James R. Schott
Statistics and Probability · 1994–2007
A researcher in the Science corpus: 6 papers; trusts 6 researchers and is trusted by 77 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 6 citations into it; #580 of 12,932 by trust here, #2,153 by citations
Whom James R. Schott trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Olivier Ledoit
- Arthur P. Dempster
- Michael Wolf
- Z. Bai
- Muni S. Srivastava
- Ker-Chau Li
- Peter Hall
- Yasunori Fujikoshi
Who trusts James R. Schott overall
- R. Dennis Cook
- Dennis Leung
- Xiangrong Yin
- Mathias Drton
- Catherine A. Lozupone
- Bing Li
- Yingcun Xia
- Jérôme Saracco
- Vera Pawlowsky-Glahn
- Shira Kritchman
Papers from James R. Schott's perspective
Ordered by how strongly the researchers James R. Schott trusts endorse each paper. Same corpus, a different order for every researcher.
- A HIGH DIMENSIONAL TWO SAMPLE SIGNIFICANCE TEST
- Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- On the distribution of the largest eigenvalue in principal components analysis
- Data Analysis Using Stein's Estimator and its Generalizations
- Eigenvalues of large sample covariance matrices of spiked population models
- Spectrum estimation for large dimensional covariance matrices using random matrix theory
- Risk and asset allocation
- Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Their papers
- Testing for complete independence in high dimensions (2005) — 175 citations
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (2006) — 68 citations
- Some high-dimensional tests for a one-way MANOVA (2007) — 92 citations
- Principles of Multivariate Analysis: A User's Perspective (2002) — 796 citations
- Matrix Analysis for Statistics (2005) — 475 citations
- Determining the Dimensionality in Sliced Inverse Regression (1994)