2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.ST2023
Application of fused graphical lasso to statistical inference for multiple sparse precision matrices
Qiuyan Zhang, Zhidong Bai, Lingrui Li +1
In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model i…
math.ST2020★ 1 cited
Modified Pillai's trace statistics for two high-dimensional sample covariance matrices
Qiuyan Zhang, Jiang Hu, Zhidong Bai
The goal of this study was to test the equality of two covariance matrices by using modified Pillai's trace statistics under a high-dimensional framework, i.e., the dimension and s…
math.ST2017★ 2 cited
Optimal modification of the LRT for the equality of two high-dimensional covariance matrices
Qiuyan Zhang, Jiang Hu, Zhidong Bai
This paper considers the optimal modification of the likelihood ratio test (LRT) for the equality of two high-dimensional covariance matrices. The classical LRT is not well defined…