96 citations · 331 across the 16 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
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…
math.ST2019★ 39 cited
Approximating high-dimensional infinite-order -statistics: statistical and computational guarantees
Yanglei Song, Xiaohui Chen, Kengo Kato
We study the problem of distributional approximations to high-dimensional non-degenerate -statistics with random kernels of diverging orders. Infinite-order -statistics (IOUS…