34 citations · 53 across the 24 of their papers we have counts for
24 papers
Joint Distributions of Minimum and Maximum Angles on High-Dimensional Spheres
Yongcheng Qi, Lijian Yang
Consider independent random vectors sampled from uniform distribution on -dimensional unit sphere. This paper investigates the limiting joint distribution for the minimu…
A Simplified Condition For Quantile Regression
Liang Peng, Yongcheng Qi
Quantile regression is effective in modeling and inferring the conditional quantile given some predictors and has become popular in risk management due to wide applications of quan…
Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
Mingyue Hu, Yongcheng Qi
Consider the likelihood ratio test (LRT) statistics for the independence of sub-vectors from a -variate normal random vector. We are devoted to deriving the limiting distributio…
Inference of high quantiles of a heavy-tailed distribution from block data
Yongcheng Qi, Mengzi Xie, Jingping Yang
In this paper we consider the estimation problem for high quantiles of a heavy-tailed distribution from block data when only a few largest values are observed within blocks. We pro…
Some results on probabilities of moderate deviations
Deli Li, Yu Miao, Yongcheng Qi
Let be a sequence of i.i.d. non-degenerate real-valued random variables with . Let , . Le…
Empirical likelihood method for complete independence test on high dimensional data
Yongcheng Qi, Yingchao Zhou
Given a random sample of size from a dimensional random vector, where both and are large, we are interested in testing whether the components of the random vect…