Let(εj)j≥0 be a sequence of independent p-dimensional random vectors and τ≥ 1 a given integer.From a sample ε1,.........

Testing for white noise is a classical yet important problem in statistics,especially for diagnostic checks in time seri......

In this paper,we consider a regularized D-classification rule(or simply D-rule)for high dimensional binary classificatio......

In the AGEMAP genomics study,researchers were interested in detecting genes related to age in a variety of tissue types.......

This paper examines the usefulness of high-frequency data for estimation the covariance matrix for portfolio choice.A co......

Covariance matrices play an essential role in multivariate and high-dimensional statistics.In this paper,we propose a se......

We study the asymptotic results of linear discriminant analysis(LDA)in large dimensional data where the observation dime......

In this talk we will give a short overview of our recent papers about the estimation of large dimensional objects: large......

　　Financial markets are dynamic systems with complex interactions, which share common features in various aspects with......

　　Soil microorganisms are susceptible to environmental changes in the microbial community structure and function.Under......