Results 131 to 140 of about 155 (148)

LARGE COVARIANCE ESTIMATION THROUGH ELLIPTICAL FACTOR MODELS. [PDF]

Ann Stat, 2018
Fan J, Liu H, Wang W.
europepmc   +1 more source

CASE-CONTROL SURVIVAL ANALYSIS WITH A GENERAL SEMIPARAMETRIC SHARED FRAILTY MODEL - A PSEUDO FULL LIKELIHOOD APPROACH. [PDF]

Ann Stat, 2009
Gorfine M, Zucker DM, Hsu L.
europepmc   +1 more source

Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions. [PDF]

Adv Data Anal Classif
Browne RP, Bagnato L, Punzo A.
europepmc   +1 more source

Comparison of Optimal Design Methods in Inverse Problems. [PDF]

Inverse Probl, 2011
Banks HT, Holm K, Kappel F.
europepmc   +1 more source

EFFICIENT ESTIMATION IN SUFFICIENT DIMENSION REDUCTION. [PDF]

Ann Stat, 2013
Ma Y, Zhu L.
europepmc   +1 more source

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Covariance estimation under one-bit quantization

Annals of Statistics, 2022
Johannes Malý, Sjoerd Dirksen, Holger Rauhut   +2 more
exaly  

Towards optimal doubly robust estimation of heterogeneous causal effects

Electronic Journal of Statistics, 2023
Edward Kennedy
exaly  

Permutation methods for factor analysis and PCA

Annals of Statistics, 2020
Edgar Dobriban
exaly  

Regularized estimation of large covariance matrices

Annals of Statistics, 2008
Elizaveta Levina, Peter J Bickel
exaly  

Review: MR4543445 Eck, Daniel J. General model-free weighted envelope estimation. Electron. J. Stat. 17 (2023), no. 1, 519–547. 62H12 (62G09)

2023
openaire   +1 more source