The following pages link to Wang Zhou (Q373584):
Displayed 40 items.
- Empirical Likelihood for Compound Poisson Processes (Q2802816) (← links)
- Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices (Q2977440) (← links)
- FDR control in multiple testing under non-normality (Q3195179) (← links)
- Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)
- (Q3385828) (← links)
- Saddlepoint Approximation for Sample Quantiles with Some Applications (Q3396334) (← links)
- Large dimensional empirical likelihood (Q3448732) (← links)
- (Q3502462) (← links)
- Towards a universal self-normalized moderate deviation (Q3518201) (← links)
- ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS (Q3551011) (← links)
- Uniformly bounded components of normality (Q3594411) (← links)
- Asymptotic distribution of the largest off-diagonal entry of correlation matrices (Q3595021) (← links)
- Empirical likelihood confidence regions for comparison distributions and ROC curves (Q4454066) (← links)
- Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory (Q4592911) (← links)
- (Q4801742) (← links)
- Transforming the empirical likelihood towards better accuracy (Q4960858) (← links)
- HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE (Q5051161) (← links)
- Empirical likelihood test for a large-dimensional mean vector (Q5127208) (← links)
- Adjacency matrix comparison for stochastic block models (Q5197375) (← links)
- Central Limit Theorem for Mutual Information of Large MIMO Systems With Elliptically Correlated Channels (Q5211498) (← links)
- A test for equality of two distributions via integrating characteristic functions (Q5243736) (← links)
- Jackknife Empirical Likelihood (Q5254742) (← links)
- Bootstrapping volatility functionals: a local and nonparametric perspective (Q5384598) (← links)
- New estimators of spectral distributions of Wigner matrices (Q5397771) (← links)
- Universality for a global property of the eigenvectors of Wigner matrices (Q5414779) (← links)
- Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864) (← links)
- General jackknife empirical likelihood and its applications (Q6172934) (← links)
- Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices (Q6220343) (← links)
- Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution (Q6229209) (← links)
- Conformal invariance of the exploration path in 2-d critical bond percolation in the square lattice (Q6229593) (← links)
- Canonical correlation coefficients of high-dimensional normal vectors: finite rank case (Q6253468) (← links)
- On spectral properties of high-dimensional spatial-sign covariance matrices in elliptical distributions with applications (Q6286823) (← links)
- Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions (Q6312531) (← links)
- On eigenvalues of a high-dimensional spatial-sign covariance matrix (Q6313258) (← links)
- The rate of convergence of harmonic explorer to SLE4 (Q6336103) (← links)
- Testing Kronecker Product Covariance Matrices for High-dimensional Matrix-Variate Data (Q6368675) (← links)
- Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models (Q6390947) (← links)
- CLT for random quadratic forms based on sample means and sample covariance matrices (Q6414550) (← links)
- Sampling without replacement from a high-dimensional finite population (Q6424583) (← links)
- Limiting behavior of bilinear forms for the resolvent of sample covariance matrices under elliptical distribution with applications (Q6465130) (← links)