52 citations · 56 across the 4 of their papers we have counts for
4 papers
Dynamic Network Quantile Regression Model
Xiu Xu, Weining Wang, Yongcheol Shin +1
We propose a dynamic network quantile regression model to investigate the quantile connectedness using a predetermined network information. We extend the existing network quantile…
Consistency of a range of penalised cost approaches for detecting multiple changepoints
Chao Zheng, Idris A. Eckley, Paul Fearnhead
A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the genera…
Two-Sample Smooth Tests for the Equality of Distributions
Wen-Xin Zhou, Chao Zheng, Zhen Zhang
This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cramèr-von Mises are known…
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity
Jinyuan Chang, Chao Zheng, Wen-Xin Zhou +1
In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-typ…