English) Zbl 1516.62080 Test 32, No. 1, 263-293 (2023). MSC: 62M40 62F15 62F30 62H10 62H11 62P10 PDF BibTeX XML Cite \textit{Y. C. MacNab}, Test 32, No. 1, 263--293 (2023; Zbl 1516.62080) Full Text: DOI
He, Rui Gaussian dynamics equation in normal product form. (English) Zbl 07706421 Quantum Inf. Process. 22, No. 6, Paper No. 253, 14 p. (2023). MSC: 81P68 PDF BibTeX XML Cite \textit{R. He}, Quantum Inf. Process. 22, No. 6, Paper No. 253, 14 p. (2023; Zbl 07706421) Full Text: DOI arXiv
Albuquerque, Pedro Henrique Melo; de Moraes Souza, João Gabriel; Kimura, Herbert Artificial intelligence in portfolio formation and forecast: using different variance-covariance matrices. (English) Zbl 07706312 Commun. Stat., Theory Methods 52, No. 12, 4229-4246 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{P. H. M. Albuquerque} et al., Commun. Stat., Theory Methods 52, No. 12, 4229--4246 (2023; Zbl 07706312) Full Text: DOI
Chen, Hao; Xia, Yin A normality test for high-dimensional data based on the nearest neighbor approach. (English) Zbl 1514.62085 J. Am. Stat. Assoc. 118, No. 541, 719-731 (2023). MSC: 62H12 62H20 PDF BibTeX XML Cite \textit{H. Chen} and \textit{Y. Xia}, J. Am. Stat. Assoc. 118, No. 541, 719--731 (2023; Zbl 1514.62085) Full Text: DOI arXiv
Güler, Nesrin; Büyükkaya, Melek Eriş Inertia and rank approach in transformed linear mixed models for comparison of BLUPs. (English) Zbl 07702553 Commun. Stat., Theory Methods 52, No. 9, 3108-3123 (2023). MSC: 62J05 62H12 15A03 PDF BibTeX XML Cite \textit{N. Güler} and \textit{M. E. Büyükkaya}, Commun. Stat., Theory Methods 52, No. 9, 3108--3123 (2023; Zbl 07702553) Full Text: DOI
Li, Weiming; Xiong, Xiaoge A test for the identity of a high-dimensional correlation matrix based on the \(\ell_4\)-norm. (English) Zbl 07698962 J. Stat. Plann. Inference 225, 132-145 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Li} and \textit{X. Xiong}, J. Stat. Plann. Inference 225, 132--145 (2023; Zbl 07698962) Full Text: DOI
Marchildon, André L.; Zingg, David W. A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes. (English) Zbl 07698925 J. Sci. Comput. 95, No. 3, Paper No. 65, 43 p. (2023). MSC: 60G15 65K10 PDF BibTeX XML Cite \textit{A. L. Marchildon} and \textit{D. W. Zingg}, J. Sci. Comput. 95, No. 3, Paper No. 65, 43 p. (2023; Zbl 07698925) Full Text: DOI
Smyth, William; Broby, Daniel An eigenvalue distribution derived ‘stability measure’ for evaluating minimum variance portfolios. (English) Zbl 07698394 Quant. Finance 23, No. 3, 521-537 (2023). MSC: 91G10 PDF BibTeX XML Cite \textit{W. Smyth} and \textit{D. Broby}, Quant. Finance 23, No. 3, 521--537 (2023; Zbl 07698394) Full Text: DOI
Koo, Donghyun; Kim, Chanmin; Lee, Keunbaik A Bayesian method for multinomial probit model. (English) Zbl 07698356 J. Korean Stat. Soc. 52, No. 1, 265-281 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Koo} et al., J. Korean Stat. Soc. 52, No. 1, 265--281 (2023; Zbl 07698356) Full Text: DOI
Nguyen, Thuan; Jiang, Jiming Simplified partially observed quasi-information matrix. (English) Zbl 07696205 Comput. Stat. 38, No. 1, 171-189 (2023). MSC: 62-08 PDF BibTeX XML Cite \textit{T. Nguyen} and \textit{J. Jiang}, Comput. Stat. 38, No. 1, 171--189 (2023; Zbl 07696205) Full Text: DOI
Al-Thani, Hessa; Lee, Jon Tridiagonal maximum-entropy sampling and tridiagonal masks. (English) Zbl 07696116 Discrete Appl. Math. 337, 120-138 (2023). MSC: 90C27 90C39 PDF BibTeX XML Cite \textit{H. Al-Thani} and \textit{J. Lee}, Discrete Appl. Math. 337, 120--138 (2023; Zbl 07696116) Full Text: DOI arXiv
Zhang, Xiaofeng A note on the stationary probability density function and covariance matrix of a stochastic chemostat model with distributed delay. (English) Zbl 07694344 Qual. Theory Dyn. Syst. 22, No. 3, Paper No. 114, 9 p. (2023). MSC: 34K60 92D25 34K50 60E05 PDF BibTeX XML Cite \textit{X. Zhang}, Qual. Theory Dyn. Syst. 22, No. 3, Paper No. 114, 9 p. (2023; Zbl 07694344) Full Text: DOI
