Qiwei Yao

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All published works

Action	Title	Year	Authors
+ PDF Chat	HDTSA: An R package for high-dimensional time series analysis	2024	Jinyuan Chang Jing He Chen Lin Qiwei Yao
+ PDF Chat	Towards Neural Scaling Laws for Time Series Foundation Models	2024	Qiwei Yao Chao-Han Huck Yang Renhe Jiang Yuxuan Liang Ming Jin Shirui Pan
+	On the Modelling and Prediction of High-Dimensional Functional Time Series	2024	Jinyuan Chang Fang Qin Xinghao Qiao Qiwei Yao
+ PDF Chat	Identification and estimation for matrix time series CP-factor models	2024	Jinyuan Chang Yue Du Guanglin Huang Qiwei Yao
+ PDF Chat	On the modelling and prediction of high-dimensional functional time series	2024	Jinyuan Chang Fang Qin Xinghao Qiao Qiwei Yao
+ PDF Chat	Autoregressive Networks with Dependent Edges	2024	Jinyuan Chang Fang Qin Eric D. Kolaczyk Peter W. MacDonald Qiwei Yao
+	Edge differentially private estimation in the β-model via jittering and method of moments	2024	Jinyuan Chang Qiao Hu Eric D. Kolaczyk Qiwei Yao Fengting Yi
+ PDF Chat	Testing for the Markov property in time series via deep conditional generative learning	2023	Yunzhe Zhou Chengchun Shi Lexin Li Qiwei Yao
+	An autocovariance-based learning framework for high-dimensional functional time series	2023	Jinyuan Chang Cheng Chen Xinghao Qiao Qiwei Yao
+ PDF Chat	Modelling matrix time series via a tensor CP-decomposition	2023	Jinyuan Chang Jing He Lin Yang Qiwei Yao
+	A two-way heterogeneity model for dynamic networks	2023	Binyan Jiang Chenlei Leng Ting Yan Qiwei Yao Xinyang Yu
+	Testing for the Markov Property in Time Series via Deep Conditional Generative Learning	2023	Yunzhe Zhou Chengchun Shi Lexin Li Qiwei Yao
+	Simultaneous Decorrelation of Matrix Time Series	2023	Yuefeng Han Rong Chen Cun‐Hui Zhang Qiwei Yao
+	Simultaneous Decorrelation of Matrix Time Series	2022	Yuefeng Han Rong Chen Cun‐Hui Zhang Qiwei Yao
+	Blind Source Separation over Space	2022	Bo Zhang Sixing Hao Qiwei Yao
+	Simultaneous Decorrelation of Matrix Time Series*	2022	Yuefeng Han Rong Chen Cun-Hui Zhang Qiwei Yao
+ PDF Chat	Testing for unit roots based on sample autocovariances	2021	Jinyuan Chang Guanghui Cheng Qiwei Yao
+	Factor Modelling for Clustering High-dimensional Time Series	2021	Bo Zhang Guangming Pan Qiwei Yao Wang Zhou
+	Simultaneous Decorrelation of Matrix Time Series	2021	Yuefeng Han Rong Chen Cun‐Hui Zhang Qiwei Yao
+	Modelling matrix time series via a tensor CP-decomposition	2021	Jinyuan Chang Jing He Lin F. Yang Qiwei Yao
+	Edge differentially private estimation in the $β$-model via jittering and method of moments	2021	Jinyuan Chang Hu Qiao Eric D. Kolaczyk Qiwei Yao Fengting Yi
+	A power one test for unit roots based on sample autocovariances	2020	Jinyuan Chang Guanghui Cheng Qiwei Yao
+	Testing for unit roots based on sample autocovariances	2020	Jinyuan Chang Guanghui Cheng Qiwei Yao
+ PDF Chat	Estimation of Subgraph Densities in Noisy Networks	2020	Jinyuan Chang Eric D. Kolaczyk Qiwei Yao
+ PDF Chat	Krigings over space and time based on latent low-dimensional structures	2020	Da Huang Qiwei Yao Rongmao Zhang
+ PDF Chat	Estimation for double-nonlinear cointegration	2020	Yingqian Lin Yundong Tu Qiwei Yao
+	Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics	2020	Elynn Y. Chen Yun Xin Rong Chen Qiwei Yao
