Browsing "Statistics & Actuarial Science: Journal/Magazine Articles" by Author wang, q

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Showing results 1 to 11 of 11
TitleAuthor(s)Issue Date
 
Asymptotically efficient product-limit estimators with censoring indicators missing at random
Journal:Statistica Sinica
Wang, QNg, KW
2008
 
Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
Journal:The Annals of Statistics
Wang, QYao, JJ
2017
 
Identifying the number of factors from singular values of a large sample auto-covariance matrix
Journal:The Annals of Statistics
LI, ZWang, QYao, JJ
2017
 
Joint CLT for several random sesquilinear forms with applications to large-dimensional spiked population models
Journal:Electronic Journal of Probability
Wang, QSu, ZYao, J
2014
 
Model checks for nonlinear cointegrating regression
Journal:Journal of Econometrics
Wang, QWu, DZhu, K
2018
 
Moment approach for singular values distribution of a large auto-covariance matrix
Journal:Annales de l'Institut Henri Poincaré Probabilités et Statistiques
Wang, QYao, JJ
2016
 
A note on the CLT of the LSS for sample covariance matrix from a spiked population model
Journal:Journal of Multivariate Analysis
Wang, QSilverstein, JWYao, JJ
2014
 
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
Journal:Statistica Sinica
Wang, QZhu, K
2020
 
On eigenvalues of a high-dimensional spatial-sign covariance matrix
Journal:Bernoulli
Li, WWang, QYao, JJZhou, W
2022
 
On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime
Journal:Random Matrices: Theory and Applications
Wang, QYao, JJ
2015
 
On the sphericity test with large-dimensional observations
Journal:Electronic Journal of Statistics
Wang, QYao, J
2013
Showing results 1 to 11 of 11