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To how many simultaneous hypothesis test can normal, student's t or bootstrap calibration be applied?
Fan, Jianqing; Hall, Peter; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1282-1288
Persistent link: https://www.econbiz.de/10003625873
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Theory and Methods - Methods for Estimating a Conditional Distribution Function
Hall, Peter; Wolff, Rodney C.L.; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 94 (1999) 445, pp. 154-163
Persistent link: https://www.econbiz.de/10006627270
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To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?
Fan, Jianqing; Hall, Peter; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1282-1288
Persistent link: https://www.econbiz.de/10007897768
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Theory and Methods - Functional-Coefficient Regression Models for Nonlinear Time Series
Cai, Zongwu; Fan, Jianqing; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 95 (2000) 451, pp. 941-956
Persistent link: https://www.econbiz.de/10006623155
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Theory and Methods - Conditional Minimum Volume Predictive Regions For Stochastic Processes
Polonik, Wolfgang; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 95 (2000) 450, pp. 509-519
Persistent link: https://www.econbiz.de/10006624011
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Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
Tao, Minjing; Wang, Yazhen; Yao, Qiwei; Zou, Jian - In: Journal of the American Statistical Association : JASA 106 (2011) 495, pp. 1025-1041
Persistent link: https://www.econbiz.de/10009797116
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Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach
Cho, Haeran; Goude, Yannig; Brossat, Xavier; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 108 (2013) 501, pp. 7-21
Persistent link: https://www.econbiz.de/10010092893
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Median-Based Classifiers for High-Dimensional Data
Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1597-1609
Persistent link: https://www.econbiz.de/10008376188
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Theory and Methods - Variance Reduction in Multiparameter Likelihood Models
Cheng, Ming-Yen; Peng, Liang - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 293-304
Persistent link: https://www.econbiz.de/10007612022
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Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Chan, Ngai Hang; Chen, Song Xi; Peng, Liang; Yu, Cindy L. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1621-1630
Persistent link: https://www.econbiz.de/10003993190