89 citations · 455 across the 65 of their papers we have counts for
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stat.ME2017
Estimating Tail Probabilities of the Ratio of the Largest Eigenvalue to the Trace of a Wishart Matrix
Yinqiu He, Gongjun Xu
This paper develops an efficient Monte Carlo method to estimate the tail probabilities of the ratio of the largest eigenvalue to the trace of the Wishart matrix, which plays an imp…
stat.ME2017★ 89 cited
The Sufficient and Necessary Condition for the Identifiability and Estimability of the DINA Model
Yuqi Gu, Gongjun Xu
Cognitive Diagnosis Models (CDMs) are useful statistical tools in cognitive diagnosis assessment. However, as many other latent variable models, the CDMs often suffer from the non-…
math.PR2017
Uniformly Efficient Simulation for Extremes of Gaussian Random Fields
Xiaoou Li, Gongjun Xu
This paper considers the problem of simultaneously estimating rare-event probabilities for a class of Gaussian random fields. A conventional rare-event simulation method is usually…