Wei Biao Wu

Q: What Schools Are Affiliated With Wei Biao Wu

Wei Biao Wu is affiliated with the following schools: University of California, Berkeley, University of Michigan, University of Chicago, Columbia University, Fudan University

Wei Biao Wu's AcademicInfluence.com Rankings

Wei Biao Wu

Mathematics

#7094

World Rank

#9713

Historical Rank

Statistics

#762

World Rank

#850

Historical Rank

mathematics Degrees

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Mathematics

Wei Biao Wu's Degrees

PhD Statistics University of California, Berkeley
Masters Statistics University of California, Berkeley
Bachelors Mathematics Fudan University

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Why Is Wei Biao Wu Influential?

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According to Wikipedia, Wei Biao Wu is a Chinese-born statistician. He is a professor of statistics at the University of Chicago. Education and career Wu attended Fudan University, receiving his bachelor's degree in 1997. He went on to the University of Michigan for graduate studies, receiving his PhD in 2001 under the supervision of Michael Woodroofe and Sándor Csörgő. He was hired at the University of Chicago shortly after completing his PhD, and has remained there since.

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Wei Biao Wu's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Nonlinear system theory: another look at dependence. (2005) (517)
Nonparametric estimation of large covariance matrices of longitudinal data (2003) (295)
STRONG INVARIANCE PRINCIPLES FOR DEPENDENT RANDOM VARIABLES (2007) (227)
Limit theorems for iterated random functions (2004) (191)
Inference of trends in time series (2007) (174)
Asymptotic spectral theory for nonlinear time series (2006) (163)
Covariance and precision matrix estimation for high-dimensional time series (2013) (131)
Local linear quantile estimation for nonstationary time series (2009) (127)
BANDING SAMPLE AUTOCOVARIANCE MATRICES OF STATIONARY PROCESSES (2009) (127)
On the Bahadur representation of sample quantiles for dependent sequences (2005) (118)
Asymptotic theory for stationary processes (2011) (115)
Martingale approximations for sums of stationary processes (2004) (109)
Covariance matrix estimation for stationary time series (2011) (107)
On linear processes with dependent innovations (2005) (107)
Gaussian Approximation for High Dimensional Time Series (2015) (106)
Isotonic regression: Another look at the changepoint problem (2001) (105)
Efficient Estimation of Copula-Based Semiparametric Markov Models (2009) (96)
Simultaneous inference of linear models with time varying coefficients (2010) (95)
Performance bounds for parameter estimates of high-dimensional linear models with correlated errors (2016) (93)
ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES (2009) (92)
M-estimation of linear models with dependent errors (2004) (92)
On false discovery control under dependence (2008) (85)
Komlós–Major–Tusnády approximation under dependence (2014) (78)
CONFIDENCE BANDS IN NONPARAMETRIC TIME SERIES REGRESSION (2008) (75)
Inference of time-varying regression models (2012) (75)
GAUSSIAN APPROXIMATIONS FOR NON-STATIONARY MULTIPLE TIME SERIES (2011) (72)
On weighted U-statistics for stationary processes (2004) (72)
Probability and moment inequalities under dependence (2013) (69)
Towards a general theory for nonlinear locally stationary processes (2017) (66)
Central limit theorem for fourier transforms of stationary processes. (2009) (62)
Kernel density estimation for linear processes (2002) (59)
A maximal _{}-inequality for stationary sequences and its applications (2006) (50)
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES (2007) (50)
Testing parametric assumptions of trends of a nonstationary time series (2011) (45)
MODERATE DEVIATIONS FOR STATIONARY PROCESSES (2008) (43)
CENTRAL LIMIT THEOREMS FOR FUNCTIONALS OF LINEAR PROCESSES AND THEIR APPLICATIONS (2002) (39)
On the strong convergence of a weighted sum (1999) (38)
Portmanteau test and simultaneous inference for serial covariances (2014) (36)
