14 citations · 25 across the 7 of their papers we have counts for
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math.ST2020★ 3 cited
Fisher's combined probability test for high-dimensional covariance matrices
Xiufan Yu, Danning Li, Lingzhou Xue
Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been stud…
math.ST2015★ 14 cited
Joint limiting laws for high-dimensional independence tests
Danning Li, Lingzhou Xue
Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using…
math.ST2014★ 8 cited
SURE Information Criteria for Large Covariance Matrix Estimation and Their Asymptotic Properties
Danning Li, Hui Zou
Consider independent and identically distributed -dimensional Gaussian random vectors with covariance matrix The problem of estimating when is much larger than…