Guangyu Mao

发表

Robust test for independence in high dimensions

Guangyu Mao, 2017 .

A note on tests for high-dimensional covariance matrices

Guangyu Mao, 2016 .

A new test of independence for high-dimensional data

Guangyu Mao, 2014 .

Efficient Penalized Estimation for Linear Regression Model

Guangyu Mao, 2015 .

On high-dimensional tests for mutual independence based on Pearson’s correlation coefficient

Guangyu Mao, 2020, Communications in Statistics - Theory and Methods.

Testing independence in high dimensions using Kendall's tau

Guangyu Mao, Guangyu Mao, 2018, Comput. Stat. Data Anal..

Testing for Error Cross-Sectional Independence Using Pairwise Augmented Regressions

Guangyu Mao, 2016 .

Testing for Error Cross�?Sectional Independence Using Pairwise Augmented Regressions

Guangyu Mao, 2016 .

A note on testing complete independence for high dimensional data

Guangyu Mao, 2015 .

Bubbles or fundamentals? Modeling provincial house prices in China allowing for cross-sectional dependence

Yan Shen, Guangyu Mao, 2019, China Economic Review.

Testing for Error Cross-Sectional Independence in a Two-Way Error Components Panel Data Model

Guangyu Mao, 2015 .

Stochastic tail index model for high frequency financial data with Bayesian analysis

Guangyu Mao, Zhengjun Zhang, Zhengjun Zhang, 2018, Journal of Econometrics.

Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model

Guangyu Mao, 2018 .

Testing for sphericity in a two-way error components panel data model

Guangyu Mao, 2015 .

Testing for joint significance in nonstationary binary choice model

Guangyu Mao, 2014 .