arXiv 2019-03-11 EN Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models Omelka, Marek · Hudecová, Šárka · Neumeyer, Natalie
arXiv 2018-10-05 EN Efficient Estimation of Smooth Functionals in Gaussian Shift Models Koltchinskii, Vladimir · Zhilova, Mayya
arXiv 2017-10-25 EN Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators Koltchinskii, Vladimir
arXiv 2016-01-07 EN New asymptotic results in principal component analysis Koltchinskii, Vladimir · Lounici, Karim
arXiv 2015-10-13 EN Correcting the estimator for the mean vectors in a multivariate errors-in-variables regression model Lutzeyer, Johannes · Cohen, Edward A. K.
arXiv 2015-08-05 EN Truncation map estimation based on bivariate probabilities and validation for the truncated plurigaussian model Astrakova, Alina · Oliver, Dean S. · Lantuéjoul, Christian
arXiv 2015-04-28 EN Normal approximation and concentration of spectral projectors of sample covariance Koltchinskii, Vladimir · Lounici, Karim
arXiv 2015-03-05 EN Uniform Behaviors of Random Polytopes under the Hausdorff Metric Brunel, Victor-Emmanuel
arXiv 2014-10-08 EN Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure Roś, Beata · Bijma, Fetsje · de Munck, Jan C. · de Gunst, Mathisca C. M.
arXiv 2014-08-20 EN Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance Koltchinskii, Vladimir · Lounici, Karim
arXiv 2014-06-23 EN Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions Ledoit, Olivier · Wolf, Michael
arXiv 2013-09-26 EN Estimating Undirected Graphs Under Weak Assumptions Wasserman, Larry · Kolar, Mladen · Rinaldo, Alessandro
arXiv 2012-11-05 EN High-Dimensional Covariance Decomposition into Sparse Markov and Independence Models Janzamin, Majid · Anandkumar, Animashree
arXiv 2012-01-12 EN High-dimensional covariance matrix estimation with missing observations Lounici, Karim
arXiv 2005-06-02 EN Modelling multivariate volatilies via conditionally uncorrelated components Fan, Jianqing · Wang, Mingjin · Yao, Qiwei
