| Publication | Date of Publication | Type |
|---|
Strong convergence of empirical distribution for a class of random matrices
Chinese Quarterly Journal of Mathematics | 2025-07-28 | Paper |
| A study of dynamic cointegration of gold and bitcoin --- based on semiparametric MIDAS quantile regression model | 2021-07-01 | Paper |
Testing for variance changes in autoregressive models with unknown order
Journal of Applied Statistics | 2020-09-30 | Paper |
A segmented regime-switching model with its application to stock market indices
Journal of Applied Statistics | 2020-09-30 | Paper |
| scientific article; zbMATH DE number 7028962 (Why is no real title available?) | 2019-02-22 | Paper |
| Risk spillover effect between oil and exchange rates: based on MV-CAViaR model | 2018-10-22 | Paper |
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
Computational Statistics and Data Analysis | 2018-10-19 | Paper |
| Analysis of sub-prime loan crisis contagion based on change-point testing method of FIDC model | 2017-10-20 | Paper |
Inference on the change point estimator of variance in measurement error models
Lithuanian Mathematical Journal | 2017-02-03 | Paper |
Markov regime-switching quantile regression models and financial contagion detection
Insurance Mathematics & Economics | 2016-05-12 | Paper |
| A change-point analysis of crude oil prices and gold prices | 2015-02-11 | Paper |
Estimator of a change point in single index models
Science China. Mathematics | 2014-12-02 | Paper |
Evaluating CVaR conditioned on VPIN based on the threshold quantile regression model
Journal of University of Science and Technology of China | 2014-11-03 | Paper |
Nonlinear features and mean reversion mechanism research based on the basis of stock index futures
Journal of University of Science and Technology of China | 2014-11-03 | Paper |
Strong convergence rate of the location parameter change-point estimator
Acta Mathematica Sinica. Chinese Series | 2014-11-03 | Paper |
A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
Journal of Time Series Analysis | 2014-08-06 | Paper |
| The superiority of Bayes linear unbiased minimum variance estimator with respect to ridge estimator | 2014-06-30 | Paper |
| Estimating auto-dependence structure and conditional VaR based on canonical vine copula | 2014-06-30 | Paper |
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
Journal of Systems Science and Complexity | 2014-03-18 | Paper |
| An evaluating method of volatility models: goodness-of-fit and smoothness | 2014-02-28 | Paper |
| scientific article; zbMATH DE number 6262816 (Why is no real title available?) | 2014-02-28 | Paper |
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
Journal of Multivariate Analysis | 2014-02-13 | Paper |
Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
Journal of Inequalities and Applications | 2014-01-27 | Paper |
Identity tests for high dimensional data using RMT
Journal of Multivariate Analysis | 2014-01-10 | Paper |
O_P convergence rate for a jump change-point estimator
Journal of Systems Science and Mathematical Sciences | 2013-11-19 | Paper |
Convergence rate for the slope change point estimator under a local alternative condition
Acta Mathematicae Applicatae Sinica | 2013-11-19 | Paper |
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions
European Journal of Operational Research | 2012-12-29 | Paper |
Asymptotic distribution of the jump change-point estimator
Chinese Annals of Mathematics. Series B | 2012-12-06 | Paper |
The superiority of the Bayes linear unbiased minimum variance estimator under balanced loss function
Journal of Shandong University. Natural Science | 2012-10-05 | Paper |
Analysis of a multivariate Gaussian mixture model based on the DRJMCMC method
Journal of University of Science and Technology of China | 2012-10-05 | Paper |
Strong convergence rate of jump-slope change-point estimators
Journal of University of Science and Technology of China | 2012-10-05 | Paper |
The superiority of Bayes linear unbiased minimum variance estimators under balanced loss
Journal of University of Science and Technology of China | 2012-06-01 | Paper |
| Strong convergence rate of a change-point estimator for a scale parameter | 2011-09-29 | Paper |
| Convergence rate for a change-point estimator in a simple change-point model | 2011-07-19 | Paper |
| Strong convergence rate of slope change point estimators | 2011-02-05 | Paper |
Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
Acta Mathematica Scientia. Series B. (English Edition) | 2011-02-05 | Paper |
| Strong convergence rate of slope change point estimators | 2010-11-05 | Paper |
| The superiority of Bayes linear unbiased minimum variance estimators in linear models | 2010-07-08 | Paper |
| scientific article; zbMATH DE number 5732711 (Why is no real title available?) | 2010-07-08 | Paper |
| scientific article; zbMATH DE number 5732713 (Why is no real title available?) | 2010-07-08 | Paper |
Strong convergence rate of estimators of change point and its application
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
| Strong consistency of estimators for change points in the means | 2010-02-12 | Paper |
| Statistical analysis of reliability for maintenance records | 2010-02-12 | Paper |
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
Journal of Multivariate Analysis | 2009-09-28 | Paper |
A note on the convergence rate of the kernel density estimator of the mode
Statistics & Probability Letters | 2009-09-14 | Paper |
| Nonparameter statistical inference for gamma distributions with change points | 2009-07-22 | Paper |
| Evaluation of condition VaR based on threshold quantile regression model | 2009-07-22 | Paper |
Asymptotic approximation of inverse moments of nonnegative random variables
Statistics & Probability Letters | 2009-06-24 | Paper |
| On the subtrees of random binary search trees | 2009-04-28 | Paper |