Feldman, Michael J. Spiked singular values and vectors under extreme aspect ratios. (English) Zbl 07692922 J. Multivariate Anal. 196, Article ID 105187, 20 p. (2023). MSC: 62Hxx 60B20 PDF BibTeX XML Cite \textit{M. J. Feldman}, J. Multivariate Anal. 196, Article ID 105187, 20 p. (2023; Zbl 07692922) Full Text: DOI arXiv
Schnelli, Kevin; Xu, Yuanyuan Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices. (English) Zbl 07692272 Ann. Appl. Probab. 33, No. 1, 677-725 (2023). MSC: 15B52 15A18 60B20 62H10 PDF BibTeX XML Cite \textit{K. Schnelli} and \textit{Y. Xu}, Ann. Appl. Probab. 33, No. 1, 677--725 (2023; Zbl 07692272) Full Text: DOI arXiv
Li, Weiming; Wang, Qinwen; Yao, Jianfeng Eigenvalue distribution of a high-dimensional distance covariance matrix with application. (English) Zbl 07688205 Stat. Sin. 33, No. 1, 149-168 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{W. Li} et al., Stat. Sin. 33, No. 1, 149--168 (2023; Zbl 07688205) Full Text: DOI arXiv
Emery, Xavier; Porcu, Emilio The Schoenberg kernel and more flexible multivariate covariance models in Euclidean spaces. (English) Zbl 07687547 Comput. Appl. Math. 42, No. 4, Paper No. 148, 16 p. (2023). MSC: 42A82 60G10 86A32 PDF BibTeX XML Cite \textit{X. Emery} and \textit{E. Porcu}, Comput. Appl. Math. 42, No. 4, Paper No. 148, 16 p. (2023; Zbl 07687547) Full Text: DOI
Bai, Jinxuan; Wang, Jun; Xu, Changqing Fourth order tensors and covariance tensors. (English) Zbl 07686932 Ann. Funct. Anal. 14, No. 3, Paper No. 49, 15 p. (2023). Reviewer: Mohammed El Aïdi (Bogotá) MSC: 15A69 15B52 15A09 PDF BibTeX XML Cite \textit{J. Bai} et al., Ann. Funct. Anal. 14, No. 3, Paper No. 49, 15 p. (2023; Zbl 07686932) Full Text: DOI
Emery, Xavier; Porcu, Emilio Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields. (English) Zbl 07686679 J. Math. Anal. Appl. 525, No. 2, Article ID 127194, 13 p. (2023). MSC: 62Mxx 60Gxx 62Hxx PDF BibTeX XML Cite \textit{X. Emery} and \textit{E. Porcu}, J. Math. Anal. Appl. 525, No. 2, Article ID 127194, 13 p. (2023; Zbl 07686679) Full Text: DOI
Kundu, Anupam; Pourahmadi, Mohsen MLE of jointly constrained mean-covariance of multivariate normal distributions. (English) Zbl 07683110 Sankhyā, Ser. B 85, No. 1, 1-32 (2023). MSC: 62H12 62F10 62F30 65H17 PDF BibTeX XML Cite \textit{A. Kundu} and \textit{M. Pourahmadi}, Sankhyā, Ser. B 85, No. 1, 1--32 (2023; Zbl 07683110) Full Text: DOI arXiv
Gui, Xia-Yun; Huang, Yi C. Quantum covariance via quantum information. (English) Zbl 07680161 J. Phys. A, Math. Theor. 56, No. 19, Article ID 195301, 6 p. (2023). MSC: 81R30 81P17 81S07 15B57 PDF BibTeX XML Cite \textit{X.-Y. Gui} and \textit{Y. C. Huang}, J. Phys. A, Math. Theor. 56, No. 19, Article ID 195301, 6 p. (2023; Zbl 07680161) Full Text: DOI
Karaliutė, Marta; Dučinskas, Kęstutis Performance of the supervised generative classifiers of spatio-temporal areal data using various spatial autocorrelation indexes. (English) Zbl 07670271 Nonlinear Anal., Model. Control 28, No. 2, 250-263 (2023). MSC: 62Mxx 62-XX 62Hxx PDF BibTeX XML Cite \textit{M. Karaliutė} and \textit{K. Dučinskas}, Nonlinear Anal., Model. Control 28, No. 2, 250--263 (2023; Zbl 07670271) Full Text: DOI
Ali, Md. Manirul; Dinakaran, Rohith; Radhakrishnan, Chandrashekar Coherence crossover dynamics in the strong coupling regime. (English) Zbl 07662561 Physica A 614, Article ID 128520, 18 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{Md. M. Ali} et al., Physica A 614, Article ID 128520, 18 p. (2023; Zbl 07662561) Full Text: DOI
Bose, Arup; Sen, Priyanka \(XX^T\) matrices with independent entries. (English) Zbl 1509.60008 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 75-125 (2023). MSC: 60B20 60B10 05C65 PDF BibTeX XML Cite \textit{A. Bose} and \textit{P. Sen}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 75--125 (2023; Zbl 1509.60008) Full Text: arXiv Link
