166 citations · 585 across the 26 of their papers we have counts for
10 papers · 1 filter
Distributed Estimation and Inference for Semi-parametric Binary Response Models
Xi Chen, Wenbo Jing, Weidong Liu +1
The development of modern technology has enabled data collection of unprecedented size, which poses new challenges to many statistical estimation and inference problems. This paper…
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
Zeyu Wu, Cheng Wang, Weidong Liu
In this paper, we estimate the high dimensional precision matrix under the weak sparsity condition where many entries are nearly zero. We revisit the sparse column-wise inverse ope…
Spectral Analysis of High-dimensional Time Series
Mark Fiecas, Chenlei Leng, Weidong Liu +1
A useful approach for analysing multiple time series is via characterising their spectral density matrix as the frequency domain analog of the covariance matrix. When the dimension…
Asymptotic false discovery control of the Benjamini-Hochberg procedure for pairwise comparisons
Weidong Liu, Dennis Leung, Qiman Shao
In a one-way analysis-of-variance (ANOVA) model, the number of all pairwise comparisons can be large even when there are only a moderate number of groups. Motivated by this, we con…
Testing independence with high-dimensional correlated samples
Xi Chen, Weidong Liu
Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging identically distributed -dimensional ra…
Self-normalized Cramér type moderate deviations for the maximum of sums
Weidong Liu, Qi-Man Shao, Qiying Wang
Let be independent random variables with zero means and finite variances, and let and . A Cramér type moderate deviatio…