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. Pseudo-$R^2$ in logistic regression model
   Bo Hu, Jun Shao and Mari Palta
   Vol. 16, No. 3, pp 847-860 (Year 2006)
   
6. Inference for semiparametric models: some questions and an answer
   Peter J. Bickel and Jaimyoung Kwon
   Vol. 11, No. 4, pp 863-960 (Year 2001)
   
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. 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)
   
9. Modeling the subdistribution of a competing risk
   Liuquan Sun, Jingxia Liu, Jianguo Sun and Mei-Jie Zhang
   Vol. 16, No. 4, pp 1367-1385 (Year 2006)
   
10. Multivariate wavelet thresholding in anisotropic function spaces
    Michael H. Neumann
    Vol. 10, No. 2, pp 399-431 (Year 2000)