Top 10 articles are determined based on the records of paper accesses over the last 90 days.

1. Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
   Debashis Paul
   Vol. 17, No. 4, pp 1617-1642 (Year 2007)
   
2. ROBUST ESTIMATION OF THE MEAN AND COVARIANCE MATRIX FOR HIGH DIMENSIONAL TIME SERIES
   Danna Zhang
   Vol. 31, No. 2, pp pan class="font-sb"> 31 (Year 2021)
   
3. CONFIDENCE INTERVALS FOR HIGH-DIMENSIONAL COX MODELS
   Yi Yu, Jelena Bradic and Richard J. Samworth
   Vol. 31, No. 1, pp pan class="font-sb"> 31 (Year 2021)
   
4. Sequential analysis: some classical problems and new challenges
   Tze Leung Lai
   Vol. 11, No. 2, pp 303-408 (Year 2001)
   
5. Inference for semiparametric models: some questions and an answer
   Peter J. Bickel and Jaimyoung Kwon
   Vol. 11, No. 4, pp 863-960 (Year 2001)
   
6. Pseudo-$R^2$ in logistic regression model
   Bo Hu, Jun Shao and Mari Palta
   Vol. 16, No. 3, pp 847-860 (Year 2006)
   
7. Large sample covariance matrices without independence structures in columns
   Zhidong Bai and Wang Zhou
   Vol. 18, No. 2, pp 425-442 (Year 2008)
   
8. Multivariate wavelet thresholding in anisotropic function spaces
   Michael H. Neumann
   Vol. 10, No. 2, pp 399-431 (Year 2000)
   
9. MATRIX COMPLETION UNDER LOW-RANK MISSING MECHANISM
   Xiaojun Mao, Raymond K. W. Wong and Song Xi Chen
   Vol. 31, No. 4, pp pan class="font-sb"> 31 (Year 2021)
   
10. APPLICATIONS OF PETER HALL'S MARTINGALE LIMIT THEORY TO ESTIMATING AND TESTING HIGH DIMENSIONAL COVARIANCE MATRICES
    Danning Li, Lingzhou Xue and Hui Zou
    Vol. 28, No. 5, pp pan class="font-sb">28 (Year 2018)