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CONVERGENCE OF EIGENVECTOR EMPIRICAL SPECTRAL DISTRIBUTION OF SAMPLE COVARIANCE MATRICES

The Annals of statistics, 2020-04, Vol.48 (2), p.953-982

2020

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On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices

Journal of multivariate analysis, 2007-04, Vol.98 (4), p.678-694

2007

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The tail empirical process for long memory stochastic volatility sequences

Stochastic processes and their applications, 2011, Vol.121 (1), p.109-134

2011

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Measuring Distribution Similarities Between Samples: A Distribution-Free Overlapping Index

Frontiers in psychology, 2019-05, Vol.10, p.1089-1089

2019

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Recent and classical tests for exponentiality: a partial review with comparisons

Metrika, 2005-02, Vol.61 (1), p.29-45

2005

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New approaches to nonparametric density estimation and selection of smoothing parameters

Computational statistics & data analysis, 2012-07, Vol.56 (7), p.2206-2218

2012

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Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Journal of multivariate analysis, 2010-07, Vol.101 (6), p.1330-1338

Pan, Guangming

2010

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Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

Journal of multivariate analysis, 2007-07, Vol.98 (6), p.1099-1122

2007

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Nonparametric estimation of the dependence function for a multivariate extreme value distribution

Journal of multivariate analysis, 2008-04, Vol.99 (4), p.577-588

2008

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On the characterization of exchangeable sequences through reverse-martingale empirical distributions

Electronic communications in probability, 2023-01, Vol.28 (none)

2023

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A multivariate Kolmogorov-Smirnov test of goodness of fit

Statistics & probability letters, 1997-10, Vol.35 (3), p.251-259

1997

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Moderate deviation probabilities for empirical distribution of the branching random walk

Journal of mathematical analysis and applications, 2023-07, Vol.523 (1), p.126989, Article 126989

2023

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Parameter estimation for pair-copula constructions

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2013-05, Vol.19 (2)

Hobæk Haff, Ingrid

2013

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The market for bushmeat: Colobus Satanas on Bioko Island

Ecological economics, 2009-08, Vol.68 (10), p.2619-2626

2009

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CONVERGENCE RATES OF EIGENVECTOR EMPIRICAL SPECTRAL DISTRIBUTION OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRIX

The Annals of statistics, 2013-10, Vol.41 (5), p.2572-2607

2013

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Circling the uniform distribution

Journal of mathematical analysis and applications, 2023-11, Vol.527 (2), p.127495, Article 127495

2023

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Pairing between zeros and critical points of random polynomials with independent roots

Transactions of the American Mathematical Society, 2019-02, Vol.371 (4), p.2343-2381

2019

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Bivariate bias correction of the regional climate model ensemble over the Adriatic region

International journal of climatology, 2022-09, Vol.42 (11), p.5826-5847

2022

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On F -modelling-based empirical Bayes estimation of variances

Biometrika, 2023-03, Vol.110 (1), p.69-81

2023

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NONPARAMETRIC MAXIMUM LIKELIHOOD APPROACH TO MULTIPLE CHANGE-POINT PROBLEMS

The Annals of statistics, 2014-06, Vol.42 (3), p.970-1002

2014

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Kinetic Modeling of Alcohol Consumption

Journal of statistical physics, 2019-12, Vol.177 (5), p.1022-1042

2019

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Scalable Empirical Mixture Models That Account for Across-Site Compositional Heterogeneity

Molecular biology and evolution, 2020-12, Vol.37 (12), p.3616-3631

2020

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False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation

Journal of the American Statistical Association, 2023-01, Vol.118 (541), p.607-621

2023

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Increasing the Efficiency of Percentile Parameter Estimation Method for Weibull Distribution

Adıyaman University Journal of Science, 2020-12

2020

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Bivariate Analysis of Distribution Functions Under Biased Sampling

The American statistician, 2024-04, Vol.78 (2), p.171-179

2024

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CONVERGENCE OF EIGENVECTOR EMPIRICAL SPECTRAL DISTRIBUTION OF SAMPLE COVARIANCE MATRICES

On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices

The tail empirical process for long memory stochastic volatility sequences

Measuring Distribution Similarities Between Samples: A Distribution-Free Overlapping Index

Recent and classical tests for exponentiality: a partial review with comparisons

New approaches to nonparametric density estimation and selection of smoothing parameters

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Analysis of the limiting spectral distribution of large dimensional information-plus-noise type matrices

Nonparametric estimation of the dependence function for a multivariate extreme value distribution

On the characterization of exchangeable sequences through reverse-martingale empirical distributions

A multivariate Kolmogorov-Smirnov test of goodness of fit

Moderate deviation probabilities for empirical distribution of the branching random walk

Parameter estimation for pair-copula constructions

The market for bushmeat: Colobus Satanas on Bioko Island

CONVERGENCE RATES OF EIGENVECTOR EMPIRICAL SPECTRAL DISTRIBUTION OF LARGE DIMENSIONAL SAMPLE COVARIANCE MATRIX

Circling the uniform distribution

Pairing between zeros and critical points of random polynomials with independent roots

Bivariate bias correction of the regional climate model ensemble over the Adriatic region

On F -modelling-based empirical Bayes estimation of variances

NONPARAMETRIC MAXIMUM LIKELIHOOD APPROACH TO MULTIPLE CHANGE-POINT PROBLEMS

Kinetic Modeling of Alcohol Consumption

Scalable Empirical Mixture Models That Account for Across-Site Compositional Heterogeneity

False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation

Increasing the Efficiency of Percentile Parameter Estimation Method for Weibull Distribution

Bivariate Analysis of Distribution Functions Under Biased Sampling

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