| Publication | Date of Publication | Type |
|---|
Distributed testing on mutual independence between components of high-dimensional massive data
Communications in Statistics. Theory and Methods | 2026-03-27 | Paper |
Robust estimation and bias-corrected empirical likelihood in generalized linear models with right censored data
Journal of Applied Statistics | 2024-09-12 | Paper |
Efficient robust estimation for single-index mixed effects models with missing observations
Statistical Papers | 2024-06-03 | Paper |
High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors
Communications in Statistics: Theory and Methods | 2023-11-17 | Paper |
Distributed testing on mutual independence of massive multivariate data
Communications in Statistics: Theory and Methods | 2023-07-12 | Paper |
A test for block circular symmetric covariance structure with divergent dimension
ESAIM: Probability and Statistics | 2023-03-09 | Paper |
Asymptotic distribution of the maximum interpoint distance for high-dimensional data
Statistics & Probability Letters | 2022-09-30 | Paper |
High-dimensional Edgeworth expansion of the determinant of sample correlation matrix and its error bound
Stochastics | 2022-07-06 | Paper |
A result on the limiting spectral distribution of random matrices with unequal variance entries
Journal of Inequalities and Applications | 2022-01-20 | Paper |
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes
Journal of Multivariate Analysis | 2021-06-22 | Paper |
Limiting behavior of largest entry of random tensor constructed by high-dimensional data
Journal of Theoretical Probability | 2020-10-30 | Paper |
Asymptotic normality and moderate deviation principle for high-dimensional likelihood ratio statistic on block compound symmetry covariance structure
Statistics | 2020-02-03 | Paper |
| Asymptotic normality of high-dimensional Wilks'\(\lambda\) statistics | 2019-09-20 | Paper |
Second-order moment convergence rates for spectral statistics of random matrices
Abstract and Applied Analysis | 2019-08-16 | Paper |
Precise asymptotics on second-order complete moment convergence of uniform empirical process
Abstract and Applied Analysis | 2019-02-14 | Paper |
A high-dimensional likelihood ratio test for circular symmetric covariance structure
Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
The likelihood ratio test for high-dimensional linear regression model
Communications in Statistics: Theory and Methods | 2017-10-27 | Paper |
A limit theorem on moment convergence of centered spectral statistics of random matrices
Communications in Statistics. Theory and Methods | 2016-11-23 | Paper |
A result on precise asymptotics for largest eigenvalues of \(\beta\) ensembles
Journal of Inequalities and Applications | 2016-03-17 | Paper |
Limit theorems for the counting function of eigenvalues up to edge in covariance matrices
Mathematica Slovaca | 2015-06-08 | Paper |
Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices
Science China. Mathematics | 2014-12-02 | Paper |
Precise asymptotics on spectral statistics of random matrices
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Limiting spectral distribution for a type of sample covariance matrices
Indian Journal of Pure & Applied Mathematics | 2014-01-28 | Paper |
Limiting spectral distribution of normalized sample covariance matrices with \(p/n\to 0\)
Statistics & Probability Letters | 2013-05-13 | Paper |
The moment convergence rates for largest eigenvalues of \(\beta\) ensembles
Acta Mathematica Sinica, English Series | 2013-03-08 | Paper |
The convergence on spectrum of sample covariance matrices for information-plus-noise type data
Applied Mathematics. Series B (English Edition) | 2013-01-24 | Paper |
