17 citations to https://www.mathnet.ru/rus/eth1
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Max-Sebastian Dovì, Anders Bredahl Kock, Sophocles Mavroeidis, “A Ridge-Regularized Jackknifed Anderson-Rubin Test”, Journal of Business & Economic Statistics, 2024, 1
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Johannes Heiny, Nestor Parolya, “Log determinant of large correlation matrices under infinite fourth moment”, Ann. Inst. H. Poincaré Probab. Statist., 60:2 (2024)
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Stanislav Anatolyev, Maksim Smirnov, “Off-diagonal elements of projection matrices and dimension asymptotics”, Economics Letters, 239 (2024), 111761
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Tom Boot, “Joint inference based on Stein-type averaging estimators in the linear regression model”, Journal of Econometrics, 235:2 (2023), 1542
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Nina Dörnemann, “Likelihood ratio tests under model misspecification in high dimensions”, Journal of Multivariate Analysis, 193 (2023), 105122
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Nina Dörnemann, Holger Dette, “Fluctuations of the diagonal entries of a large sample precision matrix”, Statistics & Probability Letters, 198 (2023), 109838
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П. А. Яськов, “О достаточных условиях в теореме Марченко–Пастура”, Теория вероятн. и ее примен., 68:4 (2023), 813–833 ; P. A. Yaskov, “Sufficient conditions for the Marchenko–Pastur theorem”, Theory Probab. Appl., 68:4 (2024), 657–673
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Byunghoon Kang, “HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS”, Econom. Theory, 2022, 1
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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
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Federico Crudu, Giovanni Mellace, Zsolt Sándor, “INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS”, Econom. Theory, 37:2 (2021), 281