Bongiorno, C.; Challet, D.; Loeper, G. Filtering time-dependent covariance matrices using time-independent eigenvalues. (English) Zbl 07660794 J. Stat. Mech. Theory Exp. 2023, No. 2, Article ID 023402, 25 p. (2023). MSC: 82-XX PDF BibTeX XML Cite \textit{C. Bongiorno} et al., J. Stat. Mech. Theory Exp. 2023, No. 2, Article ID 023402, 25 p. (2023; Zbl 07660794) Full Text: DOI
Duan, Jiangtao; Bai, Jushan; Han, Xu Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (English) Zbl 07659418 J. Econom. 233, No. 1, 209-236 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. Duan} et al., J. Econom. 233, No. 1, 209--236 (2023; Zbl 07659418) Full Text: DOI arXiv
Cahan, Ercument; Bai, Jushan; Ng, Serena Factor-based imputation of missing values and covariances in panel data of large dimensions. (English) Zbl 07659414 J. Econom. 233, No. 1, 113-131 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{E. Cahan} et al., J. Econom. 233, No. 1, 113--131 (2023; Zbl 07659414) Full Text: DOI arXiv
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, Sophocles A test for Kronecker product structure covariance matrix. (English) Zbl 07659413 J. Econom. 233, No. 1, 88-112 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{P. Guggenberger} et al., J. Econom. 233, No. 1, 88--112 (2023; Zbl 07659413) Full Text: DOI arXiv
Dolinar, Gregor; Kuzma, Bojan; Marovt, Janko; Mosić, Dijana A note on star partial order preservers on the set of all variance-covariance matrices. (English) Zbl 1512.15033 Math. Slovaca 73, No. 1, 263-273 (2023). Reviewer: Hayden Julius (Kent) MSC: 15A86 15A04 15B48 47B49 47L07 PDF BibTeX XML Cite \textit{G. Dolinar} et al., Math. Slovaca 73, No. 1, 263--273 (2023; Zbl 1512.15033) Full Text: DOI
Liu, Zheng; Loh, Po-Ling Robust W-GAN-based estimation under Wasserstein contamination. (English) Zbl 07655457 Inf. Inference 12, No. 1, 312-362 (2023). MSC: 62-XX PDF BibTeX XML Cite \textit{Z. Liu} and \textit{P.-L. Loh}, Inf. Inference 12, No. 1, 312--362 (2023; Zbl 07655457) Full Text: DOI arXiv
Chen, Xin; Yang, Dan; Xu, Yan; Xia, Yin; Wang, Dong; Shen, Haipeng Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data. (English) Zbl 07648726 J. Econom. 232, No. 2, 544-564 (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{X. Chen} et al., J. Econom. 232, No. 2, 544--564 (2023; Zbl 07648726) Full Text: DOI arXiv
Li, Weiming; Zhu, Junpeng CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures. (English) Zbl 07627000 J. Multivariate Anal. 193, Article ID 105127, 22 p. (2023). MSC: 62Hxx 60B20 60F05 PDF BibTeX XML Cite \textit{W. Li} and \textit{J. Zhu}, J. Multivariate Anal. 193, Article ID 105127, 22 p. (2023; Zbl 07627000) Full Text: DOI
Dörnemann, Nina Likelihood ratio tests under model misspecification in high dimensions. (English) Zbl 07626996 J. Multivariate Anal. 193, Article ID 105122, 20 p. (2023). MSC: 62H15 62H10 PDF BibTeX XML Cite \textit{N. Dörnemann}, J. Multivariate Anal. 193, Article ID 105122, 20 p. (2023; Zbl 07626996) Full Text: DOI arXiv
Xu, Yangchang; Xia, Ningning On the eigenvectors of large-dimensional sample spatial sign covariance matrices. (English) Zbl 07626993 J. Multivariate Anal. 193, Article ID 105119, 22 p. (2023). MSC: 62H10 62H15 PDF BibTeX XML Cite \textit{Y. Xu} and \textit{N. Xia}, J. Multivariate Anal. 193, Article ID 105119, 22 p. (2023; Zbl 07626993) Full Text: DOI
Oda, Hidemasa; Komaki, Fumiyasu Enriched standard conjugate priors and the right invariant prior for Wishart distributions. (English) Zbl 07626989 J. Multivariate Anal. 193, Article ID 105105, 19 p. (2023). MSC: 62Hxx 62C10 62H12 PDF BibTeX XML Cite \textit{H. Oda} and \textit{F. Komaki}, J. Multivariate Anal. 193, Article ID 105105, 19 p. (2023; Zbl 07626989) Full Text: DOI arXiv
