January 01, 2024 article Open access Projection inference for high-dimensional covariance matrices with structured shrinkage targets Electronic Journal of Statistics DOI: 10.1214/24-ejs2225 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 2 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Inference in nonlinear random fields and non-asymptotic rates for threshold variance estimators under sparse dependence 2025 Stochastic Processes and their Applications article Mathematics Statistical Methods and Inference 0 citations 1 result References 6 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Testing and estimating change-points in the covariance matrix of a high-dimensional time series 2020 Journal of Multivariate Analysis article Decision Sciences Advanced Statistical Process Monitoring Open access 22 citations Sequential Gaussian approximation for nonstationary time series in high dimensions 2023 Bernoulli article Mathematics Statistical Methods and Inference 10 citations Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations Functional Estimation and Change Detection for Nonstationary Time Series 2021 Journal of the American Statistical Association article Decision Sciences Advanced Statistical Process Monitoring Open access 5 citations Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices 2023 Journal of Multivariate Analysis article Mathematics Statistical Methods and Inference 2 citations Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting 2020 Sequential Analysis article Decision Sciences Advanced Statistical Process Monitoring 1 citations 6 results