output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2008 · math.STShow all

3 papers · 2 filters

math.ST2008★ 7 cited

Multiple local whittle estimation in stationary systems

P. M. Robinson

Moving from univariate to bivariate jointly dependent long-memory time series introduces a phase parameter , at the frequency of principal interest, zero; for short-memory ser…

math.ST2008★ 84 cited

Estimation of a semiparametric transformation model

Oliver Linton, Stefan Sperlich, Ingrid Van Keilegom

This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a…

math.ST2008★ 47 cited

Estimation of the covariance matrix of random effects in longitudinal studies

Yan Sun, Wenyang Zhang, Howell Tong

Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in lon…