On testing the equality of high dimensional mean vectors with unequal covariance matrices J Hu, Z Bai, C Wang, W Wang Annals of the Institute of Statistical Mathematics 69 (2), 365-387, 2017 | 52 | 2017 |
Alternative asymptotics for cointegration tests in large VARs A Onatski, C Wang Econometrica, forthcoming, 2018 | 47 | 2018 |
Limiting spectral distribution of a symmetrized auto-cross covariance matrix B Jin, C Wang, ZD Bai, KK Nair, M Harding The Annals of Applied Probability 24 (3), 1199-1225, 2014 | 41 | 2014 |
A note on the limiting spectral distribution of a symmetrized auto-cross covariance matrix Z Bai, C Wang Statistics & Probability Letters 96, 333-340, 2015 | 14 | 2015 |
Extreme canonical correlations and high-dimensional cointegration analysis A Onatski, C Wang Faculty of Economics, University of Cambridge, 2018 | 11 | 2018 |
Multi-sample test for high-dimensional covariance matrices C Zhang, Z Bai, J Hu, C Wang Communications in Statistics-Theory and Methods, 1-17, 2017 | 11 | 2017 |
Strong limit of the extreme eigenvalues of a symmetrized auto-cross covariance matrix C Wang, B Jin, ZD Bai, KK Nair, M Harding The Annals of Applied Probability 25 (6), 3624-3683, 2015 | 7 | 2015 |
Order Determination of Large Dimensional Dynamic Factor Model ZD Bai, C Wang, Y Xue, M Harding arXiv preprint arXiv:1511.02534, 2015 | 1 | 2015 |
Spectral Analysis of a Symmetrized Auto-cross Covariance Matrix W CHEN | | 2013 |