| Publication | Date of Publication | Type |
|---|
The limiting spectral distribution of large random permutation matrices
Journal of Applied Probability | 2024-11-15 | Paper |
Spiked eigenvalues of noncentral Fisher matrix with applications
Bernoulli | 2024-11-12 | Paper |
No eigenvalues outside the support of the limiting spectral distribution of large dimensional noncentral sample covariance matrices
Bernoulli | 2024-11-05 | Paper |
Guiding light: an essay for Professor Lincheng Zhao on the occasion of his 80th birthday
Statistics and Its Interface | 2024-04-16 | Paper |
Large-dimensional random matrix theory and its applications in deep learning and wireless communications
Random Matrices: Theory and Applications | 2023-11-08 | Paper |
Ridgelized Hotelling’s T2 test on mean vectors of large dimension
Random Matrices: Theory and Applications | 2023-11-08 | Paper |
Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices
| 2023-08-07 | Paper |
Exact and approximate computation of critical values of the largest root test in high dimension
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
The limiting spectral distribution of large-dimensional general information-plus-noise-type matrices
Journal of Theoretical Probability | 2023-06-05 | Paper |
No Eigenvalues Outside the Support of the Limiting Spectral Distribution of Large Dimensional noncentral Sample Covariance Matrices
| 2023-03-22 | Paper |
Application of fused graphical lasso to statistical inference for multiple sparse precision matrices
| 2023-03-02 | Paper |
Analysis of the limiting spectral distribution of large dimensional General information-plus-noise type matrices
| 2023-02-03 | Paper |
Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis
Science China. Mathematics | 2023-02-03 | Paper |
Revisit of a Diaconis urn model
| 2022-11-29 | Paper |
Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
Bernoulli | 2022-09-28 | Paper |
Bayesian statistical inference based on rounded data
Communications in Statistics. Simulation and Computation | 2022-07-04 | Paper |
RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices
Statistics \& Probability Letters | 2022-06-01 | Paper |
A CLT for the LSS of large dimensional sample covariance matrices with unbounded dispersions
| 2022-05-15 | Paper |
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
Statistical Papers | 2022-04-07 | Paper |
Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications
| 2022-03-27 | Paper |
Test on the linear combinations of covariance matrices in high-dimensional data
Statistical Papers | 2022-01-14 | Paper |
In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
Journal of Multivariate Analysis | 2022-01-03 | Paper |
Approximation of the power functions of Roy's largest root test under general spiked alternatives
Random Matrices: Theory and Applications | 2021-11-19 | Paper |
Multi-sample test for high-dimensional covariance matrices
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Partial generalized four moment theorem revisited
Bernoulli | 2021-09-10 | Paper |
Erratum to: ``Central limit theorems for eigenvalues in a spiked population model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Spiked eigenvalues of noncentral Fisher matrix with applications
| 2021-04-10 | Paper |
Generalized four moment theorem and an application to CLT for spiked eigenvalues of high-dimensional covariance matrices
Bernoulli | 2020-12-07 | Paper |
A modified BDS test
Statistics \& Probability Letters | 2020-10-12 | Paper |
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
Test | 2019-09-18 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
TEST | 2019-09-18 | Paper |
Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
Statistical Papers | 2019-06-21 | Paper |
Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Bernoulli | 2019-06-14 | Paper |
Invariant test based on the modified correction to LRT for the equality of two high-dimensional covariance matrices
Electronic Journal of Statistics | 2019-05-17 | 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 |
Estimating the number of sources in magnetoencephalography using spiked population eigenvalues
Journal of the American Statistical Association | 2018-11-02 | Paper |
Strong consistency of the AIC, BIC, $C_p$ and KOO methods in high-dimensional multivariate linear regression
| 2018-10-30 | Paper |
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
The Annals of Statistics | 2018-10-30 | Paper |
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
Quantitative Finance | 2018-09-19 | Paper |
Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
The Annals of Statistics | 2018-06-29 | Paper |
scientific article; zbMATH DE number 6867559 (Why is no real title available?)
