2. Large Sample Covariance Matrices and High-Dimensional Data Analysis,Cambridge University Press,01-3年
论文:
1. Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix,COMPUT STAT DATA AN,2023年
2. Central limit theorem of linear spectral statistics of high-dimensional sample correlation matrices,BERNOULLI,2023年
3. Block-diagonal test for high-dimensional covariance matrices,TEST,2023年
4. Spectral properties of rescaled sample correlation matrix,STATISTICA SINICA,2022年
5. Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices,ANNALS OF STATISTICS,2022年
6. RDS Free CLT for Spiked Eigenvalues of High-Dimensional Covariance Matrices,STAT PROBABIL LETT,2022年
7. Estimating number of factors by adjusted eigenvalues thresholding,JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,2022年
8. Hypothesis testing for block-structured correlation for high-dimensional variables,STATISTICA SINICA,2022年
9. CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data,STAT PAP,2022年
10. Global one-sample tests for high-dimensional covariance matrices,J STAT COMPUT SIM,2021年
11. Central limit theorem for linear spectral statistics of general separable sample covariance matrices with applications,J STAT PLAN INFER,2021年
12. Two-sample tests for high-dimensional covariance matrices using both difference and ratio,ELECTRONIC JOURNAL OF STATISTICS,2021年
13. Testing proportionality of two high-dimensional covariance matrices,COMPUT STAT DATA AN,2020年
14. A modified BDS test,STAT PROBABIL LETT,2020年
15. Tests for high-dimensional covariance matrices,RANDOM MATRICES-THEORY AND APPLICATIONS,2020年
16. Miscellanea Estimation of error variance via ridge regression,BIOMETRIKA,2020年
17. Testing Homogeneity of High-dimensional Covariance Matrices,STAT SINICA,2020年
18. Bias reduction in the two-stage method for degradation data analysis,APPL MATH MODEL,2020年
19. Hypothesis testing on linear structures of high-dimensional covariance matrix,ANN STAT,2019年
20. Test for high-dimensional correlation matrices,ANN STAT,2019年
21. Two-step estimation for longitudinal data when the working correlation matrix is a linear combination of some known matrices,ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2019年
22. Variable selection procedures from multiple testing,Science China Mathematics,2019年
23. Testing the equality of two high-dimensional spatial sign covariance matrices,SCAND J STAT,2019年
24. Testing identity of high-dimensional covariance matrix,J STAT COMPUT SIM,2018年
25. A New Test of Multivariate Nonlinear Causality,PLOS ONE ,2018年
26. Simultaneous testing of mean vector and covariance matrix for high-dimensional data,J STAT PLAN INFER,2017年
27. CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications,BERNOULLI,2017年
28. Power computation for hypothesis testing with high-dimensional covariance matrices,COMPUT STAT DATA AN,2016年
29. Model selection with misspecified spatial covariance structure,J STAT COMPUT SIM,2015年
30. CLT for linear spectral statistics of a rescaled sample precision matrix,RANDOM MATRICES-THEORY AND APPLICATIONS,2015年
31. SUBSTITUTION PRINCIPLE FOR CLT OF LINEAR SPECTRAL STATISTICS OF HIGH-DIMENSIONAL SAMPLE COVARIANCE MATRICES WITH APPLICATIONS TO HYPOTHESIS TESTING,ANN STAT,2015年
32. On Bayes Linear Unbiased Estimator under the balanced Loss Function,COMMUN STAT-THEOR M,2014年
33. Testing Proportionality of Two Large-dimensional Covariance Matrices,COMPUT STAT DATA AN,2014年
34. A New Test for the Proportionality of Two Large-dimensional Covariance Matrices,J MULTIVARIATE ANAL,2014年
35. Likelihood-based multivariate fuzzy model with linear inequality constraints,J INTELL FUZZY SYST,2014年
36. Inference on multiple correlation coefficients with moderately high dimensional data,BIOMETRIKA,2014年
37. Testing Linear Hypotheses in High-Dimensional Regressions,STATISTICS,2013年
38. Fractional Dose-finding methods with Late-onset Toxicity in Phase I Clinical Trials,J BIOPHARM STAT,2013年
39. Two-Stage Dose Finding for Cytostatic Agents in Phase I Oncology Trials,STAT MED,2013年
40. Testing the independence of sets of large-dimensional variables,Science China Mathematics,2013年
41. Generalized Measures of Correlation for Asymmetry, Nonlinearity,and Beyond,J AM STAT ASSOC,2012年
42. Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data,J STAT PLAN INFER,2012年
43. Central Limit Theorems for Linear Spectral Statistics of Large Dimensional F-Matrices,ANN I H POINCARE-PR,2012年
44. Modeling and comparing the organization of circular genomes,BIOINFORMATICS,2011年
45. Statistical inference on difference or ratio of means from heteroscedastic normal populations,J STAT PLAN INFER,2010年
46. Corrections to LRT on Large-dimensional Covariance Matrix by RMT,ANN STAT,2009年
47. Future of Statistics,RANDOM MATRIX THEORY AND ITS APPLICATIONS:Multivariate Statistics and Wireless Communications,2009年
48. Statistical Analysis for Rounded Data,J STAT PLAN INFER,2009年
49. Optimal algorithms and intuitive explanations for Markowitz's portfolio selection model and Sharpe's ratio with no short-selling,SCI CHINA SER A,2008年
50. Selection of components and degrees of smoothing via lasso in high dimensional nonparametric additive models,COMPUT STAT DATA AN,2008年
51. Large Dimensional Data Analysis with Applications of Random Matrix Theory,The 4th International Congress of Chinese Mathematicians(ICCM2007),2007年
52. The restricted EM algorithm under linear inequalities in a linear model with missing data,SCI CHINA SER A,2005年
53. Lifetime Distribution Based Degradation Analysis,IEEE T RELIAB,2005年
54. 含缺失数据线性模型的线性不等式约束EM算法,中国科学A辑,2005年
55. The restricted EM algorithm under inequality restrictions on the parameters,J MULTIVARIATE ANAL,2005年
56. THE MAXIMUM LIKELIHOOD ESTIMATES OF EXPECTED FREQUENCIES UNDER THE LOOP ORDER,STAT SINICA,2004年
57. Test of safety under unequal variances in toxicological studies,东北数学,2003年