### Publications: statistical theory and applied probability

Battey, H. S. and Cox, D. R. (2021)

Some perspectives on inference and asymptotic analysis in high dimensions.

* Statistical Science*, to appear.

Rybak, J. and Battey, H. S. (2021)

**Sparsity induced by covariance transformation: some deterministic and probabilistic results. **

* Proc. R. Soc. Lond. A.*, 477, 20200756.

Battey, H. S. and Cox, D. R. (2020)

** High-dimensional nuisance parameters: an example from parametric survival analysis. **

* Information Geometry*, 3, 119-148.

Battey, H. S. (2019)

** On sparsity scales and covariance matrix transformations. **

* Biometrika*, 106, 605-617.

Battey, H. S., Cox, D. R. and Jackson, M. V. (2019)

On the linear in probability model for binary data.

* Royal Society Open Science*, 6, 190067.

Battey, H. S. and Cox, D. R. (2018)

**Large numbers of explanatory variables: a probabilistic assessment. **

* Proc. R. Soc. Lond. A.*, 474, 20170631. Software.

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

**Robust estimation of high-dimensional covariance and precision matrices. **

* Biometrika*, 105, 271-284.

Battey, H. S., Fan, J., Liu, Lu and Zhu, Z. (2018)

Distributed testing and estimation in sparse high dimensional models.

*Ann. Statist.*, 46, 1352-1382. Supplementary file.

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

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

* Proc. Nat. Acad. Sci.*, 114 (32), 8592-8595. Software.

Battey, H. S. (2017)

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

*Bernoulli*, 23, 3166-3177.

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., Feng, Q. and Smith, R. J. (2016)

Improving confidence set estimation when parameters are weakly identified.

*Statist. Probab. Lett.*, 118 117-123.

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

Nonparametric estimation of multivariate elliptic densities via mixture sieves.

* J. Multivariate Analysis*, 123 43-67.

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

Conditional estimation for dependent functional data.

* J. Multivariate Analysis*, 120 1-17.

### Publications: other

Beale, N., Battey, H. S., Davison, A. C. and MacKay, R. S. (2020)

An unethical optimization principle.

* Royal Society Open Science*, 7, 200462.

Hoeltgebaum, H. H. and Battey, H. S. (2019)

HCmodelSets: An R package for specifying sets of well-fitting models in high dimensions.

* The R Journal*, 11, 370-379.

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

Individual versus systemic risk and the Regulator's Dilemma

* Proc. Nat. Acad. Sci.*, 108 (31) 12647-12652