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 2015 · stat.MEShow all

3 papers · 2 filters

stat.ME2015

Designs for Generalized Linear Models

Anthony C. Atkinson, David C. Woods

This paper reviews the design of experiments for generalised linear models, including optimal design, Bayesian design and designs for models with random effects.

stat.ME2015★ 5 cited

Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients

Baojun Dou, Maria Lucia Parrella, Qiwei Yao

We consider a class of spatio-temporal models which extend popular econometric spatial autoregressive panel data models by allowing the scalar coefficients for each location (or pa…

stat.ME2015★ 8 cited

High Dimensional and Banded Vector Autoregressions

Shaojun Guo, Yazhen Wang, Qiwei Yao

We consider a class of vector autoregressive models with banded coefficient matrices. The setting represents a type of sparse structure for high-dimensional time series, though the…