Universal rank inference via residual subsampling with application to large networks (with Han, X. and Fan, Y. Y.). Accepted by the Annals of Statistics.
Estimating a change point in a sequence of very high dimensional covariance matrices (with Dette, H. and Pan, G. M. ). Journal of the American Statistical Association, 117(537), 444-454, 2022.
Power iteration for Tensor PCA (with Huang, J., Huang D. Z. and Cheng, G.). Accepted by Journal of Machine Learning Research.
Discussion on "Covariate-assisted ranking and screening for large-scale two-sample inference” (with Cheng, G.). Journal of the Royal Statistical Society: Series B (Statistical Methodology), 81(2), 228-229, 2019.
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications (with Han, X. and Pan, G. M. ). Bernoulli, 24 (4B), 3447-3468, 2018.
Weighted statistic in detecting faint and sparse alternatives for highdimensional covariance matrices (with Pan, G. M.). Journal of the American Statistical Association, 112 (517), 188-200, 2017.
On high-dimensional change point problem (with Jin, B. S., Pan, G. M. and Zhou, W.). Science China Mathematics, (invited paper), 59 (12), 2355-2378, 2016.
Large dimensional empirical likelihood (with Chen, B. B., Pan, G. M. and Zhou, W. ). Statistica Sinica, 25, 1659-1677, 2015.