Bachoc, François; Muehlmann, Christoph; Nordhausen, Klaus; Virta, Joni Large-sample properties of non-stationary source separation for Gaussian signals. (English) Zbl 07905749 Electron. J. Stat. 18, No. 1, 2241-2291 (2024). MSC: 62E20 62M10 62H25 PDFBibTeX XMLCite \textit{F. Bachoc} et al., Electron. J. Stat. 18, No. 1, 2241--2291 (2024; Zbl 07905749) Full Text: DOI arXiv Link OA License
Dörnemann, Nina; Dette, Holger Linear spectral statistics of sequential sample covariance matrices. (English. French summary) Zbl 07904821 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 946-970 (2024). MSC: 62H15 60B20 60F17 PDFBibTeX XMLCite \textit{N. Dörnemann} and \textit{H. Dette}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 946--970 (2024; Zbl 07904821) Full Text: DOI arXiv Link
Issouani, El Mehdi; Bertail, Patrice; Gautherat, Emmanuelle Exponential bounds for regularized Hotelling’s T2 statistic in high dimension. (English) Zbl 07904783 J. Multivariate Anal. 203, Article ID 105342, 22 p. (2024). MSC: 62Hxx 62G05 62G10 62H10 62G99 PDFBibTeX XMLCite \textit{E. M. Issouani} et al., J. Multivariate Anal. 203, Article ID 105342, 22 p. (2024; Zbl 07904783) Full Text: DOI
Wang, Haoyu Quantitative universality for the largest eigenvalue of sample covariance matrices. (English) Zbl 07900393 Ann. Appl. Probab. 34, No. 3, 2539-2565 (2024). MSC: 60B20 15B52 15A18 PDFBibTeX XMLCite \textit{H. Wang}, Ann. Appl. Probab. 34, No. 3, 2539--2565 (2024; Zbl 07900393) Full Text: DOI arXiv Link
Marchildon, André L.; Zingg, David W. A solution to the ill-conditioning of gradient-enhanced covariance matrices for Gaussian processes. (English) Zbl 07898477 Int. J. Numer. Methods Eng. 125, No. 16, Article ID e7498, 28 p. (2024). MSC: 62Mxx 65Cxx 15Axx PDFBibTeX XMLCite \textit{A. L. Marchildon} and \textit{D. W. Zingg}, Int. J. Numer. Methods Eng. 125, No. 16, Article ID e7498, 28 p. (2024; Zbl 07898477) Full Text: DOI arXiv
Zhou, Yi; Zhang, Bin Ridge estimation of covariance matrix from data in two classes. (English) Zbl 07893330 Appl. Math., Praha 69, No. 2, 169-184 (2024). MSC: 62H12 62J07 PDFBibTeX XMLCite \textit{Y. Zhou} and \textit{B. Zhang}, Appl. Math., Praha 69, No. 2, 169--184 (2024; Zbl 07893330) Full Text: DOI
Heaps, Sarah Elizabeth; Jermyn, Ian Hyla Structured prior distributions for the covariance matrix in latent factor models. (English) Zbl 07889769 Stat. Comput. 34, No. 4, Paper No. 143, 18 p. (2024). MSC: 62-08 62F15 62H25 62M10 PDFBibTeX XMLCite \textit{S. E. Heaps} and \textit{I. H. Jermyn}, Stat. Comput. 34, No. 4, Paper No. 143, 18 p. (2024; Zbl 07889769) Full Text: DOI arXiv OA License
Wang, Jiyang; Liang, Wanfeng; Li, Lijie; Wu, Yue; Ma, Xiaoyan A new robust covariance matrix estimation for high-dimensional microbiome data. (English) Zbl 07889434 Aust. N. Z. J. Stat. 66, No. 2, 281-295 (2024). MSC: 62Hxx 62Gxx 62Pxx PDFBibTeX XMLCite \textit{J. Wang} et al., Aust. N. Z. J. Stat. 66, No. 2, 281--295 (2024; Zbl 07889434) Full Text: DOI
Li, Huimin; Wang, Jinru Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding. (English) Zbl 07878507 Stat. Probab. Lett. 209, Article ID 110088, 7 p. (2024). MSC: 62H12 62F30 62J10 62K99 PDFBibTeX XMLCite \textit{H. Li} and \textit{J. Wang}, Stat. Probab. Lett. 209, Article ID 110088, 7 p. (2024; Zbl 07878507) Full Text: DOI
de Gosson, Maurice Polar duality and the reconstruction of quantum covariance matrices from partial data. (English) Zbl 07871237 J. Phys. A, Math. Theor. 57, No. 20, Article ID 205303, 23 p. (2024). MSC: 81-XX 82-XX PDFBibTeX XMLCite \textit{M. de Gosson}, J. Phys. A, Math. Theor. 57, No. 20, Article ID 205303, 23 p. (2024; Zbl 07871237) Full Text: DOI arXiv OA License
