Jinyuan Chang

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All published works

Action	Title	Year	Authors
+ PDF Chat	Bayesian penalized empirical likelihood and MCMC sampling	2024	Jinyuan Chang Cheng Yong Tang Yuanzheng Zhu
+ PDF Chat	HDTSA: An R package for high-dimensional time series analysis	2024	Jinyuan Chang Jing He Chen Lin Qiwei Yao
+	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	Deep Conditional Generative Learning: Model and Error Analysis	2024	Jinyuan Chang Zhao Ding Yuling Jiao Ruoxuan Li Jerry Zhijian Yang
+	Central limit theorems for high dimensional dependent data	2023	Jinyuan Chang Xiaohui Chen Mingcong Wu
+ PDF Chat	Statistical Inferences for Complex Dependence of Multimodal Imaging Data	2023	Jinyuan Chang Jing He Jian Kang Mingcong Wu
+	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
+	Efficiently handling constraints with Metropolis-adjusted Langevin algorithm	2023	Jinyuan Chang Cheng Yong Tang Yuanzheng Zhu
+	Statistical inferences for complex dependence of multimodal imaging data	2023	Jinyuan Chang Jing He Jian Kang Mingcong Wu
+	Statistical Inferences for Complex Dependence of Multimodal Imaging Data*	2023	Jinyuan Chang Jing He Jian Kang Mingcong Wu
+ PDF Chat	Testing the martingale difference hypothesis in high dimension	2022	Jinyuan Chang Qingwu Jiang Xiaofeng Shao
+ PDF Chat	Optimal covariance matrix estimation for high-dimensional noise in high-frequency data	2022	Jinyuan Chang Hu Qiao Cheng Liu Cheng Yong Tang
+ PDF Chat	Culling the Herd of Moments with Penalized Empirical Likelihood	2022	Jinyuan Chang Zhentao Shi Zhang Jia
+	Testing the martingale difference hypothesis in high dimension	2022	Jinyuan Chang Qingwu Jiang Xiaofeng Shao
+	Statistical inference for high-dimensional spectral density matrix	2022	Jinyuan Chang Qing Jiang Tucker McElroy Xiaofeng Shao
+ PDF Chat	Testing for unit roots based on sample autocovariances	2021	Jinyuan Chang Guanghui Cheng Qiwei Yao
+	Central limit theorems for high dimensional dependent data	2021	Jinyuan Chang Xiaohong Chen Mingcong Wu
+	Culling the herd of moments with penalized empirical likelihood	2021	Jinyuan Chang Zhentao Shi Jia Zhang
+	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
+ PDF Chat	High-dimensional empirical likelihood inference	2020	Jinyuan Chang Song Xi Chen Cheng Yong Tang Tong Tong Wu
+	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
+	An autocovariance-based learning framework for high-dimensional functional time series	2020	Jinyuan Chang Cheng Chen Xinghao Qiao Qiwei Yao
+ PDF Chat	A new scope of penalized empirical likelihood with high-dimensional estimating equations	2018	Jinyuan Chang Cheng Yong Tang Tong Tong Wu
+	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
+	High-dimensional statistical inferences with over-identification: confidence set estimation and specification test	2018	Jinyuan Chang Cheng Yong Tang Tong Tong Wu
+	Confidence regions for entries of a large precision matrix	2018	Jinyuan Chang Yumou Qiu Qiwei Yao Tao Zou
+	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
+ PDF Chat	A frequency domain analysis of the error distribution from noisy high-frequency data	2018	Jinyuan Chang Aurore Delaigle Peter Hall Cheng Yong Tang
+	Optimal covariance matrix estimation for high-dimensional noise in high-frequency data	2018	Jinyuan Chang Hu Qiao Cheng Liu Cheng Yong Tang
+	Peter Hall's Contribution to Empirical Likelihood	2017	Jinyuan Chang Jianjun Guo Cheng Yong Tang
+ PDF Chat	Simulation-Based Hypothesis Testing of High Dimensional Means under Covariance Heterogeneity	2017	Jinyuan Chang Chao Zheng Wen‐Xin Zhou Wen Zhou
+ PDF Chat	Testing for high-dimensional white noise using maximum cross-correlations	2016	Jinyuan Chang Qiwei Yao Wen Zhou
+	Cramér-type moderate deviations for Studentized two-sample $U$-statistics with applications	2016	Jinyuan Chang Qi-Man Shao Wen‐Xin Zhou
+	Testing for vector white noise using maximum cross correlations	2016	Jinyuan Chang Qiwei Yao Wen Zhou
