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- Publications
- Influence

On blocking rules for the bootstrap with dependent data

- P. Hall, J. Horowitz, B. Jing
- Mathematics
- 1 September 1995

SUMMARY We address the issue of optimal block choice in applications of the block bootstrap to dependent data. It is shown that optimal block size depends significantly on context, being equal to… Expand

Jackknife Empirical Likelihood

Empirical likelihood has been found very useful in many different occasions. However, when applied directly to some more complicated statistics such as U-statistics, it runs into serious… Expand

Self-normalized Cramér-type large deviations for independent random variables

- B. Jing, Q. Shao, Qiying Wang
- Mathematics
- 1 October 2003

Let X 1 , X 2 ,... be independent random variables with zero means and finite variances. It is well known that a finite exponential moment assumption is necessary for a Cramer-type large deviation… Expand

An Exponential Nonuniform Berry-Esseen Bound for Self-Normalized Sums

- Qiying Wang, B. Jing
- Mathematics
- 1 October 1999

In this paper we shall derive exponential nonuniform Berry-Esseen bounds in the central limit theorem for self-normalized sums. We show that the size of the error can be reduced considerably by… Expand

Empirical likelihood confidence regions for comparison distributions and ROC curves

- Gerda Claeskens, B. Jing, W. Zhou, L. Peng
- Engineering, Mathematics
- 1 June 2003

Abstract: The authors derive empirical likelihood confidence regions for the comparison distribution of two populations whose distributions are to be tested for equality using random samples. Another… Expand

Two-sample empirical likelihood method

- B. Jing
- Mathematics
- 1 September 1995

The empirical likelihood method is applied to the two-sample problem and is shown to be Bartlett correctable.

On the sampling window method for long-range dependent data

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On the jump activity index for semimartingales

- B. Jing, Xin-bing Kong, Z. Liu, P. Mykland
- Mathematics
- 1 February 2012

Empirical evidence of asset price discontinuities or “jumps” in financial markets has been well documented in the literature. Recently, Ait-Sahalia and Jacod (2009b) defined a general “jump activity… Expand

On Sample Reuse Methods for Dependent Data

We suggest a sample reuse method for dependent data, based on a cross between the block bootstrap and Richardson extrapolation. Instead of simulating a same size resample by resampling blocks and… Expand

Nonparametric estimate of spectral density functions of sample covariance matrices: A first step

- B. Jing, Guangming Pan, Q. Shao, W. Zhou
- Mathematics
- 1 December 2010

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A… Expand