| 2018-05-09 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
Test | 2017-12-23 | Paper |
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
TEST | 2017-12-23 | Paper |
ON ESTIMATION OF THE POPULATION SPECTRAL DISTRIBUTION FROM A HIGH‐DIMENSIONAL SAMPLE COVARIANCE MATRIX
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2017-09-11 | Paper |
A new nonlinearity test to circumvent the limitation of Volterra expansion with application
Journal of the Korean Statistical Society | 2017-08-16 | Paper |
Test on the linear combinations of mean vectors in high-dimensional data
Test | 2017-08-15 | Paper |
Eigen-Inference for Energy Estimation of Multiple Sources
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Optimal modification of the LRT for the equality of two high-dimensional covariance matrices
| 2017-06-21 | Paper |
A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices
Science China. Mathematics | 2017-05-05 | Paper |
CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
Bernoulli | 2017-04-05 | Paper |
On the semicircular law of large-dimensional random quaternion matrices
Journal of Theoretical Probability | 2016-10-11 | Paper |
Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
On the limit of extreme eigenvalues of large dimensional random quaternion matrices
Physics Letters. A | 2016-03-01 | Paper |
Analysis of rounded data from dependent sequences
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
CLT for linear spectral statistics of a rescaled sample precision matrix
Random Matrices: Theory and Applications | 2015-12-30 | Paper |
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
The Annals of Applied Probability | 2015-11-24 | Paper |
Order Determination of Large Dimensional Dynamic Factor Model
| 2015-11-08 | Paper |
Convergence of the empirical spectral distribution function of beta matrices
Bernoulli | 2015-08-05 | Paper |
The asymptotic properties of the large dimension random matrix
| 2015-06-29 | Paper |
Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
The Annals of Statistics | 2015-05-11 | Paper |
Extreme eigenvalues of large dimensional quaternion sample covariance matrices
Journal of Statistical Planning and Inference | 2015-05-06 | Paper |
Large sample covariance matrices and high-dimensional data analysis
| 2015-04-22 | Paper |
A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix
Statistics \& Probability Letters | 2015-04-01 | Paper |
Weighted estimating equation: modified GEE in longitudinal data analysis
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
Journal of Statistical Physics | 2015-02-06 | Paper |
Functional CLT of eigenvectors for large sample covariance matrices
Statistical Papers | 2015-02-06 | Paper |
Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
Strong representation of weak convergence
Science China. Mathematics | 2015-01-22 | Paper |
Inference on multiple correlation coefficients with moderately high dimensional data
Biometrika | 2014-10-02 | Paper |
Analysis of rounded data in measurement error regression
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Analysis of accumulated rounding errors in autoregressive processes
Journal of Time Series Analysis | 2014-08-06 | Paper |
Limiting spectral distribution of a symmetrized auto-cross covariance matrix
The Annals of Applied Probability | 2014-06-13 | Paper |
CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis
| 2014-05-08 | Paper |
Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix
The Annals of Statistics | 2014-03-06 | Paper |
Spectral theory of large dimensional random matrices and its applications to wireless communications and finance statistics. Random matrix theory and its applications
| 2014-02-19 | Paper |
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
Journal of Statistical Planning and Inference | 2014-01-24 | Paper |
Asymptotic error bounds for kernel-based Nyström low-rank approximation matrices
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Testing linear hypotheses in high-dimensional regressions
Statistics | 2013-11-21 | Paper |
Statistical analysis for rounded data
| 2013-08-07 | Paper |
CLT for linear spectral statistics of random matrix $S^{-1}T$
