2 citations · 5 across the 5 of their papers we have counts for
4 papers · 1 filter
Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Xiucai Ding, Yun Li, Fan Yang
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider mod…
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Xiucai Ding, Zhou Zhou
For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such proces…
Global and local CLTs for linear spectral statistics of general sample covariance matrices when the dimension is much larger than the sample size with applications
Xiucai Ding, Zhenggang Wang
In this paper, under the assumption that the dimension is much larger than the sample size, i.e., we consider the (unnormalized) sample covariance matrices $Q…
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression
Xiucai Ding, Zhou Zhou
In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametri…