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Browsing by Author rp01473
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Showing results 1 to 20 of 113
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Title
Author(s)
Issue Date
A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
Journal:
Communications in Statistics: Simulation and Computation
Chen, J
YANG, H
Yao, JJ
2018
A note on a Marčenko-Pastur type theorem for time series
Yao, JJ
2011
A note on multivariate CUSUM charts
Yang, H
Yao, JJ
2012
An eigenvalue ratio approach to inferring population structure from whole genome sequencing data
Journal:
Biometrics
XU, Y
Liu, Z
Yao, JJ
2022
An application of the RINAR(1) process
Proceeding/Conference:
IFAC Proceedings Volumes (IFAC-PapersOnline)
Kachour, M
Yao, JF
2009
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
Journal:
The Annals of Statistics
Li, Z
Han, F
Yao, JJ
2019
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
Journal:
The Annals of Statistics
Li, Z
Han, F
Yao, JJ
2020
Central limit theorems for eigenvalues in a spiked population model
Journal:
Annales de l'institut Henri Poincare (B) Probability and Statistics
Bai, Z
Yao, JF
2008
CLT for eigenvalue statistics of large-dimensional general Fisher matrices with applications
Journal:
Bernoulli
Zheng, S
Bai, Z
Yao, JJ
2017
CLT for linear spectral statistics of a rescaled sample precision matrix
Journal:
Random Matrices: Theory and Applications
Zheng, S
Bai, Z
Yao, JJ
2015
CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data
Journal:
Statistical Papers
Zou, T
Zheng, S
Bai, Z
Yao, JJ
Zhu, H
2021
Conditional mixed-state model for structural change analysis from very high resolution optical images
Proceeding/Conference:
International Geoscience and Remote Sensing Symposium (IGARSS)
Belmudez, B
Prinet, V
Yao, JF
Bouthemy, P
Descombes, X
2009
Convergence rates of spectral distributions of large sample covariance matrices
Journal:
SIAM Journal on Matrix Analysis and Applications
Bai, ZD
Miao, B
Yao, JF
2003
Corrections to LRT on large-dimensional covariance matrix by RMT
Journal:
Annals of Statistics
Bai, Z
Jiang, D
Yao, JF
Zheng, S
2009
Eigenvalues of sample covariance matrix from a high-dimensional mixture
Proceeding/Conference:
International Conference on Data Science
Yao, JJ
2016
Estimation of the number of spikes, possibly equal, in the high-dimensional case
Journal:
Journal of Multivariate Analysis
Passemier, D
Yao, JJ
2014
Estimation of the population spectral distribution from a large dimensional sample covariance matrix
Journal:
Journal of Statistical Planning and Inference
LI, WM
Chen, JQ
Qin, YL
Bai, ZD
Yao, JJ
2013
Extraction of semantic dynamic content from videos with probabilistic motion models
Journal:
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Piriou, G
Bouthemy, P
Yao, JF
2004
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
Journal:
The Annals of Statistics
Wang, Q
Yao, JJ
2017
First-order rounded integer-valued autoregressive (RINAR(1)) process
Journal:
Journal of Time Series Analysis
Kachour, M
Yao, JF
2009
