1 citations · 1 across the 1 of their papers we have counts for
4 papers
Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization
Jinyuan Chang, Yue Du, Jing He +1
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. T…
Empirical likelihood approach for high-dimensional moment restrictions with dependent data
Jinyuan Chang, Qiao Hu, Zhentao Shi +1
Economic and financial models -- such as vector autoregressions, local projections, and multivariate volatility models -- feature complex dynamic interactions and spillovers across…
HDTSA: An R package for high-dimensional time series analysis
Jinyuan Chang, Jing He, Chen Lin +1
High-dimensional time series analysis has become increasingly important in fields such as finance, economics, and biology. The two primary tasks for high-dimensional time series an…
Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling
Jinyuan Chang, Cheng Yong Tang, Yuanzheng Zhu
In this study, we introduce a novel methodological framework called Bayesian Penalized Empirical Likelihood (BPEL), designed to address the computational challenges inherent in emp…