Mu, Yue; Hu, Guanyu; Wu, Wei Model-based statistical depth for matrix data. (English) Zbl 07870193 Stat. Interface 17, No. 2, 305-316 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Mu} et al., Stat. Interface 17, No. 2, 305--316 (2024; Zbl 07870193) Full Text: DOI
Chen, Pei-Le; Wang, Mei-Han The multivariate control chart with variable dimension for monitoring both location and dispersion. (English) Zbl 07868259 Commun. Stat., Simulation Comput. 53, No. 3, 1534-1547 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{P.-L. Chen} and \textit{M.-H. Wang}, Commun. Stat., Simulation Comput. 53, No. 3, 1534--1547 (2024; Zbl 07868259) Full Text: DOI
Fishbone, Justin; Mili, Lamine New highly efficient high-breakdown estimator of multivariate scatter and location for elliptical distributions. (English. French summary) Zbl 07864560 Can. J. Stat. 52, No. 2, 437-460 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Fishbone} and \textit{L. Mili}, Can. J. Stat. 52, No. 2, 437--460 (2024; Zbl 07864560) Full Text: DOI arXiv OA License
Creal, Drew; Kim, Jaeho Bayesian estimation of cluster covariance matrices of unknown form. (English) Zbl 07863965 J. Econom. 241, No. 1, Article ID 105725, 22 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{D. Creal} and \textit{J. Kim}, J. Econom. 241, No. 1, Article ID 105725, 22 p. (2024; Zbl 07863965) Full Text: DOI
Jhwueng, Dwueng-Chwuan On the covariance of phylogenetic quantitative trait evolution models and their matrix condition. (English) Zbl 07862759 Commun. Stat., Simulation Comput. 53, No. 2, 952-971 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{D.-C. Jhwueng}, Commun. Stat., Simulation Comput. 53, No. 2, 952--971 (2024; Zbl 07862759) Full Text: DOI
Bortolato, Elena; Pagui, Euloge Clovis Kenne Bias reduction and robustness for Gaussian longitudinal data analysis. (English) Zbl 07862337 J. Stat. Comput. Simulation 94, No. 2, 360-375 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Bortolato} and \textit{E. C. K. Pagui}, J. Stat. Comput. Simulation 94, No. 2, 360--375 (2024; Zbl 07862337) Full Text: DOI
Molstad, Aaron J.; Ekvall, Karl Oskar; Suder, Piotr M. Direct covariance matrix estimation with compositional data. (English) Zbl 07855841 Electron. J. Stat. 18, No. 1, 1702-1748 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{A. J. Molstad} et al., Electron. J. Stat. 18, No. 1, 1702--1748 (2024; Zbl 07855841) Full Text: DOI arXiv Link
Li, Huiqin; Pan, Guangming; Yin, Yanqing; Zhou, Wang Separable sample covariance matrices under elliptical populations with applications. (English) Zbl 07853744 Trans. Am. Math. Soc. 377, No. 6, 3805-3843 (2024). MSC: 60F05 60H10 PDFBibTeX XMLCite \textit{H. Li} et al., Trans. Am. Math. Soc. 377, No. 6, 3805--3843 (2024; Zbl 07853744) Full Text: DOI
Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer Statistical inference for wavelet curve estimators of symmetric positive definite matrices. (English) Zbl 07851460 J. Stat. Plann. Inference 231, Article ID 106140, 33 p. (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Rademacher} et al., J. Stat. Plann. Inference 231, Article ID 106140, 33 p. (2024; Zbl 07851460) Full Text: DOI arXiv
Bai, Yansong; Zhang, Yong; Liu, Congmin; Wang, Zhiming Moderate deviation principle for different types of classical likelihood ratio tests. (English) Zbl 07850698 Commun. Stat., Theory Methods 53, No. 7, 2599-2616 (2024). MSC: 60F10 62H15 PDFBibTeX XMLCite \textit{Y. Bai} et al., Commun. Stat., Theory Methods 53, No. 7, 2599--2616 (2024; Zbl 07850698) Full Text: DOI
