Kai Xu

发表

Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing

Kai Xu, Daojiang He, Xingzhong Xu, 2015, Commun. Stat. Simul. Comput..

A new nonparametric test for high-dimensional regression coefficients

Kai Xu, 2017 .

Projection correlation between two random vectors

Runze Li, Kai Xu, Liping Zhu, 2017, Biometrika.

Testing diagonality of high-dimensional covariance matrix under non-normality

Kai Xu, 2017 .

Martingale-difference-divergence-based tests for goodness-of-fit in quantile models

Kai Xu, Fangxue Chen, 2020 .

Model-free feature screening via a modified composite quantile correlation

Kai Xu, 2017 .

Projection correlation between scalar and vector variables and its use in feature screening with multi-response data

Kai Xu, Q. Cheng, Zhiling Shen, 2020 .

Variance-estimation-free test of significant covariates in high-dimensional regression

Kai Xu, Zhiling Shen, 2020, Commun. Stat. Simul. Comput..

Estimation of the Cholesky decomposition in a conditional independent normal model with missing data

Daojiang He, Kai Xu, 2014 .

High-dimensional variable screening through kernel-based conditional mean dependence

Daojiang He, Kai Xu, Jinjiao Cheng, 2022, Journal of Statistical Planning and Inference.

A high-dimensional test for the k-sample Behrens–Fisher problem

Daojiang He, Kai Xu, M. Cao, 2022, Journal of Nonparametric Statistics.

Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation

Kai Xu, Xudong Huang, 2018, Science China Mathematics.

Generalized Schott type tests for complete independence in high dimensions

Daojiang He, Ming-Xiang Cao, Kai Xu, 2021, J. Multivar. Anal..

A Class of s–K Type Principal Components Estimators in the Linear Model

Kai Xu, Yan Wu, Daojiang He, 2016, Commun. Stat. Simul. Comput..

Projection-averaging-based cumulative covariance and its use in goodness-of-fit testing for single-index models

Yeqing Zhou, Kai Xu, Kai Xu, 2021, Comput. Stat. Data Anal..

Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores

Yeqing Zhou, Kai Xu, Kai Xu, 2021 .

Feature Screening for High-Dimensional Survival Data via Censored Quantile Correlation

Kai Xu, Xudong Huang, Kai Xu, 2020, J. Syst. Sci. Complex..

The superiority of bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

Daojiang He, Kai Xu, 2015 .

A high dimensional nonparametric test for proportional covariance matrices

Daojiang He, Kai Xu, Yan Tian, 2021, J. Multivar. Anal..

Distance-covariance-based tests for heteroscedasticity in nonlinear regressions

Kai Xu, Mingxiang Cao, Kai Xu, 2021, Science China Mathematics.

Power Analysis of Projection-Pursuit Independence Tests

Kai Xu, Liping Zhu, 2022 .

Omnibus Model Checks of Linear Assumptions through Distance Covariance

Daojiang He, Kai Xu, Daojiang He, 2021 .

The superiority of bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

Daojiang He, Kai Xu, 2015, Acta Mathematica Sinica, English Series.

Measuring and testing for interval quantile dependence

Kai Xu, Liping Zhu, Yaowu Zhang, 2018, The Annals of Statistics.

A new estimator of covariance matrix via partial Iwasawa coordinates

Kai Xu, Kai Xu, 2017, J. Syst. Sci. Complex..

A new estimator of covariance matrix via partial Iwasawa coordinates

Kai Xu, 2017, Journal of Systems Science and Complexity.

Testing linear hypothesis of high-dimensional means with unequal covariance matrices

Daojiang He, Kai Xu, M. Cao, 2021, Journal of the Korean Statistical Society.