CLT for Linear Spectral Statistics of Wigner matrices (2009)
Bai, Zhidong; Northeast Normal University, Changchun; Baizd@nenu.edu.cn, Wang, Xiaoying; Northeast Normal University, Changchun; Wangxy022@126.com, Zhou, Wang; National University Of Singapore; Stazw@nus.edu.sg
In this paper, we prove that the spectral empirical process of Wigner matrices under sixth-moment conditions, which is indexed by a set of functions with continuous fourth-order derivatives on an...
Central limit theorem for Hotelling's T^2 statistic under large dimension (2008)
In this paper, we prove the central limit theorem for Hotelling's $T^2$ statistic when the dimension of the random vectors is proportional to the sample size.
Boundary proximity of SLE (2007)
This paper examines how close the chordal $\SLE_\kappa$ curve gets to the real line asymptotically far away from its starting point. In particular, when $\kappa\in(0,4)$, it is shown that if...
Saddlepoint Approximations to the Trimmed Mean (2007)
R. Helmers, G. Qin, W. Zhou, Roelof Helmers, Bing-yi Jing, ...
CWI is a founding member of ERCIM, the European Research Consortium for Informatics and Mathematics. CWI's research has a theme-oriented structure and is grouped into four clusters. Listed below...
Circular law, Extreme Singular values and Potential theory (2007)
Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this...
Uniformly bounded components of normality (2007)
Suppose that $f(z)$ is a transcendental entire function and that the Fatou set $F(f)\neq\emptyset$. Set $$B_1(f):=\sup_{U}\frac{\sup_{z\in U}\log(|z|+3)}{\inf_{w\in U}\log(|w|+3)}$$ and...
Pan, Guang-Ming, Guo, Mei-Hui, Zhou, Wang
Let ${\mathbf{s}}_k=\frac{1}{\sqrt{N}}(v_{1k},...,v_{Nk})^T,$ $k=1,...,K$, where $\{v_{ik},i,k$ $=1,...\}$ are independent and identically distributed random variables with $Ev_{11}=0$ and...
Pan, Guang-Ming, Guo, Mei-Hui, Zhou, Wang
Let $\mathbf{s}_{k}=\frac{1}{\sqrt{N}}(v_{1k},\ldots,v_{Nk})^{T}$ , k=1, …, K, where {vik, i, k=1, …} are independent and identically distributed random variables with Ev11=0 and Ev112=1....
Saddlepoint approximation for Student's t-statistic with no moment conditions (2005)
Jing, Bing-Yi, Shao, Qi-Man, Zhou, Wang
A saddlepoint approximation of the Student's t-statistic was derived by Daniels and Young [Biometrika 78 (1991) 169-179] under the very stringent exponential moment condition that requires that the...
Saddlepoint approximation for Student’s t-statistic with no moment conditions (2004)
Jing, Bing-Yi, Shao, Qi-Man, Zhou, Wang
A saddlepoint approximation of the Student’s t-statistic was derived by Daniels and Young [Biometrika 78 (1991) 169–179] under the very stringent exponential moment condition that requires that...
Saddlepoint approximations to the trimmed mean (2004)
Helmers, Roelof, Jing, Bing-Yi, Qin, Gengsheng, Zhou, Wang
Saddlepoint approximations for the trimmed mean and the studentized trimmed mean are established. Some numerical evidence on the quality of our saddlepoint approximations is also included.
Saddlepoint approximations for student's t-statistic without moment conditions / (2004)
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004.
Saddlepoint approximations for student's t-statistic without moment conditions (2004)
Thesis (Ph.D.)--Hong Kong University of Science and Technology, 2004
Saddlepoint approximations for student's t-statistic without moment conditions / (2004)
Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004.
Saddlepoint Approximations to the Trimmed Mean (2002)
R. Helmers, G. Qin, W. Zhou, Roelof Helmers, Bing-yi Jing, ...
CWI is a founding member of ERCIM, the European Research Consortium for Informatics and Mathematics. CWI's research has a theme-oriented structure and is grouped into four clusters. Listed below...
Adjusted empirical likelihood method for quantiles
Confidence interval, empirical likelihood, quantile, Edgeworth expansion,
ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS
Horv?th, Lajos, Horv?th, Zsuzsanna, Zhou, Wang
Aragon, Daouia, and Thomas-Agnan (2005, Econometric Theory 21, 358 389) introduced a new nonparametric frontier estimation. We prove the weak convergence of the empirical conditional quantile...
Empirical likelihood for non-degenerate U-statistics
Jing, Bing-Yi, Yuan, Junqing, Zhou, Wang
Standard empirical likelihood for U-statistics is too computationally expensive. To overcome this computational difficulty, we reformulate the non-degenerate U-statistics as a sample mean of some...