Baisuo Jin

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Multithreshold change plane model: estimation theory and applications in subgroup identification	2024-10-29	Paper
Outlier detection via a minimum ridge covariance determinant estimator	2024-10-18	Paper
Robust two-stage estimation in general spatial dynamic panel data models	2024-08-29	Paper
Estimation and variable selection for high-dimensional spatial dynamic panel data models	2024-02-13	Paper
Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks	2023-09-20	Paper
Outlier detection via a block diagonal product estimator	2022-12-20	Paper
Detection of a change-point in variance by a weighted sum of powers of variances test	2022-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q4996493	2021-07-01	Paper
Estimation and model selection in general spatial dynamic panel data models	2021-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q5142916	2021-01-14	Paper
Testing for variance changes in autoregressive models with unknown order	2020-09-30	Paper
Pairwise fusion approach incorporating prior constraint information	2020-04-16	Paper
Consistent tuning parameter selection in high-dimensional group-penalized regression	2019-06-20	Paper
Multi-threshold accelerated failure time model	2018-10-30	Paper
On high-dimensional change point problem	2017-05-05	Paper
Inference on the change point estimator of variance in measurement error models	2017-02-03	Paper
Consistent two‐stage multiple change‐point detection in linear models	2016-12-19	Paper
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix	2015-11-24	Paper
A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models	2015-10-16	Paper
https://portal.mardi4nfdi.de/entity/Q5498291	2015-02-11	Paper
Estimator of a change point in single index models	2014-12-02	Paper
On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)	2014-08-06	Paper
Limiting spectral distribution of a symmetrized auto-cross covariance matrix	2014-06-13	Paper
Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models	2014-03-18	Paper
Exact \(D\)-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients	2014-02-06	Paper
Analysis of a multivariate Gaussian mixture model based on the DRJMCMC method	2012-10-05	Paper
Construction of p-optimal exact designs with minimum experimental run size for a linear log contrast model in mixture experiments	2011-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q3572725	2010-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3572727	2010-07-08	Paper
Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA	2009-09-28	Paper
Central limit theorem of random quadratics forms involving random matrices	2008-04-28	Paper
The application of spectral distribution of product of two random matrices in the factor analysis	2007-12-19	Paper
On limit theorem for the eigenvalues of product of two random matrices	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	2006-04-28	Paper
Further results of large system performance of linear multistage parallel interference cancella\-tion	2006-02-21	Paper

Research outcomes over time

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