1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2022
Asymptotic Independence of the Sum and Maximum of Dependent Random Variables with Applications to High-Dimensional Tests
Long Feng, Tiefeng Jiang, Xiaoyun Li +1
For a set of dependent random variables, without stationary or the strong mixing assumptions, we derive the asymptotic independence between their sums and maxima. Then we apply thi…
math.ST2020★ 1 cited
Max-sum tests for cross-sectional dependence of high-demensional panel data
Long Feng, Tiefeng Jiang, Binghui Liu +1
We consider a testing problem for cross-sectional dependence for high-dimensional panel data, where the number of cross-sectional units is potentially much larger than the number o…