Testing Homogeneity of Inverse Gaussian Scale Parameters Based on Generalized Likelihood Ratio. - Xuhua Liu; Daojiang He (Commun. Stat. Simul. Comput., 2013)

A new procedure for testing normality based on the L 2 Wasserstein distance. - Daojiang He; Xingzhong Xu; Jianxin Zhao (J. Syst. Sci. Complex., 2013)

Admissible linear estimators of multivariate regression coefficient with respect to an inequality constraint under matrix balanced loss function. - Daojiang He; Jie Wu (J. Multivar. Anal., 2014)

Random Weighting Empirical Distribution Function and its Applications to Goodness-of-Fit Testing. - Daojiang He; Kai Xu; Xingzhong Xu (Commun. Stat. Simul. Comput., 2015)

A Class of s-K Type Principal Components Estimators in the Linear Model. - Daojiang He; Yan Wu; Kai Xu (Commun. Stat. Simul. Comput., 2016)

Objective Bayesian analysis of degradation model with respect to a Wiener process. - Lei He; Daojiang He; Ming-Xiang Cao (J. Syst. Sci. Complex., 2016)

Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function. - Ming-Xiang Cao; Daojiang He (J. Multivar. Anal., 2017)

Generalized Schott type tests for complete independence in high dimensions. - Daojiang He; Huanyu Liu; Kai Xu; Ming-Xiang Cao (J. Multivar. Anal., 2021)

A high dimensional nonparametric test for proportional covariance matrices. - Kai Xu; Yan Tian; Daojiang He (J. Multivar. Anal., 2021)

On summed nonparametric dependence measures in high dimensions, fixed or large samples. - Kai Xu; Qing Cheng; Daojiang He (Comput. Stat. Data Anal., 2025)