+	Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression	2020	Xiuqin Xu Ying Chen Yannig Goude Qiwei Yao
+	An autocovariance-based learning framework for high-dimensional functional time series	2020	Jinyuan Chang Cheng Chen Xinghao Qiao Qiwei Yao
+	Autoregressive Networks	2020	Binyan Jiang Jialiang Li Qiwei Yao
+ PDF Chat	On testing for high-dimensional white noise	2019	Zeng Li Clifford Lam Jianfeng Yao Qiwei Yao
+ PDF Chat	Banded spatio-temporal autoregressions	2018	Zhaoxing Gao Yingying Ma Hansheng Wang Qiwei Yao
+	Confidence regions for entries of a large precision matrix	2018	Jinyuan Chang Yumou Qiu Qiwei Yao Tao Zou
+ PDF Chat	Principal component analysis for second-order stationary vector time series	2018	Jinyuan Chang Bin Guo Qiwei Yao
+	Confidence regions for entries of a large precision matrix	2018	Jinyuan Chang Yumou Qiu Qiwei Yao Tao Zou
+ PDF Chat	Identifying Cointegration by Eigenanalysis	2018	Rongmao Zhang Peter M. Robinson Qiwei Yao
+	Estimation of edge density in noisy networks	2018	Jinyuan Chang Eric D. Kolaczyk Qiwei Yao
+	Estimation of subgraph density in noisy networks	2018	Jinyuan Chang Eric D. Kolaczyk Qiwei Yao
+	Banded Spatio-Temporal Autoregressions	2018	Zhaoxing Gao Yingying Ma Hansheng Wang Qiwei Yao
+	On testing for high-dimensional white noise	2018	Zeng Li Clifford Lam Jianfeng Yao Qiwei Yao
+ PDF Chat	Banded Spatio-Temporal Autoregressions	2018	Zhaoxing Gao Yingying Ma Hansheng Wang Qiwei Yao
+ PDF Chat	Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components	2017	Ke Yuan Degui Li Qiwei Yao
+ PDF Chat	Estimating conditional means with heavy tails	2017	Liang Peng Qiwei Yao
+	Multivariate Spatial-temporal Prediction on Latent Low-dimensional Functional Structure with Non-stationarity	2017	Elynn Yi Chen Qiwei Yao Rong Chen
+ PDF Chat	Testing for high-dimensional white noise using maximum cross-correlations	2016	Jinyuan Chang Qiwei Yao Wen Zhou
+ PDF Chat	High-dimensional and banded vector autoregressions	2016	Shaojun Guo Yazhen Wang Qiwei Yao
+	Testing for vector white noise using maximum cross correlations	2016	Jinyuan Chang Qiwei Yao Wen Zhou
+	Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients	2016	Baojun Dou Maria Lucia Parrella Qiwei Yao
+	On the statistical inference for large precision matrices with dependent data	2016	Jinyuan Chang Yumou Qiu Qiwei Yao
+ PDF Chat	Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects	2016	Wei Gao Wicher Bergsma Qiwei Yao
+	Krigings Over Space and Time Based on Latent Low-Dimensional Structures	2016	Da Huang Qiwei Yao Rongmao Zhang
+	Asymptotics of set-indexed conditional empirical processes based on dependent data	2016	Wolfgang Polonik Qiwei Yao
+	Matching a distribution by matching quantiles estimation	2015	Nikolaos Sgouropoulos Qiwei Yao Claudia Yastremiz
+ PDF Chat	High dimensional stochastic regression with latent factors, endogeneity and nonlinearity	2015	Jinyuan Chang Bin Guo Qiwei Yao
+	High Dimensional and Banded Vector Autoregressions	2015	Shaojun Guo Yazhen Wang Qiwei Yao
+	Generalized Yule-Walker Estimation for Spatio-Temporal Models with Unknown Diagonal Coefficients	2015	Baojun Dou Maria Lucia Parrella Qiwei Yao
+	Identifying Cointegration by Eigenanalysis	2015	Qiwei Yao Rongmao Zhang Peter M. Robinson
+	Matching a distribution by matching quantiles estimation	2015	Nikolaos Sgouropoulos Qiwei Yao Claudia Yastremiz
