| Publication | Date of Publication | Type |
|---|
Sampling without replacement from a high-dimensional finite population
Bernoulli | 2024-11-12 | Paper |
Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis
Statistics in Medicine | 2024-10-29 | Paper |
High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference
The Annals of Statistics | 2024-09-20 | Paper |
Factor Modeling for Clustering High-Dimensional Time Series
Journal of the American Statistical Association | 2024-07-05 | Paper |
Separable sample covariance matrices under elliptical populations with applications
Transactions of the American Mathematical Society | 2024-05-27 | Paper |
Nonparametric conditional mean testing via an extreme-type statistic in high dimension
Scandinavian Journal of Statistics | 2024-05-14 | Paper |
| Limiting behavior of bilinear forms for the resolvent of sample covariance matrices under elliptical distribution with applications | 2023-12-26 | Paper |
Penalized Jackknife Empirical Likelihood in High Dimensions
STATISTICA SINICA | 2023-11-17 | Paper |
General jackknife empirical likelihood and its applications
Statistics and Computing | 2023-07-20 | Paper |
| Sampling without replacement from a high-dimensional finite population | 2023-01-27 | Paper |
HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
| CLT for random quadratic forms based on sample means and sample covariance matrices | 2022-10-20 | Paper |
Statistical inference in massive datasets by empirical likelihood
Computational Statistics | 2022-07-15 | Paper |
| Testing the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models | 2022-02-12 | Paper |
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Bernoulli | 2022-02-01 | Paper |
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Bernoulli | 2022-02-01 | Paper |
Tracy-Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA
Random Matrices: Theory and Applications | 2021-12-18 | Paper |
Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
Journal of Theoretical Probability | 2021-06-08 | Paper |
| Testing Kronecker Product Covariance Matrices for High-dimensional Matrix-Variate Data | 2021-05-27 | Paper |
High-dimensional two-sample mean vectors test and support recovery with factor adjustment
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Testing multivariate quantile by empirical likelihood
Journal of Multivariate Analysis | 2021-01-26 | Paper |
| Reliability calculation of implicit function structure in service ability limit state | 2021-01-14 | Paper |
Empirical likelihood test for a large-dimensional mean vector
Biometrika | 2020-10-21 | Paper |
Transforming the empirical likelihood towards better accuracy
The Canadian Journal of Statistics | 2020-04-23 | Paper |
| The rate of convergence of harmonic explorer to SLE4 | 2020-03-04 | Paper |
Central Limit Theorem for Mutual Information of Large MIMO Systems With Elliptically Correlated Channels
IEEE Transactions on Information Theory | 2020-01-28 | Paper |
A test for equality of two distributions via integrating characteristic functions
STATISTICA SINICA | 2019-11-19 | Paper |
Adjacency matrix comparison for stochastic block models
Random Matrices: Theory and Applications | 2019-09-23 | Paper |
A rank test for the number of factors with high-frequency data
Journal of Econometrics | 2019-07-01 | Paper |
Bootstrapping volatility functionals: a local and nonparametric perspective
Biometrika | 2019-06-24 | Paper |
Random conformal welding for finitely connected regions
Journal of Theoretical Probability | 2019-05-07 | Paper |
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
The Annals of Statistics | 2019-03-14 | Paper |
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
The Annals of Statistics | 2019-03-14 | Paper |
High-dimensional covariance matrices in elliptical distributions with application to spherical test
The Annals of Statistics | 2019-03-14 | Paper |
High-dimensional covariance matrices in elliptical distributions with application to spherical test
The Annals of Statistics | 2019-03-14 | Paper |
On eigenvalues of a high-dimensional spatial-sign covariance matrix
(available as arXiv preprint) | 2019-01-27 | Paper |
| Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions | 2019-01-16 | Paper |
A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
Balanced augmented jackknife empirical likelihood for two sample \(U\)-statistics
Science China. Mathematics | 2018-07-05 | Paper |
Jackknife empirical likelihood method for case-control studies with gene-environment independence on controls
Statistics and Its Interface | 2018-03-27 | Paper |
Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
Journal of Mathematical Physics | 2017-11-09 | Paper |
SURE estimates under dependence and heteroscedasticity
Journal of Multivariate Analysis | 2017-09-18 | Paper |
| On spectral properties of high-dimensional spatial-sign covariance matrices in elliptical distributions with applications | 2017-05-18 | Paper |
Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
Electronic Journal of Statistics | 2017-05-16 | Paper |
Test of independence for high-dimensional random vectors based on freeness in block correlation matrices
Electronic Journal of Statistics | 2017-05-16 | Paper |
On high-dimensional change point problem
Science China. Mathematics | 2017-05-05 | Paper |
Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices
IEEE Transactions on Information Theory | 2017-04-28 | Paper |
Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
Journal of Statistical Physics | 2017-04-20 | Paper |
Empirical likelihood for compound Poisson processes
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
On nonsmooth estimating functions via jackknife empirical likelihood
Scandinavian Journal of Statistics | 2016-03-16 | Paper |
Cramér-type moderate deviation for Studentized compound Poisson sum
Journal of Theoretical Probability | 2016-01-13 | Paper |
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
