96 citations · 331 across the 16 of their papers we have counts for
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math.ST2016★ 70 cited
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
Xiaohui Chen
This paper studies the Gaussian and bootstrap approximations for the probabilities of a non-degenerate U-statistic belonging to the hyperrectangles in when the dimen…
math.ST2016★ 4 cited
Sparse transition matrix estimation for high-dimensional and locally stationary vector autoregressive models
Xin Ding, Ziyi Qiu, Xiaohui Chen
We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stati…
math.ST2016★ 4 cited
Gaussian approximation for the sup-norm of high-dimensional matrix-variate U-statistics and its applications
Xiaohui Chen
This paper studies the Gaussian approximation of high-dimensional and non-degenerate U-statistics of order two under the supremum norm. We propose a two-step Gaussian approximation…