### Publications

Avella, M., Battey, H.S., Fan, J., Li, Q. (2018)

Robust estimation of high-dimensional covariance and precision matrices

* Biometrika*, to appear.

Cox, D.R. and Battey, H.S. (2017)

Large numbers of explanatory variables, a semi-descriptive analysis.

* Proceedings of the National Academy of Sciences*, 114 (32), 8592-8595.

Battey, H.S., Fan, J., Liu, Lu, and Zhu, Z. (2017)

Distributed inference with statistical guarantees.

*Annals of Statistics*, to appear.

Battey, H.S. (2017)

Eigen structure of a new class of structured covariance and inverse covariance matrices.

*Bernoulli*, 23, 3166-3177.

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Nieto-Reyes, A. and Battey, H.S. (2017)

Functional depth.

In * Functional Statistics and Related Fields.* Springer.

Battey, H.S., Feng, Q. and Smith, R.J. (2016)

Improving confidence set estimation when parameters are weakly identified.

*Statistics and Probability Letters*, 118 117-123.

Nieto-Reyes, A. and Battey, H.S. (2016)

A topologically valid definition of depth for functional data.

*Statistical Science* 31 61-79.

Battey, H.S. and Linton, O.B. (2014)

Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. (code)

* Journal of Multivariate Analysis * 123 43-67

Battey, H.S. and Sancetta, A. (2013)

Conditional estimation for dependent functional data. (code)

* Journal of Multivariate Analysis * 120 1-17

Beale, N., Rand, D.G., Battey, H.S., Croxson, K., May, R.M., Nowak, M.A. (2011)

Individual versus systemic risk and the Regulator's Dilemma

* Proceedings of the National Academy of Sciences * 108 (31) 12647-12652

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