This note is for Ghosal, S., Sen, A., & van der Vaart, A. W. (2000). Testing Monotonicity of Regression. The Annals of Statistics, 28(4), 1054–1082.

This note is for Chetverikov, D. (2019). TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS. Econometric Theory, 35(4), 729–776.

This note is for Chen, J., Li, P., & Liu, G. (2020). Homogeneity testing under finite location-scale mixtures. Canadian Journal of Statistics, 48(4), 670–684.

This note is for scale mixture models.

The note is for Bhadra, A., Datta, J., Li, Y., Polson, N. G., & Willard, B. (2019). Prediction Risk for the Horseshoe Regression. 39.

This note is for Pitman, E. J. G. (1939). The Estimation of the Location and Scale Parameters of a Continuous Population of any Given Form. Biometrika, 30(3/4), 391–421. and Kagan, AM & Rukhin, AL. (1967). On the estimation of a scale parameter. Theory of Probability \& Its Applications, 12, 672–678.

This post is for Chapter 3 of Lehmann, E. L., & Casella, G. (1998). Theory of point estimation (2nd ed). Springer.

This note contains several papers related to scale parameter.

This note is for Homrighausen, D., & McDonald, D. J. (2013). Leave-one-out cross-validation is risk consistent for lasso. ArXiv:1206.6128 [Math, Stat].

This note is for Shin, M., & Liu, J. S. (2021). Neuronized Priors for Bayesian Sparse Linear Regression. Journal of the American Statistical Association, 1–16.

This note is based on Sec. 4.6 of Lehmann, E. L., & Casella, G. (1998). Theory of point estimation (2nd ed). Springer.

This note is for Chapter 3 of van Wieringen, W. N. (2021). Lecture notes on ridge regression. ArXiv:1509.09169 [Stat].

This note is for Chapter 4 of Rasmussen, C. E., & Williams, C. K. I. (2006). Gaussian processes for machine learning. MIT Press.

This note is for Buja, A., Hastie, T., & Tibshirani, R. (1989). Linear Smoothers and Additive Models. The Annals of Statistics, 17(2), 453–510. JSTOR.

This note is for Austern, M., & Zhou, W. (2020). Asymptotics of Cross-Validation. ArXiv:2001.11111 [Math, Stat].

This note is for Paul, D., & Aue, A. (2014). Random matrix theory in statistics: A review. Journal of Statistical Planning and Inference, 150, 1–29.

This note is for Chang, K.-Y., & Ghosh, J. (2001). A unified model for probabilistic principal surfaces. IEEE Transactions on Pattern Analysis and Machine Intelligence, 23(1), 22–41., but only involves the principal curves.

The note is for Gerber, S., & Whitaker, R. (2013). Regularization-Free Principal Curve Estimation. 18.

This note is for Arjovsky, M., Bottou, L., Gulrajani, I., & Lopez-Paz, D. (2020). Invariant Risk Minimization. ArXiv:1907.02893 [Cs, Stat].

This note is based on Kemp, C., Tenenbaum, J. B., Grifﬁths, T. L., Yamada, T., & Ueda, N. (n.d.). Learning Systems of Concepts with an Inﬁnite Relational Model. 8. and Saad, F. A., & Mansinghka, V. K. (2021). Hierarchical Infinite Relational Model. ArXiv:2108.07208 [Cs, Stat].

This note is for Chipman, H. A., George, E. I., McCulloch, R. E., & Shively, T. S. (2021). mBART: Multidimensional Monotone BART. ArXiv:1612.01619 [Stat].

The note is based on Padilha, V. A., & Campello, R. J. G. B. (2017). A systematic comparative evaluation of biclustering techniques. BMC Bioinformatics, 18(1), 55.