Vogler, Jan; Golosnoy, Vasyl Unrestricted maximum likelihood estimation of multivariate realized volatility models. (English) Zbl 07594686 Eur. J. Oper. Res. 304, No. 3, 1063-1074 (2023). MSC: 90Bxx PDF BibTeX XML Cite \textit{J. Vogler} and \textit{V. Golosnoy}, Eur. J. Oper. Res. 304, No. 3, 1063--1074 (2023; Zbl 07594686) Full Text: DOI
Paindaveine, Davy; Rasoafaraniaina, Joséa; Verdebout, Thomas Preliminary multiple-test estimation, with applications to \(k\)-sample covariance estimation. (English) Zbl 1515.62058 J. Am. Stat. Assoc. 117, No. 540, 1904-1915 (2022). MSC: 62H20 62H15 PDF BibTeX XML Cite \textit{D. Paindaveine} et al., J. Am. Stat. Assoc. 117, No. 540, 1904--1915 (2022; Zbl 1515.62058) Full Text: DOI
Cortez-Elizalde, Didier; Bolivar-Cime, Addy Behavior of some hypothesis tests for the covariance matrix of high dimensional data. (English) Zbl 07705858 Rev. Colomb. Estad. 45, No. 2, 373-390 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{D. Cortez-Elizalde} and \textit{A. Bolivar-Cime}, Rev. Colomb. Estad. 45, No. 2, 373--390 (2022; Zbl 07705858) Full Text: DOI
Mao, Yawen; Xu, Chen; Chen, Jing; Pu, Yan; Hu, Qingyuan Auxiliary model-based iterative estimation algorithms for nonlinear systems using the covariance matrix adaptation strategy. (English) Zbl 1510.93073 Circuits Syst. Signal Process. 41, No. 12, 6750-6773 (2022). MSC: 93B30 93C10 93C40 PDF BibTeX XML Cite \textit{Y. Mao} et al., Circuits Syst. Signal Process. 41, No. 12, 6750--6773 (2022; Zbl 1510.93073) Full Text: DOI
Pinelis, Iosif What intraclass covariance structures can symmetric Bernoulli random variables have? (English) Zbl 07665187 Math. Methods Stat. 31, No. 4, 165-169 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{I. Pinelis}, Math. Methods Stat. 31, No. 4, 165--169 (2022; Zbl 07665187) Full Text: DOI arXiv
Kuchibhotla, Arun Kumar; Chakrabortty, Abhishek Moving beyond sub-Gaussianity in high-dimensional statistics: applications in covariance estimation and linear regression. (English) Zbl 07655446 Inf. Inference 11, No. 4, 1389-1456 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{A. K. Kuchibhotla} and \textit{A. Chakrabortty}, Inf. Inference 11, No. 4, 1389--1456 (2022; Zbl 07655446) Full Text: DOI arXiv
Yao, Bohao; Evans, Robin Algebraic properties of HTC-identifiable graphs. (English) Zbl 1504.62186 Algebr. Stat. 13, No. 1, 19-39 (2022). MSC: 62R01 62H22 62H05 13P25 PDF BibTeX XML Cite \textit{B. Yao} and \textit{R. Evans}, Algebr. Stat. 13, No. 1, 19--39 (2022; Zbl 1504.62186) Full Text: DOI
Dozzi, Marco; Schott, René On the non-commutative multifractional Brownian motion. (English) Zbl 1503.60045 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 4, Article ID 2240010, 11 p. (2022). MSC: 60G22 60H05 60G15 PDF BibTeX XML Cite \textit{M. Dozzi} and \textit{R. Schott}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 4, Article ID 2240010, 11 p. (2022; Zbl 1503.60045) Full Text: DOI
Ünlü, Mustafa; Şehirlioğlu, Ali Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria. (English) Zbl 07644963 Hacet. J. Math. Stat. 51, No. 4, 1189-1210 (2022). MSC: 65-XX 34A30 62E10 62F35 PDF BibTeX XML Cite \textit{M. Ünlü} and \textit{A. Şehirlioğlu}, Hacet. J. Math. Stat. 51, No. 4, 1189--1210 (2022; Zbl 07644963) Full Text: DOI
Barber, Rina Foygel; Drton, Mathias; Sturma, Nils; Weihs, Luca Half-trek criterion for identifiability of latent variable models. (English) Zbl 07641122 Ann. Stat. 50, No. 6, 3174-3196 (2022). MSC: 62H22 62J05 62R01 PDF BibTeX XML Cite \textit{R. F. Barber} et al., Ann. Stat. 50, No. 6, 3174--3196 (2022; Zbl 07641122) Full Text: DOI arXiv Link
Kilmer, Misha E.; Saibaba, Arvind K. Structured matrix approximations via tensor decompositions. (English) Zbl 1508.65042 SIAM J. Matrix Anal. Appl. 43, No. 4, 1599-1626 (2022). MSC: 65F55 65F50 15A69 PDF BibTeX XML Cite \textit{M. E. Kilmer} and \textit{A. K. Saibaba}, SIAM J. Matrix Anal. Appl. 43, No. 4, 1599--1626 (2022; Zbl 1508.65042) Full Text: DOI arXiv