EMPIRICAL PROCESSES OF STATIONARY SEQUENCES (2008) (36)
Self-normalized Cram\'er Type Moderate Deviations under Dependence (2014) (34)
Kernel estimation for time series: An asymptotic theory (2010) (34)
Simultaneous nonparametric inference of time series (2010) (33)
Time-varying nonlinear regression models: Nonparametric estimation and model selection (2015) (33)
Best-Effort Patching for Multicast True VoD Service (2005) (31)
Simulating sample paths of linear fractional stable motion (2004) (31)
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS (2007) (30)
A central limit theorem for stationary random fields (2011) (30)
Recursive estimation of time-average variance constants (2009) (30)
Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise (2000) (30)
Nonparametric inference of discretely sampled stable Lévy processes (2009) (29)
Quantile Curve Estimation and Visualization for Nonstationary Time Series (2009) (29)
Asymptotic theory for maximum deviations of sample covariance matrix estimates (2013) (27)
An asymptotic theory for sample covariances of Bernoulli shifts (2009) (27)
Recursive Nonparametric Estimation for Time Series (2014) (26)
ON RANDOM-DESIGN MODEL WITH DEPENDENT ERRORS (2004) (25)
Changepoint estimation: another look at multiple testing problems (2015) (24)
Testing for Parallelism Among Trends in Multiple Time Series (2012) (24)
Change point analysis of second order characteristics in non-stationary time series (2015) (23)
Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series (2015) (23)
BOOTSTRAPPING M-ESTIMATES IN REGRESSION AND AUTOREGRESSION WITH INFINITE VARIANCE (2003) (22)
UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES (2005) (22)
Covariance Matrix Estimation in Time Series (2012) (22)
Empirical processes of long-memory sequences (2003) (21)
Detecting relevant changes in the mean of nonstationary processes—A mass excess approach (2019) (21)
Online Covariance Matrix Estimation in Stochastic Gradient Descent (2020) (20)
Simultaneous inference for time-varying models (2020) (20)
Conditional variance of symmetric stable variables (1991) (20)
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (2018) (20)
Data Analytics for Fault Localization in Complex Networks (2016) (20)
Change Point Analysis of Correlation in Non-stationary Time Series (2018) (20)
Exact Moderate and Large Deviations for Linear Processes (2011) (20)
Asymptotics for statistical functionals of long-memory sequences (2012) (19)
ADDITIVE FUNCTIONALS OF INFINITE-VARIANCE MOVING AVERAGES (2003) (19)
Invariance principles for fractionally integrated nonlinear processes (2006) (19)
Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (2021) (18)
Long-Term Prediction Intervals of Time Series (2010) (18)
Block sampling under strong dependence (2013) (18)
Nonparametric Inference for Time-Varying Coefficient Quantile Regression (2017) (17)
Testing for Trends in High-Dimensional Time Series (2018) (17)
Asymptotic Inference of Autocovariances of Stationary Processes (2011) (17)
Development of Local Financial Systems in Mainland China (2008) (16)
Covariances Estimation for Long-Memory Processes (2010) (16)
Multiple regression on stable vectors (1992) (16)
A central limit theorem for iterated random functions (2000) (15)
A new look at measuring dependence (2010) (14)
Fourier transforms of stationary processes (2004) (14)
Time Series Analysis for Jamming Attack Detection in Wireless Networks (2017) (14)
The performance of difference coding for sets and relational tables (2003) (14)
Inference of Breakpoints in High-dimensional Time Series (2021) (14)
Pearson’s chi-squared statistics: approximation theory and beyond (2019) (13)
Multiscale Jump Testing and Estimation Under Complex Temporal Dynamics (2019) (13)
Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk (2007) (12)
Concentration inequalities for empirical processes of linear time series (2017) (12)
Non-stationary structural model with time-varying demand elasticities (2010) (12)
Prediction in Locally Stationary Time Series (2020) (12)
NONPARAMETRIC ESTIMATION FOR STATIONARY PROCESSES (2003) (11)