Wang, Xuanci; Zhang, Bin Target selection in shrinkage estimation of covariance matrix: a structural similarity approach. (English) Zbl 07850492 Stat. Probab. Lett. 208, Article ID 110048, 8 p. (2024). MSC: 62H12 62H15 62J10 62P05 PDFBibTeX XMLCite \textit{X. Wang} and \textit{B. Zhang}, Stat. Probab. Lett. 208, Article ID 110048, 8 p. (2024; Zbl 07850492) Full Text: DOI
Zhao, Zixuan; Song, Yanglei; Jiang, Wenyu; Tu, Dongsheng Consistent covariances estimation for stratum imbalances under minimization method for covariate-adaptive randomization. (English) Zbl 07846697 Scand. J. Stat. 51, No. 2, 861-890 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Zhao} et al., Scand. J. Stat. 51, No. 2, 861--890 (2024; Zbl 07846697) Full Text: DOI arXiv
Wang, Xin; Kong, Lingchen; Wang, Liqun Estimation of sparse covariance matrix via non-convex regularization. (English) Zbl 07846368 J. Multivariate Anal. 202, Article ID 105294, 17 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{X. Wang} et al., J. Multivariate Anal. 202, Article ID 105294, 17 p. (2024; Zbl 07846368) Full Text: DOI
Reitzner, Matthias; Römer, Tim; von Westenholz, Mandala Covariance matrices of length power functionals of random geometric graphs – an asymptotic analysis. (English) Zbl 1536.05415 Linear Algebra Appl. 691, 151-181 (2024). MSC: 05C80 05C50 05C10 60G55 60B20 15B52 60D05 PDFBibTeX XMLCite \textit{M. Reitzner} et al., Linear Algebra Appl. 691, 151--181 (2024; Zbl 1536.05415) Full Text: DOI arXiv
El Qars, Jamal; Boukhris, Benachir; Tirbiyine, Ahmed; Labrag, Abdelaziz Manipulating the direction of one-way steering in an optomechanical ring cavity. (English) Zbl 07836065 Int. J. Quantum Inf. 22, No. 2, Article ID 2350043, 13 p. (2024). MSC: 81-XX PDFBibTeX XMLCite \textit{J. El Qars} et al., Int. J. Quantum Inf. 22, No. 2, Article ID 2350043, 13 p. (2024; Zbl 07836065) Full Text: DOI arXiv
Rajapaksha, Kosman W. G. D. H.; Olive, David J. Wald type tests with the wrong dispersion matrix. (English) Zbl 07833927 Commun. Stat., Theory Methods 53, No. 6, 2236-2251 (2024). MSC: 62H15 62J10 PDFBibTeX XMLCite \textit{K. W. G. D. H. Rajapaksha} and \textit{D. J. Olive}, Commun. Stat., Theory Methods 53, No. 6, 2236--2251 (2024; Zbl 07833927) Full Text: DOI
Chua, Nelson J. Y.; Hui, Francis K. C.; Welsh, A. H. On the efficiency of composite likelihood estimation for Gaussian spatial processes. (English) Zbl 07832535 Stat. Sin. 34, No. 2, 547-565 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{N. J. Y. Chua} et al., Stat. Sin. 34, No. 2, 547--565 (2024; Zbl 07832535) Full Text: DOI
Wang, Haodong; Li, Quefeng; Liu, Yufeng Multi-response regression for block-missing multi-modal data without imputation. (English) Zbl 07832534 Stat. Sin. 34, No. 2, 527-546 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Wang} et al., Stat. Sin. 34, No. 2, 527--546 (2024; Zbl 07832534) Full Text: DOI
Carter, Jack Storror; Rossell, David; Smith, Jim Q. Partial correlation graphical LASSO. (English) Zbl 07819221 Scand. J. Stat. 51, No. 1, 32-63 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. S. Carter} et al., Scand. J. Stat. 51, No. 1, 32--63 (2024; Zbl 07819221) Full Text: DOI arXiv OA License
Chang, Jinyuan; Hu, Qiao; Liu, Cheng; Tang, Cheng Yong Optimal covariance matrix estimation for high-dimensional noise in high-frequency data. (English) Zbl 07813999 J. Econom. 239, No. 2, Article ID 105329, 39 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Chang} et al., J. Econom. 239, No. 2, Article ID 105329, 39 p. (2024; Zbl 07813999) Full Text: DOI arXiv
