1.5k citations · 1.7k across the 34 of their papers we have counts for
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math.ST2018★ 6 cited
High dimensional consistent independence testing with maxima of rank correlations
Mathias Drton, Fang Han, Hongjian Shi
Testing mutual independence for high-dimensional observations is a fundamental statistical challenge. Popular tests based on linear and simple rank correlations are known to be inc…
math.ST2018
Moment bounds for large autocovariance matrices under dependence
Fang Han, Yicheng Li
The goal of this paper is to obtain expectation bounds for the deviation of large sample autocovariance matrices from their means under weak data dependence. While the accuracy of…
math.ST2018
On inference validity of weighted U-statistics under data heterogeneity
Fang Han, Tianchen Qian
Motivated by challenges on studying a new correlation measurement being popularized in evaluating online ranking algorithms' performance, this manuscript explores the validity of u…