activity
20142020
most citedCovariance and precision matrix estimation for high-dimensional time series

96 citations · 160 across the 5 of their papers we have counts for

collaborators

5 papers

physics.ed-ph2020★ 27 cited

Exploring the relation between students' online learning behavior and course performance by including contextual information in data analysis

Zhongzhou Chen, Mengyu Xu, Geoffrey Garrido +1

This study examines whether including more contextual information in data analysis could improve our ability to identify the relation between students' online learning behavior and…

math.ST2019★ 5 cited

Estimation of dynamic networks for high-dimensional nonstationary time series

Mengyu Xu, Xiaohui Chen, Wei Biao Wu

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural break…

math.ST2015★ 25 cited

Regularized estimation of linear functionals of precision matrices for high-dimensional time series

Xiaohui Chen, Mengyu Xu, Wei Biao Wu

This paper studies a Dantzig-selector type regularized estimator for linear functionals of high-dimensional linear processes. Explicit rates of convergence of the proposed estimato…

math.ST2014★ 7 cited

Asymptotics for High-Dimensional Data

Mengyu Xu, Danna Zhang, Wei Biao Wu

We develop an asymptotic theory for norms of sample mean vectors of high-dimensional data. An invariance principle for the norms is derived under conditions that involv…

math.ST2014★ 96 cited

Covariance and precision matrix estimation for high-dimensional time series

Xiaohui Chen, Mengyu Xu, Wei Biao Wu

We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case…