| 2013-05-06 | Paper |
A Note on Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-matrix
| 2013-05-02 | Paper |
Rounded data analysis based on multi-layer ranked set sampling
Acta Mathematica Sinica, English Series | 2013-03-18 | Paper |
Testing the independence of sets of large-dimensional variables
Science China. Mathematics | 2013-02-19 | Paper |
Analysis of rounded data in mixture normal model
Statistical Papers | 2013-01-03 | Paper |
Rounded data analysis based on ranked set sample
Statistical Papers | 2012-09-20 | Paper |
Limit theorems for functions of marginal quantiles
Bernoulli | 2012-09-19 | Paper |
No eigenvalues outside the support of the limiting spectral distribution of information-plus-noise type matrices
Random Matrices: Theory and Applications | 2012-06-26 | Paper |
A note on rate of convergence in probability to semicircular law
Electronic Journal of Probability | 2012-06-22 | Paper |
Estimation of spiked eigenvalues in spiked models
Random Matrices: Theory and Applications | 2012-05-18 | Paper |
On sample eigenvalues in a generalized spiked population model
Journal of Multivariate Analysis | 2012-03-22 | Paper |
Limiting behavior of eigenvectors of large Wigner matrices
Journal of Statistical Physics | 2012-03-02 | Paper |
Asymptotic properties of eigenmatrices of a large sample covariance matrix
The Annals of Applied Probability | 2012-01-04 | Paper |
Convergence rates to the Marchenko-Pastur type distribution
Stochastic Processes and their Applications | 2012-01-04 | Paper |
Test statistics for prospect and Markowitz stochastic dominances with applications
Econometrics Journal | 2011-07-27 | Paper |
The mean-variance ratio test -- a complement to the coefficient of variation test and the Sharpe ratio test
Statistics \& Probability Letters | 2011-07-26 | Paper |
Multivariate causality tests with simulation and application
Statistics \& Probability Letters | 2011-07-26 | Paper |
Super efficient frequency estimation
Journal of Statistical Planning and Inference | 2011-05-23 | Paper |
Functional CLT for sample covariance matrices
Bernoulli | 2011-02-28 | Paper |
Multivariate linear and nonlinear causality tests
Mathematics and Computers in Simulation | 2010-11-30 | Paper |
The limiting spectral distribution of the product of the Wigner matrix and a nonnegative definite matrix
Journal of Multivariate Analysis | 2010-09-01 | Paper |
Revisit of Sheppard corrections in linear regression
Science China. Mathematics | 2010-08-23 | Paper |
scientific article; zbMATH DE number 5691097 (Why is no real title available?)
| 2010-04-08 | Paper |
Rank regression for analysis of clustered data: a natural induced smoothing approach
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Probability inequalities.
| 2010-01-21 | Paper |
Future of statistics
| 2010-01-13 | Paper |
Corrections to LRT on large-dimensional covariance matrix by RMT
The Annals of Statistics | 2009-12-09 | Paper |
Enhancement of the applicability of Markowitz's portfolio optimization by utilizing random matrix theory
Mathematical Finance | 2009-12-07 | Paper |
Spectral analysis of large dimensional random matrices
Springer Series in Statistics | 2009-11-30 | Paper |
CLT for linear spectral statistics of Wigner matrices
Electronic Journal of Probability | 2009-11-20 | Paper |
Central limit theorems for eigenvalues in a spiked population model
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2009-10-08 | Paper |
Statistical analysis for rounded data
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
scientific article; zbMATH DE number 5548216 (Why is no real title available?)
| 2009-04-28 | Paper |
Asymptotic Performance of MMSE Receivers for Large Systems Using Random Matrix Theory
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
scientific article; zbMATH DE number 5278585 (Why is no real title available?)
| 2008-05-23 | Paper |
On constrained M-estimation and its recursive analog in multivariate linear regression models
| 2008-05-23 | Paper |
Semicircle Law for Hadamard Products
SIAM Journal on Matrix Analysis and Applications | 2008-04-29 | Paper |
scientific article; zbMATH DE number 5252211 (Why is no real title available?)
