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Debashis Paul
Debashis Paul
University of California, Davis and Indian Statistical Instititute, Kolkata
在 ucdavis.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
Prediction by supervised principal components
E Bair, T Hastie, D Paul, R Tibshirani
Journal of the American Statistical Association 101 (473), 119-137, 2006
10252006
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
D Paul
Statistica Sinica, 1617-1642, 2007
8862007
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
3312005
Random matrix theory in statistics: A review
D Paul, A Aue
Journal of Statistical Planning and Inference 150, 1-29, 2014
2162014
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
1892013
PCA in high dimensions: An orientation
IM Johnstone, D Paul
Proceedings of the IEEE 106 (8), 1277-1292, 2018
1512018
“Preconditioning” for feature selection and regression in high-dimensional problems
D Paul, E Bair, T Hastie, R Tibshirani
1492008
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
1462009
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
1282011
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
1002009
Augmented sparse principal component analysis for high dimensional data
D Paul, IM Johnstone
arXiv preprint arXiv:1202.1242, 2012
892012
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
782015
Consistency of restricted maximum likelihood estimators of principal components
D Paul, J Peng
572009
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
382014
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
292018
Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach
D Paul, J Peng
272011
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
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