Song, Yi; Caire, Giuseppe Angular scattering function estimation using deep neural networks. (English) Zbl 1504.94063 Kutyniok, Gitta (ed.) et al., Compressed sensing in information processing. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 279-300 (2022). MSC: 94A12 68T07 PDF BibTeX XML Cite \textit{Y. Song} and \textit{G. Caire}, in: Compressed sensing in information processing. Cham: Birkhäuser. 279--300 (2022; Zbl 1504.94063) Full Text: DOI
Maly, Johannes; Yang, Tianyu; Dirksen, Sjoerd; Rauhut, Holger; Caire, Giuseppe New challenges in covariance estimation: multiple structures and coarse quantization. (English) Zbl 1504.94005 Kutyniok, Gitta (ed.) et al., Compressed sensing in information processing. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 77-104 (2022). MSC: 94A05 94A12 15A15 PDF BibTeX XML Cite \textit{J. Maly} et al., in: Compressed sensing in information processing. Cham: Birkhäuser. 77--104 (2022; Zbl 1504.94005) Full Text: DOI arXiv
Yoo, Hanna; Lee, Jae Won Sample size calculation based on discrete Weibull and zero-inflated discrete Weibull regression models. (English) Zbl 07632261 Commun. Stat., Simulation Comput. 51, No. 12, 7180-7193 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Yoo} and \textit{J. W. Lee}, Commun. Stat., Simulation Comput. 51, No. 12, 7180--7193 (2022; Zbl 07632261) Full Text: DOI
Rao, B. Janardhana; Chakrapani, Y.; Kumar, S. Srinivas Video inpainting using advanced homography-based registration method. (English) Zbl 07632077 J. Math. Imaging Vis. 64, No. 9, 1029-1039 (2022). MSC: 68-XX 94-XX PDF BibTeX XML Cite \textit{B. J. Rao} et al., J. Math. Imaging Vis. 64, No. 9, 1029--1039 (2022; Zbl 07632077) Full Text: DOI
Oliveira, M. Rosário; Azeitona, Margarida; Pacheco, António; Valadas, Rui Association measures for interval variables. (English) Zbl 07630550 Adv. Data Anal. Classif., ADAC 16, No. 3, 491-520 (2022). MSC: 62H20 62H30 60E05 PDF BibTeX XML Cite \textit{M. R. Oliveira} et al., Adv. Data Anal. Classif., ADAC 16, No. 3, 491--520 (2022; Zbl 07630550) Full Text: DOI arXiv
Guo, Jing; Guo, Yu; Jin, Qiyu; Ng, Michael Kwok-Po; Wang, Shuping Gaussian patch mixture model guided low-rank covariance matrix minimization for image denoising. (English) Zbl 07630069 SIAM J. Imaging Sci. 15, No. 4, 1601-1622 (2022). MSC: 62M40 65D18 94A08 PDF BibTeX XML Cite \textit{J. Guo} et al., SIAM J. Imaging Sci. 15, No. 4, 1601--1622 (2022; Zbl 07630069) Full Text: DOI
Vladimirova, Liudmila; Zhdanova, Anastasiia; Rubtsova, Irina; Edamenko, Nikolai Genetic stochastic algorithm application in beam dynamics optimization problem. (English) Zbl 1516.74085 Smirnov, Nikolay (ed.) et al., Stability and control processes. Proceedings of the 4th international conference, SCP 2020, dedicated to the memory of Professor Vladimir Zubov, October 5–10, 2020. Cham: Springer. Lect. Notes Control Inf. Sci. – Proc., 265-272 (2022). MSC: 74P10 74K10 74S60 PDF BibTeX XML Cite \textit{L. Vladimirova} et al., in: Stability and control processes. Proceedings of the 4th international conference, SCP 2020, dedicated to the memory of Professor Vladimir Zubov, October 5--10, 2020. Cham: Springer. 265--272 (2022; Zbl 1516.74085) Full Text: DOI
Qi, Xinyu; Wang, Jinru; Zeng, Xiaochen Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data. (English) Zbl 1498.62110 Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 6, Article ID 2250021, 12 p. (2022). MSC: 62H12 62C20 62F12 PDF BibTeX XML Cite \textit{X. Qi} et al., Int. J. Wavelets Multiresolut. Inf. Process. 20, No. 6, Article ID 2250021, 12 p. (2022; Zbl 1498.62110) Full Text: DOI