+ PDF Chat	Estimation of Extreme Quantiles for Functions of Dependent Random Variables	2014	Jinguo Gong Yadong Li Liang Peng Qiwei Yao
+	Segmenting Multiple Time Series by Contemporaneous Linear Transformation: PCA for Time Series	2014	Jinyuan Chang Bin Guo Qiwei Yao
+	A Conversation with Howell Tong	2014	Kung‐Sik Chan Qiwei Yao
+ PDF Chat	Matching a Distribution by Matching Quantiles Estimation	2014	Nikolaos Sgouropoulos Qiwei Yao Claudia Yastremiz
+	Comment	2014	Qiwei Yao
+	Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects	2014	Wei Gao Wicher Bergsma Qiwei Yao
+	Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood	2013	Billy Wu Qiwei Yao Zhu Shiwu
+	Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood	2013	Billy Wu Qiwei Yao Zhu Shiwu
+	Estimation of Extreme Quantiles for Functions of Dependent Random Variables	2013	Jinguo Gong Yadong Li Liang Peng Qiwei Yao
+	Matching quantiles estimation	2013	Nikolaos Sgouropoulos Qiwei Yao Claudia Yastremiz
+ PDF Chat	Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach	2012	Haeran Cho Yannig Goude Xavier Brossat Qiwei Yao
+	Factor modeling for high-dimensional time series: Inference for the number of factors	2012	Clifford Lam Qiwei Yao
+	Factor modeling for high-dimensional time series: inference for the number of factors	2012	Clifford Lam Qiwei Yao
+	Factor modeling for high-dimensional time series: inference for the number of factors	2012	Clifford Lam Qiwei Yao
+	Estimation of latent factors for high-dimensional time series	2011	Clifford Lam Qiwei Yao Neil Bathia
+ PDF Chat	Estimation of latent factors for high-dimensional time series	2011	Clifford Lam Qiwei Yao Neil Bathia
+ PDF Chat	Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches	2011	Minjing Tao Yazhen Wang Qiwei Yao Jian Zou
+ PDF Chat	Discussion of “Feature Matching in Time Series Modeling” by Y. Xia and H. Tong	2011	Qiwei Yao
+ PDF Chat	Factor Modeling for High Dimensional Time Series	2011	Clifford Lam Qiwei Yao Neil Bathia
+ PDF Chat	Identifying the finite dimensionality of curve time series	2010	Neil Bathia Qiwei Yao Flávio Augusto Ziegelmann
+	Mini-Workshop: Semiparametric Modelling of Multivariate Economic Time Series With Changing Dynamics	2010	Luc Bauwens Rainer von Sachs Qiwei Yao
+	Estimation for Latent Factor Models for High-Dimensional Time Series	2010	Clifford Lam Qiwei Yao Neil Bathia
+ PDF Chat	Nonparametric transfer function models	2009	Jun Liu Rong Chen Qiwei Yao
+ PDF Chat	Adaptively Varying-Coefficient Spatiotemporal Models	2009	Zudi Lu Dag Johan Steinskog Dag Tjøstheim Qiwei Yao
+	Approximating conditional density functions using dimension reduction	2009	Jian-qing Fan Liang Peng Qiwei Yao Wen-yang Zhang
+	Spatial smoothing, Nugget effect and infill asymptotics	2008	Zudi Lu Dag Tjøstheim Qiwei Yao
+	Testing for multivariate volatility functions using minimum volume sets and inverse regression	2008	Wolfgang Polonik Qiwei Yao
+ PDF Chat	Testing for multivariate volatility functions using minimum volume sets and inverse regression	2008	Wolfgang Polonik Qiwei Yao
+ PDF Chat	Spatial smoothing, Nugget effect and infill asymptotics	2008	Zudi Lu Dag Tjøstheim Qiwei Yao
+ PDF Chat	Modelling Multivariate Volatilities via Conditionally Uncorrelated Components	2008	Jianqing Fan Mingjin Wang Qiwei Yao
+	Estimating GARCH models: when to use what?	2008	Da Huang Hansheng Wang Qiwei Yao
