activity
20142022
most citedA New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

56 citations · 337 across the 23 of their papers we have counts for

collaborators
Showing stat.MEShow all

7 papers · 1 filter

stat.ME2022

Marginal Regression on Transient State Occupation Probabilities with Clustered Multistate Process Data

Wenxian Zhou, Giorgos Bakoyannis, Ying Zhang +1

Clustered multistate process data are commonly encountered in multicenter observational studies and clinical trials. A clinically important estimand with such data is the marginal…

stat.ME2021

Semiparametric Marginal Regression for Clustered Competing Risks Data with Missing Cause of Failure

Wenxian Zhou, Giorgos Bakoyannis, Ying Zhang +1

Clustered competing risks data are commonly encountered in multicenter studies. The analysis of such data is often complicated due to informative cluster size, a situation where th…

stat.ME2021★ 3 cited

BEAUTY Powered BEAST

Kai Zhang, Wan Zhang, Zhigen Zhao +1

We study distribution-free goodness-of-fit tests with the proposed Binary Expansion Approximation of UniformiTY (BEAUTY) approach. This method generalizes the renowned Euler's form…

stat.ME2018★ 8 cited

User-Friendly Covariance Estimation for Heavy-Tailed Distributions

Yuan Ke, Stanislav Minsker, Zhao Ren +2

We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that fa…

stat.ME2018★ 18 cited

Principal component analysis for big data

Jianqing Fan, Qiang Sun, Wen-Xin Zhou +1

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes d…

stat.ME2017★ 4 cited

FarmTest: Factor-Adjusted Robust Multiple Testing with Approximate False Discovery Control

Jianqing Fan, Yuan Ke, Qiang Sun +1

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for esti…

stat.ME2016★ 52 cited

Testing for high-dimensional white noise using maximum cross-correlations

Jinyuan Chang, Qiwei Yao, Wen Zhou

We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established app…