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math.ST2024★ 2 cited
Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Xiucai Ding, Yun Li, Fan Yang
This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider mod…
math.ST2024
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Xiucai Ding, Zhou Zhou
For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such proces…