Paper Publications

• [21]Consistent tuning parameter selection in high-dimensional group-penalized regression, SCIENCE CHINA Mathematics, 2019, 62: 751-770.
• [22]Testing for Variance Changes in Autoregressive Models with Unknown Order, Journal of Applied Statistics, 2011, 38(5): 927-936.
• [23]Detection of a change-point in variance by a weighted sum of powers of variances test, Journal of Applied Statistics, 2019, 46: 664-679.
• [24]Pairwise Fusion Approach Incorporating Prior Constraint Information, Communications in Mathematics and Statistics, 2020, (8): 47-62.
• [25]Central limit theorem of random quadratics forms involving random matrices, Statistics and Probability Letters, 2008, 78(6): 804-809.
• [26]Consistent two-stage multiple change-point detection in linear models, Canadian Journal of Statistics, 2016, 44: 161-179.
• [27]Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics, Communications in Statistics- Theory and Methods, 2020, 49(11): 2787-2799.
• [28]Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by VARMA, Journal of Multivariate Analysis, 2009, 100: 2112-2125.
• [29]On limiting spectral distribution of large sample covariance matrices by VARMA(p,q), Journal of Time Series Analysis, 2011, 32(5): 539-546.
• [30]A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models, Statistics and Computing, 2013, 23(2): 221-231.