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

1. 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)
   
2. Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
   Debashis Paul
   Vol. 17, No. 4, pp 1617-1642 (Year 2007)
   
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. Multivariate wavelet thresholding in anisotropic function spaces
   Michael H. Neumann
   Vol. 10, No. 2, pp 399-431 (Year 2000)
   
8. Large sample covariance matrices without independence structures in columns
   Zhidong Bai and Wang Zhou
   Vol. 18, No. 2, pp 425-442 (Year 2008)
   
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. AN ITERATIVE HARD THRESHOLDING ESTIMATOR FOR LOW RANK MATRIX RECOVERY WITH EXPLICIT LIMITING DISTRIBUTION
    Alexandra Carpentier and Arlene K. H. Kim
    Vol. 28, No. 3, pp pan class="font-sb">28 (Year 2018)