| Publication | Date of Publication | Type |
|---|
Modelling matrix time series via a tensor CP-decomposition
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Statistical Inferences for Complex Dependence of Multimodal Imaging Data
Journal of the American Statistical Association | 2024-07-05 | Paper |
Edge differentially private estimation in the \(\beta\)-model via jittering and method of moments
The Annals of Statistics | 2024-06-05 | Paper |
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Journal of Econometrics | 2024-03-06 | Paper |
An autocovariance-based learning framework for high-dimensional functional time series
Journal of Econometrics | 2024-03-06 | Paper |
Central limit theorems for high dimensional dependent data
Bernoulli | 2024-01-16 | Paper |
Testing the martingale difference hypothesis in high dimension
Journal of Econometrics | 2023-06-29 | Paper |
Estimation of Subgraph Densities in Noisy Networks
Journal of the American Statistical Association | 2023-03-09 | Paper |
Testing for unit roots based on sample autocovariances
Biometrika | 2022-06-17 | Paper |
High-dimensional empirical likelihood inference
Biometrika | 2021-04-08 | Paper |
OUP accepted manuscript
Biometrika | 2020-06-09 | Paper |
Testing for high-dimensional white noise using maximum cross-correlations
Biometrika | 2019-06-24 | Paper |
Testing for high-dimensional white noise using maximum cross-correlations
Biometrika | 2019-06-24 | Paper |
A frequency domain analysis of the error distribution from noisy high-frequency data
Biometrika | 2019-06-24 | Paper |
Erratum: Testing for high-dimensional white noise using maximum cross-correlations
Biometrika | 2019-06-24 | Paper |
Peter Hall's contribution to empirical likelihood
STATISTICA SINICA | 2018-11-22 | Paper |
Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
Biometrics | 2018-11-16 | Paper |
Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
Biometrics | 2018-11-16 | Paper |
A new scope of penalized empirical likelihood with high-dimensional estimating equations
The Annals of Statistics | 2018-10-25 | Paper |
A new scope of penalized empirical likelihood with high-dimensional estimating equations
The Annals of Statistics | 2018-10-25 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-24 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-24 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-01 | Paper |
Principal component analysis for second-order stationary vector time series
The Annals of Statistics | 2018-10-01 | Paper |
Confidence regions for entries of a large precision matrix
Journal of Econometrics | 2018-08-29 | Paper |
Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
Biometrics | 2017-05-23 | Paper |
Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications
The Annals of Statistics | 2016-11-18 | Paper |
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
The Annals of Statistics | 2016-05-12 | Paper |
Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
The Annals of Statistics | 2016-05-12 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-12-01 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-12-01 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-10-30 | Paper |
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Journal of Econometrics | 2015-10-30 | Paper |
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Journal of Econometrics | 2015-05-06 | Paper |
Double-bootstrap methods that use a single double-bootstrap simulation
Biometrika | 2015-04-24 | Paper |
Marginal empirical likelihood and sure independence feature screening
The Annals of Statistics | 2013-12-11 | Paper |
Marginal empirical likelihood and sure independence feature screening
The Annals of Statistics | 2013-12-11 | Paper |
On the approximate maximum likelihood estimation for diffusion processes
The Annals of Statistics | 2012-09-03 | Paper |
On the approximate maximum likelihood estimation for diffusion processes
The Annals of Statistics | 2012-09-03 | Paper |
