文章引用情况
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Copula-based dynamic models for multivariate time series2
Sparse estimation for functional semiparametric additive models3
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress4
Calibration estimation of semiparametric copula models with data missing at random5
Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model6
Optimal shrinkage estimator for high-dimensional mean vector7
An RKHS model for variable selection in functional linear regression8
Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes9
Multivariate discrete distributions via sums and shares10
A copula approach for dependence modeling in multivariate nonparametric time series