Selected Papers

(Click here for a complete list of publications)

Qi, Y. and Zhao, H. (2021). Limiting empirical spectral distribution for products of rectangular matrices. Journal of Mathematical Analysis and Applications 502, 125237.

Miao, Yu and Qi, Y. (2021) Spectral radii of circular unitary matrices under light truncation. Journal of Theoretical Probability 34, 2145-2165. https://doi.org/10.1007/s10959-020-01037-6

Chang, S., Jiang, T. and Qi. Y. (2020). Eigenvalues of large chiral non-Hermitian random matrices. Journal of Mathematical Physics 61, 013508 (31 p.) https://doi.org/10.1063/1.5088607

Qi, Y. and Xie, M. (2020) Spectral radii of products of random rectangular matrices. Journal of Theoretical Probability 33, 2185-2212. https://doi.org/10.1007/s10959-019-00942-9

Wang, F., Peng, L., Qi, Y. and Xu, M. (2019) Maximum penalized likelihood estimation for the endpoint and exponent of a distribution. Statistica Sinica 29, 203-224 https://doi.org/10.5705/ss.202016.0336

Jiang, T. and Qi, Y. (2019). Empirical distributions of eigenvalues of product ensembles. Journal of Theoretical Probability 32, 353-394. https://doi.org/10.1007/s10959-017-0799-4

Chang, S., Li, D. and Qi, Y. (2018). Limiting distributions of spectral radii for product of matrices from the spherical ensemble. Journal of Mathematical Analysis and Applications 461, 1165-1176.

Gui, W. and Qi, Y. (2018). Spectral radii of truncated circular unitary matrices. Journal of Mathematical Analysis and Applications 458, 536-554.

Jiang, T. and Qi, Y. (2017) Spectral radii of large non-Hermitian random matrices. Journal of Theoretical Probability 30, 326-364.

Li, D., Qi, Y. and Rosalsky, A. (2016) A characterization of a new type of strong law of large numbers. Transactions of the American Mathematics Society 368, 539-561.

Jiang, T. and Qi, Y. (2015) Likelihood ratio tests for high-dimensional normal distributions. Scandinavian Journal of Statistics 42, 988-1009.

Peng, L, Qi, Y. and Wang, F. (2014) Test for a mean vector with fixed or divergent dimension. Statistical Science 29, 113 - 127.

Wang, R, Peng, L and Qi, Y. (2013) Jackknife empirical likelihood test for equality of two high dimensional means. Statistica Sinica 23, 667–690

Li, D., Qi, Y. and Rosalsky, A. (2012). On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix. Journal of Multivariate Analysis 111, 250 - 270

Peng, L., Qi, Y., Wang. R and Yang, J. (2012) Jackknife empirical likelihood methods for some risk measures and related quantities. Insurance: Mathematics and Economics 51, 142 - 150.

Zhang, R. , Peng, L. and Qi, Y. (2012) Jackknife-blockwise empirical likelihood methods under dependence. Journal of Multivariate Analysis 104, 56-72

Li, D., Qi, Y. and Rosalsky, A. (2011) A refinement of the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers. Journal of Theoretical Probability 24, 1130-1156

Li, M., Peng, L. and Qi, Y. (2011) Reduce computation in profile empirical likelihood method. The Canadian Journal of Statistics 38, 370-384.

Ha, H-T, Li, D. and Qi, Y. (2011) A generalization of the Strassen converse. Journal of Mathematical Analysis and Applications 374, 729-735.

Gong, Y., Peng, L. and Qi, Y. (2010) Smoothed jackknife empirical likelihood method for ROC curve. Journal of Multivariate Analysis 101, 1520 -1531

Qi, Y. (2010) On the tail index of a heavy tailed distribution. Annals of the Institute of Statistical Mathematics 62, 277-298

Peng, L. and Qi, Y. (2009) Maximum likelihood estimation of extreme value index for irregular cases. Journal of Statistical Planning and Inference 139, 3361-3376.

Yang, J. Qi, Y. and Wang R. (2009) A class of multivariate copulas with bivariate Frechet marginal copulas. Insurance: Mathematics and Economics 45, 139-147.

Chi, Y., Yang, J. and Qi, Y. (2009) Decomposition of Schur-constant model and its applications. Insurance: Mathematics and Economics 44, 398-408.

Liang, H., Li, D. and Qi, Y. (2009) Strong convergence in nonparametric regression with truncated dependent data. Journal of Multivariate Analysis 100, 162-174.

Peng, L. and Qi, Y. (2008) Bootstrap approximation of tail dependence function. Journal of Multivariate Analysis 99, 1807-1824.

Qi, Y. (2008) Bootstrap and empirical likelihood methods in extremes. Extremes 11, 81-98.

Qi, Y. (2007) On asymptotic normality of sequential estimators for branching processes with immigration. Journal of Statistical Planning and Inference 137 (9) 2892-2902

Peng, L. and Qi, Y. (2007) Partial derivatives and confidence intervals of bivariate tail dependence functions. Journal of Statistical Planning and Inference 137 (7), 2089-2101.

James, B., James, K. and Qi, Y. (2007) Limit distribution of the sum and maximum from multivariate Gaussian sequences. Journal of Multivariate Analysis 98, 517-532.

Peng, L. and Qi, Y. (2006) Confidence regions for high quantiles of a heavy tailed distribution. Annals of Statistics 34 (4), 1964-1986

Chan, N.H., Peng L. and Qi Y.(2006) Quantile inference for nearly-integrated autoregressive time series with infinite variance. Statistica Sinica 16, 15-28

Qi, Y. and Reeves, J. (2002) On sequential estimation for branching processes with immigration. Stochastic Processes and their Applications 100, 41-51.

McCormick, W.P. and Qi, Y. (2000) Asymptotic distribution for the sum and the maximum of Gaussian processes. Journal of Applied Probability 37, no 4, 958-971.

Cheng, S., Peng, L. and Qi, Y. (1998) Almost sure convergence in extreme value theory. Math. Nach. 190, 43 -50.

Qi, Y. (1997) A problem on stability of order statistics. Journal of Statistical Planning and Inference 64, no. 1, 21-25.