The following pages link to Baisuo Jin (Q477152):
Displayed 34 items.
- Estimator of a change point in single index models (Q477154) (← links)
- (Q507028) (redirect page) (← links)
- Inference on the change point estimator of variance in measurement error models (Q507029) (← links)
- On high-dimensional change point problem (Q525890) (← links)
- A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models (Q746267) (← links)
- Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA (Q842930) (← links)
- On limit theorem for the eigenvalues of product of two random matrices (Q860335) (← links)
- Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix (Q894819) (← links)
- Pairwise fusion approach incorporating prior constraint information (Q1988277) (← links)
- Multi-threshold accelerated failure time model (Q1991672) (← links)
- Outlier detection via a block diagonal product estimator (Q2109298) (← links)
- Consistent tuning parameter selection in high-dimensional group-penalized regression (Q2423857) (← links)
- Exact \(D\)-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients (Q2434711) (← links)
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models (Q2439890) (← links)
- Limiting spectral distribution of a symmetrized auto-cross covariance matrix (Q2454407) (← links)
- The application of spectral distribution of product of two random matrices in the factor analysis (Q2465139) (← links)
- Central limit theorem of random quadratics forms involving random matrices (Q2483458) (← links)
- Some limiting theorems of some random quadratic forms (Q2489841) (← links)
- (Q2918062) (← links)
- Construction of p-optimal exact designs with minimum experimental run size for a linear log contrast model in mixture experiments (Q3174201) (← links)
- (Q3371041) (← links)
- (Q3572725) (← links)
- (Q3572727) (← links)
- (Q4996493) (← links)
- Detection of a change-point in variance by a weighted sum of powers of variances test (Q5036596) (← links)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)
- (Q5142916) (← links)
- (Q5479000) (← links)
- On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) (Q5495699) (← links)
- (Q5498291) (← links)
- Consistent two‐stage multiple change‐point detection in linear models (Q5507352) (← links)
- Estimation and model selection in general spatial dynamic panel data models (Q5854827) (← links)
- Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks (Q6051934) (← links)
- Estimation and variable selection for high-dimensional spatial dynamic panel data models (Q6193062) (← links)