Wei-Dong Liu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Two-Sample Test of High Dimensional Means Under Dependence	2022-07-11	Paper
Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS	2019-08-01	Paper
Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons	2017-12-08	Paper
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity	2017-07-13	Paper
Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation	2016-05-12	Paper
M-Dependence Approximation for Dependent Random Variables	2015-06-24	Paper
Fast and adaptive sparse precision matrix estimation in high dimensions	2015-02-20	Paper
Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control	2014-12-12	Paper
Komlós-Major-Tusnády approximation under dependence	2014-04-25	Paper
Gaussian graphical model estimation with false discovery rate control	2014-04-04	Paper
Gaussian graphical model estimation with false discovery rate control	2013-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q2844450	2013-08-28	Paper
Self-normalized Cramér type moderate deviations for the maximum of sums	2013-08-16	Paper
A Cramér moderate deviation theorem for Hotelling's \(T^{2}\)-statistic with applications to global tests	2013-05-30	Paper
Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings	2013-04-26	Paper
A Direct Estimation Approach to Sparse Linear Discriminant Analysis	2012-03-22	Paper
A Constrainedℓ₁Minimization Approach to Sparse Precision Matrix Estimation	2011-10-28	Paper
Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011-10-28	Paper
On non-stationary threshold autoregressive models	2011-09-14	Paper
Convergence rates of tail probabilities for sums under dependence assumptions	2010-11-17	Paper
Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix	2010-09-16	Paper
Simultaneous nonparametric inference of time series	2010-08-24	Paper
ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES	2010-08-13	Paper
Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series	2010-05-26	Paper
On maxima of periodograms of stationary processes	2009-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q5320186	2009-07-22	Paper
Precise asymptotics in the law of logarithm under dependence assumptions	2009-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q3610709	2009-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3610721	2009-03-06	Paper
Strong approximation for a class of stationary processes	2009-02-19	Paper
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization	2009-01-13	Paper
A LIL for independent non-identically distributed random variables in Banach space and its applications	2008-06-25	Paper
Precise rates in the law of the iterated logarithm under dependence assumptions	2008-06-11	Paper
Precise asymptotics for the first moment of the error variance estimator in linear models	2008-05-21	Paper
Some LIL type results on the partial sums and trimmed sums with multidimensional indices	2007-11-19	Paper
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences	2007-09-21	Paper
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences	2007-06-04	Paper
Precise asymptotics for a new kind of complete moment convergence	2006-10-25	Paper
A supplement to the complete convergence	2006-06-30	Paper

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