| 2008-03-20 | Paper |
On the signal-to-interference ratio of CDMA systems in wireless communications
The Annals of Applied Probability | 2008-01-18 | Paper |
On asymptotics of eigenvectors of large sample covariance matrix
The Annals of Probability | 2007-07-12 | Paper |
On limit theorem for the eigenvalues of product of two random matrices
Journal of Multivariate Analysis | 2007-01-09 | Paper |
On the convergence of the spectral empirical process of Wigner matrices
Bernoulli | 2006-11-06 | Paper |
Asymptotics of adaptive design with two alternating generating matrices
Journal of Statistical Planning and Inference | 2006-08-17 | Paper |
Rooted edges of a minimal directed spanning tree on random points
Advances in Applied Probability | 2006-06-19 | Paper |
On asymptotic joint distributions of eigenvalues of random matrices which arise from components of covariance model
Journal of Systems Science and Complexity | 2006-01-13 | Paper |
Maxima in hypercubes
Random Structures \& Algorithms | 2005-11-15 | Paper |
Asymptotics in randomized urn models
The Annals of Applied Probability | 2005-04-29 | Paper |
The broken sample problem
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-04-28 | Paper |
Berry-{E}sseen bounds for the number of maxima in planar regions
Electronic Journal of Probability | 2005-03-08 | Paper |
CLT for linear spectral statistics of large-dimensional sample covariance matrices.
The Annals of Probability | 2004-09-15 | Paper |
Some results on two-stage clinical trials
Acta Mathematicae Applicatae Sinica. English Series | 2004-06-22 | Paper |
scientific article; zbMATH DE number 2059871 (Why is no real title available?)
| 2004-03-17 | Paper |
A chi-square test for dimensionality with non-Gaussian data
Journal of Multivariate Analysis | 2004-02-03 | Paper |
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
SIAM Journal on Matrix Analysis and Applications | 2004-01-18 | Paper |
Ranked set sampling. Theory and applications
Lecture Notes in Statistics | 2003-12-08 | Paper |
Weighted \(W\) test for normality and asymptotics a revisit of Chen--Shapiro test for normality
Journal of Statistical Planning and Inference | 2003-05-19 | Paper |
Convergence rate of the best-\(r\)-point-average estimator for the maximizer of a nonparametric regression function.
Journal of Multivariate Analysis | 2003-05-19 | Paper |
The exact and limiting distributions for the number of successes in success runs within a sequence of Markov-dependent two-state trials
Annals of the Institute of Statistical Mathematics | 2003-05-11 | Paper |
Gaussian approximation theorems for urn models and their applications
The Annals of Applied Probability | 2003-05-06 | Paper |
An efficient algorithm for estimating the parameters of superimposed exponential signals
Journal of Statistical Planning and Inference | 2003-04-09 | Paper |
On the theory of ranked-set sampling and its ramifications
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
Positivity of the best unbiased \(L\)-estimator of the scale parameter with complete or selected order statistics from location-scale distribution
Statistics \& Probability Letters | 2003-01-15 | Paper |
Asymptotic distributions of the maximal depth estimators for regression and multivariate location
The Annals of Statistics | 2003-01-08 | Paper |
Asymptotic properties of adaptive designs for clinical trials with delayed response
The Annals of Statistics | 2002-11-14 | Paper |
Limit theorems in an urn model with time trends in sequential experiment
Chinese Annals of Mathematics. Series A | 2002-11-05 | Paper |
R-estimation in autoregression with square-integrable score function
Journal of Multivariate Analysis | 2002-07-08 | Paper |
An adaptive design for multi-arm clinical trials
Journal of Multivariate Analysis | 2002-07-08 | Paper |
Convergence rates of the spectral distributions of large Wigner matrices
International Mathematical Journal | 2002-06-23 | Paper |
A kind of urn model for adaptive sequential design
Acta Mathematica Scientia. Series B. (English Edition) | 2001-10-14 | Paper |
A note on sequential estimation of the size of a population under a general loss function
Statistics \& Probability Letters | 2001-10-04 | Paper |
A note on the consistency of multidimensional exponential signals
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
The optimal ranked-set sampling scheme for parametric families
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
On consistency of the best-\(r\)-points-average estimator for the maximizer of a nonparametric regression function.
