Baisuo Jin

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All published works

Action	Title	Year	Authors
+	Advanced Algorithm for Parameters Estimation of Negative Binomial Distribution with High Dimensional Sparse Group Structure	2024	Meiqi Li Baisuo Jin
+ PDF Chat	A study of the attenuation stage of a global infectious disease	2024	Tianyi Sun Baisuo Jin Yuehua Wu Junjun Bao
+	Robust Two-Stage Estimation in General Spatial Dynamic Panel Data Models	2023	Hao Ding Baisuo Jin Yuehua Wu
+ PDF Chat	Bootstrap Confidence Intervals for MultipleChange Points Based on Two-Stage Procedures	2023	Baisuo Jin Fangwei Wang Li Hou
+	On Spatio-Temporal Model with Diverging Number of Thresholds and its Applications in Housing Market	2023	Baisuo Jin Yaguang Li Yuehua Wu
+ PDF Chat	Evaluation of the Canadian government policies on controlling the COVID-19 outbreaks	2023	Mengyao Chen Yuehua Wu Baisuo Jin
+	Multiple structural break estimations for linear regression with dependent observations	2023	Li Meiqi Baisuo Jin Cuiling Dong
+ PDF Chat	Change-Point Detection in a High-Dimensional Multinomial Sequence Based on Mutual Information	2023	Xinrong Xiang Baisuo Jin Yuehua Wu
+	Outlier Detection via a Minimum Ridge Covariance Determinant Estimator	2023	Chikun Li Baisuo Jin Yuehua Wu
+	Outlier Detection via a Block Diagonal Product Estimator	2022	Chikun Li Baisuo Jin
+	Bayesian inference of clustering and multiple Gaussian graphical models selection	2021	Wei Dai Baisuo Jin
+	Multithreshold change plane model: Estimation theory and applications in subgroup identification	2021	Jialiang Li Yaguang Li Baisuo Jin Michael R. Kosorok
+	Learning block structures in U-statistic-based matrices	2020	Weiping Zhang Baisuo Jin Zhidong Bai
+	Pairwise Fusion Approach Incorporating Prior Constraint Information	2019	Yaguang Li Baisuo Jin
+	Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics	2019	Shu Ding Baisuo Jin Yuehua Wu Jing Li Miao Bai-qi
+ PDF Chat	Multi-threshold accelerated failure time model	2018	Jialiang Li Baisuo Jin
+ PDF Chat	Consistent tuning parameter selection in high-dimensional group-penalized regression	2018	Yaguang Li Yaohua Wu Baisuo Jin
+	Em algorithm of the truncated multinormal distribution with linear restriction on the variables	2018	Baisuo Jin Jingjing Han Shu Ding Miao Bai-qi
+	Multi-threshold Change Plane Model: Estimation Theory and Applications in Subgroup Identification	2018	Jialiang Li Yaguang Li Baisuo Jin
+	On high-dimensional change point problem	2016	Baisuo Jin Guangming Pan Qing Yang Zhou Wang
+	Inference on the change point estimator of variance in measurement error models*	2016	Cuiling Dong Changchun Tan Baisuo Jin Miao Bai-qi
+	Consistent two‐stage multiple change‐point detection in linear models	2016	Baisuo Jin Yuehua Wu Xiaoping Shi
+	Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix	2015	Chen Wang Baisuo Jin Zhidong Bai K. Krishnan Nair Matthew Harding
+	Multi-threshold Accelerate Failure Time Model	2015	Jialiang Li Baisuo Jin
+	Estimator of a change point in single index models	2014	Baisuo Jin Cuiling Dong Changchun Tan Miao Bai-qi
+ PDF Chat	Limiting spectral distribution of a symmetrized auto-cross covariance matrix	2014	Baisuo Jin Chen Wang Zhidong Bai K. Krishnan Nair Matthew Harding
+	Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models	2013	Miao Bai-qi Qian Tong Yuehua Wu Baisuo Jin
+	Exact D-optimal designs for a linear log contrast model with mixture experiment for three and four ingredients	2013	Miao-Kuan Huang Mong‐Na Lo Huang Baisuo Jin
+	A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models	2011	Baisuo Jin Xiaoping Shi Yuehua Wu
+	On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)	2011	Cheng Wang Baisuo Jin Miao Bai-qi
+	Testing for variance changes in autoregressive models with unknown order	2011	Baisuo Jin Mong‐Na Lo Huang Miao Bai-qi
+	A Novel Approach for Fast Detection of Multiple Change Points in Linear Models	2011	Xiaoping Shi Yuehua Wu Baisuo Jin
+	Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA	2009	Baisuo Jin Cheng Wang Miao Bai-qi Mong‐Na Lo Huang
+	Central limit theorem of random quadratics forms involving random matrices	2007	Guangming Pan Miao Bai-qi Baisuo Jin
+	On limit theorem for the eigenvalues of product of two random matrices	2006	Zhidong Bai Miao Bai-qi Baisuo Jin
+	Some limiting theorems of some random quadratic forms	2005	Guangming Pan Boqi Miao Baisuo Jin

