Xiaohui Chen

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

Showing 2017 · math.STShow all

3 papers · 2 filters

math.ST2017★ 3 cited

Randomized incomplete $U$ -statistics in high dimensions

Xiaohui Chen, Kengo Kato

This paper studies inference for the mean vector of a high-dimensional $U$ -statistic. In the era of Big Data, the dimension $d$ of the $U$ -statistic and the sample size $n$ of the…

math.ST2017★ 38 cited

Finite sample change point inference and identification for high-dimensional mean vectors

Mengjia Yu, Xiaohui Chen

Cumulative sum (CUSUM) statistics are widely used in the change point inference and identification. For the problem of testing for existence of a change point in an independent sam…

math.ST2017★ 5 cited

Jackknife multiplier bootstrap: finite sample approximations to the $U$ -process supremum with applications

Xiaohui Chen, Kengo Kato

This paper is concerned with finite sample approximations to the supremum of a non-degenerate $U$ -process of a general order indexed by a function class. We are primarily intereste…

Randomized incomplete U-statistics in high dimensions

Finite sample change point inference and identification for high-dimensional mean vectors

Jackknife multiplier bootstrap: finite sample approximations to the U-process supremum with applications

Randomized incomplete $U$ -statistics in high dimensions

Jackknife multiplier bootstrap: finite sample approximations to the $U$ -process supremum with applications