2 papers
stat.ME2026
Elliptical Regularized Hotelling Testing for High Dimensional Data
Long Feng, Le Zhou, Xiaoyi Wang
We consider one-sample testing of a high-dimensional location parameter under elliptically symmetric distributions with heavy tails and pervasive cross-sectional dependence. We pro…
stat.ME2026
Rank-Based Sparse Regression in Principal Components Space under Measurement Error
Long Feng, Xiaoyi Wang, Le Zhou
We study high-dimensional regression in principal components space when the predictors are observed with additive measurement error and the response errors may be heavy-tailed. The…