+ PDF Chat	Comparing Large Covariance Matrices under Weak Conditions on the Dependence Structure and its Application to Gene Clustering	2016	Jinyuan Chang Wen Zhou Wen-Xin Zhou Lan Wang
+	Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood	2016	Jinyuan Chang Cheng Yong Tang Yichao Wu
+	On the statistical inference for large precision matrices with dependent data	2016	Jinyuan Chang Yumou Qiu Qiwei Yao
+	Bootstrap Tests on High Dimensional Covariance Matrices with Applications to Understanding Gene Clustering	2015	Jinyuan Chang Wen Zhou Wen‐Xin Zhou
+ PDF Chat	High dimensional stochastic regression with latent factors, endogeneity and nonlinearity	2015	Jinyuan Chang Bin Guo Qiwei Yao
+ PDF Chat	Double-bootstrap methods that use a single double-bootstrap simulation	2015	Jinyuan Chang Peter Hall
+ PDF Chat	High dimensional generalized empirical likelihood for moment restrictions with dependent data	2014	Jinyuan Chang Song Xi Chen Xiaohong Chen
+	Segmenting Multiple Time Series by Contemporaneous Linear Transformation: PCA for Time Series	2014	Jinyuan Chang Bin Guo Qiwei Yao
+	Cram\'er Type Moderate Deviations for Two-Sample Studentized $U$-Statistics with Applications	2014	Jinyuan Chang Qi-Man Shao Wen‐Xin Zhou
+ PDF Chat	A Comparison Of Regression And Statistical Linkage Estimators Of Bias In Retrospective Database Studies	2014	William H. Crown Jinyuan Chang Melvin Olson Kristijan H. Kahler Paul Buzinec
+	High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data	2014	Jinyuan Chang Song Xi Chen Xiaohong Chen
+	Marginal empirical likelihood and sure independence feature screening	2013	Jinyuan Chang Cheng Yong Tang Yichao Wu
+ PDF Chat	On the approximate maximum likelihood estimation for diffusion processes	2011	Jinyuan Chang Song Xi Chen
+	On the Approximate Maximum Likelihood Estimation for Diffusion Processes	2011	Jinyuan Chang Song Xi Chen
+	On the Approximate Maximum Likelihood Estimation for Diffusion Processes	2011	Jinyuan Chang Song Xi Chen
+	Structure of SET7/9	2003	T.W. Kwon Jinyuan Chang Eun Joo Kwak C.W. Lee A. Joachimiak Y.C. Kim J. Lee Y. Cho

Common Coauthors

Coauthor	Papers Together
Qiwei Yao	25
Cheng Yong Tang	11
Song Xi Chen	6
Eric D. Kolaczyk	6
Wen Zhou	5
Mingcong Wu	4
Xinghao Qiao	4
Wen‐Xin Zhou	4
Guanghui Cheng	3
Bin Guo	3
Yumou Qiu	3
Tong Tong Wu	3
Hu Qiao	3
Fang Qin	3
Jing He	3
Qingwu Jiang	2
Cheng Liu	2
Cheng Chen	2
Xiaohong Chen	2
Fengting Yi	2
Jing He	2
Tao Zou	2
Xiaofeng Shao	2
Jian Kang	2
Zhentao Shi	2
Yuanzheng Zhu	2
Qi-Man Shao	2
Yichao Wu	2
Yue Du	1
Wen-Xin Zhou	1
T.W. Kwon	1
Jing He	1
Zhang Jia	1
Qiao Hu	1
Chen Lin	1
Peter Hall	1
Eun Joo Kwak	1
Guanglin Huang	1
Lin Yang	1
Ruoxuan Li	1
Paul Buzinec	1
Chao Zheng	1
A. Joachimiak	1
Peter Hall	1
C.W. Lee	1
Zhao Ding	1
Y. Cho	1
J. Lee	1
Qing Jiang	1
Melvin Olson	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Marginal empirical likelihood and sure independence feature screening	2013	Jinyuan Chang Cheng Yong Tang Yichao Wu	18
+ PDF Chat	Simulation-Based Hypothesis Testing of High Dimensional Means under Covariance Heterogeneity	2017	Jinyuan Chang Chao Zheng Wen‐Xin Zhou Wen Zhou	12
+	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation	1991	Donald W. K. Andrews	11
+ PDF Chat	High dimensional generalized empirical likelihood for moment restrictions with dependent data	2014	Jinyuan Chang Song Xi Chen Xiaohong Chen	9
+	Limit Theorems of Probability Theory: Sequences of Independent Random Variables.	1996	Vygantas Paulauskas V. V. Petrov	8
+	Penalized empirical likelihood and growing dimensional general estimating equations	2012	Chin Hai Leng Choon Yik Tang	8
+	Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors	2013	Victor Chernozhukov Denis Chetverikov Kengo Kato	8
+ PDF Chat	Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors	2013	Victor Chernozhukov Denis Chetverikov Kengo Kato	8
+ PDF Chat	Extending the scope of empirical likelihood	2009	Nils Lid Hjort Ian W. McKeague Ingrid Van Keilegom	8
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	8
+	Penalized high-dimensional empirical likelihood	2010	Cheng Yong Tang Chenlei Leng	7
