72 citations · 765 across the 35 of their papers we have counts for
4 papers · 1 filter
Principal component analysis for second-order stationary vector time series
Jinyuan Chang, Bin Guo, Qiwei Yao
We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a -varia…
Double-bootstrap methods that use a single double-bootstrap simulation
Jinyuan Chang, Peter Hall
We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each…
Cramér-type moderate deviations for Studentized two-sample -statistics with applications
Jinyuan Chang, Qi-Man Shao, Wen-Xin Zhou
Two-sample -statistics are widely used in a broad range of applications, including those in the fields of biostatistics and econometrics. In this paper, we establish sharp Cramé…
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity
Jinyuan Chang, Chao Zheng, Wen-Xin Zhou +1
In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-typ…