Baiqi Miao

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Person:237632

Available identifiers

zbMath Open miao.bai-qiMaRDI QIDQ237632

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q49963702021-07-01Paper
Testing for variance changes in autoregressive models with unknown order2020-09-30Paper
A segmented regime-switching model with its application to stock market indices2020-09-30Paper
https://portal.mardi4nfdi.de/entity/Q46247572019-02-22Paper
https://portal.mardi4nfdi.de/entity/Q46889462018-10-22Paper
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data2018-10-19Paper
https://portal.mardi4nfdi.de/entity/Q53714282017-10-20Paper
Inference on the change point estimator of variance in measurement error models2017-02-03Paper
Markov regime-switching quantile regression models and financial contagion detection2016-05-12Paper
https://portal.mardi4nfdi.de/entity/Q54982912015-02-11Paper
Estimator of a change point in single index models2014-12-02Paper
https://portal.mardi4nfdi.de/entity/Q29236652014-11-03Paper
https://portal.mardi4nfdi.de/entity/Q29236732014-11-03Paper
https://portal.mardi4nfdi.de/entity/Q29267162014-11-03Paper
A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence2014-08-07Paper
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)2014-08-06Paper
https://portal.mardi4nfdi.de/entity/Q49800722014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q49810612014-06-30Paper
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models2014-03-18Paper
https://portal.mardi4nfdi.de/entity/Q53986192014-02-28Paper
https://portal.mardi4nfdi.de/entity/Q53988712014-02-28Paper
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices2014-02-13Paper
Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution2014-01-27Paper
Identity tests for high dimensional data using RMT2014-01-10Paper
https://portal.mardi4nfdi.de/entity/Q28583102013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28583452013-11-19Paper
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions2012-12-29Paper
Asymptotic distribution of the jump change-point estimator2012-12-06Paper
https://portal.mardi4nfdi.de/entity/Q29164822012-10-05Paper
https://portal.mardi4nfdi.de/entity/Q29180622012-10-05Paper
https://portal.mardi4nfdi.de/entity/Q29180632012-10-05Paper
https://portal.mardi4nfdi.de/entity/Q28861512012-06-01Paper
https://portal.mardi4nfdi.de/entity/Q31701412011-09-29Paper
https://portal.mardi4nfdi.de/entity/Q30145082011-07-19Paper
Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies2011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q30733822011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q30544822010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q35727252010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35727262010-07-08Paper
https://portal.mardi4nfdi.de/entity/Q35727272010-07-08Paper
Strong convergence rate of estimators of change point and its application2010-03-30Paper
https://portal.mardi4nfdi.de/entity/Q34030242010-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34030252010-02-12Paper
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA2009-09-28Paper
A note on the convergence rate of the kernel density estimator of the mode2009-09-14Paper
https://portal.mardi4nfdi.de/entity/Q53186332009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q53203202009-07-22Paper
Asymptotic approximation of inverse moments of nonnegative random variables2009-06-24Paper
https://portal.mardi4nfdi.de/entity/Q36222762009-04-28Paper
Nonparametric estimation of the contamination distribution2009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35978262009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996032009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996082009-02-09Paper
Consistency of change point estimators for symmetrical stable distribution with parameters shift2008-09-09Paper
Central limit theorem of random quadratics forms involving random matrices2008-04-28Paper
The application of spectral distribution of product of two random matrices in the factor analysis2007-12-19Paper
https://portal.mardi4nfdi.de/entity/Q54311842007-12-07Paper
Asymptotic normality of the recursive M-estimators of the scale parameters2007-09-10Paper
On Sliced Inverse Regression With High-Dimensional Covariates2007-08-20Paper
On asymptotics of eigenvectors of large sample covariance matrix2007-07-12Paper
https://portal.mardi4nfdi.de/entity/Q34145842007-01-10Paper
On limit theorem for the eigenvalues of product of two random matrices2007-01-09Paper
https://portal.mardi4nfdi.de/entity/Q54790002006-07-14Paper
The limiting theorems of random quadratic forms and their application2005-11-30Paper
Large sample properties of the SIR in CDMA with matched filter receivers2005-11-08Paper
https://portal.mardi4nfdi.de/entity/Q53144712005-09-05Paper
https://portal.mardi4nfdi.de/entity/Q53144722005-09-05Paper
https://portal.mardi4nfdi.de/entity/Q44707942004-06-18Paper
https://portal.mardi4nfdi.de/entity/Q44708102004-06-18Paper
https://portal.mardi4nfdi.de/entity/Q44708272004-06-18Paper
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices2004-01-18Paper
https://portal.mardi4nfdi.de/entity/Q48080162003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q44063262003-06-25Paper
Statistical inference for contamination distribution2003-02-26Paper
https://portal.mardi4nfdi.de/entity/Q27674682003-02-16Paper
https://portal.mardi4nfdi.de/entity/Q27203622002-06-23Paper
https://portal.mardi4nfdi.de/entity/Q45164692000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45164962000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45057492000-09-28Paper
https://portal.mardi4nfdi.de/entity/Q44861742000-06-26Paper
Remarks on the convergence rate of the spectral distributions of Wigner matrices1999-09-23Paper
A note on the convergence rate of the spectral distributions of large random matrices1998-09-13Paper
https://portal.mardi4nfdi.de/entity/Q43911381998-01-01Paper
Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models1997-07-31Paper
https://portal.mardi4nfdi.de/entity/Q47149661997-04-29Paper
https://portal.mardi4nfdi.de/entity/Q43261091995-05-15Paper
On detection of change points using mean vectors1995-03-16Paper
https://portal.mardi4nfdi.de/entity/Q42030261993-11-14Paper
On solvability of an equation arising in the theory of m-estimates1993-10-17Paper
The estimate of the rank for regression coefficient matrix in a median regression model1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q39825441992-06-26Paper
Local likelihood method in the problems related to change points1990-01-01Paper
Asymptotic theory of least distances estimate in multivariate linear models1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986851989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986861989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34739791989-01-01Paper
Inference in a model with at most one slope-change point1988-01-01Paper
Detection of change points using rank methods1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37006101985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51865601985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33195911984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36848931984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37030161984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33113811983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37348571983-01-01Paper

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