Dynamic Semiparametric Factor Model With Structural Breaks (2018) (11)
Gradient-based structural change detection for nonstationary time series M-estimation (2018) (11)
Inference for heavy tailed distributions (1998) (10)
An asymptotic theory for spectral analysis of random fields (2017) (8)
$L^2$ Asymptotics for High-Dimensional Data (2014) (8)
Beyond Sub-Gaussian Noises: Sharp Concentration Analysis for Stochastic Gradient Descent (2022) (8)
In-band wormhole detection in wireless ad hoc networks using change point detection method (2016) (8)
Oscillations of empirical distribution functions under dependence (2006) (8)
KERNEL QUANTILE REGRESSION FOR NONLINEAR STOCHASTIC MODELS (2006) (8)
Optimal Gaussian Approximation For Multiple Time Series (2020) (7)
Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes (2018) (7)
Regularized estimation of linear functionals for high-dimensional time series (2015) (7)
Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (2020) (7)
PARAMETRIC SPECIFICATION TEST FOR NONLINEAR AUTOREGRESSIVE MODELS (2014) (7)
M-estimation for linear regression with infinite variance (1997) (7)
Simultaneous quantile inference for non-stationary long-memory time series (2018) (6)
A Hypothesis Testing Approach for Topology Error Detection in Power Grids (2016) (6)
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration (2007) (6)
Long‐term prediction intervals with many covariates (2020) (6)
Empirical processes of dependent random variables (2004) (5)
Analysis on Markov modeling of cellular packet transmission (2002) (5)
On the clustering of independent uniform random variables (2004) (5)
Change point analysis in non-stationary processes - a mass excess approach (2018) (5)
Estimation of Dynamic Networks for High-Dimensional Nonstationary Time Series (2019) (5)
Explainable AI for a No-Teardown Vehicle Component Cost Estimation: A Top-Down Approach (2020) (4)
Simultaneous Inference of Covariances (2011) (4)
Random Graphs and the Strong Convergence of Bootstrap Means (2000) (4)
Bootstrapping the Sample Mean for Data with Infinite Variance (1990) (4)
A supreme test for periodic explosive GARCH (2018) (4)
Sequential detection of common transient signals in high dimensional data stream (2021) (4)
A Test for Detecting Changes in Mean (2004) (4)
Stability and asymptotics for autoregressive processes (2016) (4)
Test for high dimensional covariance matrices (2020) (4)
A Fully Online Approach for Covariance Matrices Estimation of Stochastic Gradient Descent Solutions (2020) (4)
Asymptotic theory for curve-crossing analysis (2007) (4)
MIMIC DIF Testing When the Latent Variable Variance Differs Between Groups (2015) (3)
Quantum computing and simulation with trapped ions: On the path to the future (2021) (3)
On Strong Convergence for Sums of Dependent Random Variables 1 By (2004) (3)
Confidence surfaces for the mean of locally stationary functional time series (2021) (3)
Supplement to “ Covariance Matrix Estimation for Stationary Time Series ” (2011) (3)
Uniform Convergence of Multivariate Spectral Density Estimates (2015) (3)
A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence (2011) (3)
Identifying shifts between two regression curves (2019) (3)
Robust prediction of network traffic using Quantile Regression Models (2006) (3)
Estimation of nonstationary nonparametric regression model with multiplicative structure (2021) (3)
Image Dehazing Based on Haze Degree Classification (2020) (2)
MAC Layer Misbehavior Detection Using Time Series Analysis (2018) (2)
Covariance Matrix Estimation (High-Dimensional)† (2013) (2)
Sequential common change detection, isolation, and estimation in multiple poisson processes (2022) (2)
Testing and estimation for clustered signals (2021) (2)
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity (2015) (2)
High dimensional generalized linear models for temporal dependent data (2023) (2)
A model-free localization method for sensor networks with sparse anchors (2016) (2)
Estimation of Covariance Matrices and Their Functionals for High-Dimensional Linear Processes (2015) (1)
Detecting long-range dependence for time-varying linear models (2021) (1)
