1 citations · 1 across the 8 of their papers we have counts for
12 papers · 1 filter
Sparse -spatial-median clustering for high-dimensional data
Ping Zhao, Dan Zhuang, Long Feng
We propose a robust clustering framework for high-dimensional data with heavy tails and a large fraction of irrelevant variables. The method replaces the mean updates of Lloyd's $K…
High dimensional alpha test for linear factor pricing model with -norm
Ping Zhao, Huifang Ma, Long Feng
We consider testing zero pricing errors in high-dimensional linear factor pricing models. Existing methods are mainly based on either an statistic, which is effective under d…
Note on High Dimensional Spatial-Sign Test for One Sample Problem
Ping Zhao, Long Feng
We revisit the null distribution of the high-dimensional spatial-sign test of Wang et al. (2015) under mild structural assumptions on the scatter matrix. We show that the standardi…
Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
Guowei Yan, Ping Zhao, Long Feng
In the context of high-dimensional data, we investigate the one-sample location testing problem. We introduce a max-type test based on the weighted spatial sign, which exhibits exc…
Robust Mutual Fund Selection with False Discovery Rate Control
Hongfei Wang, Long Feng, Ping Zhao +1
In this article, we address the challenge of identifying skilled mutual funds among a large pool of candidates, utilizing the linear factor pricing model. Assuming observable facto…
Adaptive Sphericity Tests for High Dimensional Data
Ping Zhao, Wenwan Yang, Long Feng +1
In this paper, we investigate sphericity testing in high-dimensional settings, where existing methods primarily rely on sum-type test procedures that often underperform under spars…