The following pages link to Xin Sheng Zhang (Q928241):
Displayed 50 items.
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- (Q310644) (redirect page) (← links)
- Discriminant analysis on high dimensional Gaussian copula model (Q310646) (← links)
- Stochastic comparisons of series systems with heterogeneous Weibull components (Q383923) (← links)
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
- (Q477149) (redirect page) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- (Q477565) (redirect page) (← links)
- Uniform estimate for the tail probabilities of randomly weighted sums (Q477566) (← links)
- A note on Slepian's inequality based on majorization (Q514131) (← links)
- (Q552983) (redirect page) (← links)
- Power variation of fractional integral processes with jumps (Q552984) (← links)
- Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
- Slepian's inequality with respect to majorization (Q624374) (← links)
- A new kind of modified transportation cost inequalities and polynomial concentration inequalities (Q634575) (← links)
- Stochastic comparisons of order statistics from gamma distributions (Q707401) (← links)
- New results on stochastic comparison of order statistics from heterogeneous Weibull populations (Q744731) (← links)
- Variable selection using penalized empirical likelihood (Q763671) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- Subcritical, critical and supercritical size distributions in random coagulation-fragmentation processes (Q928242) (← links)
- A matrix version of Chernoff inequality (Q947184) (← links)
- Covariance matrix inequalities for functions of beta random variables (Q1012212) (← links)
- (Q1041557) (redirect page) (← links)
- Empirical likelihood estimation of discretely sampled processes of OU type (Q1041558) (← links)
- Exact simulation of IG-OU processes (Q1042535) (← links)
- Rate of convergence in homogenization of parabolic PDEs (Q1404334) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- High dimensional Gaussian copula graphical model with FDR control (Q1658182) (← links)
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure (Q1662864) (← links)
- Strong modified transportation cost inequalities on \(k\)-concave probability measures with heavy tails (Q1726701) (← links)
- An extreme-value approach for testing the equality of large U-statistic based correlation matrices (Q1740532) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- Some stochastic orders of Kotz-type distributions (Q1771477) (← links)
- The lower bound of exact Hausdorff measure of the sample path for the Markov process (Q1895513) (← links)
- A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric \(\alpha \)-stable motions (Q1934478) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Robust factor number specification for large-dimensional elliptical factor model (Q2008233) (← links)
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model (Q2013049) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
- Optimal grouping of heterogeneous components in series and parallel systems under Archimedean copula dependence (Q2165446) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
- Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes (Q2330042) (← links)
- Stochastic comparisons of parallel systems with exponentiated Weibull components (Q2343623) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← links)
- Second order exponential differential operator and generalized Hermite polynomials (Q2378702) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)