Central limit theorems for nearly long range dependent subordinated linear processes (2020) (1)
Almost sure invariance principle of $\beta-$mixing time series in Hilbert space (2022) (1)
Asymptotic Spectral Theory for Nonlinear Time Series 1 (2005) (1)
Hypothesis Testing for High-Dimensional Data (2018) (1)
TESTING SYNCHRONIZATION OF CHANGE-POINT IN MULTIPLE TIME-SERIES (2020) (1)
Dynamic Semiparametric Factor Model with a Common Break (2017) (1)
Additive functionals of innite-v ariance moving averages (2003) (1)
MACE: Multiscale Abrupt Change Estimation Under Complex Temporal Dynamics (2019) (1)
Testing for Parallelism Between Trends in Multiple Time Series (2010) (1)
An efficient method for simulating fractional stable motion (2002) (1)
On dirichlet multinomial distributions (2006) (1)
Simultaneous Inference for High Dimensional Mean Vectors (2017) (1)
On nonparametric prediction of linear processes (2009) (1)
The Econometric Theory Awards 2011 (2011) (0)
Supplementary material for 'change point estimation: another look at multiple testing problems' (2015) (0)
√2-Estimation for Smooth Eigenvectors of Matrix-Valued Functions (2023) (0)
Comparing time varying regression quantiles under shift invariance (2023) (0)
Surface Landmarks Combined With Image-guided Sinus Location in the Retrosigmoid Approach and Their Clinical Feature Analysis (2021) (0)
Time-varying correlation network analysis of non-stationary multivariate time series with complex trends (2023) (0)
Testing for parameter change epochs in GARCH time series (2021) (0)
Change-Point Detection and Synchronization Testing in Multiple Time-Series (2017) (0)
Shift identification in time varying regression quantiles (2020) (0)
Statistica Sinica Preprint No : SS-2017-0303 Title Optimal Gaussian Approximation For Multiple Time Series (2019) (0)
$\ell^2$ Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM (2022) (0)
Time-Varying Multivariate Causal Processes (2022) (0)
High Dimensional Analysis of Variance in Multivariate Linear Regression (2023) (0)
GAUSSIAN MULTIPLIER BOOTSTRAP FOR NON-STATIONARY TIME SERIES By (2017) (0)
Identifying shifts between two regression curves (2021) (0)
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction” (2015) (0)
Tractably Modelling Dependence in Networks Beyond Exchangeability (2020) (0)
Adaptive Estimation for Non-stationary Factor Models And A Test for Static Factor Loadings (2020) (0)
Quantile Inference and Change Point Test under Time Series Non-stationarity (2015) (0)
EMPIRICAL PROCESSES OF DEPENDENT RANDOM VARIABLES 1 By (2004) (0)
Preface to the Special Issue on Statistics (2015) (0)
Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests (2023) (0)
Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes (2022) (0)
The University of Chicago Department of Statistics TECHNICAL REPORT SERIES Invariance Principles for Fractionally Integrated Nonlinear Processes (2005) (0)
STRUCTURAL CHANGE DETECTION FOR REGRESSION QUANTILES UNDER TIME SERIES NON-STATIONARITY (2014) (0)
PR ] 9 A ug 2 00 6 Invariance principles for fractionally integrated nonlinear processes 1 (2006) (0)
Testing Parallelism of Nonparametric Regression Curves (2010) (0)
THE 2006–2008 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE (2009) (0)
Statistical Inference for Complex Time Series Data (2013) (0)
Inference for Stationary Processes Using Banded Covariance Matrices (2008) (0)
ASYMPTOTIC THEORY FOR TIME-SERIES WITH CYCLIC AND TREND COMPONENTS (2017) (0)
Sequential Detection of Common Change in High-dimensional Data Stream (2022) (0)
Inference of trends in time series Series B Statistical methodology (2007) (0)
Covariance Matrix Estimation (Estimated Parameters) (2013) (0)
Studies on realized variance - GARCH - beta models (2009) (0)
The University of Chicago Department of Statistics TECHNICAL REPORT SERIES INFERENCE OF TRENDS IN TIME SERIES (2006) (0)

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What Schools Are Affiliated With Wei Biao Wu?

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Wei Biao Wu's Academic­Influence.com Rankings