Nonparametric estimation of the contamination distribution
Applied Mathematics. Series B (English Edition) | 2009-03-06 | Paper |
| scientific article; zbMATH DE number 5504751 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504808 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504812 (Why is no real title available?) | 2009-02-09 | Paper |
Consistency of change point estimators for symmetrical stable distribution with parameters shift
Science in China. Series A | 2008-09-09 | Paper |
Central limit theorem of random quadratics forms involving random matrices
Statistics & Probability Letters | 2008-04-28 | Paper |
The application of spectral distribution of product of two random matrices in the factor analysis
Science in China. Series A | 2007-12-19 | Paper |
| Inference and application to finance of -distributions with at most one change-point | 2007-12-07 | Paper |
Asymptotic normality of the recursive M-estimators of the scale parameters
Annals of the Institute of Statistical Mathematics | 2007-09-10 | Paper |
On Sliced Inverse Regression With High-Dimensional Covariates
Journal of the American Statistical Association | 2007-08-20 | Paper |
On asymptotics of eigenvectors of large sample covariance matrix
The Annals of Probability | 2007-07-12 | Paper |
| scientific article; zbMATH DE number 5114948 (Why is no real title available?) | 2007-01-10 | Paper |
On limit theorem for the eigenvalues of product of two random matrices
Journal of Multivariate Analysis | 2007-01-09 | Paper |
| A note on the convergence rate of the spectral distributions of large sample covariance matrices | 2006-07-14 | Paper |
The limiting theorems of random quadratic forms and their application
Science in China. Series A | 2005-11-30 | Paper |
Large sample properties of the SIR in CDMA with matched filter receivers
Chinese Annals of Mathematics. Series B | 2005-11-08 | Paper |
| scientific article; zbMATH DE number 2202272 (Why is no real title available?) | 2005-09-05 | Paper |
| scientific article; zbMATH DE number 2202273 (Why is no real title available?) | 2005-09-05 | Paper |
| scientific article; zbMATH DE number 2075772 (Why is no real title available?) | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 2075758 (Why is no real title available?) | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 2075785 (Why is no real title available?) | 2004-06-18 | Paper |
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
SIAM Journal on Matrix Analysis and Applications | 2004-01-18 | Paper |
| scientific article; zbMATH DE number 1916873 (Why is no real title available?) | 2003-08-07 | Paper |
| scientific article; zbMATH DE number 1935523 (Why is no real title available?) | 2003-06-25 | Paper |
Statistical inference for contamination distribution
Journal of Systems Science and Complexity | 2003-02-26 | Paper |
Nonparametric statistical inference for distribution change point model
Chinese Annals of Mathematics. Series A | 2003-02-16 | Paper |
Convergence rates of the spectral distributions of large Wigner matrices
International Mathematical Journal | 2002-06-23 | Paper |
| scientific article; zbMATH DE number 1536266 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1536289 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1512115 (Why is no real title available?) | 2000-09-28 | Paper |
| scientific article; zbMATH DE number 1465156 (Why is no real title available?) | 2000-06-26 | Paper |
Remarks on the convergence rate of the spectral distributions of Wigner matrices
Journal of Theoretical Probability | 1999-09-23 | Paper |
A note on the convergence rate of the spectral distributions of large random matrices
Statistics & Probability Letters | 1998-09-13 | Paper |
| scientific article; zbMATH DE number 1157186 (Why is no real title available?) | 1998-01-01 | Paper |
Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
Journal of Multivariate Analysis | 1997-07-31 | Paper |
| scientific article; zbMATH DE number 943408 (Why is no real title available?) | 1997-04-29 | Paper |
| scientific article; zbMATH DE number 733888 (Why is no real title available?) | 1995-05-15 | Paper |
On detection of change points using mean vectors
Acta Mathematicae Applicatae Sinica. English Series | 1995-03-16 | Paper |
| scientific article; zbMATH DE number 409474 (Why is no real title available?) | 1993-11-14 | Paper |
On solvability of an equation arising in the theory of m-estimates
Communications in Statistics: Theory and Methods | 1993-10-17 | Paper |
The estimate of the rank for regression coefficient matrix in a median regression model
Chinese Annals of Mathematics. Series B | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 24453 (Why is no real title available?) | 1992-06-26 | Paper |
Asymptotic theory of least distances estimate in multivariate linear models
Statistics | 1990-01-01 | Paper |
Local likelihood method in the problems related to change points
Chinese Annals of Mathematics. Series B | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4174111 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4174112 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4143268 (Why is no real title available?) | 1989-01-01 | Paper |
Detection of change points using rank methods
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Inference in a model with at most one slope-change point
Journal of Multivariate Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3894269 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3926002 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3930028 (Why is no real title available?) | 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 3850274 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3967659 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3840940 (Why is no real title available?) | 1983-01-01 | Paper |