Galeotti, Marcello; Rabitti, Giovanni Tail variance allocation, Shapley value, and the majorization problem. (English) Zbl 1534.91016 J. Appl. Probab. 61, No. 1, 153-171 (2024). MSC: 91A12 62J10 62G32 PDFBibTeX XMLCite \textit{M. Galeotti} and \textit{G. Rabitti}, J. Appl. Probab. 61, No. 1, 153--171 (2024; Zbl 1534.91016) Full Text: DOI
Li, Huimin; Liu, Youming Lower bound estimation for a family of high-dimensional sparse covariance matrices. (English) Zbl 1531.62009 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 2, Article ID 2350045, 13 p. (2024). MSC: 62C20 62H10 62H12 94A17 PDFBibTeX XMLCite \textit{H. Li} and \textit{Y. Liu}, Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 2, Article ID 2350045, 13 p. (2024; Zbl 1531.62009) Full Text: DOI
Zhou, Shuheng Concentration of measure bounds for matrix-variate data with missing values. (English) Zbl 07788881 Bernoulli 30, No. 1, 198-226 (2024). MSC: 62Hxx 62Jxx 62Fxx PDFBibTeX XMLCite \textit{S. Zhou}, Bernoulli 30, No. 1, 198--226 (2024; Zbl 07788881) Full Text: DOI arXiv
Akimoto, Youhei Analysis of surrogate-assisted information-geometric optimization algorithms. (English) Zbl 07785274 Algorithmica 86, No. 1, 33-63 (2024). MSC: 68Wxx 05Cxx PDFBibTeX XMLCite \textit{Y. Akimoto}, Algorithmica 86, No. 1, 33--63 (2024; Zbl 07785274) Full Text: DOI
Qiu, Zhiping; Fan, Jiangyuan; Zhang, Jin-Ting; Chen, Jianwei Tests for equality of several covariance matrix functions for multivariate functional data. (English) Zbl 07783452 J. Multivariate Anal. 199, Article ID 105243, 14 p. (2024). MSC: 62Hxx 62H12 62F12 PDFBibTeX XMLCite \textit{Z. Qiu} et al., J. Multivariate Anal. 199, Article ID 105243, 14 p. (2024; Zbl 07783452) Full Text: DOI
Liang, Wanfeng; Ma, Xiaoyan A new approach for ultrahigh-dimensional covariance matrix estimation. (English) Zbl 1527.62038 Stat. Probab. Lett. 204, Article ID 109929, 9 p. (2024). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{W. Liang} and \textit{X. Ma}, Stat. Probab. Lett. 204, Article ID 109929, 9 p. (2024; Zbl 1527.62038) Full Text: DOI
Aghabazaz, Zeynab; Kazemi, Iraj; Nematollahi, Alireza Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture. (English) Zbl 1522.62080 J. Comput. Appl. Math. 438, Article ID 115579, 16 p. (2024). MSC: 62M10 62H99 62P20 PDFBibTeX XMLCite \textit{Z. Aghabazaz} et al., J. Comput. Appl. Math. 438, Article ID 115579, 16 p. (2024; Zbl 1522.62080) Full Text: DOI
Chu, Ya-Chi; Cortinovis, Alice Improved bounds for randomized Schatten norm estimation of numerically low-rank matrices. arXiv:2408.17414 Preprint, arXiv:2408.17414 [math.NA] (2024). MSC: 65F35 62J10 68W20 BibTeX Cite \textit{Y.-C. Chu} and \textit{A. Cortinovis}, ``Improved bounds for randomized Schatten norm estimation of numerically low-rank matrices'', Preprint, arXiv:2408.17414 [math.NA] (2024) Full Text: arXiv OA License
Mavungu, Masiala Computation of financial risk using principal component analysis. (English) Zbl 07906105 Algorithm. Finance 10, No. 1-2, 1-20 (2023). MSC: 91G10 62P05 62H25 PDFBibTeX XMLCite \textit{M. Mavungu}, Algorithm. Finance 10, No. 1--2, 1--20 (2023; Zbl 07906105) Full Text: DOI
Zhong, Ping-Shou Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation. (English) Zbl 07898400 Biometrics 79, No. 4, 3332-3344 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{P.-S. Zhong}, Biometrics 79, No. 4, 3332--3344 (2023; Zbl 07898400) Full Text: DOI OA License
Bodnar, Taras; Okhrin, Yarema; Parolya, Nestor Optimal shrinkage-based portfolio selection in high dimensions. (English) Zbl 07896296 J. Bus. Econ. Stat. 41, No. 1, 140-156 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Bodnar} et al., J. Bus. Econ. Stat. 41, No. 1, 140--156 (2023; Zbl 07896296) Full Text: DOI arXiv OA License
