166 citations · 585 across the 26 of their papers we have counts for
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stat.ME2011
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…
math.ST2011★ 21 cited
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…
stat.ME2011★ 24 cited
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…