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01/18/2023
Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications
We establish a negative moment bound for the sample autocovariance matri...
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12/18/2021
High-Dimensional Knockoffs Inference for Time Series Data
The framework of model-X knockoffs provides a flexible tool for exact fi...
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03/28/2021
Inference of Random Effects for Linear Mixed-Effects Models with a Fixed Number of Clusters
We consider a linear mixed-effects model with a clustered structure, whe...
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04/29/2020
A generalized information criterion for high-dimensional PCA rank selection
Principal component analysis (PCA) is the most commonly used statistical...
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06/18/2019