+ PDF Chat	Estimating GARCH models: when to use what?	2008	Da Huang Hansheng Wang Qiwei Yao
+ PDF Chat	Modelling multiple time series via common factors	2008	Jiazhu Pan Qiwei Yao
+ PDF Chat	Bootstrap tests for simple structures in nonparametric time series regression	2008	Jens-Peter Kreiß Michael H. Neumann Qiwei Yao
+	Modelling multivariate volatilities via conditionally uncorrelated components	2008	Jianqing Fan Mingjin Wang Qiwei Yao
+	Stepwise searching for feature variables in high-dimensional linear regression	2008	Hongzhi An Da Zu Huang Qiwei Yao Cun‐Hui Zhang
+	Bootstrap tests for simple structures in nonparametric time series regression	2008	Jens-Peter Kreiß Michael H. Neumann Qiwei Yao
+	Modelling multivariate volatilities via conditionally uncorrelated components	2008	Jianqing Fan Mingjin Wang Qiwei Yao
+ PDF Chat	Exploring spatial nonlinearity using additive approximation	2007	Zudi Lu Arvid Lundervold Dag Tjøstheim Qiwei Yao
+	Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory	2007	Zudi Lu Dag Tjøstheim Qiwei Yao
+	To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied?	2007	Jianqing Fan P. Hall Qiwei Yao
+	ADAPTIVE VARYING-COEFFICIENT LINEAR MODELS FOR STOCHASTIC PROCESSES: ASYMPTOTIC THEORY	2007	Zudi Lu Dag Tjøstheim Qiwei Yao
+	Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory	2007	Zudi Lu Dag Tjøstheim Qiwei Yao
+ PDF Chat	Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series	2006	Qiwei Yao Peter J. Brockwell
+	Gaussian maximum likelihood estimation for ARMA models I: time series	2006	Qiwei Yao Peter J. Brockwell
+ PDF Chat	Approximating conditional distribution functions using dimension reduction	2005	Peter Hall Qiwei Yao
+	Approximating conditional distribution functions using dimension reduction	2005	Peter Hall Qiwei Yao
+	Modelling multivariate volatilies via conditionally uncorrelated components	2005	Jianqing Fan Mingjin Wang Qiwei Yao
+	Approximating conditional distribution functions using dimension reduction	2005	Peter Hall Qiwei Yao
+ PDF Chat	Nonparametric regression under dependent errors with infinite variance	2004	Liang Peng Qiwei Yao
+ PDF Chat	EXPONENTIAL INEQUALITIES FOR SPATIAL PROCESSES AND UNIFORM CONVERGENCE RATES FOR DENSITY ESTIMATION	2003	Qiwei Yao
+	Date tilting for time series	2003	Peter Hall Qiwei Yao
+	Least absolute deviations estimation for ARCH and GARCH models	2003	Liang Peng Qiwei Yao
+ PDF Chat	Data Tilting for Time Series	2003	Peter Hall Qiwei Yao
+ PDF Chat	Inference in components of variance models with low replication	2003	Peter Hall Qiwei Yao
+	Inference in components of variance models with low replication	2003	Peter Hall Qiwei Yao
+	Prediction and Nonparametric Estimation for Time Series With Heavy Tails	2003	Peter Hall Liang Peng Qiwei Yao
+ PDF Chat	Adaptive Varying-Coefficient Linear Models	2003	Jianqing Fan Qiwei Yao Zongwu Cai
+	Date tilting for time series	2003	Peter Hall Qiwei Yao
+	Inference in components of variance models with low replication	2003	Peter Hall Qiwei Yao
+	Prediction and nonparametric estimation for time series with heavy tails	2002	Peter Hall Liang Peng Qiwei Yao
+ PDF Chat	Prediction and nonparametric estimation for time series with heavy tails	2002	Peter Hall Liang Peng Qiwei Yao
+	Set-Indexed Conditional Empirical and Quantile Processes Based on Dependent Data	2002	Wolfgang Polonik Qiwei Yao
