Baiqi Miao

According to our database, Baiqi Miao authored at least 11 papers between 2003 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2014

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

Cheng Wang, Tiejun Tong, Longbing Cao, Baiqi Miao

J. Multivar. Anal., 2014

2013

Identity tests for high dimensional data using RMT.

Cheng Wang, Jing Yang, Baiqi Miao, Longbing Cao

J. Multivar. Anal., 2013

Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models.

Baiqi Miao, Qian Tong, Yuehua Wu, Baisuo Jin

J. Syst. Sci. Complex., 2013

Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data.

Cheng Wang, Longbing Cao, Baiqi Miao

Comput. Stat. Data Anal., 2013

2012

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions.

Wuyi Ye, Xiaoquan Liu, Baiqi Miao

Eur. J. Oper. Res., 2012

2011

Knowledge level modeling for systemic risk management in financial institutions.

Kang Ye, Jiaqi Yan, Shanshan Wang, Huaiqing Wang, Baiqi Miao

Expert Syst. Appl., 2011

2009

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

Baisuo Jin, Cheng Wang, Baiqi Miao, Mong-Na Lo Huang

J. Multivar. Anal., 2009

Ontologies for crisis contagion management in financial institutions.

Kang Ye, Shanshan Wang, Jiaqi Yan, Huaiqing Wang, Baiqi Miao

J. Inf. Sci., 2009

Strong convergence rate of estimators of change point and its application.

Xiaoping Shi, Yuehua Wu, Baiqi Miao

Comput. Stat. Data Anal., 2009

2006

An ICA-Based Multivariate Discretization Algorithm.

Ye Kang, Shanshan Wang, Xiaoyan Liu, Hokyin Lai, Huaiqing Wang, Baiqi Miao

Proceedings of the Knowledge Science, 2006

2003

Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices.

Z. D. Bai, Baiqi Miao, Jian-Feng Yao

SIAM J. Matrix Anal. Appl., 2003