Selected publications

  1. Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications.
    Xiaohui Chen.
    Annals of Statistics, to appear, 2017+. DOI
  2. Regularized estimation of linear functionals of precision matrices for high-dimensional time series.
    Xiaohui Chen, Mengyu Xu, Wei Biao Wu.
    IEEE Transactions on Signal Processing, 2016, 64(24), 6459-6470. DOI
  3. Covariance and precision matrix estimation for high-dimensional time series.
    Xiaohui Chen, Mengyu Xu, Wei Biao Wu.
    Annals of Statistics, 2013, 41(6), 2994-3021. DOISupplementary file.