Cheng Wang

A shrinkage estimation for large dimensional precision matrices using random matrix theory

G. Pan, Longbing Cao, Cheng Wang, 2012, 1211.2400.

Extracting discriminative features for identifying abnormal sequences in one-class mode

Cheng Wang, Longbing Cao, Junfu Yin, 2013, The 2013 International Joint Conference on Neural Networks (IJCNN).

On limiting spectral distribution of large sample covariance matrices by VARMA(p,q)

Baiqi Miao, Baisuo Jin, B. Miao, 2011 .

Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA

Cheng Wang, Mong-Na Lo Huang, Baiqi Miao, 2009, J. Multivar. Anal..

Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices

Longbing Cao, B. Miao, T. Tong, 2012, J. Multivar. Anal..