Sure Independence Screening for Ultra-High Dimensional Feature Space

SURE shrinkage of Gaussian paths and signal identification

Symmetry and dependence properties within a semiparametric family of bivariate copulas

Symmetry of models versus models of symmetry

Tail monotonicity properties of Student's family of distributions

Tails of correlation mixtures of elliptical copulas

Takacs Fiksel method for stationary marked Gibbs point processes

Taking Bigger Metropolis Steps by Dragging Fast Variables

Target Detection Performance Bounds in Compressive Imaging

Technical appendix to "Adaptive estimation of stationary Gaussian fields"

Technical report: Adaptivity and optimality of the monotone least squares estimator for four different models

Teleportation into Quantum Statistics

Tensor-based projection depth

Test for tail index change in stationary time series with Pareto-type marginal distribution

Test function: A new approach for covering the central subspace

Test Martingales, Bayes Factors and $p$-Values

Testing additivity in nonparametric regression under random censorship

Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional

Testing conditional independence using maximal nonlinear conditional correlation

Testing conditional independence via Rosenblatt transforms