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09/13/2022
Sparse Hanson-Wright Inequality for a Bilinear Form of Sub-Gaussian Variables
In this paper, we derive a new version of Hanson-Wright inequality for a...
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07/11/2022
Testing Independence of Bivariate Censored Data using Random Walk on Restricted Permutation Graph
In this paper, we propose a procedure to test the independence of bivari...
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10/23/2020
Empirical Likelihood Inference for Area under the ROC Curve using Ranked Set Samples
The area under a receiver operating characteristic curve (AUC) is a usef...
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06/08/2020
Estimating High-dimensional Covariance and Precision Matrices under General Missing Dependence
A sample covariance matrix S of completely observed data is the key stat...
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12/04/2019
Covariate-dependent control limits for the detection of abnormal price changes in scanner data
Currently, large-scale sales data for consumer goods, named scanner data...
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11/17/2019
Testing for Stochastic Order in Interval-Valued Data
We construct a procedure to test the stochastic order of two samples of ...
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11/14/2019
An Invariant Test for Equality of Two Large Scale Covariance Matrices
In this work, we are motivated by the recent work of Zhang et al. (2019)...
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04/19/2019
Note on Mean Vector Testing for High-Dimensional Dependent Observations
For the mean vector test in high dimension, Ayyala et al.(2017,153:136-1...
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02/01/2013