Optimal Volatility Matrix Estimation for High Dimensional Diffusions With Noise Contamination
(with M. Tao and Y. Wang).
Preprint
Optimal Rates of Convergence for Estimating Toeplitz Covariance Matrices
(with T. Cai and Z. Ren).
Probability Theory and Related Fields To appear.
Preprint
Optimal Rates of Convergence for Sparse Covariance Matrix Estimation
(with T. Cai).
Preprint
Nonparametric Regression in Natural Exponential Families
(with T. Cai).
Borrowing Strength: Theory Powering Applications, A Festschrift for Lawrence D. Brown, Institute of Mathematical Statistics, 2010.
Preprint
Functional Regression for General Exponential Families
(with W. Dou, D. Pollard).
Preprint
Minimax Estimation of Large Covariance Matrices under l_{1}-Norm
(with T. Cai).
Statistica Sinicawith discussions.
Preprint
Model Selection and Sharp Asymptotic Minimaxity (with Z. Wu).
Probability Theory and Related Fields To appear.
Preprint
False Discovery Rate Control with Groups (with J. Hu and H. Zhao).
J. American Statistical Association, vol. 105, issue 491, 1215-1227, 2010.
Preprint
Optimal Rates of Convergence for Covariance Matrix Estimation (with T. Cai and C.-H. Zhang).
Annals of Statistics, 38, 2118-2144, 2010.
Preprint
Asymptotic Equivalence and Adaptive Estimation for Robust Nonparametric Regression (with T. Cai).
Annals of Statistics 37, 3204-3235, 2009.
EUCLID.
(For a longer version with details see
Preprint).
The Root-unroot Algorithm for Density Estimation
as Implemented via Wavelet Block Thresholding
(with L.D. Brown, T. Cai, L. Zhao and R. Zhang).
Probability Theory and Related Fields 146, 401-433, 2010.
SpringerLink
Adaptive Functional Linear Regression
(with T. Cai).
Preprint
Nonparametric Regression in Exponential Families (with L.D. Brown and T. Cai).
Annals of Statistics, 38, 2005-2046, 2010.
Preprint
Robust Nonparametric Estimation via Wavelet Median Regression (with L.D. Brown and T. Cai).
Annals of Statistics 36, 2055-2084, 2008.
EUCLID.
A Note on Quantile Coupling Inequalities and Their Applications
Preprint
A Complement to Le Cam's Theorem (with M. Low).
Annals of Statistics 35, 1146-1165, 2007.
EUCLID.
A Data-Driven Block Thresholding Approach To Wavelet Estimation (with T. Cai).
Annals of Statistics 37, 569-595, 2009.
EUCLID.
(For a longer version with details see
Preprint.)
Asymptotic Equivalence of Spectral Density Estimation and Gaussian White Noise (with G. Golubev, M. Nussbaum).
Annals of Statistics 38, 181-214, 2010.
EUCLID.
Minimax Estimation with Thresholding and its application to Wavelet Analysis (with J. T. Hwang).
Annals of Statistics 33, 1, 101-125, 2005.
EUCLID.
Minimax Estimation with Thresholding and Asymptotic
Equivalence for Gaussian Variance Regression.
Ph.D. Dissertation, 2004, Cornell University.
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