2 papers
stat.ME2025
High-Dimensional Hettmansperger-Randles Estimator and its Applications
Guowei Yan, Long Feng, Xiaoxu Zhang
The classic Hettmansperger-Randles Estimator has found extensive use in robust statistical inference. However, it cannot be directly applied to high-dimensional data. In this paper…
stat.ME2024
Adaptive Sphericity Tests for High Dimensional Data
Ping Zhao, Wenwan Yang, Long Feng +1
In this paper, we investigate sphericity testing in high-dimensional settings, where existing methods primarily rely on sum-type test procedures that often underperform under spars…