← All authors Jinyuan Chang Southwestern University of Finance and Economics (from arXiv:2606.08560, 2026) · ORCID · OpenAlex
32 papers in scope · 30 published · 6 on the econ.EM arXiv · 6,454 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yuefeng Han Rong Chen Cun-Hui Zhang Dan Yang Qiwei Yao Qiyang Yu Jia Zhang Bin Chen Jiayu Li Elynn Chen Ke Xu Long Yu Guanglin Huang Cheng Yong Tang Yuanzheng Zhu Elynn Chen Stevenson Bolívar Xiao Han Ruofan Yu Jiayan Li Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (7 of 32)
working paper 2026 · arXiv
published 2026 · The Annals of Statistics
Autoregressive networks with dependent edges
published 2026 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1 citations
working paper 2025 · arXiv
Statistical Inference for High-Dimensional Spectral Density Matrix
published 2025 · Journal of the American Statistical Association · 2 citations · first circulated 2022
published 2025 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · first circulated 2024
published 2024 · Journal of the American Statistical Association · 10 citations · first circulated 2021
Edge differentially private estimation in the β-model via jittering and method of moments
published 2024 · The Annals of Statistics · 6 citations · first circulated 2021
Central limit theorems for high dimensional dependent data
published 2023 · Bernoulli · 25 citations · first circulated 2021
with Xiaohui Chen, Mingcong Wu
Statistical Inferences for Complex Dependence of Multimodal Imaging Data
published 2023 · Journal of the American Statistical Association · 5 citations
with Jing He, Jian Kang, Mingcong Wu
An autocovariance-based learning framework for high-dimensional functional time series
published 2023 · Journal of Econometrics · 19 citations · first circulated 2020
Modelling matrix time series via a tensor CP-decomposition
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 40 citations · first circulated 2021
published 2022 · Journal of Econometrics · 16 citations
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
published 2022 · Journal of Econometrics · 12 citations · first circulated 2018
published 2022 · Journal of Business and Economic Statistics · 3 citations · first circulated 2021
Testing for unit roots based on sample autocovariances
published 2021 · Biometrika
High-dimensional empirical likelihood inference
published 2020 · Biometrika · 20 citations
Estimation of Subgraph Densities in Noisy Networks
published 2020 · Journal of the American Statistical Association · 31 citations · first circulated 2018
A new scope of penalized empirical likelihood with high-dimensional estimating equations
published 2018 · The Annals of Statistics · 42 citations
Principal component analysis for second-order stationary vector time series
published 2018 · The Annals of Statistics · 58 citations · first circulated 2014
Confidence regions for entries of a large precision matrix
published 2018 · Journal of Econometrics · 42 citations · first circulated 2016
A frequency domain analysis of the error distribution from noisy high-frequency data
published 2018 · Biometrika · 8 citations
Peter Hall's Contribution to Empirical Likelihood
published 2017 · Statistica Sinica · 1 citations
Testing for high-dimensional white noise using maximum cross-correlations
published 2016 · Biometrika · 51 citations
Cramér-type moderate deviations for Studentized two-sample $U$-statistics with applications
published 2016 · The Annals of Statistics · 25 citations · first circulated 2014
with Qi-Man Shao, Wen-Xin Zhou
Comparing Large Covariance Matrices under Weak Conditions on the Dependence Structure and its Application to Gene Clustering
published 2016 · Biometrics · 64 citations
with Wen Zhou, Wen-Xin Zhou, Lan Wang
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
published 2015 · Journal of Econometrics · 67 citations
Double-bootstrap methods that use a single double-bootstrap simulation
published 2015 · Biometrika · 38 citations
with Peter Hall
High dimensional generalized empirical likelihood for moment restrictions with dependent data
published 2014 · Journal of Econometrics · 64 citations · first circulated 2013
A Comparison Of Regression And Statistical Linkage Estimators Of Bias In Retrospective Database Studies
published 2014 · Value in Health
with William H. Crown, Melvin Olson, Kristijan H. Kahler, Paul Buzinec
On the approximate maximum likelihood estimation for diffusion processes
published 2011 · The Annals of Statistics · 43 citations
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
published 2002 · Journal of Business and Economic Statistics · 5761 citations · first circulated 1992
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