Weidong Liu

most citedThe asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

101 citations · 105 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2009★ 2 cited

Cramér Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time Series

Weidong Liu, Qi Man Shao

In this paper, Cramér type moderate deviations for the maximum of the periodogram and its studentized version are derived. The results are then applied to a simultaneous testing pr…

math.PR2009★ 101 cited

The asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

Wei-Dong Liu, Zhengyan Lin, Qi-Man Shao

Let $X_{1}, ..., X_{n}$ be a random sample from a $p$ -dimensional population distribution. Assume that $c_{1} n^{α} \leq p \leq c_{2} n^{α}$ for some positive constants $c_{1}, c_{2}$ a…

math.ST2008★ 2 cited

On maxima of periodograms of stationary processes

Zhengyan Lin, Weidong Liu

We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on $m$ -dependent approximation for stationary processes and a moderate de…