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A flexible and parsimonious modelling strategy for clustered data analysis Journal article
Huang, T., Pei, Y., You, J., Zhang, W.. A flexible and parsimonious modelling strategy for clustered data analysis[J]. Under major revision for The Annals of Applied Statistics., 2025.
Authors:  Huang, T.;  Pei, Y.;  You, J.;  Zhang, W.
Favorite |  | Submit date：2024/08/05
High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation Journal article
DING YI, ZHENG, Xinghua. High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation[J]. The Annals of Statistics, 2024, 52, 1027–1049.
Authors:  DING YI;  ZHENG, Xinghua
Adobe PDF | Favorite |  | Submit date：2024/08/23
High-dimension  Dynamic Volatility Model  Sample Covariance Matrix  Spectral Distribution  Nonlinear Shrinkage  
DETECTION AND ESTIMATION OF STRUCTURAL BREAKS IN HIGH-DIMENSIONAL FUNCTIONAL TIME SERIES Journal article
Li, Degui, Li, Runze, Shang, Han Lin. DETECTION AND ESTIMATION OF STRUCTURAL BREAKS IN HIGH-DIMENSIONAL FUNCTIONAL TIME SERIES[J]. Annals of Statistics, 2024, 52(4), 1716-1740.
Authors:  Li, Degui;  Li, Runze;  Shang, Han Lin
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:3.2/4.8 | Submit date：2024/11/05
Clustering  Cusum  Functional Time Series  Power Enhancement  Structural Breaks  
HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION Journal article
DING YI, Xinghua Zheng. HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION[J]. Annals of Statistics, 2024, 52(3), 1027-1049.
Authors:  DING YI;  Xinghua Zheng
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:3.2/4.8 | Submit date：2024/06/17
Dynamic Volatility Model  High-dimension  Nonlinear Shrinkage  Sample Covariance Matrix  Spectral Distribution  
HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST Journal article
Hu, Jiang, Li, Weiming, Liu, Zhi, Zhou, Wang. HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST[J]. ANNALS OF STATISTICS, 2019, 47(1), 527-555.
Authors:  Hu, Jiang;  Li, Weiming;  Liu, Zhi;  Zhou, Wang
Favorite | TC[WOS]:21 TC[Scopus]:23  IF:3.2/4.8 | Submit date：2019/01/17
Covariance Matrix  High-dimensional Data  Elliptical Distribution  Sphericity Test  
MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS Journal article
Gao, Fuqing, Xiong, Jie, Zhao, Xingqiu. MODERATE DEVIATIONS AND NONPARAMETRIC INFERENCE FOR MONOTONE FUNCTIONS[J]. ANNALS OF STATISTICS, 2018, 46(3), 1225-1254.
Authors:  Gao, Fuqing;  Xiong, Jie;  Zhao, Xingqiu
Favorite | TC[WOS]:10 TC[Scopus]:13  IF:3.2/4.8 | Submit date：2018/10/30
Grenander Estimator  Interval Censored Data  Large Deviations  Moderate Deviations  Nonparametric Mle  Self-normalized Limit  Strong Approximation  Talagrand Inequality  
Self-normalized cramér-type moderate deviations under dependence Journal article
Chen,Xiaohong, Shao,Qi Man, Wu,Wei Biao, Xu,Lihu. Self-normalized cramér-type moderate deviations under dependence[J]. ANNALS OF STATISTICS, 2016, 44(4), 1593-1617.
Authors:  Chen,Xiaohong;  Shao,Qi Man;  Wu,Wei Biao;  Xu,Lihu
Favorite | TC[WOS]:16 TC[Scopus]:19  IF:3.2/4.8 | Submit date：2019/06/03
Absolutely Regular  Cramér-type Moderate Deviation  Functional Dependence Measures  Ultra-high Dimensional Time Series  
Self-normalized Cramer Type Moderate Deviations under Dependence Journal article
Chen, Xiaohong, Shao, Qi-Man, Wu, Wei Biao, Xu, Lihu. Self-normalized Cramer Type Moderate Deviations under Dependence[J]. ANNALS OF STATISTICS, 2016, 44(4), 1593-1617.
Authors:  Chen, Xiaohong;  Shao, Qi-Man;  Wu, Wei Biao;  Xu, Lihu
Favorite | TC[WOS]:16 TC[Scopus]:20  IF:3.2/4.8 | Submit date：2019/07/19
Cramer-type Moderate Deviation  Absolutely Regular  Functional Dependence Measures  Ultra-high Dimensional Time Series  
Testing for pure-jump processes for high frequency data Journal article
Kong, X.B., Liu, Z., Jing, B.Y.. Testing for pure-jump processes for high frequency data[J]. The Annals of Statistics, 2015, 847-877.
Authors:  Kong, X.B.;  Liu, Z.;  Jing, B.Y.
Favorite | TC[WOS]:39 TC[Scopus]:45  IF:3.2/4.8 | Submit date：2022/07/27
Ito Semimartingale  Pure-jump Process  Integrated Volatility  Realized Characteristic Function.  
Testing for pure-jump processes for high-frequency data Journal article
Kong X.-B., Liu Z., Jing B.-Y.. Testing for pure-jump processes for high-frequency data[J]. Annals of Statistics, 2015, 43(2), 847.
Authors:  Kong X.-B.;  Liu Z.;  Jing B.-Y.
Favorite | TC[WOS]:39 TC[Scopus]:45 | Submit date：2018/10/30
Integrated Volatility  Itô Semimartingale  Pure-jump Process  Realized Characteristic Function