Bachoc, François; Peron, Ana Paula; Porcu, Emilio Multivariate Gaussian random fields over generalized product spaces involving the hypertorus. (English) Zbl 07618870 Theory Probab. Math. Stat. 107, 3-14 (2022). MSC: 62M15 62M30 60G12 PDF BibTeX XML Cite \textit{F. Bachoc} et al., Theory Probab. Math. Stat. 107, 3--14 (2022; Zbl 07618870) Full Text: DOI arXiv
Zhang, Zhixiang; Zheng, Shurong; Pan, Guangming; Zhong, Ping-Shou Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices. (English) Zbl 07610768 Ann. Stat. 50, No. 4, 2205-2230 (2022). MSC: 62E20 62H15 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Ann. Stat. 50, No. 4, 2205--2230 (2022; Zbl 07610768) Full Text: DOI arXiv
Nestler, Franziska; Stoll, Martin; Wagner, Theresa Learning in high-dimensional feature spaces using ANOVA-based fast matrix-vector multiplication. (English) Zbl 1496.65243 Found. Data Sci. 4, No. 3, 423-440 (2022). MSC: 65T50 62J10 68T05 PDF BibTeX XML Cite \textit{F. Nestler} et al., Found. Data Sci. 4, No. 3, 423--440 (2022; Zbl 1496.65243) Full Text: DOI arXiv
Güler, Nesrin On relations between BLUPs under two transformed linear random-effects models. (English) Zbl 07603805 Commun. Stat., Simulation Comput. 51, No. 9, 5099-5125 (2022). MSC: 62J05 62J10 62H12 15A03 PDF BibTeX XML Cite \textit{N. Güler}, Commun. Stat., Simulation Comput. 51, No. 9, 5099--5125 (2022; Zbl 07603805) Full Text: DOI
Tian, Peng; Yao, Jianfeng Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening. (English) Zbl 07603103 Electron. J. Stat. 16, No. 2, 5035-5079 (2022). MSC: 62M15 62H10 15B52 PDF BibTeX XML Cite \textit{P. Tian} and \textit{J. Yao}, Electron. J. Stat. 16, No. 2, 5035--5079 (2022; Zbl 07603103) Full Text: DOI arXiv Link
Nguyen, TrungTin; Nguyen, Hien Duy; Chamroukhi, Faicel; Forbes, Florence A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models. (English) Zbl 07603097 Electron. J. Stat. 16, No. 2, 4742-4822 (2022). MSC: 62H30 62E17 62H12 PDF BibTeX XML Cite \textit{T. Nguyen} et al., Electron. J. Stat. 16, No. 2, 4742--4822 (2022; Zbl 07603097) Full Text: DOI arXiv Link
Baz, Juan; Díaz, Irene; Montes, Susana; Pérez-Fernández, Raúl Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs. (English) Zbl 1507.60067 Test 31, No. 3, 856-874 (2022). MSC: 60G60 PDF BibTeX XML Cite \textit{J. Baz} et al., Test 31, No. 3, 856--874 (2022; Zbl 1507.60067) Full Text: DOI
Fan, Zhou; Johnstone, Iain M. Tracy-Widom at each edge of real covariance and MANOVA estimators. (English) Zbl 1505.60011 Ann. Appl. Probab. 32, No. 4, 2967-3003 (2022). Reviewer: Michał Strzelecki (Warszawa) MSC: 60B20 62F03 PDF BibTeX XML Cite \textit{Z. Fan} and \textit{I. M. Johnstone}, Ann. Appl. Probab. 32, No. 4, 2967--3003 (2022; Zbl 1505.60011) Full Text: DOI arXiv
Laradji, A.; Joarder, Anwar H. Alternative ways for the covariance between sample mean and variance. (English) Zbl 1496.62036 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 315-324 (2022). MSC: 62D05 PDF BibTeX XML Cite \textit{A. Laradji} and \textit{A. H. Joarder}, Bull. Malays. Math. Sci. Soc. (2) 45, 315--324 (2022; Zbl 1496.62036) Full Text: DOI
Güler, Nesrin; Büyükkaya, Melek Eriş; Yiğit, Melike Comparison of covariance matrices of predictors in seemingly unrelated regression models. (English) Zbl 1496.62115 Indian J. Pure Appl. Math. 53, No. 3, 801-809 (2022). MSC: 62J05 62H12 PDF BibTeX XML Cite \textit{N. Güler} et al., Indian J. Pure Appl. Math. 53, No. 3, 801--809 (2022; Zbl 1496.62115) Full Text: DOI
Qin, Xu; Zhang, Yu Q. Non parametric covariance model with circular condition and its application. (English) Zbl 07596358 Commun. Stat., Theory Methods 51, No. 22, 7819-7829 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{X. Qin} and \textit{Y. Q. Zhang}, Commun. Stat., Theory Methods 51, No. 22, 7819--7829 (2022; Zbl 07596358) Full Text: DOI