Trucíos, Carlos; Mazzeu, João H. G.; Hallin, Marc; Hotta, Luiz K.; Valls Pereira, Pedro L.; Zevallos, Mauricio Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach. (English) Zbl 07896289 J. Bus. Econ. Stat. 41, No. 1, 40-52 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{C. Trucíos} et al., J. Bus. Econ. Stat. 41, No. 1, 40--52 (2023; Zbl 07896289) Full Text: DOI
Park, Seongoh; Wang, Xinlei; Lim, Johan Sparse Hanson-Wright inequality for a bilinear form of sub-Gaussian variables. (English) Zbl 07858669 Stat 12, No. 1, Paper No. e539, 16 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Park} et al., Stat 12, No. 1, Paper No. e539, 16 p. (2023; Zbl 07858669) Full Text: DOI arXiv
Acharyya, Satwik; Zhang, Zhengwu; Bhattacharya, Anirban; Pati, Debdeep Bayesian hierarchical modeling on covariance valued data. (English) Zbl 07858664 Stat 12, No. 1, Paper No. e534, 16 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Acharyya} et al., Stat 12, No. 1, Paper No. e534, 16 p. (2023; Zbl 07858664) Full Text: DOI arXiv
Haslett, Stephen J.; Isotalo, Jarkko; Markiewicz, Augustyn; Puntanen, Simo Further remarks on permissible covariance structures for simultaneous retention of BLUEs in linear models. (English) Zbl 1537.62027 Acta Comment. Univ. Tartu. Math. 27, No. 1, 101-112 (2023). MSC: 62J05 62J10 PDFBibTeX XMLCite \textit{S. J. Haslett} et al., Acta Comment. Univ. Tartu. Math. 27, No. 1, 101--112 (2023; Zbl 1537.62027) Full Text: DOI
Deka, Bhargob; Goulet, James-A. Approximate Gaussian variance inference for state-space models. (English) Zbl 07839281 Int. J. Adapt. Control Signal Process. 37, No. 11, 2934-2962 (2023). MSC: 93E10 62F15 PDFBibTeX XMLCite \textit{B. Deka} and \textit{J.-A. Goulet}, Int. J. Adapt. Control Signal Process. 37, No. 11, 2934--2962 (2023; Zbl 07839281) Full Text: DOI OA License
Said, Salem; Heuveline, Simon; Mostajeran, Cyrus Riemannian statistics meets random matrix theory: toward learning from high-dimensional covariance matrices. (English) Zbl 1534.60012 IEEE Trans. Inf. Theory 69, No. 1, 472-481 (2023). MSC: 60B20 62H10 62H20 15B52 15B05 PDFBibTeX XMLCite \textit{S. Said} et al., IEEE Trans. Inf. Theory 69, No. 1, 472--481 (2023; Zbl 1534.60012) Full Text: DOI arXiv
Li, Yu-Ning; Li, Degui; Fryzlewicz, Piotr Detection of multiple structural breaks in large covariance matrices. (English) Zbl 1531.62173 J. Bus. Econ. Stat. 41, No. 3, 846-861 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{Y.-N. Li} et al., J. Bus. Econ. Stat. 41, No. 3, 846--861 (2023; Zbl 1531.62173) Full Text: DOI OA License
Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, Joanna Singular conditional autoregressive Wishart model for realized covariance matrices. (English) Zbl 1531.62102 J. Bus. Econ. Stat. 41, No. 3, 833-845 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{G. Alfelt} et al., J. Bus. Econ. Stat. 41, No. 3, 833--845 (2023; Zbl 1531.62102) Full Text: DOI OA License
Akent’eva, M. S.; Kargapolova, N. A.; Ogorodnikov, V. A. An approximate iterative algorithm for modeling of non-Gaussian vectors with given marginal distributions and a covariance matrix. (Russian. English summary) Zbl 1531.60004 Sib. Zh. Vychisl. Mat. 26, No. 4, 345-356 (2023). MSC: 60-08 15B52 65J22 PDFBibTeX XMLCite \textit{M. S. Akent'eva} et al., Sib. Zh. Vychisl. Mat. 26, No. 4, 345--356 (2023; Zbl 1531.60004) Full Text: DOI MNR
