output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2006 · math.STShow all

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math.ST2006★ 12 cited

To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied?

J. Fan, P. Hall, Q. Yao

In the analysis of microarray data, and in some other contemporary statistical problems, it is not uncommon to apply hypothesis tests in a highly simultaneous way. The number, …

math.ST2006★ 11 cited

Distribution free goodness-of-fit tests for linear processes

Miguel A. Delgado, Javier Hidalgo, Carlos Velasco

This article proposes a class of goodness-of-fit tests for the autocorrelation function of a time series process, including those exhibiting long-range dependence. Test statistics…