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
Limit theorems for the number of maxima in random samples from planar regions
Electronic Journal of Probability | 2001-08-01 | Paper |
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
Proceedings of the National Academy of Sciences | 2001-01-24 | Paper |
Asymptotic theorems for urn models with nonhomogeneous generating matrices
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Exact separation of eigenvalues of large dimensional sample covariance matrices
The Annals of Probability | 2000-11-22 | Paper |
Marcinkiewicz strong laws for linear statistics
Statistics \& Probability Letters | 2000-11-20 | Paper |
On the variance of the number of maxima in random vectors and its applications
The Annals of Applied Probability | 2000-07-28 | Paper |
scientific article; zbMATH DE number 1471722 (Why is no real title available?)
| 2000-01-01 | Paper |
Normal approximations of the number of records in geometrically distributed random variables
| 1999-12-19 | Paper |
scientific article; zbMATH DE number 1347881 (Why is no real title available?)
| 1999-11-29 | Paper |
Model selection with data-oriented penalty
Journal of Statistical Planning and Inference | 1999-11-28 | Paper |
No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
The Annals of Probability | 1999-10-27 | Paper |
scientific article; zbMATH DE number 1321830 (Why is no real title available?)
| 1999-10-07 | Paper |
Remarks on the convergence rate of the spectral distributions of Wigner matrices
Journal of Theoretical Probability | 1999-09-23 | Paper |
A paradox in least-squares estimation of linear regression models
Statistics \& Probability Letters | 1999-06-10 | Paper |
The simultaneous estimation of the number of signals and frequencies of multiple sinusoids when some observations are missing: I. Asymptotics
Proceedings of the National Academy of Sciences | 1999-01-01 | Paper |
On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
Statistics \& Probability Letters | 1998-11-15 | Paper |
scientific article; zbMATH DE number 1211733 (Why is no real title available?)
| 1998-10-15 | Paper |
Error bound in a central limit theorem of double-indexed permutation statistics
The Annals of Statistics | 1998-09-30 | Paper |
A note on the convergence rate of the spectral distributions of large random matrices
Statistics \& Probability Letters | 1998-09-13 | Paper |
General \(M\)-estimation
Journal of Multivariate Analysis | 1998-06-22 | Paper |
Circular law
The Annals of Probability | 1997-06-09 | Paper |
Mixtures of global and local Edgeworth expansions and their applications
Journal of Multivariate Analysis | 1997-02-23 | Paper |
scientific article; zbMATH DE number 1089163 (Why is no real title available?)
| 1997-01-01 | Paper |
Some new results on covariances involving order statistics from dependent random variables
Journal of Multivariate Analysis | 1996-12-08 | Paper |
scientific article; zbMATH DE number 889593 (Why is no real title available?)
| 1996-10-28 | Paper |
Optimal strong convergence rates in nonparametric regression
Mathematical Methods of Statistics | 1996-07-08 | Paper |
On the empirical distribution of eigenvalues of a class of large dimensional random matrices
Journal of Multivariate Analysis | 1996-03-14 | Paper |
scientific article; zbMATH DE number 775848 (Why is no real title available?)
| 1995-09-19 | Paper |
scientific article; zbMATH DE number 777877 (Why is no real title available?)
| 1995-07-24 | Paper |
scientific article; zbMATH DE number 681265 (Why is no real title available?)
| 1995-01-05 | Paper |
Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case
Journal of Multivariate Analysis | 1994-12-11 | Paper |
scientific article; zbMATH DE number 579138 (Why is no real title available?)
| 1994-07-20 | Paper |
A note on the conditional distribution of \(X\) when \(| X-y|\) is given
Statistics \& Probability Letters | 1994-07-05 | Paper |
scientific article; zbMATH DE number 510476 (Why is no real title available?)
| 1994-04-14 | Paper |
Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
The Annals of Probability | 1994-01-19 | Paper |
On solvability of an equation arising in the theory of m-estimates
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
The Annals of Probability | 1993-10-11 | Paper |
Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
The Annals of Probability | 1993-10-11 | Paper |
MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
Journal of Statistical Planning and Inference | 1993-08-24 | Paper |
scientific article; zbMATH DE number 224165 (Why is no real title available?)