+	Set-indexed conditional empirical and quantile processes based on dependent data	2002	Qiwei Yao Wolfgang Polonik
+ PDF Chat	Nonparametric Estimation and Symmetry Tests for Conditional Density Functions	2002	Rob Hyndman Qiwei Yao
+	Prediction and nonparametric estimation for time series with heavy tails	2002	Peter Hall Liang Peng Qiwei Yao
+	Set-indexed conditional empirical and quantile processes based on dependent data	2002	Qiwei Yao Wolfgang Polonik
+	Nonparametric estimation and symmetry tests for conditional density functions	2002	Qiwei Yao Rob Hyndman
+	Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters	2001	Qiwei Yao Wengyan Yang Howell Tong
+ PDF Chat	Smoothing for Discrete-Valued Time Series	2001	Zongwu Cai Qiwei Yao Wenyang Zhang
+ PDF Chat	None	2001	Qiwei Yao Wenyang Zhang Howell Tong
+	Smoothing for discrete-valued time series	2001	Zongwu Cai Qiwei Yao Wenyang Zhang
+	Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters	2001	Qiwei Yao Wengyan Yang Howell Tong
+	Smoothing for discrete-valued time series	2001	Zongwu Cai Qiwei Yao Wenyang Zhang
+ PDF Chat	Functional-Coefficient Regression Models for Nonlinear Time Series	2000	Zongwu Cai Jianqing Fan Qiwei Yao
+	Functional-coefficient regression models for nonlinear time series	2000	Zongwu Cai Jianqing Fan Qiwei Yao
+	Nonparametric estimation of ratios of noise to signal in stochastic regression	2000	Howell Tong Qiwei Yao
+	Nonparametric estimation of ratios of noise to signal in stochastic regression	2000	Howell Tong Qiwei Yao
+	Adaptive Varying-Coefficient Linear Models	2000	Zongwu Cai Jianqin Fan Qiwei Yao
+	Functional-coefficient regression models for nonlinear time series	2000	Zongwu Cai Jianqing Fan Qiwei Yao
+ PDF Chat	Methods for Estimating a Conditional Distribution Function	1999	Peter Hall Rodney Wolff Qiwei Yao
+ PDF Chat	Methods for Estimating a Conditional Distribution Function	1999	Peter Hall Rodney Wolff Qiwei Yao
+	Methods for estimating a conditional distribution function	1999	Peter Hall Rodney Wolff Qiwei Yao
+	Empirical Transform Estimation for Indexed Stochastic Models	1999	Qiwei Yao Byron J. T. Morgan
+	Methods for estimating a conditional distribution function	1999	Peter Hall Rodney Wolff Qiwei Yao
+ PDF Chat	Efficient estimation of conditional variance functions in stochastic regression	1998	Jianqing Fan Qiwei Yao
+ PDF Chat	Cross-validatory bandwidth selections for regression estimation based on dependent data	1998	Qiwei Yao Howell Tong
+ PDF Chat	Linearity testing using local polynomial approximation	1998	Vidar Hjellvik Qiwei Yao Dag Tjøstheim
+	Nonparametric Estimation and Symmetry Tests for Conditional Density Functions	1998	Rob Hyndman Qiwei Yao
+	Conditional boundary crossing probabilities and two-stage tests for a change-point	1996	Qiwei Yao
+ PDF Chat	Asymmetric least squares regression estimation: A nonparametric approach<sup>∗</sup>	1996	Qiwei Yao Howell Tong
+	Asymmetric least squares regression estimation: a nonparametric approach	1996	Qiwei Yao Howell Tong
+	Conditional boundary crossing probabilities and two-stage tests for a change-point	1996	Qiwei Yao
+	Linearity Testing using Local Polynomial Approximation	1996	Vidar Hjellvik Qiwei Yao Dag Tjøstheim
+	Asymmetric least squares regression estimation: a nonparametric approach	1996	Qiwei Yao Howell Tong
+	Conditional boundary crossing probabilities and two-stage tests for a change-point	1996	Qiwei Yao
