The following pages link to Debashis Paul (Q342677):
Displaying 46 items.
- Fiber direction estimation, smoothing and tracking in diffusion MRI (Q125183) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- On high-dimensional misspecified mixed model analysis in genome-wide association study (Q342680) (← links)
- Diffusion tensor smoothing through weighted Karcher means (Q358884) (← links)
- Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
- (Q433752) (redirect page) (← links)
- A regression approach for estimating the parameters of the covariance function of a stationary spatial random process (Q433753) (← links)
- (Q484019) (redirect page) (← links)
- Time-warped growth processes, with applications to the modeling of boom-bust cycles in house prices (Q484021) (← links)
- Nonparametric estimation of dynamics of monotone trajectories (Q510673) (← links)
- Smooth predictive model fitting in regression (Q512005) (← links)
- Semiparametric modeling of autonomous nonlinear dynamical systems with application to plant growth (Q652370) (← links)
- Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach (Q901595) (← links)
- ``Preconditioning'' for feature selection and regression in high-dimensional problems (Q939656) (← links)
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
- Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
- A multi-resolution model for non-Gaussian random fields on a sphere with application to ionospheric electrostatic potentials (Q1647630) (← links)
- Local linear estimation for spatial random processes with stochastic trend and stationary noise (Q1711619) (← links)
- Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach (Q1952256) (← links)
- High-dimensional linear models: a random matrix perspective (Q2051014) (← links)
- Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis (Q2123275) (← links)
- High-dimensional general linear hypothesis tests via non-linear spectral shrinkage (Q2203614) (← links)
- Sparse equisigned PCA: algorithms and performance bounds in the noisy rank-1 setting (Q2286372) (← links)
- On the Marčenko-Pastur law for linear time series (Q2343959) (← links)
- Rejoinder: ``Fiber direction estimation, smoothing and tracking in diffusion MRI'' (Q2403051) (← links)
- Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions (Q2405106) (← links)
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) (Q2438628) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Sensitivity analysis and model selection for a generalized convolution model for spatial processes (Q2635213) (← links)
- Modeling Tangential Vector Fields on a Sphere (Q3121556) (← links)
- Covariance-based analyses of biological pathways (Q3455803) (← links)
- On the distribution of SINR for the MMSE MIMO receiver and performance analysis (Q3547258) (← links)
- (Q3561138) (← links)
- (Q4602132) (← links)
- (Q5159467) (← links)
- (Q5449216) (← links)
- Prediction by Supervised Principal Components (Q5754925) (← links)
- Discussion of ``Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation'' (Q5965317) (← links)
- High-Dimensional Asymptotic Behavior of Inference Based on Gwas Summary Statistics (Q6069885) (← links)
- Estimating fiber orientation distribution with application to study brain lateralization using HCP D-MRI data (Q6128404) (← links)
- Adaptation in a class of linear inverse problems (Q6245934) (← links)
- Variance Estimation and Confidence Intervals from High-dimensional Genome-wide Association Studies Through Misspecified Mixed Model Analysis (Q6358438) (← links)
- Detecting Spectral Breaks in Spiked Covariance Models (Q6532629) (← links)
- On the asymptotic risk of ridge regression with many predictors (Q6623995) (← links)
- Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance (Q6651383) (← links)
- Limiting Spectral Distribution of a Random Commutator Matrix (Q6745980) (← links)
