Mengjie Chen

Robust Covariance Matrix Estimation via Matrix Depth

Chao Gao, Mengjie Chen, Zhao Ren, 2015 .

Robust covariance and scatter matrix estimation under Huber’s contamination model

Chao Gao, Mengjie Chen, Zhao Ren, 2015, The Annals of Statistics.

A General Decision Theory for Huber's $\epsilon$-Contamination Model

Chao Gao, Mengjie Chen, Zhao Ren, 2015, 1511.04144.

Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model

Harrison H. Zhou, Hongyu Zhao, Mengjie Chen, 2013, Journal of the American Statistical Association.

Sparse CCA via Precision Adjusted Iterative Thresholding

Harrison H. Zhou, Chao Gao, Mengjie Chen, 2013, 1311.6186.

Submitted to the Annals of Statistics ROBUST COVARIANCE AND SCATTER MATRIX ESTIMATION UNDER HUBER ’ S CONTAMINATION MODEL By

Chao Gao, Mengjie Chen, Zhao Ren, 2017 .

A general decision theory for Huber’s (cid:2) -contamination model

Mengjie Chen, Zhao Ren, 2017 .

Estimating a sparse reduction for general regression in high dimensions

Mengjie Chen, Tao Wang, Lixing Zhu, 2016, Statistics and Computing.

Robust covariance and scatter matrix estimation under Huber’s contamination model

Chao Gao, Mengjie Chen, Zhao Ren, 2015, The Annals of Statistics.