activity
20202026
most citedMax-sum tests for cross-sectional dependence of high-demensional panel data

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

stat.ME2026

High-Dimensional Two-Sample Inference via Marginal Likelihood-Ratio Rank Statistics

Xiaoxu Zhang, Long Feng

We develop a rank-based framework for high-dimensional two-sample testing that detects marginal distributional differences beyond means and variances. Three marginal likelihood-rat…

stat.ME2026

Rank-Based Tests for Mutual Independence of High-Dimensional Random Vectors via Norm

Ping Zhao, Hongfei Wang, Long Feng

We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed fi…

stat.ME2024

Testing Independence Between High-Dimensional Random Vectors Using Rank-Based Max-Sum Tests

Hongfei Wang, Binghui Liu, Long Feng

In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known…

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…