| Publication | Date of Publication | Type |
|---|
| Sampling without replacement from a high-dimensional finite population | 2024-11-12 | Paper |
| Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis | 2024-10-29 | Paper |
| High-Dimensional Elliptical Sliced Inverse Regression in Non-Gaussian Distributions | 2024-10-17 | Paper |
| Spectral analysis of Gram matrices with missing at random observations: convergence, central limit theorems, and applications in statistical inference | 2024-09-20 | Paper |
| Factor Modeling for Clustering High-Dimensional Time Series | 2024-07-05 | Paper |
| Separable sample covariance matrices under elliptical populations with applications | 2024-05-27 | Paper |
| Nonparametric conditional mean testing via an extreme-type statistic in high dimension | 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 | 2023-11-17 | Paper |
| General jackknife empirical likelihood and its applications | 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 | 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 | 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 | 2022-02-01 | Paper |
| Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA | 2021-12-18 | Paper |
| Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices | 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 | 2021-05-07 | Paper |
| Testing multivariate quantile by empirical likelihood | 2021-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3385828 | 2021-01-14 | Paper |
| Empirical likelihood test for a large-dimensional mean vector | 2020-10-21 | Paper |
| Transforming the empirical likelihood towards better accuracy | 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 | 2020-01-28 | Paper |
| A test for equality of two distributions via integrating characteristic functions | 2019-11-19 | Paper |
| Adjacency matrix comparison for stochastic block models | 2019-09-23 | Paper |
| A rank test for the number of factors with high-frequency data | 2019-07-01 | Paper |
| Bootstrapping volatility functionals: a local and nonparametric perspective | 2019-06-24 | Paper |
| Random conformal welding for finitely connected regions | 2019-05-07 | Paper |
| Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case | 2019-03-14 | Paper |
| High-dimensional covariance matrices in elliptical distributions with application to spherical test | 2019-03-14 | Paper |
| On eigenvalues of a high-dimensional spatial-sign covariance matrix | 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 | 2018-08-21 | Paper |
| Balanced augmented jackknife empirical likelihood for two sample \(U\)-statistics | 2018-07-05 | Paper |
| Jackknife empirical likelihood method for case-control studies with gene-environment independence on controls | 2018-03-27 | Paper |
| Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory | 2017-11-09 | Paper |
| SURE estimates under dependence and heteroscedasticity | 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 | 2017-05-16 | Paper |
| On high-dimensional change point problem | 2017-05-05 | Paper |
| Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices | 2017-04-28 | Paper |
| Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case | 2017-04-20 | Paper |
| Empirical likelihood for compound Poisson processes | 2016-04-27 | Paper |
| On nonsmooth estimating functions via jackknife empirical likelihood | 2016-03-16 | Paper |
| Cramér-type moderate deviation for Studentized compound Poisson sum | 2016-01-13 | Paper |
| Spectral statistics of large dimensional Spearman's rank correlation matrix and its application | 2015-11-18 | Paper |
| Large dimensional empirical likelihood | 2015-10-26 | Paper |
| FDR control in multiple testing under non-normality | 2015-10-21 | Paper |
| Convergence of the empirical spectral distribution function of beta matrices | 2015-08-05 | Paper |
| The logarithmic law of random determinant | 2015-08-05 | Paper |
| Jackknife Empirical Likelihood | 2015-06-10 | Paper |
| Universality for the largest eigenvalue of sample covariance matrices with general population | 2015-03-27 | Paper |
| Empirical likelihood for least absolute relative error regression | 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 | 2014-05-07 | Paper |
| New estimators of spectral distributions of Wigner matrices | 2014-02-24 | Paper |
| SLE curves and natural parametrization | 2013-10-17 | Paper |
| Nonparametric statistical inference for \(\operatorname{P}(X < Y < Z)\) | 2013-08-07 | Paper |
| Central limit theorem for partial linear eigenvalue statistics of Wigner matrices | 2013-03-18 | Paper |
| Self-normalized moderate deviations for independent random variables | 2013-01-28 | Paper |
| Tracy-Widom law for the extreme eigenvalues of sample correlation matrices | 2012-10-23 | Paper |
| A note on rate of convergence in probability to semicircular law | 2012-06-22 | Paper |
| Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension | 2012-01-04 | Paper |
| Convergence rates to the Marchenko-Pastur type distribution | 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 | 2011-02-28 | Paper |
| Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling | 2011-02-25 | Paper |
| Nonparametric estimate of spectral density functions of sample covariance matrices: a first step | 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 | 2010-05-17 | Paper |
| Almost sure limit of the smallest eigenvalue of some sample correlation matrices | 2010-04-23 | Paper |
| ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS | 2010-04-08 | Paper |
| Circular law, extreme singular values and potential theory | 2010-02-12 | Paper |
| Boundary proximity of SLE | 2010-02-09 | Paper |
| CLT for linear spectral statistics of Wigner matrices | 2009-11-20 | Paper |
| Saddlepoint Approximation for Sample Quantiles with Some Applications | 2009-09-18 | Paper |
| Towards a universal self-normalized moderate deviation | 2008-08-07 | Paper |
| Central limit theorem for signal-to-interference ratio of reduced rank linear receiver | 2008-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502462 | 2008-05-23 | Paper |
| Empirical likelihood for non-degenerate \(U\)-statistics | 2008-04-28 | Paper |
| Confidence bands for ROC curves | 2008-03-28 | Paper |
| Asymptotic distributions of the signal-to-interference ratio of LMMSE detection in multiuser communications | 2008-01-18 | Paper |
| Limiting distributions of the non-central \(t\)-statistic and their applications to the power of \(t\)-tests under non-normality | 2008-01-09 | Paper |
| Asymptotic distribution of the largest off-diagonal entry of correlation matrices | 2007-08-09 | Paper |
| Uniformly bounded components of normality | 2007-08-08 | Paper |
| A note on Edgeworth expansions for \(U\)-statistics under minimal conditions | 2006-11-28 | Paper |
| Tail probability approximations for Student's \(t\)-statistics | 2006-10-24 | Paper |
| Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions | 2005-09-12 | Paper |
| Adjusted empirical likelihood method for quantiles | 2004-09-27 | Paper |
| Saddlepoint approximations to the trimmed mean | 2004-09-24 | Paper |
| Empirical likelihood confidence regions for comparison distributions and ROC curves | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801742 | 2003-04-08 | Paper |
