Paper Review Records
All Paper Review Records
10 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
Matrix norm shrinkage estimators and priors
AuthorsXiao Li; Takeru Matsuda; Fumiyasu Komaki
AffiliationsGraduate School of Information Science and Technology, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656, Japan; RIKEN Center for Brain Science, 2-1 Hirosawa, Wako, Saitama 351-0198, Japan
Combining multiple endogeneous information sources for improved efficiency in covariance and correlation matrix estimation
AuthorsZhenglyu Huang; Jennifer S.K. Chan; Gareth W. Peters
AffiliationsSchool of Mathematics & Statistics University of Sydney, Australia; Department of Statistics & Applied Probability University of California Santa Barbara, United States of America
Subgroup testing for change-plane Cox models in heterogeneous credit risk data
AuthorsYufeng Li; Panpan Ren; Xiao Zhang; Tingting Qiu; Xu Liu
AffiliationsShanghai University of Finance and Economics, Shanghai, 200433, China; Fujian Normal University, Fuzhou, 350117, China; Shanghai Lixin University of Accounting and Finance, Shanghai, 201209, China; Guangxi University of Finance and Economics, Nanning, 530003, China
Pseudo variogram matrix functions for vector random fields on general domains
AuthorsXiaoxi Li; Juan Du; Chunsheng Ma
AffiliationsDepartment of Statistics, Kansas State University, Manhattan, KS 66506-0802, USA; Department of Mathematics, Statistics, and Physics, Wichita State University, Wichita, KS 67260-0033, USA
Least squares-based permutation tests in time series
AuthorsJoseph P. Romano; Marius A. Tirlea
AffiliationsDepartments of Statistics and Economics, Stanford University, United States of America; Department of Statistics, Stanford University, United States of America
Moderate deviation principle for empirical correlation of two correlated Gaussian autoregressive processes
AuthorsHui Jiang; Qingshan Yang; Jingying Zhou
AffiliationsSchool of Mathematics, Nanjing University of Aeronautics and Astronautics, China; School of Mathematics and Statistics, KLAS, Northeast Normal University, China
Non-data-splitting estimator selection for regression in exponential families
AuthorsJuntong Chen
AffiliationsSchool of Mathematical Sciences, Xiamen University, China
Nonparametric learning of graphical models
AuthorsHao Dong; Yuedong Wang
AffiliationsMeta, Menlo Park, CA, USA; Department of Statistics and Applied Probability, University of California, Santa Barbara, Santa Barbara, CA, USA
Results on large strong orthogonal arrays of strength three
AuthorsChenlu Shi; Ye Tian; Hongquan Xu
AffiliationsDepartment of Mathematical Sciences, New Jersey Institute of Technology, Newark, NJ 07102, USA; School of Mathematical Sciences, Beijing University of Posts and Telecommunications, Bejing 100876, China; Department of Statistics and Data Science, University of California, Los Angeles, CA 90095, USA
Robust estimation and test in partial functional quadratic regression model
AuthorsYongjie Gao; Sanying Feng
AffiliationsSchool of Business, Zhengzhou University, Zhengzhou 450001, PR China; School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, PR China
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