| Publication | Date of Publication | Type |
|---|
Inference on testing the number of spikes in a high-dimensional generalized two-sample spiked model and its applications
(available as arXiv preprint) | N/A | Paper |
Noise variance estimation in a large-dimensional approximate factor model and its application
Random Matrices: Theory and Applications | 2026-07-20 | Paper |
Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications
Statistica Sinica | 2025-10-08 | Paper |
Inference on testing the number of spikes in a high-dimensional generalized spiked Fisher matrix
Electronic Journal of Statistics | 2025-05-23 | Paper |
On the long-time behavior of the continuous and discrete solutions of a nonlocal Cahn-Hilliard type inpainting model
Mathematics and Computers in Simulation | 2025-04-25 | Paper |
Group tests for high-dimensional failure time data with the additive hazards models
The International Journal of Biostatistics | 2024-11-12 | Paper |
Nonlocal Cahn-Hilliard type model for image inpainting
Computers & Mathematics with Applications | 2024-03-26 | Paper |
A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications
STATISTICA SINICA | 2023-11-17 | Paper |
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
Econometric Reviews | 2022-08-05 | Paper |
| Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications | 2022-03-27 | Paper |
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
Journal of Statistical Planning and Inference | 2021-11-10 | Paper |
Partial generalized four moment theorem revisited
Bernoulli | 2021-09-10 | Paper |
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
Bernoulli | 2020-12-07 | Paper |
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
Bernoulli | 2020-12-07 | Paper |
| Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices | 2019-04-11 | Paper |
A multi-parameter regularization model for deblurring images corrupted by impulsive noise
Circuits, Systems, and Signal Processing | 2017-09-26 | Paper |
Testing covariance structure of large-dimensional data based on Wald's score test
Random Matrices: Theory and Applications | 2017-09-22 | Paper |
Likelihood-based tests on moderate-high-dimensional mean vectors with unequal covariance matrices
Journal of the Korean Statistical Society | 2017-08-16 | Paper |
Tests for large-dimensional covariance structure based on Rao's score test
Journal of Multivariate Analysis | 2016-10-14 | Paper |
Inference on multiple correlation coefficients with moderately high dimensional data
Biometrika | 2014-10-02 | Paper |
Testing linear hypotheses in high-dimensional regressions
Statistics | 2013-11-21 | Paper |
Testing the independence of sets of large-dimensional variables
Science China. Mathematics | 2013-02-19 | Paper |
Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
Corrections to LRT on large-dimensional covariance matrix by RMT
The Annals of Statistics | 2009-12-09 | Paper |
