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Publications by Samruam Chongcharoen
A Test on the Multivariate Behrens–Fisher Problem in High–Dimensional Data by Block Covariance Estimation
Journal of Mathematics and Statistics
Mathematics
Statistics
Probability
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Distributions of Some Matrix Variates and Latent Roots in Multivariate Behrens-Fisher Discriminant Analysis.
A Blocking and Regularization Approach to High-Dimensional Realized Covariance Estimation
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Economics
Econometrics
Social Sciences
A Joint Modeling Approach for Right Censored High Dimensional Multivariate Longitudinal Data
Journal of Biometrics & Biostatistics
A Scalable Sparse Cholesky Based Approach for Learning High-Dimensional Covariance Matrices in Ordered Data
Machine Learning
Artificial Intelligence
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GMM Estimation of the Covariance Structure of Longitudinal Data on Earnings
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Optimal Estimation of a Large-Dimensional Covariance Matrix Under Stein’s Loss
Bernoulli
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Probability
Doubly Penalized Estimation in Additive Regression With High-Dimensional Data
Annals of Statistics
Uncertainty
Statistics
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The Impact of Covariance Misspecification in Multivariate Gaussian Mixtures on Estimation and Inference: An Application to Longitudinal Modeling
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A Homogeneity Test of Large Dimensional Covariance Matrices Under Non-Normality
Kybernetika
Control
Systems Engineering
Information Systems
Electronic Engineering
Electrical
Theoretical Computer Science
Artificial Intelligence
Software