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.

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Showing 2024 · stat.MEShow all

2 papers · 2 filters

stat.ME2024★ 4 cited

Multiscale Autoregression on Adaptively Detected Timescales

Rafal Baranowski, Yining Chen, Piotr Fryzlewicz

We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timesc…

stat.ME2024

Exact Exploratory Bi-factor Analysis: A Constraint-based Optimisation Approach

Jiawei Qiao, Yunxiao Chen, Zhiliang Ying

Bi-factor analysis is a form of confirmatory factor analysis widely used in psychological and educational measurement. The use of a bi-factor model requires the specification of an…