The following pages link to Shurong Zheng (Q406555):
Displaying 50 items.
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- A new test for the proportionality of two large-dimensional covariance matrices (Q406556) (← links)
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
- Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data (Q453002) (← links)
- (Q520692) (redirect page) (← links)
- CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications (Q520693) (← links)
- Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications (Q826962) (← links)
- Statistical analysis for rounded data (Q1021987) (← links)
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models (Q1023939) (← links)
- (Q1042803) (redirect page) (← links)
- Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling (Q1042804) (← links)
- Corrections to LRT on large-dimensional covariance matrix by RMT (Q1043713) (← links)
- Testing proportionality of two large-dimensional covariance matrices (Q1623621) (← links)
- Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
- Testing the independence of sets of large-dimensional variables (Q1935713) (← links)
- Bias reduction in the two-stage method for degradation data analysis (Q1988778) (← links)
- A modified BDS test (Q2006745) (← links)
- Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices (Q2091835) (← links)
- CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data (Q2122833) (← links)
- Testing proportionality of two high-dimensional covariance matrices (Q2189603) (← links)
- Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
- Statistical inference on difference or ratio of means from heteroscedastic normal populations (Q2266895) (← links)
- Hypothesis testing on linear structures of high-dimensional covariance matrix (Q2284375) (← links)
- Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices (Q2316291) (← links)
- Test for high-dimensional correlation matrices (Q2328063) (← links)
- Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing (Q2343955) (← links)
- Simultaneous testing of mean vector and covariance matrix for high-dimensional data (Q2407080) (← links)
- Variable selection procedures from multiple testing (Q2423858) (← links)
- The restricted EM algorithm under inequality restrictions on the parameters (Q2486172) (← links)
- The restricted EM algorithm under linear inequalities in a linear model with missing data (Q2496388) (← links)
- RDS free CLT for spiked eigenvalues of high-dimensional covariance matrices (Q2670788) (← links)
- Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices (Q2692519) (← links)
- Likelihood-based multivariate fuzzy model with linear inequality constraints (Q2812534) (← links)
- Testing linear hypotheses in high-dimensional regressions (Q2863100) (← links)
- Inference on multiple correlation coefficients with moderately high dimensional data (Q3191480) (← links)
- Tests for high-dimensional covariance matrices (Q3387058) (← links)
- Global one-sample tests for high-dimensional covariance matrices (Q3389616) (← links)
- CLT for linear spectral statistics of a rescaled sample precision matrix (Q3459154) (← links)
- (Q3656486) (← links)
- (Q4406210) (← links)
- (Q4461345) (← links)
- Testing the equality of two high‐dimensional spatial sign covariance matrices (Q4629282) (← links)
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (Q4648569) (← links)
- Testing identity of high-dimensional covariance matrix (Q4960708) (← links)
- Spectral Properties of Rescaled Sample Correlation Matrix (Q5041343) (← links)
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
- Estimation of error variance via ridge regression (Q5113023) (← links)
- On Bayes Linear Unbiased Estimator Under the Balanced Loss Function (Q5177612) (← links)
- Testing homogeneity of high-dimensional covariance matrices (Q5220357) (← links)
- Model selection with misspecified spatial covariance structure (Q5220859) (← links)
