| Publication | Date of Publication | Type |
|---|
Adaptive Huber-type smoothing algorithm for change point detection in quantile regression
Communications in Statistics. Simulation and Computation | 2026-09-24 | Paper |
Simultaneous estimation of change-points in epidemic change models
Sankhyā. Series B | 2026-06-24 | Paper |
An adaptive threshold for outlier detection in high-dimensional settings
Communications in Statistics. Theory and Methods | 2025-11-11 | Paper |
K-sample studentized tests: random lifter approach
Science China. Mathematics | 2025-10-21 | Paper |
| Change point analysis. Theory and application | 2025-09-04 | Paper |
Advanced algorithm for parameters estimation of negative binomial distribution with high dimensional sparse group structure
Journal of Systems Science and Complexity | 2025-07-30 | Paper |
On spatio-temporal model with diverging number of thresholds and its applications in housing market
Communications in Mathematics and Statistics | 2025-06-24 | Paper |
Multi-threhold negative binomial regression model
Chinese Journal of Applied Probability and Statistics | 2025-02-25 | Paper |
Multithreshold change plane model: estimation theory and applications in subgroup identification
Statistics in Medicine | 2024-10-29 | Paper |
Outlier detection via a minimum ridge covariance determinant estimator
STATISTICA SINICA | 2024-10-18 | Paper |
Robust two-stage estimation in general spatial dynamic panel data models
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Estimation and variable selection for high-dimensional spatial dynamic panel data models
Journal of Econometrics | 2024-02-13 | Paper |
Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks
Statistical Theory and Related Fields | 2023-09-20 | Paper |
Outlier detection via a block diagonal product estimator
Journal of Systems Science and Complexity | 2022-12-20 | Paper |
Detection of a change-point in variance by a weighted sum of powers of variances test
Journal of Applied Statistics | 2022-02-23 | Paper |
| Limit properties of weighted cumulative sum estimator of change-point in variance | 2021-07-01 | Paper |
Estimation and model selection in general spatial dynamic panel data models
Proceedings of the National Academy of Sciences | 2021-03-12 | Paper |
| scientific article; zbMATH DE number 7295023 (Why is no real title available?) | 2021-01-14 | Paper |
Testing for variance changes in autoregressive models with unknown order
Journal of Applied Statistics | 2020-09-30 | Paper |
Pairwise fusion approach incorporating prior constraint information
Communications in Mathematics and Statistics | 2020-04-16 | Paper |
Consistent tuning parameter selection in high-dimensional group-penalized regression
Science China. Mathematics | 2019-06-20 | Paper |
Multi-threshold accelerated failure time model
The Annals of Statistics | 2018-10-30 | Paper |
Multi-threshold accelerated failure time model
The Annals of Statistics | 2018-10-30 | Paper |
On high-dimensional change point problem
Science China. Mathematics | 2017-05-05 | Paper |
Inference on the change point estimator of variance in measurement error models
Lithuanian Mathematical Journal | 2017-02-03 | Paper |
Consistent two‐stage multiple change‐point detection in linear models
The Canadian Journal of Statistics | 2016-12-19 | Paper |
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
The Annals of Applied Probability | 2015-11-24 | Paper |
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix
The Annals of Applied Probability | 2015-11-24 | Paper |
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models
Statistics and Computing | 2015-10-16 | Paper |
| A change-point analysis of crude oil prices and gold prices | 2015-02-11 | Paper |
Estimator of a change point in single index models
Science China. Mathematics | 2014-12-02 | Paper |
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)
Journal of Time Series Analysis | 2014-08-06 | Paper |
Limiting spectral distribution of a symmetrized auto-cross covariance matrix
The Annals of Applied Probability | 2014-06-13 | Paper |
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
Journal of Systems Science and Complexity | 2014-03-18 | Paper |
Exact \(D\)-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients
Journal of Statistical Planning and Inference | 2014-02-06 | Paper |
Analysis of a multivariate Gaussian mixture model based on the DRJMCMC method
Journal of University of Science and Technology of China | 2012-10-05 | Paper |
Construction of \(\phi _{p}\)-optimal exact designs with minimum experimental run size for a linear log contrast model in mixture experiments
Biometrika | 2011-10-12 | Paper |
| scientific article; zbMATH DE number 5732711 (Why is no real title available?) | 2010-07-08 | Paper |
| scientific article; zbMATH DE number 5732713 (Why is no real title available?) | 2010-07-08 | Paper |
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA
Journal of Multivariate Analysis | 2009-09-28 | Paper |
Central limit theorem of random quadratics forms involving random matrices
Statistics & Probability Letters | 2008-04-28 | Paper |
The application of spectral distribution of product of two random matrices in the factor analysis
Science in China. Series A | 2007-12-19 | Paper |
On limit theorem for the eigenvalues of product of two random matrices
Journal of Multivariate Analysis | 2007-01-09 | Paper |
| A note on the convergence rate of the spectral distributions of large sample covariance matrices | 2006-07-14 | Paper |
Some limiting theorems of some random quadratic forms
Statistics & Probability Letters | 2006-04-28 | Paper |
| Further results of large system performance of linear multistage parallel interference cancella\-tion | 2006-02-21 | Paper |
