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Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite  |  View/Download:6/0  |  Submit date:2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite  |  View/Download:0/0  |  Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Investigating the factor structure of the Illness Perception Questionnaire-Revised for substance dependence among injecting drug users in China Journal article
Drug and Alcohol Dependence, 2019,Volume: 148,Page: 195-202
Authors:  Mo,Phoenix K.H.;  Lau,Joseph T.F.;  Cheng,Kit Man;  Mak,Winnie W.S.;  Gu,Jing;  Wu,Anise M.S.;  Li,Jinghua
Favorite  |  View/Download:5/0  |  Submit date:2019/06/25
China  Illness perception questionnaire-revised (IPQ-R)  Illness representations  Injecting drug users  Substance dependence  Substance use  
Block sparse representation for pattern classification: Theory, extensions and applications Journal article
Pattern Recognition, 2019,Volume: 88,Page: 198-209
Authors:  Wang Y.;  Tang Y.Y.;  Li L.;  Zheng X.
Favorite  |  View/Download:12/0  |  Submit date:2019/02/11
Block sparsity  M-estimator  Representation based classifier  Subspace  
Amari–Chentsov structure on the statistical manifold of models for accelerated life tests Journal article
TEST, 2019,Volume: 28,Issue: 1,Page: 77-105
Authors:  Fode Zhang;  Hon Keung Tony Ng;  Yimin Shi;  Ruibing Wang
Favorite  |  View/Download:4/0  |  Submit date:2020/05/06
Amari–chentsov Structure  Statistical Manifold  Accelerated Life Tests  Censoring Data  Bregman Divergence  
An assessment of Body Mass Index and sensitive period for overweight development in Macao students at primary school age Journal article
Anthropological Review, 2019,Volume: 82,Issue: 1,Page: 29-41
Authors:  Ho,Walter King Yan;  Ahmed,Md Dilsad;  Leong,Chi Ian;  Chan,Patrick;  Van Niekerk,Rudolph Leon;  Huang,Fan;  Chen,Jessica;  Chan,Nikon;  Silva,João;  Ip,Patrick
Favorite  |  View/Download:2/0  |  Submit date:2019/08/14
body mass index  school-age children  weight status  
High-dimensional covariance matrices in elliptical distributions with application to spherical test Journal article
Annals of Statistics, 2019,Volume: 47,Issue: 1,Page: 527-555
Authors:  Hu J.;  Li W.;  Liu Z.;  Zhou W.
Favorite  |  View/Download:5/0  |  Submit date:2019/02/14
Covariance matrix  Elliptical distribution  High-dimensional data  Sphericity test  
Approximation of stable law in Wasserstein-1 distance by Stein’s method Journal article
ANNALS OF APPLIED PROBABILITY, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu, Lihu
Favorite  |  View/Download:15/0  |  Submit date:2019/01/17
Stable Approximation  Wasserstein-1 Distance (W-1 Distance)  Stein's Method  L-1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Alpha-stable Processes  
HIGH-DIMENSIONAL COVARIANCE MATRICES IN ELLIPTICAL DISTRIBUTIONS WITH APPLICATION TO SPHERICAL TEST Journal article
ANNALS OF STATISTICS, 2019,Volume: 47,Issue: 1,Page: 527-555
Authors:  Hu, Jiang;  Li, Weiming;  Liu, Zhi;  Zhou, Wang
Favorite  |  View/Download:11/0  |  Submit date:2019/01/17
Covariance Matrix  High-dimensional Data  Elliptical Distribution  Sphericity Test  
Linear Statistics of Random Matrix Ensembles at the Spectrum Edge Associated with the Airy Kernel Journal article
arXiv, 2019
Authors:  Chao Min;  Yang Chen
Favorite  |  View/Download:4/0  |  Submit date:2019/07/22
Random Matrix Ensembles  Linear Statistics  Moment-generating Function  Airy Kernel  Mean And Variance  Asymptotics