| 1993-06-29 | Paper |
scientific article; zbMATH DE number 168800 (Why is no real title available?)
| 1993-05-16 | Paper |
scientific article; zbMATH DE number 147967 (Why is no real title available?)
| 1993-04-01 | Paper |
Edgeworth expansions for errors-in-variables models
Journal of Multivariate Analysis | 1993-01-17 | Paper |
Inadmissibility of the maximum likelihood estimator in the sequential estimation of the size of a population
Biometrika | 1993-01-17 | Paper |
scientific article; zbMATH DE number 27267 (Why is no real title available?)
| 1992-06-27 | Paper |
Edgeworth expansion of a function of sample means
The Annals of Statistics | 1992-06-26 | Paper |
Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
Science in China. Series A | 1990-01-01 | Paper |
Asymptotic theory of least distances estimate in multivariate linear models
Statistics | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4201419 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4143251 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4143296 (Why is no real title available?)
| 1989-01-01 | Paper |
On rates of convergence of efficient detection criteria in signal processing with white noise
IEEE Transactions on Information Theory | 1989-01-01 | Paper |
A theorem of Feller revisited
The Annals of Probability | 1989-01-01 | Paper |
Kernel estimators of density function of directional data
Journal of Multivariate Analysis | 1988-10-01 | Paper |
Kernel estimators of density function of directional data
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Multivariate components of covariance model in unbalanced case
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1988-01-01 | Paper |
A note on the largest eigenvalue of a large dimensional sample covariance matrix
Journal of Multivariate Analysis | 1988-01-01 | Paper |
Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
The Annals of Probability | 1988-01-01 | Paper |
Convergence to the semicircle law
The Annals of Probability | 1988-01-01 | Paper |
On determination of the order of an autoregressive model
Journal of Multivariate Analysis | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4145126 (Why is no real title available?)
| 1988-01-01 | Paper |
Limiting properties of occurrence/exposure rate and simple risk rate
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
Strong consistency of the information criterion for model selection in multivariate analysis
Hiroshima Mathematical Journal | 1988-01-01 | Paper |
On the maximum-likelihood estimator for the location parameter of a cauchy distribution
The Canadian Journal of Statistics | 1987-01-01 | Paper |
On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
Theory of Probability & Its Applications | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4034855 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3956246 (Why is no real title available?)
| 1986-01-01 | Paper |
Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
Journal of Multivariate Analysis | 1986-01-01 | Paper |
On detection of the number of signals when the noise covariance matrix is arbitrary
Journal of Multivariate Analysis | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3969868 (Why is no real title available?)
| 1986-01-01 | Paper |
On detection of the number of signals in presence of white noise
Journal of Multivariate Analysis | 1986-01-01 | Paper |
scientific article; zbMATH DE number 4024401 (Why is no real title available?)
| 1986-01-01 | Paper |
Limiting properties of large systems of random linear equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
scientific article; zbMATH DE number 4020199 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4060430 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3930158 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3948509 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3883319 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3954032 (Why is no real title available?)
| 1985-01-01 | Paper |
The strong consistency of error probability estimates in nn discrimination
Chinese Annals of Mathematics. Series B | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3860207 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3818859 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3911512 (Why is no real title available?)
| 1984-01-01 | Paper |
A note on the rates of asymptotic normality of linear permutation statistics
Chinese Annals of Mathematics. Series B | 1984-01-01 | Paper |
Distributions of class \(L_{\alpha}\)
Journal of Multivariate Analysis | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3907451 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3866386 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3907577 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3967558 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3915406 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3831070 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3862265 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3824943 (Why is no real title available?)
| 1983-01-01 | Paper |
Limiting behavior of the eigenvalues of a multivariate F matrix
Journal of Multivariate Analysis | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3814655 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3789571 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3930131 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3800661 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3934100 (Why is no real title available?)
| 1981-01-01 | Paper |
Revised BDS Test
| N/A | Paper |
