45 citations to 10.1007/BF00363515 (Crossref Cited-By Service)
  1. A. Yu. Zaitsev, “Multidimensional Version of a Result of Sakhanenko in the Invariance Principle for Vectors with Finite Exponential Moments. II”, Theory Probab. Appl., 46, № 3, 2002, 490  crossref
  2. A. Yu. Zaitsev, “Multidimensional Version of the Second Uniform Limit Theorem of Kolmogorov”, Theory Probab. Appl., 34, № 1, 1990, 108  crossref
  3. Yuhao Wang, Santiago Segarra, Caroline Uhler, “High-dimensional joint estimation of multiple directed Gaussian graphical models”, Electron. J. Statist., 14, № 1, 2020  crossref
  4. Yiming Liu, Guangming Pan, Guangren Yang, Wang Zhou, “Nonparametric conditional mean testing via an extreme‐type statistic in high dimension”, Scandinavian J Statistics, 2023, sjos.12697  crossref
  5. Tony Cai, Weidong Liu, Yin Xia, “Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings”, Journal of the American Statistical Association, 108, № 501, 2013, 265  crossref
  6. Anton Bovier, David M. Mason, “Extreme Value Behavior in the Hopfield Model”, Ann. Appl. Probab., 11, № 1, 2001  crossref
  7. Rong Ma, T. Tony Cai, Hongzhe Li, “Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models”, Journal of the American Statistical Association, 116, № 534, 2021, 984  crossref
  8. F. Götze, A. Yu. Zaitsev, “On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem”, Theory Probab. Appl., 67, № 1, 2022, 1  crossref
  9. David M. Mason, “Self-Standardized Central Limit Theorems for Trimmed Lévy Processes”, J Theor Probab, 34, № 4, 2021, 2117  crossref
  10. Yan Cui, Jun Yang, Zhou Zhou, “State-domain change point detection for nonlinear time series regression”, Journal of Econometrics, 234, № 1, 2023, 3  crossref
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