The following pages link to Guangyu Mao (Q310638):
Displaying 16 items.
- A note on tests for high-dimensional covariance matrices (Q310639) (← links)
- A new test of independence for high-dimensional data (Q395953) (← links)
- A note on testing complete independence for high dimensional data (Q900534) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Testing independence in high dimensions using Kendall's tau (Q1662048) (← links)
- Variance-corrected tests for covariance structures with high-dimensional data (Q1679563) (← links)
- Model selection of M-estimation models using least squares approximation (Q2344894) (← links)
- Model selection for regression with heteroskedastic and autocorrelated errors (Q2444339) (← links)
- A note on tests of sphericity and cross-sectional dependence for fixed effects panel model (Q2512350) (← links)
- Testing for joint significance in nonstationary binary choice model (Q2512360) (← links)
- Robust test for independence in high dimensions (Q4598596) (← links)
- On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient (Q5077444) (← links)
- Testing for error cross‐sectional independence using pairwise augmented regressions (Q5093944) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- Efficient Penalized Estimation for Linear Regression Model (Q5265841) (← links)
- Testing for sphericity in a two-way error components panel data model (Q5862482) (← links)
