16 citations · 53 across the 24 of their papers we have counts for
5 papers · 1 filter
Quantile factor analysis for large-dimensional time series with statistical guarantee
He Yong, Kong Xin-Bing, Yu Long +1
Quantile is an important measure in finance and quality assessment in service industry. In this paper, we model the temporal and cross-sectional interactive effect of the quantiles…
Simultaneous Differential Network Analysis and Classification for High-dimensional Matrix-variate Data, with application to Brain Connectivity Alteration Detection and fMRI-guided Medical Diagnoses of Alzheimer's Disease
Chen Hao, Guo Ying, He Yong +6
Alzheimer's disease (AD) is the most common form of dementia, which causes problems with memory, thinking and behavior. Growing evidence has shown that the brain connectivity netwo…
Robust Covariance Estimation for High-dimensional Compositional Data with Application to Microbial Communities Analysis
Yong He, Pengfei Liu, Xinsheng Zhang +1
Microbial communities analysis is drawing growing attention due to the rapid development of high-throughput sequencing techniques nowadays. The observed data has the following typi…
Projected Estimation for Large-dimensional Matrix Factor Models
Long Yu, Yong He, Xin-bing Kong +1
In this study, we propose a projection estimation method for large-dimensional matrix factor models with cross-sectionally spiked eigenvalues. By projecting the observation matrix…
Network-Assisted Estimation for Large-dimensional Factor Model with Guaranteed Convergence Rate Improvement
Long Yu, Yong He, Xinsheng Zhang +1
Network structure is growing popular for capturing the intrinsic relationship between large-scale variables. In the paper we propose to improve the estimation accuracy for large-di…