Zhang, Shuangjie; Shen, Yuning; Chen, Irene A.; Lee, Juhee Bayesian modeling of interaction between features in sparse multivariate count data with application to microbiome study. (English) Zbl 07789362 Ann. Appl. Stat. 17, No. 3, 1861-1883 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{S. Zhang} et al., Ann. Appl. Stat. 17, No. 3, 1861--1883 (2023; Zbl 07789362) Full Text: DOI
Pérez, Javier; Acosta, Jonathan; Vallejos, Ronny Assessing the estimation of nearly singular covariance matrices for modeling spatial variables. (English) Zbl 07784495 Electron. J. Stat. 17, No. 2, 3287-3315 (2023). MSC: 62H11 62J05 62P12 PDFBibTeX XMLCite \textit{J. Pérez} et al., Electron. J. Stat. 17, No. 2, 3287--3315 (2023; Zbl 07784495) Full Text: DOI Link
Zhang, Chunming; Guo, Xiao; Chen, Min; Du, Xinze Semi-parametric inference for large-scale data with temporally dependent noise. (English) Zbl 07784488 Electron. J. Stat. 17, No. 2, 2962-3007 (2023). MSC: 62F35 62F30 62F12 PDFBibTeX XMLCite \textit{C. Zhang} et al., Electron. J. Stat. 17, No. 2, 2962--3007 (2023; Zbl 07784488) Full Text: DOI Link
Chen, Song Xi; Qiu, Yumou; Zhang, Shuyi Sharp optimality for high-dimensional covariance testing under sparse signals. (English) Zbl 1539.62152 Ann. Stat. 51, No. 5, 1921-1945 (2023). MSC: 62H15 62C20 62E20 PDFBibTeX XMLCite \textit{S. X. Chen} et al., Ann. Stat. 51, No. 5, 1921--1945 (2023; Zbl 1539.62152) Full Text: DOI Link
Fujimori, Kou; Goto, Yuichi; Liu, Yan; Taniguchi, Masanobu Sparse principal component analysis for high-dimensional stationary time series. (English) Zbl 07782068 Scand. J. Stat. 50, No. 4, 1953-1983 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Fujimori} et al., Scand. J. Stat. 50, No. 4, 1953--1983 (2023; Zbl 07782068) Full Text: DOI arXiv
Lei, Qian; Pun, Chi Seng An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix. (English) Zbl 1530.91530 Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023). MSC: 91G10 93E20 49L20 91A11 PDFBibTeX XMLCite \textit{Q. Lei} and \textit{C. S. Pun}, Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023; Zbl 1530.91530) Full Text: DOI
Jiang, Dandan A universal test on spikes in a high-dimensional generalized spiked model and its applications. (English) Zbl 07767627 Stat. Sin. 33, Spec. Iss., 1749-1770 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Jiang}, Stat. Sin. 33, 1749--1770 (2023; Zbl 07767627) Full Text: DOI arXiv
Wang, Xiaoyi; Xu, Gongjun; Zheng, Shurong Adaptive tests for bandedness of high-dimensional covariance matrices. (English) Zbl 07767624 Stat. Sin. 33, Spec. Iss., 1673-1696 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Wang} et al., Stat. Sin. 33, 1673--1696 (2023; Zbl 07767624) Full Text: DOI arXiv
Jiang, Jiming; Jiang, Wei; Paul, Debashis; Zhang, Yiliang; Zhao, Hongyu High-dimensional asymptotic behavior of inference based on GWSA summary statistics. (English) Zbl 07767619 Stat. Sin. 33, Spec. Iss., 1555-1576 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Jiang} et al., Stat. Sin. 33, 1555--1576 (2023; Zbl 07767619) Full Text: DOI
Jiang, Yunlu; Wen, Canhong; Jiang, Yukang; Wang, Xueqin; Zhang, Heping Use of random integration to test equality of high dimensional covariance matrices. (English) Zbl 07764888 Stat. Sin. 33, No. 4, 2359-2380 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Jiang} et al., Stat. Sin. 33, No. 4, 2359--2380 (2023; Zbl 07764888) Full Text: DOI
Jiang, Feiyu; Li, Dong; Li, Wai Keung; Zhu, Ke Testing and modelling for the structural change in covariance matrix time series with multiplicative form. (English) Zbl 07763177 Stat. Sin. 33, No. 2, 787-818 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{F. Jiang} et al., Stat. Sin. 33, No. 2, 787--818 (2023; Zbl 07763177) Full Text: DOI
