Qi, Yongcheng; Wang, Fang; Zhang, Lin Limiting distributions of likelihood ratio test for independence of components for high-dimensional normal vectors. (English) Zbl 1427.62049 Ann. Inst. Stat. Math. 71, No. 4, 911-946 (2019). Reviewer: Fabio Rapallo (Alessandria) MSC: 62H15 62E20 60F05 PDFBibTeX XMLCite \textit{Y. Qi} et al., Ann. Inst. Stat. Math. 71, No. 4, 911--946 (2019; Zbl 1427.62049) Full Text: DOI
Qi, Yongcheng On the tail index of a heavy tailed distribution. (English) Zbl 1440.62172 Ann. Inst. Stat. Math. 62, No. 2, 277-298 (2010). MSC: 62G32 62E20 62G15 PDFBibTeX XMLCite \textit{Y. Qi}, Ann. Inst. Stat. Math. 62, No. 2, 277--298 (2010; Zbl 1440.62172) Full Text: DOI