33 citations · 107 across the 16 of their papers we have counts for
5 papers · 1 filter
Explicit solutions to a vector time series model and its induced model for business cycles
Xiongzhi Chen
This article gives the explicit solution to a general vector time series model that describes interacting, heterogeneous agents that operate under uncertainties but according to Ke…
Consistent Estimation of Low-Dimensional Latent Structure in High-Dimensional Data
Xiongzhi Chen, John D. Storey
We consider the problem of extracting a low-dimensional, linear latent variable structure from high-dimensional random variables. Specifically, we show that under mild conditions a…
Stopping time property of thresholds of Storey-type FDR procedures
Xiongzhi Chen, R. W. Doerge
For multiple testing, we introduce Storey-type FDR procedures and the concept of "regular estimator of the proportion of true nulls". We show that the rejection threshold of a Stor…
Natural Exponential Families: Resolution of A Conjecture and Existence of Reduction Functions
Xiongzhi Chen
One-parameter natural exponential family (NEF) plays fundamental roles in probability and statistics. This article contains two independent results: (a) A conjecture of Bar-Lev, Bs…
A weighted FDR procedure under discrete and heterogeneous null distributions
Xiongzhi Chen, R. W. Doerge, Sanat K. Sarkar
Multiple testing with false discovery rate (FDR) control has been widely conducted in the ``discrete paradigm" where p-values have discrete and heterogeneous null distributions. Ho…