+ PDF Chat	On prediction and chaos in stochastic systems	1994	Qiwei Yao Howell Tong
+	On subset selection in non-parametric stochastic regression	1994	Qiwei Yao Howell Tong
+	On subset selection in non-parametric stochastic regression	1994	Qiwei Yao Howell Tong
+	Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives	1993	Qiwei Yao
+	Boundary-crossing probabilities of some random fields related to likelihood ratio tests for epidemic alternatives	1993	Qiwei Yao
+ PDF Chat	Tests for Change-Points with Epidemic Alternatives	1993	Qiwei Yao
+ PDF Chat	Tests for change-points with epidemic alternatives	1993	Qiwei Yao
+	Asymptotically optimal ditiction of a change in a linear model	1993	Qiwei Yao
+	Repeated likelihood ratio test for the variance of normal distribution with unknown mean	1988	Qiwei Yao

Common Coauthors

Coauthor	Papers Together
Jinyuan Chang	25
Howell Tong	12
Peter Hall	11
Liang Peng	10
Dag Tjøstheim	9
Clifford Lam	9
Jianqing Fan	9
Zongwu Cai	8
Zudi Lu	7
Eric D. Kolaczyk	6
Peter Hall	6
Wolfgang Polonik	6
Neil Bathia	5
Hansheng Wang	5
Rong Chen	4
Xinghao Qiao	4
Claudia Yastremiz	4
Rongmao Zhang	4
Yuefeng Han	4
Rodney Wolff	4
Cun‐Hui Zhang	4
Nikolaos Sgouropoulos	4
Wenyang Zhang	4
Fang Qin	3
Yumou Qiu	3
Zhaoxing Gao	3
Da Huang	3
Rob Hyndman	3
Mingjin Wang	3
Bin Guo	3
Yingying Ma	3
Guanghui Cheng	3
Cheng Chen	2
Jens-Peter Kreiß	2
Chengchun Shi	2
Yadong Li	2
Yazhen Wang	2
Wei Gao	2
Binyan Jiang	2
Bo Zhang	2
Yannig Goude	2
Michael H. Neumann	2
Baojun Dou	2
Vidar Hjellvik	2
Wicher Bergsma	2
Maria Lucia Parrella	2
Tao Zou	2
Wengyan Yang	2
Peter J. Brockwell	2
Fengting Yi	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Factor modeling for high-dimensional time series: Inference for the number of factors	2012	Clifford Lam Qiwei Yao	16
+ PDF Chat	Estimation of latent factors for high-dimensional time series	2011	Clifford Lam Qiwei Yao Neil Bathia	10
+ PDF Chat	Modelling multiple time series via common factors	2008	Jiazhu Pan Qiwei Yao	10
+ PDF Chat	High dimensional stochastic regression with latent factors, endogeneity and nonlinearity	2015	Jinyuan Chang Bin Guo Qiwei Yao	9
+ PDF Chat	Limiting behavior of U-statistics for stationary, absolutely regular processes	1976	Ken -ichi Yoshihara	7
+ PDF Chat	High-dimensional and banded vector autoregressions	2016	Shaojun Guo Yazhen Wang Qiwei Yao	7
+	Weak Convergence and Empirical Processes	1996	Aad van der Vaart Jon A. Wellner	7
+	Regularized estimation in sparse high-dimensional time series models	2015	Sumanta Basu George Michailidis	7
+ PDF Chat	Identifying the finite dimensionality of curve time series	2010	Neil Bathia Qiwei Yao Flávio Augusto Ziegelmann	7
+	Nonstationary dynamic factor analysis	2004	Daniel Peña Pilar Poncela	7
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	6
+ PDF Chat	Optimal Smoothing in Single-Index Models	1993	Wolfgang Karl Härdle Peter Hall Hidehiko Ichimura	6
+	Recent Advances in the Central Limit Theorem and Its Weak Invariance Principle for Mixing Sequences of Random Variables (A Survey)	1986	Magda Peligrad	6
+ PDF Chat	High dimensional generalized empirical likelihood for moment restrictions with dependent data	2014	Jinyuan Chang Song Xi Chen Xiaohong Chen	6
+	Multivariate Locally Weighted Least Squares Regression	1994	David Ruppert M. P. Wand	6
+ PDF Chat	Semiparametric least squares (SLS) and weighted SLS estimation of single-index models	1993	Hidehiko Ichimura	6
