Follow
Chen Wang
Title
Cited by
Cited by
Year
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
522017
Alternative asymptotics for cointegration tests in large VARs
A Onatski, C Wang
Econometrica, forthcoming, 2018
472018
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
412014
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
142015
Extreme canonical correlations and high-dimensional cointegration analysis
A Onatski, C Wang
Faculty of Economics, University of Cambridge, 2018
112018
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
112017
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
72015
Order Determination of Large Dimensional Dynamic Factor Model
ZD Bai, C Wang, Y Xue, M Harding
arXiv preprint arXiv:1511.02534, 2015
12015
Spectral Analysis of a Symmetrized Auto-cross Covariance Matrix
W CHEN
2013
The system can't perform the operation now. Try again later.
Articles 1–9