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

421 citations

Showing 2005Show all

8 papers · 1 filter

math.ST2005★ 111 cited

Local linear spatial regression

Marc Hallin, Zudi Lu, Lanh T. Tran

A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed ov…

math.CO2005★ 15 cited

A simple solution to the k-core problem

Svante Janson, Malwina Luczak

We study the k-core of a random (multi)graph on n vertices with a given degree sequence. We let n tend to infinity. Then, under some regularity conditions on the degree sequences,…

math.PR2005★ 41 cited

On the power of two choices: Balls and bins in continuous time

Malwina J. Luczak, Colin McDiarmid

Suppose that there are n bins, and balls arrive in a Poisson process at rate λn, where λ>0 is a constant. Upon arrival, each ball chooses a fixed number d of random bins, and is pl…

math.ST2005★ 33 cited

Semiparametric estimation for stationary processes whose spectra have an unknown pole

Javier Hidalgo

We consider the estimation of the location of the pole and memory parameter, λ^0 and α, respectively, of covariance stationary linear processes whose spectral density function f(λ)…

math.ST2005★ 38 cited

Efficiency improvements in inference on stationary and nonstationary fractional time series

P. M. Robinson

We consider a time series model involving a fractional stochastic component, whose integration order can lie in the stationary/invertible or nonstationary regions and be unknown, a…

math.ST2005★ 44 cited

Approximating conditional distribution functions using dimension reduction

Peter Hall, Qiwei Yao

Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random…

quant-ph2005

The Arrow of Time in Rigged Hilbert Space Quantum Mechanics

Robert C. Bishop

Arno Bohm and Ilya Prigogine's Brussels-Austin Group have been working on the quantum mechanical arrow of time and irreversibility in rigged Hilbert space quantum mechanics. A cruc…

math-ph2005★ 26 cited

Effective Hamiltonians for atoms in very strong magnetic fields

Raymond Brummelhuis, Pierre Duclos

We propose three effective Hamiltonians which approximate atoms in very strong homogeneous magnetic fields modelled by the Pauli Hamiltonian, with fixed total angular momentum…