Zobrazeno 1 - 10
of 151
pro vyhledávání: '"Li, Zhaoyuan"'
Autor:
Li, Zhaoyuan, Gao, Jie
This paper considers the problems of detecting a change point and estimating the location in the correlation matrices of a sequence of high-dimensional vectors, where the dimension is large enough to be comparable to the sample size or even much larg
Externí odkaz:
http://arxiv.org/abs/2311.02312
This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence in large panel data models. We propose a unified test procedure and its power enhancement version, which show robustness for a wide class o
Externí odkaz:
http://arxiv.org/abs/2302.14387
Autor:
Li, Zhaoyuan
This paper studies John's test for sphericity of the error terms in large panel data models, where the number of cross-section units $n$ is large enough to be comparable to the number of times series observations $T$, or even larger. Based on recent
Externí odkaz:
http://arxiv.org/abs/2207.00958
Autor:
Li, Zhaoyuan, Wang, Ruonan, Dai, Zhongli, Wu, Chuangxin, Peng, Shouxin, Wu, Shaotang, Xiang, Hao
Publikováno v:
In Atmospheric Environment 15 September 2024 333
Autor:
Li, Zhaoyuan, Wan, Jing, Peng, Shouxin, Wang, Ruonan, Dai, Zhongli, Liu, Cuiyi, Feng, Yujia, Xiang, Hao
Publikováno v:
In Environmental Pollution 15 February 2024 343
Autor:
Peng, Shouxin, Yin, Xiaoyi, Chen, Gongbo, Sun, Jinhui, Chen, Bingbing, Zhou, Yi, Li, Zhaoyuan, Liu, Feifei, Xiang, Hao
Publikováno v:
In Science of the Total Environment 10 February 2024 911
Autor:
Li, Zhaoyuan, Yao, Jianfeng
This paper reexamines the seminal Lagrange multiplier test for cross-section independence in a large panel model where both the number of cross-sectional units n and the number of time series observations T can be large. The first contribution of the
Externí odkaz:
http://arxiv.org/abs/2103.06075
Autor:
Peng, Shouxin, Chen, Bingbing, Li, Zhaoyuan, Sun, Jinhui, Liu, Feifei, Yin, Xiaoyi, Zhou, Yi, Shen, Huanfeng, Xiang, Hao
Publikováno v:
In Ecotoxicology and Environmental Safety 1 January 2024 269
Autor:
Fan, Jingfang, Meng, Jun, Ludescher, Josef, Li, Zhaoyuan, Surovyatkina, Elena, Chen, Xiaosong, Kurths, Jürgen, Schellnhuber, Hans Joachim
The Indian summer monsoon rainfall (ISMR) has a decisive influence on India's agricultural output and economy. Extreme deviations from the normal seasonal amount of rainfall can cause severe droughts or floods, affecting Indian food production and se
Externí odkaz:
http://arxiv.org/abs/2004.06628
Akademický článek
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