The following pages link to Wen-Xin Zhou (Q135016):
Displaying 30 items.
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q135017) (← links)
- User-Friendly Covariance Estimation for Heavy-Tailed Distributions (Q135020) (← links)
- (Q302431) (redirect page) (← links)
- Matrix completion via max-norm constrained optimization (Q302432) (← links)
- (Q342662) (redirect page) (← links)
- Cramér-type moderate deviations for Studentized two-sample \(U\)-statistics with applications (Q342663) (← links)
- Nonparametric covariate-adjusted regression (Q342684) (← links)
- (Q520680) (redirect page) (← links)
- Two-sample smooth tests for the equality of distributions (Q520683) (← links)
- Max-norm optimization for robust matrix recovery (Q681486) (← links)
- Cramér type moderate deviation theorems for self-normalized processes (Q726728) (← links)
- Stein's method for nonlinear statistics: a brief survey and recent progress (Q900755) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
- Distributed adaptive Huber regression (Q2076119) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
- User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
- Necessary and sufficient conditions for the asymptotic distributions of coherence of ultra-high dimensional random matrices (Q2447336) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- A Max-Norm Constrained Minimization Approach to 1-Bit Matrix Completion (Q2933966) (← links)
- Guarding against Spurious Discoveries in High Dimensions (Q2953624) (← links)
- Adaptive Huber Regression (Q3304852) (← links)
- Multiplier bootstrap for quantile regression: non-asymptotic theory under random design (Q3383816) (← links)
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity (Q4556714) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering (Q5347400) (← links)
- Nonparametric and Parametric Estimators of Prevalence From Group Testing Data With Aggregated Covariates (Q5367487) (← links)
- High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization (Q5869187) (← links)
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
- Retire: robust expectile regression in high dimensions (Q6150528) (← links)
