17 citations to https://www.mathnet.ru/eng/eth1
  1. Max-Sebastian Dovì, Anders Bredahl Kock, Sophocles Mavroeidis, “A Ridge-Regularized Jackknifed Anderson-Rubin Test”, Journal of Business & Economic Statistics, 2024, 1  crossref
  2. Johannes Heiny, Nestor Parolya, “Log determinant of large correlation matrices under infinite fourth moment”, Ann. Inst. H. Poincaré Probab. Statist., 60:2 (2024)  crossref
  3. Stanislav Anatolyev, Maksim Smirnov, “Off-diagonal elements of projection matrices and dimension asymptotics”, Economics Letters, 239 (2024), 111761  crossref
  4. Tom Boot, “Joint inference based on Stein-type averaging estimators in the linear regression model”, Journal of Econometrics, 235:2 (2023), 1542  crossref
  5. Nina Dörnemann, “Likelihood ratio tests under model misspecification in high dimensions”, Journal of Multivariate Analysis, 193 (2023), 105122  crossref
  6. Nina Dörnemann, Holger Dette, “Fluctuations of the diagonal entries of a large sample precision matrix”, Statistics & Probability Letters, 198 (2023), 109838  crossref
  7. P. A. Yaskov, “Sufficient conditions for the Marchenko–Pastur theorem”, Theory Probab. Appl., 68:4 (2024), 657–673  mathnet  mathnet  crossref  crossref  scopus
  8. Byunghoon Kang, “HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS”, Econom. Theory, 2022, 1  crossref
  9. Pavel Yaskov, “Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions”, Springer Proc. Math. Statist., 371 (2021), 229–241  mathnet  crossref  scopus
  10. Federico Crudu, Giovanni Mellace, Zsolt Sándor, “INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS”, Econom. Theory, 37:2 (2021), 281  crossref
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