+ PDF Chat	Functional-Coefficient Autoregressive Models	1993	Rong Chen Ruey S. Tsay	5
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	5
+ PDF Chat	Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces	2012	Shan Luo Zehua Chen	5
+	Local Linear Quantile Regression	1998	Keming Yu M. C. Jones	5
+ PDF Chat	Discovering graphical Granger causality using the truncating lasso penalty	2010	Ali Shojaie George Michailidis	5
+	Generalized Partially Linear Single-Index Models	1997	Raymond J. Carroll Jianqing Fan Irène Gijbels M. P. Wand	5
+ PDF Chat	Local Linear Regression Smoothers and Their Minimax Efficiencies	1993	Jianqing Fan	5
+ PDF Chat	Simulation-Based Hypothesis Testing of High Dimensional Means under Covariance Heterogeneity	2017	Jinyuan Chang Chao Zheng Wen‐Xin Zhou Wen Zhou	5
+ PDF Chat	Kernel and Nearest-Neighbor Estimation of a Conditional Quantile	1990	P. Bhattacharya Ashis Gangopadhyay	5
+ PDF Chat	Methods for Estimating a Conditional Distribution Function	1999	Peter Hall Rodney Wolff Qiwei Yao	5
+	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991	Donald W. K. Andrews	5
+	GMM estimation of spatial autoregressive models with unknown heteroskedasticity	2009	Lin Xu Lung-Fei Lee	5
+ PDF Chat	A Bernstein type inequality and moderate deviations for weakly dependent sequences	2010	Florence Merlevède Magda Peligrad Emmanuel Rio	4
+ PDF Chat	Factor models for matrix-valued high-dimensional time series	2018	Dong Wang Xialu Liu Rong Chen	4
+ PDF Chat	Local linear spatial regression	2004	Marc Hallin Zudi Lu Lanh Tat Tran	4
+	On Single-Index Coefficient Regression Models	1999	Yingcun Xia W. K. Li	4
+ PDF Chat	Principal component analysis for second-order stationary vector time series	2018	Jinyuan Chang Bin Guo Qiwei Yao	4
+ PDF Chat	Kernel Quantile Estimators	1990	Simon J. Sheather J. S. Marron	4
+	Intentionally Biased Bootstrap Methods	1999	Peter Hall Brett Presnell	4
+	Assessing the Finite Dimensionality of Functional Data	2006	Peter Hall Céline Vial	4
+ PDF Chat	Data-Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation	1995	Jianqing Fan Irène Gijbels	4
+ PDF Chat	Functional-Coefficient Regression Models for Nonlinear Time Series	2000	Zongwu Cai Jianqing Fan Qiwei Yao	4
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	4
+	Generalized Likelihood Ratio Statistics and Wilks Phenomenon	2001	Jianqing Fan Chunming Zhang Jian Zhang	4
+	Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models	1981	W. K. Li A. Ian McLeod	4
+	Tests for a change-point	1987	Barry R. James Kang Ling James David Siegmund	4
+	Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root	1981	David A. Dickey Wayne A. Fuller	4
+ PDF Chat	Statistical estimation in varying coefficient models	1999	Jianqing Fan Wenyang Zhang	4
+	Asymptotics for Least Absolute Deviation Regression Estimators	1991	David Pollard	4
+ PDF Chat	Comparison of Two Bandwidth Selectors with Dependent Errors	1991	C. K. Chu J. S. Marron	4
+	Design-adaptive Nonparametric Regression	1992	Jianqing Fan	4
+ PDF Chat	Local Regression: Automatic Kernel Carpentry	1993	Trevor Hastie Clive Loader	4
+ PDF Chat	Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach	2012	Haeran Cho Yannig Goude Xavier Brossat Qiwei Yao	4
+ PDF Chat	Methods for Estimating a Conditional Distribution Function	1999	Peter Hall Rodney Wolff Qiwei Yao	4