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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  
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  
Fractional stochastic volatility model Journal article
Shi, Shuping, Liu, Xiaobin, Yu, Jun. Fractional stochastic volatility model[J]. Journal of Time Series Analysis, 2024.
Authors:  Shi, Shuping;  Liu, Xiaobin;  Yu, Jun
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.2/1.4 | Submit date：2024/06/03
Fractional Brownian Motion  Long Memory  Rough Volatility  Spectral Density  Stochastic Volatility  Variance–covariance Matrix  
Transmission Design for Hybrid RIS and DMA Assisted MIMO Multiple-Access Channel over Spatially Correlated Rician Fading Journal article
Zhang, Jun, Huang, Xiaojun, Han, Yu, Xu, Kaizhe, Jin, Shi, Ma, Shaodan. Transmission Design for Hybrid RIS and DMA Assisted MIMO Multiple-Access Channel over Spatially Correlated Rician Fading[J]. IEEE Transactions on Communications, 2024, 72(5), 3005-3018.
Authors:  Zhang, Jun;  Huang, Xiaojun;  Han, Yu;  Xu, Kaizhe;  Jin, Shi; et al.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:7.2/6.3 | Submit date：2024/05/16
Covariance Matrices  Dynamic Metasurface Antenna  Metamaterials  Metasurfaces  Mimo Communication  Multiple-access Channel  Reconfigurable Intelligent Surface  Rician Channels  Statistical Csi  Transmission Line Matrix Methods  Wireless Communication  
The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses Journal article
Prathapasinghe Dharmawansa, Pasan Dissanayake, Yang Chen. The Eigenvectors of Single-spiked Complex Wishart Matrices: Finite and Asymptotic Analyses[J]. IEEE transactions on information theory, 2022, 68(12), 8092-8120.
Authors:  Prathapasinghe Dharmawansa;  Pasan Dissanayake;  Yang Chen
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.2/2.4 | Submit date：2022/07/04
Convergence In Distribution  Eigenvalues  Eigenvectors  Gauss Hypergeometric Function  Hypergeometric Function Of Two Matrix Arguments  Laguerre Polynomials  Moment Generating Function (M.g.f.)  Probability Density Function (P.d.f.)  Single-spiked Covariance  Wishart Matrix  
Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices Journal article
Pasan Dissanayake, Prathapasinghe Dharmawansa, Yang Chen. Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2022, 68(10), 6716-6737.
Authors:  Pasan Dissanayake;  Prathapasinghe Dharmawansa;  Yang Chen
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.2/2.4 | Submit date：2022/07/04
Condition Number  Cumulative Distribution Function (C.d.f.)  Eigenvalues  Hypergeometric Function Of Two Matrix Arguments  Moment Generating Function (M.g.f.)  Orthogonal Polynomials  Probability Density Function (P.d.f.)  Single-spiked Covariance  Wishart Matrix  
A Unified MIMO Optimization Framework Relying on the KKT Conditions Journal article
Gong, Shiqi, Xing, Chengwen, Jing, Yindi, Wang, Shuai, Wang, Jiaheng, Chen, Sheng, Hanzo, Lajos. A Unified MIMO Optimization Framework Relying on the KKT Conditions[J]. IEEE Transactions on Communications, 2021, 69(11), 7251-7268.
Authors:  Gong, Shiqi;  Xing, Chengwen;  Jing, Yindi;  Wang, Shuai;  Wang, Jiaheng; et al.
Favorite | TC[WOS]:10 TC[Scopus]:11  IF:7.2/6.3 | Submit date：2022/05/13
Mimo Communication  Optimization  Covariance Matrices  Minimization  Precoding  Transceivers  Matrices  Convex Optimization  Mimo Communications  Positive Semi-definite Matrix Optimization  Karush-kuhn-tucker Conditions  
Locally homogeneous covariance matrix representation for hyperspectral image classification Journal article
Zhang, Xinyu, Wei, Yantao, Yao, Huang, Ye, Zhijing, Zhou, Yicong, Zhao, Yue. Locally homogeneous covariance matrix representation for hyperspectral image classification[J]. IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2021, 14, 9396-9407.
Authors:  Zhang, Xinyu;  Wei, Yantao;  Yao, Huang;  Ye, Zhijing;  Zhou, Yicong; et al.
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:4.7/5.0 | Submit date：2022/05/13
Covariance Matrix (Cm)  Entropy Rate Superpixel (Ers) Segmentation  Feature Extraction  Hyperspectral Image (Hsi) Classification  
Large System Achievable Rate Analysis of RIS-Assisted MIMO Wireless Communication with Statistical CSIT Journal article
Zhang, Jun, Liu, Jie, Ma, Shaodan, Wen, Chao Kai, Jin, Shi. Large System Achievable Rate Analysis of RIS-Assisted MIMO Wireless Communication with Statistical CSIT[J]. IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2021, 20(9), 5572-5585.
Authors:  Zhang, Jun;  Liu, Jie;  Ma, Shaodan;  Wen, Chao Kai;  Jin, Shi
Favorite | TC[WOS]:66 TC[Scopus]:78  IF:8.9/8.6 | Submit date：2021/12/08
Diagonal Phase-shifting Matrix  Ergodic Rate  Reconfigurable Intelligent Surface  Statistical Csit  Transmit Covariance Matrix  
Empirical likelihood ratio under infinite covariance matrix of the random vectors Journal article
Cheng,Conghua, Liu,Zhi. Empirical likelihood ratio under infinite covariance matrix of the random vectors[J]. Communications in Statistics - Theory and Methods, 2021, 50(18), 4300-4307.
Authors:  Cheng,Conghua;  Liu,Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.6/0.8 | Submit date：2021/03/11
Confidence Region  Empirical Likelihood  Infinite Covariance Matrix  Domain Of Attraction Of Normal Law