Publication | Date of Publication | Type |
---|
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 |
High-dimensional covariance matrices in elliptical distributions with application to spherical test | 2019-03-14 | Paper |
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case | 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 |
Convergence rates to the Marchenko-Pastur type distribution | 2012-01-04 | Paper |
Central limit theorem for Hotelling's \(T^{2}\) statistic under large dimension | 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 |