Heiny, Johannes Large sample correlation matrices: a comparison theorem and its applications. (English) Zbl 1498.60033 Electron. J. Probab. 27, Paper No. 94, 20 p. (2022). MSC: 60B20 60G10 60G57 60G70 60F05 PDF BibTeX XML Cite \textit{J. Heiny}, Electron. J. Probab. 27, Paper No. 94, 20 p. (2022; Zbl 1498.60033) Full Text: DOI arXiv Link
Budny, Katarzyna Improved probability inequalities for Mardia’s coefficient of kurtosis. (English) Zbl 1495.62037 Stat. Probab. Lett. 191, Article ID 109664, 8 p. (2022). MSC: 62H10 62E17 PDF BibTeX XML Cite \textit{K. Budny}, Stat. Probab. Lett. 191, Article ID 109664, 8 p. (2022; Zbl 1495.62037) Full Text: DOI
Lee, Kyoungjae; Jo, Seongil; Lee, Jaeyong The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate. (English) Zbl 07595173 J. Multivariate Anal. 192, Article ID 105067, 19 p. (2022). MSC: 62H12 62E20 PDF BibTeX XML Cite \textit{K. Lee} et al., J. Multivariate Anal. 192, Article ID 105067, 19 p. (2022; Zbl 07595173) Full Text: DOI arXiv
Lodhia, Asad; Levin, Keith; Levina, Elizaveta Matrix means and a novel high-dimensional shrinkage phenomenon. (English) Zbl 07594071 Bernoulli 28, No. 4, 2578-2605 (2022). MSC: 62Hxx 62Fxx 15Bxx PDF BibTeX XML Cite \textit{A. Lodhia} et al., Bernoulli 28, No. 4, 2578--2605 (2022; Zbl 07594071) Full Text: DOI arXiv Link
Wang, Hao; Zhang, Hong; Ma, Qiming Sparse spectrum fitting algorithm using signal covariance matrix reconstruction and weighted sparse constraint. (English) Zbl 1504.94069 Multidimensional Syst. Signal Process. 33, No. 3, 807-817 (2022). MSC: 94A12 PDF BibTeX XML Cite \textit{H. Wang} et al., Multidimensional Syst. Signal Process. 33, No. 3, 807--817 (2022; Zbl 1504.94069) Full Text: DOI
Gurdogan, Hubeyb; Kercheval, Alec Multiple anchor point shrinkage for the sample covariance matrix. (English) Zbl 07591711 SIAM J. Financ. Math. 13, No. 3, 1112-1143 (2022). MSC: 62P05 62H25 PDF BibTeX XML Cite \textit{H. Gurdogan} and \textit{A. Kercheval}, SIAM J. Financ. Math. 13, No. 3, 1112--1143 (2022; Zbl 07591711) Full Text: DOI
Güler, Nesrin; Eriş Büyükkaya, Melek Some remarks on comparison of predictors in seemingly unrelated linear mixed models. (English) Zbl 07584084 Appl. Math., Praha 67, No. 4, 525-542 (2022). MSC: 62J05 62H12 15A03 PDF BibTeX XML Cite \textit{N. Güler} and \textit{M. Eriş Büyükkaya}, Appl. Math., Praha 67, No. 4, 525--542 (2022; Zbl 07584084) Full Text: DOI
Cheng, Guozheng; Fang, Xiang; Guo, Kunyu; Liu, Chao A Gaussian version of Littlewood’s theorem for random power series. (English) Zbl 1502.30008 Proc. Am. Math. Soc. 150, No. 8, 3525-3536 (2022). MSC: 30B20 47B38 PDF BibTeX XML Cite \textit{G. Cheng} et al., Proc. Am. Math. Soc. 150, No. 8, 3525--3536 (2022; Zbl 1502.30008) Full Text: DOI arXiv
Le Thi, Hoai An; Ho, Vinh Thanh Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation. (English) Zbl 1492.90138 Ann. Math. Artif. Intell. 90, No. 7-9, 809-829 (2022). MSC: 90C26 90C90 62J05 PDF BibTeX XML Cite \textit{H. A. Le Thi} and \textit{V. T. Ho}, Ann. Math. Artif. Intell. 90, No. 7--9, 809--829 (2022; Zbl 1492.90138) Full Text: DOI
Tian, Peng Joint CLT for top eigenvalues of sample covariance matrices of separable high dimensional long memory processes. (English) Zbl 1493.15117 Random Matrices Theory Appl. 11, No. 3, Article ID 2250032, 52 p. (2022). MSC: 15B52 15B05 60G10 15A18 45E10 PDF BibTeX XML Cite \textit{P. Tian}, Random Matrices Theory Appl. 11, No. 3, Article ID 2250032, 52 p. (2022; Zbl 1493.15117) Full Text: DOI arXiv
Porcu, Emilio; Emery, Xavier; Mery, Nadia Criteria and characterizations for spatially isotropic and temporally symmetric matrix-valued covariance functions. (English) Zbl 1513.42021 Comput. Appl. Math. 41, No. 5, Paper No. 223, 14 p. (2022). MSC: 42A82 60G10 86A32 PDF BibTeX XML Cite \textit{E. Porcu} et al., Comput. Appl. Math. 41, No. 5, Paper No. 223, 14 p. (2022; Zbl 1513.42021) Full Text: DOI
