134 citations · 135 across the 11 of their papers we have counts for
4 papers · 1 filter
Cauchy-Combined Hettmansperger-Randles Location Tests in High Dimensions
Ping Zhao, Long Feng, Xiaoyi Wang
High-dimensional mean testing is challenging under strong dependence and heavy tails, since classical Hotelling statistics are ill posed and regularized versions based on sample mo…
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…