17 citations · 42 across the 10 of their papers we have counts for
11 papers
Statistical inference on kurtosis of elliptical distributions
Bowen Zhou, Peirong Xu, Cheng Wang
Multivariate elliptically-contoured distributions are widely used for modeling correlated and non-Gaussian data. In this work, we study the kurtosis of the elliptical model, which…
Sparse Fréchet Sufficient Dimension Reduction with Graphical Structure Among Predictors
Jiaying Weng, Kai Tan, Cheng Wang +1
Fréchet regression has received considerable attention to model metric-space valued responses that are complex and non-Euclidean data, such as probability distributions and vectors…
HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties
Cheng Wang, Haozhe Chen, Binyan Jiang
This paper investigates the efficient solution of penalized quadratic regressions in high-dimensional settings. A novel and efficient algorithm for ridge-penalized quadratic regres…
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices
Zeyu Wu, Cheng Wang
In this paper, we study the empirical spectral distribution of Spearman's rank correlation matrices, under the assumption that the observations are independent and identically dist…
Linear Discriminant Analysis with High-dimensional Mixed Variables
Binyan Jiang, Chenlei Leng, Cheng Wang +2
Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimen…
On eigenvalues of a high-dimensional Kendall's rank correlation matrix with dependence
Zeng Li, Cheng Wang, Qinwen Wang
This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence stru…
A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity
Zeyu Wu, Cheng Wang, Weidong Liu
In this paper, we estimate the high dimensional precision matrix under the weak sparsity condition where many entries are nearly zero. We revisit the sparse column-wise inverse ope…
A Fast Iterative Algorithm for High-dimensional Differential Network
Zhou Tang, Zhangsheng Yu, Cheng Wang
Differential network is an important tool to capture the changes of conditional correlations under two sample cases. In this paper, we introduce a fast iterative algorithm to recov…
Penalized Interaction Estimation for Ultrahigh Dimensional Quadratic Regression
Cheng Wang, Binyan Jiang, Liping Zhu
Quadratic regression goes beyond the linear model by simultaneously including main effects and interactions between the covariates. The problem of interaction estimation in high di…
An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
Cheng Wang, Binyan Jiang
The estimation of high dimensional precision matrices has been a central topic in statistical learning. However, as the number of parameters scales quadratically with the dimension…
On the dimension effect of regularized linear discriminant analysis
Cheng Wang, Binyan Jiang
This paper studies the dimension effect of the linear discriminant analysis (LDA) and the regularized linear discriminant analysis (RLDA) classifiers for large dimensional data whe…