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20142021
most citedFixed support positive-definite modification of covariance matrix estimators via linear shrinkage

17 citations · 17 across the 4 of their papers we have counts for

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math.ST2019

Note on Mean Vector Testing for High-Dimensional Dependent Observations

Seonghun Cho, Johan Lim, Deepak Nag Ayyala +2

For the mean vector test in high dimension, Ayyala et al.(2017,153:136-155) proposed new test statistics when the observational vectors are M dependent. Under certain conditions, t…

math.ST2014

Mean vector testing for high dimensional dependent observations

Deepak Nag Ayyala, Junyong Park, Anindya Roy

When testing for the mean vector in a high dimensional setting, it is generally assumed that the observations are independently and identically distributed. However if the data are…