Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA. - Baisuo Jin; Cheng Wang 022; Baiqi Miao; Mong-Na Lo Huang (J. Multivar. Anal., 2009)

Trading Strategy Based Portfolio Selection for Actionable Trading Agents. - Wei Cao 012; Cheng Wang 022; Longbing Cao (ADMI, 2012)

Extracting discriminative features for identifying abnormal sequences in one-class mode. - Yin Song; Longbing Cao; Junfu Yin; Cheng Wang 022 (IJCNN, 2013)

Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data. - Cheng Wang 022; Longbing Cao; Baiqi Miao (Comput. Stat. Data Anal., 2013)

Identity tests for high dimensional data using RMT. - Cheng Wang 022; Jing Yang; Baiqi Miao; Longbing Cao (J. Multivar. Anal., 2013)

Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices. - Cheng Wang 022; Tiejun Tong; Longbing Cao; Baiqi Miao (J. Multivar. Anal., 2014)

An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss. - Cheng Wang 022; Binyan Jiang (Comput. Stat. Data Anal., 2020)

A fast iterative algorithm for high-dimensional differential network. - Zhou Tang; Zhangsheng Yu; Cheng Wang 022 (Comput. Stat., 2020)

Tuning selection for two-scale kernel density estimators. - Xinyang Yu; Cheng Wang 022; Zhongqing Yang; Binyan Jiang (Comput. Stat., 2022)

Limiting spectral distribution of large dimensional Spearman's rank correlation matrices. - Zeyu Wu; Cheng Wang 022 (J. Multivar. Anal., 2022)

Sr-LDA:Sparse and Reduced-Rank Linear Discriminant Analysis for High Dimensional Matrix. - Yao Wang; Cheng Wang 022; Binyan Jiang (IEEE Signal Process. Lett., 2024)

HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties. - Cheng Wang 022; Haozhe Chen; Binyan Jiang (Comput. Stat. Data Anal., 2024)