Li, Sai; Cai, T. Tony; Li, Hongzhe Inference for high-dimensional linear mixed-effects models: a quasi-likelihood approach. (English) Zbl 1515.62076 J. Am. Stat. Assoc. 117, No. 540, 1835-1846 (2022). MSC: 62J12 62H11 62H30 PDFBibTeX XMLCite \textit{S. Li} et al., J. Am. Stat. Assoc. 117, No. 540, 1835--1846 (2022; Zbl 1515.62076) Full Text: DOI arXiv
Lin, Zhenhua; Wang, Jane-Ling Mean and covariance estimation for functional snippets. (English) Zbl 1506.62545 J. Am. Stat. Assoc. 117, No. 537, 348-360 (2022). MSC: 62R10 62H20 62H25 PDFBibTeX XMLCite \textit{Z. Lin} and \textit{J.-L. Wang}, J. Am. Stat. Assoc. 117, No. 537, 348--360 (2022; Zbl 1506.62545) Full Text: DOI arXiv
Chaudhuri, Sanjay; Kubokawa, Tatsuya; Sugasawa, Shonosuke Covariance based moment equations for improved variance component estimation. (English) Zbl 07634805 Statistics 56, No. 6, 1290-1318 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Chaudhuri} et al., Statistics 56, No. 6, 1290--1318 (2022; Zbl 07634805) Full Text: DOI
Reinsel, Gregory C.; Velu, Raja P.; Chen, Kun Multivariate reduced-rank regression. Theory, methods and applications. 2nd edition. (English) Zbl 1515.62007 Lecture Notes in Statistics 225. New York, NY: Springer (ISBN 978-1-0716-2791-4/pbk; 978-1-0716-2793-8/ebook). xxi, 411 p. (2022). MSC: 62-01 62J05 62-02 62J10 62H20 62H25 62H30 62M10 62R07 PDFBibTeX XMLCite \textit{G. C. Reinsel} et al., Multivariate reduced-rank regression. Theory, methods and applications. 2nd edition. New York, NY: Springer (2022; Zbl 1515.62007) Full Text: DOI
El-Horbaty, Yahia S. A note on covariance decomposition in linear models with nested-error structure: new and alternative derivations of the \(F\)-test. (English) Zbl 07618098 J. Stat. Theory Pract. 16, No. 4, Paper No. 69, 14 p. (2022). MSC: 62Jxx 62Fxx 62-XX PDFBibTeX XMLCite \textit{Y. S. El-Horbaty}, J. Stat. Theory Pract. 16, No. 4, Paper No. 69, 14 p. (2022; Zbl 07618098) Full Text: DOI
Kühnert, Sebastian Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces. (English) Zbl 1504.47122 Electron. J. Stat. 16, No. 2, 4823-4862 (2022). MSC: 47N30 62M10 47B10 60G05 62J10 PDFBibTeX XMLCite \textit{S. Kühnert}, Electron. J. Stat. 16, No. 2, 4823--4862 (2022; Zbl 1504.47122) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{H. Gurdogan} and \textit{A. Kercheval}, SIAM J. Financ. Math. 13, No. 3, 1112--1143 (2022; Zbl 07591711) Full Text: DOI
Gower, John C.; Le Roux, Niël J.; Gardner-Lubbe, Sugnet Properties of individual differences scaling and its interpretation. (English) Zbl 1493.62369 Stat. Pap. 63, No. 4, 1221-1245 (2022). MSC: 62H25 65F35 91C15 PDFBibTeX XMLCite \textit{J. C. Gower} et al., Stat. Pap. 63, No. 4, 1221--1245 (2022; Zbl 1493.62369) Full Text: DOI
Suphirat, Chawanee; Chomtee, Boonorm; Borkowski, John J. The effects of sampling from finite populations in a mixed effects gage R&R study. (English) Zbl 1496.62122 Thail. Stat. 20, No. 3, 686-709 (2022). MSC: 62J10 62D05 62K15 PDFBibTeX XMLCite \textit{C. Suphirat} et al., Thail. Stat. 20, No. 3, 686--709 (2022; Zbl 1496.62122) Full Text: Link
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 PDFBibTeX XMLCite \textit{X.-l. Li} et al., Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 635--663 (2022; Zbl 1490.62259) Full Text: DOI
Wang, Guan-peng; Cui, Heng-jian Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA. (English) Zbl 1493.62324 Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 513-531 (2022). MSC: 62H12 62H25 PDFBibTeX XMLCite \textit{G.-p. Wang} and \textit{H.-j. Cui}, Acta Math. Appl. Sin., Engl. Ser. 38, No. 3, 513--531 (2022; Zbl 1493.62324) Full Text: DOI
