activity
20142021
most citedCovariance and precision matrix estimation for high-dimensional time series

96 citations · 331 across the 16 of their papers we have counts for

collaborators

16 papers

math.ST2021★ 26 cited

Central limit theorems for high dimensional dependent data

Jinyuan Chang, Xiaohui Chen, Mingcong Wu

Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-d…

math.ST2020★ 5 cited

Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data

Xiaohui Chen

This paper concerns the parameter estimation problem for the quadratic potential energy in interacting particle systems from continuous-time and single-trajectory data. Even though…

math.ST2020★ 3 cited

Stratified incomplete local simplex tests for curvature of nonparametric multiple regression

Yanglei Song, Xiaohui Chen, Kengo Kato

Principled nonparametric tests for regression curvature in are often statistically and computationally challenging. This paper introduces the stratified incomplete…

stat.ME2020★ 5 cited

Robust Inference for Partially Observed Functional Response Data

Yeonjoo Park, Xiaohui Chen, Douglas G. Simpson

Irregular functional data in which densely sampled curves are observed over different ranges pose a challenge for modeling and inference, and sensitivity to outlier curves is a con…

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.ST2019★ 1 cited

A robust bootstrap change point test for high-dimensional location parameter

Mengjia Yu, Xiaohui Chen

We consider the problem of change point detection for high-dimensional distributions in a location family when the dimension can be much larger than the sample size. In change poin…