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2024年研究成果

  1. Kai Xu, Qing Cheng* (2024). Test of conditional independence in factor models via Hilbert–Schmidt independence criterion, Journal of Multivariate Analysis, 199, 105241

  2. Wei Liu, Huazhen Lin*, Jin Liu and Shurong Zheng (2024). Two-directional simultaneous inference for high-dimensional models. Journal of Business & Economic StatisticsVOL.42, NO. 1, 298–309

  3. Jinyuan Chang, Qiao Hu, Cheng Liu, Cheng Yong Tang (2024). Optimal covariance matrix estimation for high-dimensional noise in high-frequency data,Journal of Econometrics,Volume 239, Issue 2, 105329

  4. Xinyan Fan, Wei Lan*, Tao Zou, and Chih-Ling Tsai (2024). Covariance Model with General Linear Structure and Divergent Parameters, Journal of Business & Economic Statistics, 42.1 36-48 

  5.  Hector, E., Tang, L., Zhou, L. and Song, P. X.-K. (2024). Data Integration and Model Fusion in the Bayesian and Frequentist Frameworks. Handbook of Bayesian, Fiducial, and Frequentist Inference, 238–263

  6. Wang, W., Wu, S., Zhu, Z., Zhou, L. and Song, P. X.-K. (2024). Supervised homogeneity fusion: a combinatorial approach. The Annals of Statistics. 52, 1, 285–310

  7. Chen, X.*, Ping, Y. and Sun, J.(2024).Efficient estimation of Cox model with random change point. Statistics in Medicine,43,1213-1226.



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