Li, Kangqiang; Bao, Han; Zhang, Lixin Robust covariance estimation for distributed principal component analysis. (English) Zbl 1490.62148 Metrika 85, No. 6, 707-732 (2022). MSC: 62H25 62H12 62J10 62G32 62G35 PDFBibTeX XMLCite \textit{K. Li} et al., Metrika 85, No. 6, 707--732 (2022; Zbl 1490.62148) Full Text: DOI arXiv
El-Horbaty, Yahia S. Testing the absence of random effects in the nested-error regression model using orthogonal transformations. (English) Zbl 07545889 Commun. Stat., Simulation Comput. 51, No. 5, 2736-2746 (2022). MSC: 62F03 62J05 PDFBibTeX XMLCite \textit{Y. S. El-Horbaty}, Commun. Stat., Simulation Comput. 51, No. 5, 2736--2746 (2022; Zbl 07545889) Full Text: DOI
Doğan, İlkay A simulation study comparing model fit measures of structural equation modeling with multivariate contaminated normal distribution. (English) Zbl 07545878 Commun. Stat., Simulation Comput. 51, No. 5, 2526-2536 (2022). MSC: 62D05 62E10 62H25 62J10 PDFBibTeX XMLCite \textit{İ. Doğan}, Commun. Stat., Simulation Comput. 51, No. 5, 2526--2536 (2022; Zbl 07545878) Full Text: DOI
Regis, Marta; Brini, Alberto; Nooraee, Nazanin; Haakma, Reinder; van den Heuvel, Edwin R. The \(t\) linear mixed model: model formulation, identifiability and estimation. (English) Zbl 07545866 Commun. Stat., Simulation Comput. 51, No. 5, 2318-2342 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Regis} et al., Commun. Stat., Simulation Comput. 51, No. 5, 2318--2342 (2022; Zbl 07545866) Full Text: DOI
Alao, Virgelio M.; Lansangan, Joseph Ryan G.; Barrios, Erniel B. Estimation of semiparametric mixed analysis of covariance model. (English) Zbl 07545865 Commun. Stat., Simulation Comput. 51, No. 5, 2301-2317 (2022). MSC: 62J10 62F40 62G08 PDFBibTeX XMLCite \textit{V. M. Alao} et al., Commun. Stat., Simulation Comput. 51, No. 5, 2301--2317 (2022; Zbl 07545865) Full Text: DOI
Ananda, Malwane M. A.; Weerahandi, Samaradasa A note on the limitations of the CAT procedure with application to mixed-effects models. (English) Zbl 1489.62064 Commun. Stat., Simulation Comput. 51, No. 6, 3138-3148 (2022). MSC: 62F03 62-08 PDFBibTeX XMLCite \textit{M. M. A. Ananda} and \textit{S. Weerahandi}, Commun. Stat., Simulation Comput. 51, No. 6, 3138--3148 (2022; Zbl 1489.62064) Full Text: DOI
Patriota, Alexandre Galvão; Alves, Jônatas de Oliveira A monotone frequentist measure of evidence for testing variance components in linear mixed models. (English) Zbl 1484.62093 J. Stat. Plann. Inference 219, 43-62 (2022). MSC: 62J05 62F05 PDFBibTeX XMLCite \textit{A. G. Patriota} and \textit{J. de O. Alves}, J. Stat. Plann. Inference 219, 43--62 (2022; Zbl 1484.62093) Full Text: DOI
Zhou, Jiayuan; Jiang, Feiyu; Zhu, Ke; Li, Wai Keung Time series models for realized covariance matrices based on the matrix-F distribution. (English) Zbl 1524.62462 Stat. Sin. 32, No. 2, 755-786 (2022). MSC: 62M10 62H12 62H25 62P05 62P20 PDFBibTeX XMLCite \textit{J. Zhou} et al., Stat. Sin. 32, No. 2, 755--786 (2022; Zbl 1524.62462) Full Text: DOI arXiv
Lyu, Ziyang; Welsh, A. H. Increasing cluster size asymptotics for nested error regression models. (English) Zbl 1476.62150 J. Stat. Plann. Inference 217, 52-68 (2022). MSC: 62J05 62F12 62E20 PDFBibTeX XMLCite \textit{Z. Lyu} and \textit{A. H. Welsh}, J. Stat. Plann. Inference 217, 52--68 (2022; Zbl 1476.62150) Full Text: DOI arXiv