Li, Sai; Cai, T. Tony; Li, Hongzhe Transfer learning in large-scale Gaussian graphical models with false discovery rate control. (English) Zbl 07751836 J. Am. Stat. Assoc. 118, No. 543, 2171-2183 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Li} et al., J. Am. Stat. Assoc. 118, No. 543, 2171--2183 (2023; Zbl 07751836) Full Text: DOI arXiv
Dudek, Anna E.; Lenart, Łukasz Spectral density estimation for nonstationary data with nonzero mean function. (English) Zbl 07751817 J. Am. Stat. Assoc. 118, No. 543, 1900-1910 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. E. Dudek} and \textit{Ł. Lenart}, J. Am. Stat. Assoc. 118, No. 543, 1900--1910 (2023; Zbl 07751817) Full Text: DOI HAL
Boyle, Phelim; Jiang, Ruihong A note on portfolios of averages of lognormal variables. (English) Zbl 1527.91146 Insur. Math. Econ. 112, 97-109 (2023). MSC: 91G10 91G05 PDFBibTeX XMLCite \textit{P. Boyle} and \textit{R. Jiang}, Insur. Math. Econ. 112, 97--109 (2023; Zbl 1527.91146) Full Text: DOI
Vesperini, Arthur Correlations and projective measurements in maximally entangled multipartite states. (English) Zbl 1533.81014 Ann. Phys. 457, Article ID 169406, 11 p. (2023). MSC: 81P40 81P15 14N05 62H20 62J10 70F10 81P68 81P45 PDFBibTeX XMLCite \textit{A. Vesperini}, Ann. Phys. 457, Article ID 169406, 11 p. (2023; Zbl 1533.81014) Full Text: DOI arXiv
Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof Matrix variate generalized asymmetric Laplace distributions. (English) Zbl 07748860 Theory Probab. Math. Stat. 109, 55-80 (2023). MSC: 62H10 60E05 60E10 PDFBibTeX XMLCite \textit{T. J. Kozubowski} et al., Theory Probab. Math. Stat. 109, 55--80 (2023; Zbl 07748860) Full Text: DOI
He, Yifan; Feng, Yang; Song, Xinyuan Variable selection for high-dimensional generalized linear model with block-missing data. (English) Zbl 07748386 Scand. J. Stat. 50, No. 3, 1279-1297 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. He} et al., Scand. J. Stat. 50, No. 3, 1279--1297 (2023; Zbl 07748386) Full Text: DOI
Boileau, Philippe; Hejazi, Nima S.; van der Laan, Mark J.; Dudoit, Sandrine Cross-validated loss-based covariance matrix estimator selection in high dimensions. (English) Zbl 07747461 J. Comput. Graph. Stat. 32, No. 2, 601-612 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Boileau} et al., J. Comput. Graph. Stat. 32, No. 2, 601--612 (2023; Zbl 07747461) Full Text: DOI arXiv
Bai, Yansong; Zhang, Yong The moderate deviation principles of likelihood ratio tests under alternative hypothesis. (English) Zbl 1522.60036 Random Matrices Theory Appl. 12, No. 3, Article ID 2350003, 21 p. (2023). MSC: 60F10 62H15 PDFBibTeX XMLCite \textit{Y. Bai} and \textit{Y. Zhang}, Random Matrices Theory Appl. 12, No. 3, Article ID 2350003, 21 p. (2023; Zbl 1522.60036) Full Text: DOI
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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 1520.94019 Int. J. Wavelets Multiresolut. Inf. Process. 21, No. 4, Article ID 2350002, 28 p. (2023). MSC: 94A12 62H12 PDFBibTeX XMLCite \textit{R. Fazli} et al., Int. J. Wavelets Multiresolut. Inf. Process. 21, No. 4, Article ID 2350002, 28 p. (2023; Zbl 1520.94019) 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 1539.62154 Ann. Stat. 51, No. 3, 1427-1451 (2023). MSC: 62H15 60B20 62H10 PDFBibTeX XMLCite \textit{J. Qiu} et al., Ann. Stat. 51, No. 3, 1427--1451 (2023; Zbl 1539.62154) 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 PDFBibTeX XMLCite \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 1531.90131 Comput. Optim. Appl. 85, No. 3, 705-752 (2023). MSC: 90C35 90C17 90C33 PDFBibTeX XMLCite \textit{Y. Gu} et al., Comput. Optim. Appl. 85, No. 3, 705--752 (2023; Zbl 1531.90131) Full Text: DOI