The Annals of Statistics | 2015-11-18 | Paper |
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application
The Annals of Statistics | 2015-11-18 | Paper |
Large dimensional empirical likelihood
STATISTICA SINICA | 2015-10-26 | Paper |
FDR control in multiple testing under non-normality
STATISTICA SINICA | 2015-10-21 | Paper |
Convergence of the empirical spectral distribution function of beta matrices
Bernoulli | 2015-08-05 | Paper |
Convergence of the empirical spectral distribution function of beta matrices
Bernoulli | 2015-08-05 | Paper |
The logarithmic law of random determinant
Bernoulli | 2015-08-05 | Paper |
The logarithmic law of random determinant
Bernoulli | 2015-08-05 | Paper |
Jackknife Empirical Likelihood
Journal of the American Statistical Association | 2015-06-10 | Paper |
Universality for the largest eigenvalue of sample covariance matrices with general population
The Annals of Statistics | 2015-03-27 | Paper |
Universality for the largest eigenvalue of sample covariance matrices with general population
The Annals of Statistics | 2015-03-27 | Paper |
Empirical likelihood for least absolute relative error regression
Test | 2014-10-17 | Paper |
| Canonical correlation coefficients of high-dimensional normal vectors: finite rank case | 2014-07-27 | Paper |
Universality for a global property of the eigenvectors of Wigner matrices
Journal of Mathematical Physics | 2014-05-07 | Paper |
Universality for a global property of the eigenvectors of Wigner matrices
Journal of Mathematical Physics | 2014-05-07 | Paper |
New estimators of spectral distributions of Wigner matrices
Journal of Mathematical Physics | 2014-02-24 | Paper |
SLE curves and natural parametrization
The Annals of Probability | 2013-10-17 | Paper |
SLE curves and natural parametrization
The Annals of Probability | 2013-10-17 | Paper |
Nonparametric statistical inference for \(\operatorname{P}(X < Y < Z)\)
Sankhyā. Series A | 2013-08-07 | Paper |
Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
Journal of Statistical Physics | 2013-03-18 | Paper |
Self-normalized moderate deviations for independent random variables
Science China. Mathematics | 2013-01-28 | Paper |
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
Electronic Journal of Probability | 2012-10-23 | Paper |
A note on rate of convergence in probability to semicircular law
Electronic Journal of Probability | 2012-06-22 | Paper |
Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension
The Annals of Applied Probability | 2012-01-04 | Paper |
Convergence rates to the Marchenko-Pastur type distribution
Stochastic Processes and their Applications | 2012-01-04 | Paper |
| Conformal invariance of the exploration path in 2-d critical bond percolation in the square lattice | 2011-12-08 | Paper |
| Universality of sample covariance matrices: CLT of the smoothed empirical spectral distribution | 2011-11-23 | Paper |
Functional CLT for sample covariance matrices
Bernoulli | 2011-02-28 | Paper |
Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling
Science China. Mathematics | 2011-02-25 | Paper |
Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
The Annals of Statistics | 2011-01-19 | Paper |
| Central limit theorem of nonparametric estimate of spectral density functions of sample covariance matrices | 2010-08-23 | Paper |
On normal approximations to \(U\)-statistics
The Annals of Probability | 2010-05-17 | Paper |
Almost sure limit of the smallest eigenvalue of some sample correlation matrices
Journal of Theoretical Probability | 2010-04-23 | Paper |
Asymptotic properties of nonparametric frontier estimators
Econometric Theory | 2010-04-08 | Paper |
Circular law, extreme singular values and potential theory
Journal of Multivariate Analysis | 2010-02-12 | Paper |
Boundary proximity of SLE
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-02-09 | Paper |
CLT for linear spectral statistics of Wigner matrices
Electronic Journal of Probability | 2009-11-20 | Paper |
CLT for linear spectral statistics of Wigner matrices
Electronic Journal of Probability | 2009-11-20 | Paper |
Saddlepoint Approximation for Sample Quantiles with Some Applications
Communications in Statistics: Theory and Methods | 2009-09-18 | Paper |
Towards a universal self-normalized moderate deviation
Transactions of the American Mathematical Society | 2008-08-07 | Paper |
Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
The Annals of Applied Probability | 2008-07-01 | Paper |
| scientific article; zbMATH DE number 5278585 (Why is no real title available?) | 2008-05-23 | Paper |
Empirical likelihood for non-degenerate \(U\)-statistics
Statistics & Probability Letters | 2008-04-28 | Paper |
Confidence bands for ROC curves
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications
The Annals of Applied Probability | 2008-01-18 | Paper |
Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality
Bernoulli | 2008-01-09 | Paper |
Asymptotic distribution of the largest off-diagonal entry of correlation matrices
Transactions of the American Mathematical Society | 2007-08-09 | Paper |
Uniformly bounded components of normality
Mathematical Proceedings of the Cambridge Philosophical Society | 2007-08-08 | Paper |
A note on Edgeworth expansions for \(U\)-statistics under minimal conditions
Lithuanian Mathematical Journal | 2006-11-28 | Paper |
Tail probability approximations for Student's \(t\)-statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-10-24 | Paper |
Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
The Annals of Statistics | 2005-09-12 | Paper |
Adjusted empirical likelihood method for quantiles
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
Saddlepoint approximations to the trimmed mean
Bernoulli | 2004-09-24 | Paper |
Empirical likelihood confidence regions for comparison distributions and ROC curves
The Canadian Journal of Statistics | 2004-03-07 | Paper |
| scientific article; zbMATH DE number 1894668 (Why is no real title available?) | 2003-04-08 | Paper |