Common Coauthors

Coauthor	Papers Together
Miao Bai-qi	10
Yuehua Wu	10
Zhidong Bai	4
Jialiang Li	4
Mong‐Na Lo Huang	3
Yaguang Li	3
Guangming Pan	3
Cuiling Dong	3
Xiaoping Shi	3
Changchun Tan	2
Shu Ding	2
Cheng Wang	2
Yaguang Li	2
Matthew Harding	2
K. Krishnan Nair	2
Chen Wang	2
Chikun Li	2
Li Hou	1
Junjun Bao	1
Tianyi Sun	1
Qian Tong	1
Boqi Miao	1
Wei Dai	1
Xinrong Xiang	1
Yaohua Wu	1
Michael R. Kosorok	1
Fangwei Wang	1
Jingjing Han	1
Miao-Kuan Huang	1
Meiqi Li	1
Jing Li	1
Zhou Wang	1
Yuehua Wu	1
Qing Yang	1
Weiping Zhang	1
Li Meiqi	1
Mengyao Chen	1
Hao Ding	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties	2001	Jianqing Fan Runze Li	13
+ PDF Chat	Nearly unbiased variable selection under minimax concave penalty	2010	Cun‐Hui Zhang	7
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	7
+ PDF Chat	Multiple Change-Point Estimation With a Total Variation Penalty	2010	Zaïd Harchaoui Céline Lévy‐Leduc	6
+	A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models	2011	Baisuo Jin Xiaoping Shi Yuehua Wu	6
+	Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance	1994	Carla Inclán George C. Tiao	6
+ PDF Chat	Computation and analysis of multiple structural change models	2002	Jushan Bai Pierre Perrón	6
+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou	5
+	On the Empirical Distribution of Eigenvalues of a Class of Large Dimensional Random Matrices	1995	Jack W. Silverstein Zhidong Bai	5
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	5
+	Limit theorems in change-point analysis	1997	Miklós Csörgő Lajos Horváth	4
+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai	4
+ PDF Chat	Multi-threshold accelerated failure time model	2018	Jialiang Li Baisuo Jin	4
+ PDF Chat	Testing for a Change in the Parameter Values and Order of an Autoregressive Model	1995	Richard A. Davis Dawei Huang Yi‐Ching Yao	4
+ PDF Chat	Tuning Parameter Selection in High Dimensional Penalized Likelihood	2012	Yingying Fan Cheng Yong Tang	4
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein	4
+ PDF Chat	Model Selection and Estimation in Regression with Grouped Variables	2005	Ming Yuan Yi Lin	3
+	Outlier detection for high-dimensional data	2015	Kwangil Ro Changliang Zou Zhaojun Wang Guosheng Yin	3
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein	3
+ PDF Chat	Regularized estimation of large covariance matrices	2008	Peter J. Bickel Elizaveta Levina	3
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone	3
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah	3
+	Consistent two‐stage multiple change‐point detection in linear models	2016	Baisuo Jin Yuehua Wu Xiaoping Shi	3
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein	3
+	Adaptive Lasso for sparse high-dimensional regression models	2008	Jian Huang Shuangge Ma Cun Hui Zhang	3
+	Estimating and Testing Structural Changes in Multivariate Regressions	2007	Zhongjun Qu Pierre Perrón	3
+	Limiting spectral distribution for a class of random matrices	1986	Yanqing Yin	3
+	The limiting distributions of eigenvalues of sample correlation matrices	2004	Tiefeng Jiang	3
+ PDF Chat	Estimation in a Cox regression model with a change-point according to a threshold in a covariate	2003	Odile Pons	2
+ PDF Chat	Estimating Regression Parameters Using Linear Rank Tests for Censored Data	1990	Anastasios A. Tsiatis	2
+ PDF Chat	Covariate adjustment for two‐sample treatment comparisons in randomized clinical trials: A principled yet flexible approach	2007	Anastasios A. Tsiatis Marie Davidian Min Zhang Xiaomin Lu	2
+ PDF Chat	A Robust Method for Estimating Optimal Treatment Regimes	2012	Baqun Zhang Anastasios A. Tsiatis Eric B. Laber Marie Davidian	2
+	On Testing for a Change-Point in Variance of Normal Distribution	2000	M. Ishaq Bhatti Jinglong Wang	2
+ PDF Chat	Low-dimensional confounder adjustment and high-dimensional penalized estimation for survival analysis	2015	Xiaochao Xia Binyan Jiang Jialiang Li Wenyang Zhang	2
+	Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization	2001	P. Tseng	2
+	The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix	1985	Jack W. Silverstein	2
+	A note on adaptive group lasso	2008	Hansheng Wang Chenlei Leng	2
+ PDF Chat	Estimating and Testing Linear Models with Multiple Structural Changes	1998	Jushan Bai Pierre Perrón	2
+ PDF Chat	Robust Estimation of a Location Parameter	1964	Peter J. Huber	2
+	Bootstrap critical values for tests based on the smoothed maximum score estimator	2002	Joël L. Horowitz	2
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	2
+ PDF Chat	A Large Sample Study of Rank Estimation for Censored Regression Data	1993	Zhiliang Ying	2
+	Limiting spectral distribution of a special circulant	2002	Arup Bose Joydip Mitra	2
+	One-Step Huber Estimates in the Linear Model	1975	Peter J. Bickel	2
+	Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA	2009	Baisuo Jin Cheng Wang Miao Bai-qi Mong‐Na Lo Huang	2
+	On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate <i>F</i> Matrix	1988	Zhidong Bai Yanqing Yin P. R. Krishnaiah	2
+	REGRESSION TREES WITH UNBIASED VARIABLE SELECTION AND INTERACTION DETECTION	2002	Wei‐Yin Loh	2
+	NO EIGENVALUES OUTSIDE THE SUPPORT OF THE LIMITING SPECTRAL DISTRIBUTION OF INFORMATION-PLUS-NOISE TYPE MATRICES	2011	Zhidong Bai Jack W. Silverstein	2
+	Regularized Estimation in the Accelerated Failure Time Model with High‐Dimensional Covariates	2006	Jian Huang Shuangge Ma Huiliang Xie	2
+	Accelerated failure time models for counting processes	1998	D. Y. Lin L. J. Wei Zhiliang Ying	2