29 citations · 76 across the 5 of their papers we have counts for
5 papers
A Direct Estimation Approach to Sparse Linear Discriminant Analysis
Tony Cai, Weidong Liu
This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matri…
On non-stationary threshold autoregressive models
Weidong Liu, Shiqing Ling, Qi-Man Shao
In this paper we study the limiting distributions of the least-squares estimators for the non-stationary first-order threshold autoregressive (TAR(1)) model. It is proved that the…
A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation
Tony Cai, Weidong Liu, Xi Luo
A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of iid -variate random variables. The resulting estimato…
Simultaneous nonparametric inference of time series
Weidong Liu, Wei Biao Wu
We consider kernel estimation of marginal densities and regression functions of stationary processes. It is shown that for a wide class of time series, with proper centering and sc…
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…