Reiss, Markus; Winkelmann, Lars Inference on the maximal rank of time-varying covariance matrices using high-frequency data. (English) Zbl 1539.62181 Ann. Stat. 51, No. 2, 791-815 (2023). MSC: 62H25 60B20 62G10 62M07 62P05 PDFBibTeX XMLCite \textit{M. Reiss} and \textit{L. Winkelmann}, Ann. Stat. 51, No. 2, 791--815 (2023; Zbl 1539.62181) Full Text: DOI arXiv
Mei, Tianxing; Wang, Chen; Yao, Jianfeng On singular values of data matrices with general independent columns. (English) Zbl 1539.62136 Ann. Stat. 51, No. 2, 624-645 (2023). MSC: 62H10 60B20 15B52 62M10 PDFBibTeX XMLCite \textit{T. Mei} et al., Ann. Stat. 51, No. 2, 624--645 (2023; Zbl 1539.62136) 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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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: 82C10 81P16 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 1532.60070 J. Sci. Comput. 95, No. 3, Paper No. 65, 43 p. (2023). MSC: 60G15 65C20 65K10 PDFBibTeX XMLCite \textit{A. L. Marchildon} and \textit{D. W. Zingg}, J. Sci. Comput. 95, No. 3, Paper No. 65, 43 p. (2023; Zbl 1532.60070) Full Text: DOI
Smyth, William; Broby, Daniel An eigenvalue distribution derived ‘stability measure’ for evaluating minimum variance portfolios. (English) Zbl 1518.91250 Quant. Finance 23, No. 3, 521-537 (2023). MSC: 91G10 PDFBibTeX XMLCite \textit{W. Smyth} and \textit{D. Broby}, Quant. Finance 23, No. 3, 521--537 (2023; Zbl 1518.91250) Full Text: DOI OA License
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 PDFBibTeX XMLCite \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 PDFBibTeX XMLCite \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 1519.90198 Discrete Appl. Math. 337, 120-138 (2023). MSC: 90C27 90C39 PDFBibTeX XMLCite \textit{H. Al-Thani} and \textit{J. Lee}, Discrete Appl. Math. 337, 120--138 (2023; Zbl 1519.90198) 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 1519.34093 Qual. Theory Dyn. Syst. 22, No. 3, Paper No. 114, 9 p. (2023). MSC: 34K60 92D25 34K50 60E05 PDFBibTeX XMLCite \textit{X. Zhang}, Qual. Theory Dyn. Syst. 22, No. 3, Paper No. 114, 9 p. (2023; Zbl 1519.34093) Full Text: DOI
Feldman, Michael J. Spiked singular values and vectors under extreme aspect ratios. (English) Zbl 1520.15018 J. Multivariate Anal. 196, Article ID 105187, 20 p. (2023). MSC: 15B52 15A18 60B20 PDFBibTeX XMLCite \textit{M. J. Feldman}, J. Multivariate Anal. 196, Article ID 105187, 20 p. (2023; Zbl 1520.15018) 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 1521.15033 Ann. Appl. Probab. 33, No. 1, 677-725 (2023). MSC: 15B52 15A18 60B20 62H10 PDFBibTeX XMLCite \textit{K. Schnelli} and \textit{Y. Xu}, Ann. Appl. Probab. 33, No. 1, 677--725 (2023; Zbl 1521.15033) 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 PDFBibTeX XMLCite \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 1524.42015 Comput. Appl. Math. 42, No. 4, Paper No. 148, 16 p. (2023). MSC: 42A82 60G10 86A32 PDFBibTeX XMLCite \textit{X. Emery} and \textit{E. Porcu}, Comput. Appl. Math. 42, No. 4, Paper No. 148, 16 p. (2023; Zbl 1524.42015) Full Text: DOI
Bai, Jinxuan; Wang, Jun; Xu, Changqing Fourth order tensors and covariance tensors. (English) Zbl 1521.15023 Ann. Funct. Anal. 14, No. 3, Paper No. 49, 15 p. (2023). Reviewer: Mohammed El Aïdi (Bogotá) MSC: 15A69 15B52 15A09 PDFBibTeX XMLCite \textit{J. Bai} et al., Ann. Funct. Anal. 14, No. 3, Paper No. 49, 15 p. (2023; Zbl 1521.15023) Full Text: DOI