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- Efficient estimation of nonparametric spatial models with general correlation structures. Australian & New Zealand Journal of Statistics 2017. 59:215-233 .
- A sequential multiple change-point detection procedure via VIF regression. Computational Statistics 2016. 31:671-691 .
- Consistent two-stage multiple change-point detection in linear models. Canadian Journal of Statistics 2016. 44:161-179 .
- Theoretical Properties of Composite Likelihoods. Open Journal of Statistics 2014. 4:188-197 .
- Approximation to the moments of ratios of cumulative sums. Canadian Journal of Statistics 2014. 42:325-336 .
- A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities. Australian & New Zealand Journal of Statistics 2013. 55:435-454 .
- Data Fusion Using Empirical Likelihood. Open Journal of Statistics 2012. 2:547-556 .
- Tuning parameter selection for penalized likelihood estimation of gaussian graphical model. Statistica Sinica 2012. 22:1123-1146 .
- Inference in generalized linear model with cluster structure in covariates. Journal of Probability and Statistical Science 2012. 10:179-193 .
- A procedure for estimating the number of clusters in logistic regression clustering. Journal of Classification 2009. 26:183-199 .
- A note on the convergence rate of the kernel density estimator of the mode. Statistics & Probability Letters 2009. 79:1866-1871 .
- On constrained M-estimation and its recursive analog in multivariate linear regression models. Statistica Sinica 2008. 18:405-424 .
- Asymptotic normality of the recursive M-estimators of the scale parameters. Annals of the Institute of Statistical Mathematics 2007. 59:367-384 .
- Strong limit theorems on model selection in generalized linear regression with binomial responses. Statistica Sinica 2006. 16:1335-1365 .
- Beta approximation to the distribution of Kolmogorov-Smirnov statistic. Annals of the Institute of Statistical Mathematics 2002. 54:577-584 .
- On conditions of consistency of M$L_1$N estimates. Statistica Sinica 1993. 3:9-18 .
- On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed. Acta Mathematicae Applicatae Sinica / Yingyong Shuxue Xuebao (English Series) 1991. 7:97-107 .
- On rates of convergence of general information criteria in signal processing when the noise covariance matrix is arbitrary. IEEE Transactions on Information Theory 1991. 37:1667-1671 .
- Convergence of power series of sample means (Chinese). Chinese Journal of Applied Probability and Statistics 1990. 6:47-56 .
- Distribution of quadratic forms and Cochran's theorem. .
- Strong law for mixing sequences. Acta Mathematicae Applicatae Sinica / Yingyong Shuxue Xuebao (English Series) 1989. 5:367-371 .
- A strongly consistent procedure for model selection in a regression problem. Biometrika 1989. 76:369-374 .
- On a class of model selection procedures. Communications in Statistics: Theory and Methods 1989. 18:3267-3287 .
- Strong consistency and exponential rate of the ``minimum $L_1$-norm'' estimates in linear regression models. Computational Statistics & Data Analysis 1988. 6:285-295 .
- Discrimination analysis when the variates are grouped and observed in sequential order. Communications in Statistics: Theory and Methods 1988. 17:4059-4074 .