Prediction by supervised principal components E Bair, T Hastie, D Paul, R Tibshirani Journal of the American Statistical Association 101 (473), 119-137, 2006 | 1025 | 2006 |
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model D Paul Statistica Sinica, 1617-1642, 2007 | 886 | 2007 |
On the distribution of SINR for the MMSE MIMO receiver and performance analysis P Li, D Paul, R Narasimhan, J Cioffi IEEE Transactions on Information Theory 52 (1), 271-286, 2005 | 331 | 2005 |
Random matrix theory in statistics: A review D Paul, A Aue Journal of Statistical Planning and Inference 150, 1-29, 2014 | 216 | 2014 |
Minimax bounds for sparse PCA with noisy high-dimensional data A Birnbaum, IM Johnstone, B Nadler, D Paul Annals of statistics 41 (3), 1055, 2013 | 189 | 2013 |
PCA in high dimensions: An orientation IM Johnstone, D Paul Proceedings of the IEEE 106 (8), 1277-1292, 2018 | 151 | 2018 |
“Preconditioning” for feature selection and regression in high-dimensional problems D Paul, E Bair, T Hastie, R Tibshirani | 149 | 2008 |
A geometric approach to maximum likelihood estimation of the functional principal components from sparse longitudinal data J Peng, D Paul Journal of Computational and Graphical Statistics 18 (4), 995-1015, 2009 | 146 | 2009 |
A Regularized Hotelling’s T2 Test for Pathway Analysis in Proteomic Studies LS Chen, D Paul, RL Prentice, P Wang Journal of the American Statistical Association 106 (496), 1345-1360, 2011 | 128 | 2011 |
No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix D Paul, JW Silverstein Journal of Multivariate Analysis 100 (1), 37-57, 2009 | 100 | 2009 |
Augmented sparse principal component analysis for high dimensional data D Paul, IM Johnstone arXiv preprint arXiv:1202.1242, 2012 | 89 | 2012 |
On high-dimensional misspecified mixed model analysis in genome-wide association study J Jiang, C Li, D Paul, C Yang, H Zhao | 83* | 2016 |
On the Marčenko–Pastur law for linear time series H Liu, A Aue, D Paul | 78 | 2015 |
Consistency of restricted maximum likelihood estimators of principal components D Paul, J Peng | 57 | 2009 |
AN ADAPTABLE GENERALIZATION OF HOTELLING’ST ² TEST IN HIGH DIMENSION H Li, A Aue, D Paul, J Peng, P Wang The Annals of Statistics 48 (3), 1815-1847, 2020 | 39* | 2020 |
Limiting spectral distribution of renormalized separable sample covariance matrices when p/n→ 0 L Wang, D Paul Journal of Multivariate Analysis 126, 25-52, 2014 | 38 | 2014 |
Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach T Matsuo, DW Nychka, D Paul Computational Statistics & Data Analysis 55 (6), 2059-2073, 2011 | 38* | 2011 |
Modeling tangential vector fields on a sphere M Fan, D Paul, TCM Lee, T Matsuo Journal of the American Statistical Association 113 (524), 1625-1636, 2018 | 29 | 2018 |
Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach D Paul, J Peng | 27 | 2011 |
Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions L Wang, A Aue, D Paul | 26* | 2017 |