Zeng, Yicheng; Zhu, Lixing Order determination for spiked type models. (English) Zbl 07559729 Stat. Sin. 32, No. 3, 1633-1659 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{Y. Zeng} and \textit{L. Zhu}, Stat. Sin. 32, No. 3, 1633--1659 (2022; Zbl 07559729) Full Text: DOI arXiv
Li, Xiao-ling; Li, Yuan; Pan, Jia-zhu; Zhang, Xing-fa A factor-GARCH model for high dimensional volatilities. (English) Zbl 1490.62259 Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635-663 (2022). MSC: 62M10 62H12 62H25 62F12 62P05 PDF BibTeX XML Cite \textit{X.-l. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635--663 (2022; Zbl 1490.62259) Full Text: DOI
Ayyala, Deepak Nag; Ghosh, Santu; Linder, Daniel F. Covariance matrix testing in high dimension using random projections. (English) Zbl 1505.62044 Comput. Stat. 37, No. 3, 1111-1141 (2022). MSC: 62-08 62H15 62P10 PDF BibTeX XML Cite \textit{D. N. Ayyala} et al., Comput. Stat. 37, No. 3, 1111--1141 (2022; Zbl 1505.62044) Full Text: DOI arXiv
Gupta, Arjun K.; Johnson, Bruce E.; Nagar, Daya K. Non-null distribution of Kullback’s statistic for testing equality of correlation matrices. (English) Zbl 1513.62106 Int. J. Math. Comput. Sci. 17, No. 3, 1087-1101 (2022). MSC: 62H15 62E20 PDF BibTeX XML Cite \textit{A. K. Gupta} et al., Int. J. Math. Comput. Sci. 17, No. 3, 1087--1101 (2022; Zbl 1513.62106) Full Text: Link
Min, Keqian; Mai, Qing; Zhang, Xin Fast and separable estimation in high-dimensional tensor Gaussian graphical models. (English) Zbl 07546477 J. Comput. Graph. Stat. 31, No. 1, 294-300 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Min} et al., J. Comput. Graph. Stat. 31, No. 1, 294--300 (2022; Zbl 07546477) Full Text: DOI
Priddle, Jacob W.; Sisson, Scott A.; Frazier, David T.; Turner, Ian; Drovandi, Christopher Efficient Bayesian synthetic likelihood with whitening transformations. (English) Zbl 07546459 J. Comput. Graph. Stat. 31, No. 1, 50-63 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{J. W. Priddle} et al., J. Comput. Graph. Stat. 31, No. 1, 50--63 (2022; Zbl 07546459) Full Text: DOI arXiv
Zhang, Yangchun; Hu, Jiang; Li, Weiming CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions. (English) Zbl 1493.62328 J. Multivariate Anal. 191, Article ID 105007, 20 p. (2022). MSC: 62H12 62F12 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Multivariate Anal. 191, Article ID 105007, 20 p. (2022; Zbl 1493.62328) Full Text: DOI
Yu, Long; He, Yong; Kong, Xinbing; Zhang, Xinsheng Projected estimation for large-dimensional matrix factor models. (English) Zbl 07538797 J. Econom. 229, No. 1, 201-217 (2022). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{L. Yu} et al., J. Econom. 229, No. 1, 201--217 (2022; Zbl 07538797) Full Text: DOI arXiv
Zhdanov, A. I. High excursions of a quadratic form for a Gaussian stationary vector process. (English. Russian original) Zbl 1487.60081 J. Math. Sci., New York 262, No. 4, 476-492 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 123-144 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{A. I. Zhdanov}, J. Math. Sci., New York 262, No. 4, 476--492 (2022; Zbl 1487.60081); translation from Fundam. Prikl. Mat. 23, No. 1, 123--144 (2020) Full Text: DOI
Liu, Yan; Bai, Zhidong; Li, Hua; Hu, Jiang; Lv, Zhihui; Zheng, Shurong RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices. (English) Zbl 1487.62066 Stat. Probab. Lett. 187, Article ID 109501, 7 p. (2022). MSC: 62H25 60B20 62E20 15A18 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 187, Article ID 109501, 7 p. (2022; Zbl 1487.62066) Full Text: DOI
Bingham, N. H.; Symons, Tasmin L. Gaussian random fields: with and without covariances. (English) Zbl 1493.62555 Theory Probab. Math. Stat. 106, 27-40 (2022). MSC: 62M40 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{T. L. Symons}, Theory Probab. Math. Stat. 106, 27--40 (2022; Zbl 1493.62555) Full Text: DOI arXiv