29 citations · 76 across the 5 of their papers we have counts for
4 papers · 1 filter
A Cramér moderate deviation theorem for Hotelling's -statistic with applications to global tests
Weidong Liu, Qi-Man Shao
A Cramer moderate deviation theorem for Hotelling's -statistic is proved under a finite th moment. The result is applied to large scale tests on the equality of mean ve…
Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation
T. Tony Cai, Weidong Liu, Harrison H. Zhou
Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrice…
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…
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…