| Publication | Date of Publication | Type |
|---|
On the Estimation of Integrated Volatility With Jumps and Microstructure Noise
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Clustering based on Kolmogorov-Smirnov statistic with application to bank card transaction data
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
On the statistical analysis of high-dimensional factor models
Statistical Papers | 2024-11-18 | Paper |
On Estimation of Hurst Parameter Under Noisy Observations
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Collaborative Filtering With Awareness of Social Networks
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Adapted Chatterjee correlation coefficient
Statistics \& Probability Letters | 2024-09-16 | Paper |
Flexible, efficient, and accurate tests for epidemics
Science China. Mathematics | 2024-08-30 | Paper |
High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Incorporating relative error criterion to conformal prediction for positive data
Communications in Mathematics and Statistics | 2024-02-28 | Paper |
Subsampling spectral clustering for stochastic block models in large-scale networks
Computational Statistics and Data Analysis | 2023-11-28 | Paper |
A semi-supervised density peaks clustering algorithm
Statistics and Its Interface | 2023-09-16 | Paper |
Grouped spatial autoregressive model
Computational Statistics and Data Analysis | 2022-12-06 | Paper |
Nonparametric regression with nearly integrated regressors under long-run dependence
Econometrics Journal | 2022-08-02 | Paper |
Fused-MCP With Application to Signal Processing
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
Local neighborhood-based approach of link prediction in networks
Statistics and Its Interface | 2022-03-18 | Paper |
Community Detection in Sparse Networks Using the Symmetrized Laplacian Inverse Matrix (SLIM)
STATISTICA SINICA | 2022-03-04 | Paper |
Community detection on mixture multilayer networks via regularized tensor decomposition
The Annals of Statistics | 2022-02-07 | Paper |
Crawling subsampling for multivariate spatial autoregression model in large-scale networks
Electronic Journal of Statistics | 2021-10-11 | Paper |
Convergence of Gaussian process regression: Optimality, robustness, and relationship with kernel ridge regression
| 2021-04-20 | Paper |
Transforming the empirical likelihood towards better accuracy
The Canadian Journal of Statistics | 2020-04-23 | Paper |
Estimating the integrated volatility using high-frequency data with zero durations
Journal of Econometrics | 2018-04-18 | Paper |
Jackknife empirical likelihood method for case-control studies with gene-environment independence on controls
Statistics and Its Interface | 2018-03-27 | Paper |
Likelihood ratio test for multi-sample mixture model and its application to genetic imprinting
Journal of the American Statistical Association | 2017-10-13 | Paper |
ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS
Econometric Theory | 2017-05-16 | Paper |
On the jump activity index for semimartingales
Journal of Econometrics | 2016-08-15 | Paper |
Cramér-type moderate deviation for Studentized compound Poisson sum
Journal of Theoretical Probability | 2016-01-13 | Paper |
Evaluating the hedging error in price processes with jumps present
Statistics and Its Interface | 2015-12-10 | Paper |
FDR control in multiple testing under non-normality
STATISTICA SINICA | 2015-10-21 | Paper |
Jackknife Empirical Likelihood
Journal of the American Statistical Association | 2015-06-10 | Paper |
Testing for pure-jump processes for high-frequency data
The Annals of Statistics | 2015-05-11 | Paper |
On Integrated Volatility of Itô Semimartingales when Sampling Times are Endogenous
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
Testing for diffusion in a discretely observed semimartingale
Journal of the Korean Statistical Society | 2014-08-06 | Paper |
The asymptotics of the integrated self-weighted cross volatility estimator
Journal of Statistical Planning and Inference | 2014-01-27 | Paper |
On estimating the integrated co-volatility using noisy high-frequency data with jumps
Communications in Statistics. Theory and Methods | 2013-11-26 | Paper |
scientific article; zbMATH DE number 6195894 (Why is no real title available?)
| 2013-08-07 | Paper |
Self-normalized moderate deviations for independent random variables
Science China. Mathematics | 2013-01-28 | Paper |
Modeling high-frequency financial data by pure jump processes
The Annals of Statistics | 2012-08-29 | Paper |
Estimating the jump activity index under noisy observations using high-frequency data
Journal of the American Statistical Association | 2011-10-28 | Paper |
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
The Annals of Statistics | 2011-01-19 | Paper |
scientific article; zbMATH DE number 5711156 (Why is no real title available?)
| 2010-05-25 | Paper |
On normal approximations to \(U\)-statistics
The Annals of Probability | 2010-05-17 | Paper |
A note on minimal d-separation trees for structural learning
Artificial Intelligence | 2010-05-07 | Paper |
Stochastic regression and its application to hedging in finance
Science in China. Series A | 2009-12-07 | Paper |
scientific article; zbMATH DE number 5504793 (Why is no real title available?)
