Weidong Liu

most citedThe asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

101 citations · 103 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2009★ 101 cited

The asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

Wei-Dong Liu, Zhengyan Lin, Qi-Man Shao

Let $X_{1}, ..., X_{n}$ be a random sample from a $p$ -dimensional population distribution. Assume that $c_{1} n^{α} \leq p \leq c_{2} n^{α}$ for some positive constants $c_{1}, c_{2}$ a…

math.ST2008★ 2 cited

On maxima of periodograms of stationary processes

Zhengyan Lin, Weidong Liu

We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on $m$ -dependent approximation for stationary processes and a moderate de…