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Jassduke Gao

Personal Details

First Name:Jassduke
Middle Name:
Last Name:Gao
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RePEc Short-ID:pga614
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Research output

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Jump to: Working papers Articles

Working papers

  1. G. Pan & J. Gao & Y. Yang & M. Guo, 2012. "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 1/12, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. W. Zhang & J. Gao & H.-Z. Guo & C.-Y. Zhang, 2011. "Electronic properties of a quantum dot formed by the potentials associated with the surface acoustic wave and constrictions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 79(3), pages 351-356, February.
  2. J. Gao & M. A. Loi, 2010. "Photophysics of polymer-wrapped single-walled carbon nanotubes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 75(2), pages 121-126, May.
  3. J. Zhai & J. Gao & C. De Vreugd & J. Li & D. Viehland & A. V. Filippov & M. I. Bichurin & D. V. Drozdov & G. A. Semenov & S. X. Dong, 2009. "Magnetoelectric gyrator," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(3), pages 383-385, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. G. Pan & J. Gao & Y. Yang & M. Guo, 2012. "Independence Test for High Dimensional Random Vectors," Monash Econometrics and Business Statistics Working Papers 1/12, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Hyodo, Masashi & Nishiyama, Takahiro & Pavlenko, Tatjana, 2020. "Testing for independence of high-dimensional variables: ρV-coefficient based approach," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    2. Feng, Long & Zhang, Xiaoxu & Liu, Binghui, 2020. "Multivariate tests of independence and their application in correlation analysis between financial markets," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
    3. Bodnar, Taras & Dette, Holger & Parolya, Nestor, 2019. "Testing for independence of large dimensional vectors," MPRA Paper 97997, University Library of Munich, Germany, revised May 2019.
    4. Joel Bun & Jean-Philippe Bouchaud & Marc Potters, 2016. "Cleaning large correlation matrices: tools from random matrix theory," Papers 1610.08104, arXiv.org.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2012-03-08
  2. NEP-ETS: Econometric Time Series (1) 2012-03-08

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