1.5k citations · 1.7k across the 34 of their papers we have counts for
6 papers · 1 filter
Distribution-free consistent independence tests via center-outward ranks and signs
Hongjian Shi, Mathias Drton, Fang Han
This paper investigates the problem of testing independence of two random vectors of general dimensions. For this, we give for the first time a distribution-free consistent test. O…
On rank estimators in increasing dimensions
Yanqin Fan, Fang Han, Wei Li +1
The family of rank estimators, including Han's maximum rank correlation (Han, 1987) as a notable example, has been widely exploited in studying regression problems. For these estim…
Probability inequalities for high dimensional time series under a triangular array framework
Fang Han, Weibiao Wu
Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Histor…
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model
Zeng Li, Fang Han, Jianfeng Yao
This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic reg…
Tail behavior of dependent V-statistics and its applications
Yandi Shen, Fang Han, Daniela Witten
We establish exponential inequalities and Cramer-type moderate deviation theorems for a class of V-statistics under strong mixing conditions. Our theory is developed via kernel exp…
Optimal estimation of variance in nonparametric regression with random design
Yandi Shen, Chao Gao, Daniela Witten +1
Consider the heteroscedastic nonparametric regression model with random design \begin{align*} Y_i = f(X_i) + V^{1/2}(X_i)\varepsilon_i, \quad i=1,2,\ldots,n, \end{align*} with $f(\…