文章引用情况
1
Weighted batch means estimators in Markov chain Monte Carlo2
Exact adaptive confidence intervals for linear regression coefficients3
Estimation of spectral functionals for Levy-driven continuous-time linear models with tapered data4
Early stopping for statistical inverse problems via truncated SVD estimation5
Significance testing in non-sparse high-dimensional linear models6
On principal components regression, random projections, and column subsampling7
On the post selection inference constant under restricted isometry properties8
Forecast dominance testing via sign randomization9
On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process10
Sample covariances of random-coefficient AR(1) panel model