| 2009-02-09 | Paper |
Asymptotic normality in partial linear models based on dependent errors
Journal of Statistical Planning and Inference | 2009-01-30 | Paper |
Strong limit theorems for weighted sums of negatively associated random variables
Journal of Theoretical Probability | 2008-12-16 | Paper |
Towards a universal self-normalized moderate deviation
Transactions of the American Mathematical Society | 2008-08-07 | Paper |
Empirical likelihood for non-degenerate \(U\)-statistics
Statistics \& Probability Letters | 2008-04-28 | Paper |
The Berry-Esséen bound for Studentized statistics
The Annals of Probability | 2008-03-16 | Paper |
Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality
Bernoulli | 2008-01-09 | Paper |
The LIL for the Bickel-Rosenblatt test statistic
Journal of Statistical Planning and Inference | 2007-06-26 | Paper |
A note on Edgeworth expansions for \(U\)-statistics under minimal conditions
Lithuanian Mathematical Journal | 2006-11-28 | Paper |
Tail probability approximations for Student's \(t\)-statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-10-24 | Paper |
Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data
Communications in Statistics: Theory and Methods | 2006-08-21 | Paper |
Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
Journal of Multivariate Analysis | 2005-09-29 | Paper |
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
The Annals of Statistics | 2005-09-12 | Paper |
Estimation by method of moment under two-sample location–scale model with random censorship
Journal of Nonparametric Statistics | 2005-02-21 | Paper |
Weighted bootstrap for \(U\)-statistics
Journal of Multivariate Analysis | 2004-11-23 | Paper |
Empirical likelihood for partial linear models
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Edgeworth expansion in censored linear regression model
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Adjusted empirical likelihood method for quantiles
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Saddlepoint approximations to the trimmed mean
Bernoulli | 2004-09-24 | Paper |
Edgeworth expansion for \(U\)-statistics under minimal conditions.
The Annals of Statistics | 2004-07-01 | Paper |
Self-normalized Cramér-type large deviations for independent random variables.
The Annals of Probability | 2004-07-01 | Paper |
Partial Saddlepoint Approximations for Transformed Means
Scandinavian Journal of Statistics | 2004-03-16 | Paper |
Empirical likelihood confidence regions for comparison distributions and ROC curves
The Canadian Journal of Statistics | 2004-03-07 | Paper |
Strong consistency of estimators for heteroscedastic partly linear regression model under dependent samples
Journal of Applied Mathematics and Stochastic Analysis | 2003-07-13 | Paper |
scientific article; zbMATH DE number 1894668 (Why is no real title available?)
| 2003-04-08 | Paper |
EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
Communications in Statistics. Simulation and Computation | 2003-01-08 | Paper |
Empirical Likelihood for Censored Linear Regression
Scandinavian Journal of Statistics | 2002-11-21 | Paper |
A Martingale-based bootstrap inference with censored data
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Empirical likelihood for a class of functionals of survival distribution with censored data
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
Censored partial linear models and empirical likelihood
Journal of Multivariate Analysis | 2002-02-04 | Paper |
An exponential nonuniform Berry-Esseen bound for self-normalized sums
The Annals of Probability | 2001-11-13 | Paper |
Asymptotic properties for estimation of partial linear models with censored data
Journal of Statistical Planning and Inference | 2001-09-17 | Paper |
Berry-Esséen bound for parametric estimate in partial linear model with censored data.
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship
Science in China. Series A | 2000-11-16 | Paper |
scientific article; zbMATH DE number 1400031 (Why is no real title available?)
| 2000-03-20 | Paper |
On the relative performance of the block bootstrap for dependent data
Communications in Statistics: Theory and Methods | 1999-02-23 | Paper |
scientific article; zbMATH DE number 1239649 (Why is no real title available?)
| 1999-01-13 | Paper |
Empirical likelihood for partial linear models with fixed designs
Statistics \& Probability Letters | 1999-01-01 | Paper |
scientific article; zbMATH DE number 1203744 (Why is no real title available?)
| 1998-11-08 | Paper |
Global tilting method
Statistics \& Probability Letters | 1998-10-11 | Paper |
Improved Pivotal Methods for Constructing Confidence Regions With Directional Data
| 1998-03-05 | Paper |
Saddlepoint approximations to the two-sample permutation tests
Acta Mathematicae Applicatae Sinica. English Series | 1998-01-01 | Paper |
TWO‐SAMPLE NONPARAMETRIC TILTING METHOD
Australian Journal of Statistics | 1997-12-14 | Paper |
SOME RESAMPLING PROCEDURES UNDER SYMMETRY
Australian Journal of Statistics | 1997-01-07 | Paper |
scientific article; zbMATH DE number 946666 (Why is no real title available?)
| 1996-11-18 | Paper |
Exponential empirical likelihood is not Bartlett correctable
The Annals of Statistics | 1996-11-07 | Paper |
On blocking rules for the bootstrap with dependent data
Biometrika | 1996-01-25 | Paper |
BAHADUR SLOPES FOR COMPARISONS OF TESTS BASED ON RESAMPLING
Australian Journal of Statistics | 1996-01-18 | Paper |
Two-sample empirical likelihood method
Statistics \& Probability Letters | 1995-11-26 | Paper |
Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion
The Annals of Statistics | 1995-08-21 | Paper |
Saddlepoint approximations for marginal and conditional probabilities of transformed variables
The Annals of Statistics | 1995-05-18 | Paper |
On the bootstrap saddlepoint approximations
Biometrika | 1994-10-11 | Paper |
