93 citations · 315 across the 12 of their papers we have counts for
12 papers
Nonparametric Independent Component Analysis for the Sources with Mixed Spectra
Seonjoo Lee, Haipeng Shen, Young K. Truong
Independent component analysis (ICA) is a blind source separation method to recover source signals of interest from their mixtures. Most existing ICA procedures assume independent…
Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data
Xin Chen, Dan Yang, Yan Xu +3
Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between…
To Wait or Not to Wait: Two-way Functional Hazards Model for Understanding Waiting in Call Centers
Gen Li, Jianhua Z. Huang, Haipeng Shen
Telephone call centers offer a convenient communication channel between businesses and their customers. Efficient management of call centers needs accurate modeling of customer wai…
Robust regularized singular value decomposition with application to mortality data
Lingsong Zhang, Haipeng Shen, Jianhua Z. Huang
We develop a robust regularized singular value decomposition (RobRSVD) method for analyzing two-way functional data. The research is motivated by the application of modeling human…
Surprising Asymptotic Conical Structure in Critical Sample Eigen-Directions
Dan Shen, Haipeng Shen, Hongtu Zhu +1
The aim of this paper is to establish several deep theoretical properties of principal component analysis for multiple-component spike covariance models. Our new results reveal a s…
High Dimensional Principal Component Scores and Data Visualization
Dan Shen, Haipeng Shen, Hongtu Zhu +1
Principal component analysis is a useful dimension reduction and data visualization method. However, in high dimension, low sample size asymptotic contexts, where the sample size i…