72 citations · 765 across the 35 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
stat.ME2016★ 52 cited
Testing for high-dimensional white noise using maximum cross-correlations
Jinyuan Chang, Qiwei Yao, Wen Zhou
We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established app…
stat.ME2016★ 41 cited
Confidence regions for entries of a large precision matrix
Jinyuan Chang, Yumou Qiu, Qiwei Yao +1
Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the…