+	Confidence regions for entries of a large precision matrix	2018	Jinyuan Chang Yumou Qiu Qiwei Yao Tao Zou	7
+	Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood	2016	Jinyuan Chang Cheng Yong Tang Yichao Wu	6
+ PDF Chat	Empirical Likelihood and General Estimating Equations	1994	Qin Jin Jerry Lawless	6
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	6
+ PDF Chat	A two-sample test for high-dimensional data with applications to gene-set testing	2010	Song Xi Chen Yingli Qin	6
+	Two-Sample Test of High Dimensional Means Under Dependence	2013	Tommaso Cai Weidong Liu Xia Yin	6
+	Convergence of Distributions Generated by Stationary Stochastic Processes	1968	Yu. A. Davydov	6
+	On asymptotic theory for multivariate GARCH models	2009	Christian Hafner Arie Preminger	6
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	6
+ PDF Chat	Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators	2003	WhitneyK. Newey Richard J. Smith	6
+ PDF Chat	Beyond Gaussian approximation: Bootstrap for maxima of sums of independent random vectors	2020	Hang Deng Cun‐Hui Zhang	5
+	Limit Theorems for Large Deviations	1991	L. Saulis V. Statulevičius	5
+	Empirical likelihood ratio confidence intervals for a single functional	1988	Art B. Owen	5
+ PDF Chat	Comparing Large Covariance Matrices under Weak Conditions on the Dependence Structure and its Application to Gene Clustering	2016	Jinyuan Chang Wen Zhou Wen-Xin Zhou Lan Wang	5
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	5
+ PDF Chat	Convergence of Estimates Under Dimensionality Restrictions	1973	Lucien LeCam	5
+	Factor modeling for high-dimensional time series: Inference for the number of factors	2012	Clifford Lam Qiwei Yao	5
+	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS	2002	Marine Carrasco Xiaohong Chen	5
+	Effects of data dimension on empirical likelihood	2009	Song Xi Chen Liang Peng Yuliang Qin	5
+	Central limit theorems for high dimensional dependent data	2023	Jinyuan Chang Xiaohui Chen Mingcong Wu	5
+ PDF Chat	High dimensional stochastic regression with latent factors, endogeneity and nonlinearity	2015	Jinyuan Chang Bin Guo Qiwei Yao	5
+ PDF Chat	Testing for high-dimensional white noise using maximum cross-correlations	2016	Jinyuan Chang Qiwei Yao Wen Zhou	5
+ PDF Chat	Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors	2020	Mengjia Yu Xiaohui Chen	4
+	Econometric estimation with high-dimensional moment equalities	2016	Zhentao Shi	4
+ PDF Chat	The control of the false discovery rate in multiple testing under dependency	2001	Yoav Benjamini Daniel Yekutieli	4
+ PDF Chat	The Dantzig selector: Statistical estimation when p is much larger than n	2007	Emmanuel J. Candès Terence Tao	4
+ PDF Chat	High-dimensional central limit theorems by Stein’s method	2021	Xiao Fang Yuta Koike	4
+ PDF Chat	Basic Properties of Strong Mixing Conditions. A Survey and Some Open Questions	2005	Richard C. Bradley	4
+ PDF Chat	Randomized incomplete $U$-statistics in high dimensions	2019	Xiaohong Chen Kengo Kato	4
+	On Bartlett correction of empirical likelihood in the presence of nuisance parameters	2006	Song Xi Chen Hengjian Cui	4
+	Gaussian approximation for high dimensional time series	2017	Danna Zhang Wei Biao Wu	4
+ PDF Chat	High-dimensional empirical likelihood inference	2020	Jinyuan Chang Song Xi Chen Cheng Yong Tang Tong Tong Wu	4
+	High-Dimensional Statistics: A Non-Asymptotic Viewpoint	2019	Martin J. Wainwright	4
+ PDF Chat	Empirical Likelihood Ratio Confidence Regions	1990	Art B. Owen	4
+	Central limit theorems and bootstrap in high dimensions	2017	Victor Chernozhukov Denis Chetverikov Kengo Kato	4
+ PDF Chat	Nearly unbiased variable selection under minimax concave penalty	2010	Cun‐Hui Zhang	4
+	A review on empirical likelihood methods for regression	2009	Song Xi Chen Ingrid Van Keilegom	4
+ PDF Chat	Gaussian approximation for high dimensional vector under physical dependence	2018	Xianyang Zhang Guang Cheng	4
+ PDF Chat	Improved central limit theorem and bootstrap approximations in high dimensions	2022	Victor Chernozhuokov Denis Chetverikov Kengo Kato Yuta Koike	4