Some aspects of response variable selection and estimation in multivariate linear regression. - Jianhua Hu; Xiaoqian Liu; Xu Liu; Ningning Xia (J. Multivar. Anal., 2022)

Design-free estimation of integrated covariance matrices for high-frequency data. - Cheng Liu; Moming Wang; Ningning Xia (J. Multivar. Anal., 2022)

On the eigenvectors of large-dimensional sample spatial sign covariance matrices. - Yangchang Xu; Ningning Xia (J. Multivar. Anal., 2023)