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HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST 期刊论文
ANNALS OF STATISTICS, 2019, 卷号: 47, 期号: 1, 页码: 527-555
作者:  Hu, Jiang;  Li, Weiming;  Liu, Zhi;  Zhou, Wang
收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22
An efficient exponential twisting importance sampling technique for pricing financial derivatives 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 2, 页码: 203-219
作者:  Ma, Junmei;  Du, Kun;  Gu, Guiding
收藏  |  浏览/下载：13/0  |  提交时间：2019/08/22
A semiparametric linear transformation model for general biased-sampling and right-censored data 期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 77-92
作者:  Wei, Wenhua;  Zhou, Yong;  Wan, Alan T. K.
收藏  |  浏览/下载：20/0  |  提交时间：2019/08/22
Joint Central Limit Theorem for Eigenvalue Statistics from Several Dependent Large Dimensional Sample Covariance Matrices with Application 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2018, 卷号: 45, 期号: 3, 页码: 699-728
作者:  Li, Weiming;  Li, Zeng;  Yao, Jianfeng
收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data 期刊论文
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 卷号: 7, 期号: 3
作者:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
收藏  |  浏览/下载：8/0  |  提交时间：2019/08/22
supplement on CLT for LSS under a large dimensional generalized spiked covariance model 期刊论文
STATISTICS & PROBABILITY LETTERS, 2018, 卷号: 138, 页码: 57-65
作者:  Chen, Jiaqi;  Zhang, Yangchun;  Li, Weiming;  Tian, Boping
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
ON THE INFERENCE ABOUT THE SPECTRAL DISTRIBUTION OF HIGH-DIMENSIONAL COVARIANCE MATRIX BASED ON HIGH-FREQUENCY NOISY OBSERVATIONS 期刊论文
ANNALS OF STATISTICS, 2018, 卷号: 46, 期号: 2, 页码: 500-525
作者:  Xia, Ningning;  Zheng, Xinghua
收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22
On structure testing for component covariance matrices of a high dimensional mixture 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 2, 页码: 293-318
作者:  Li, Weiming;  Yao, Jianfeng
收藏  |  浏览/下载：12/0  |  提交时间：2019/08/22
Efficient estimation for time-dynamic longitudinal single-index model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 15, 页码: 3656-3674
作者:  Liu, Shu;  Liu, Liangyuan
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
A new estimator of covariance matrix via partial Iwasawa coordinates 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 5, 页码: 1173-1188
作者:  Xu, Kai
收藏  |  浏览/下载：2/0  |  提交时间：2019/08/22

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