101 citations · 331 across the 34 of their papers we have counts for
34 papers
CLT for random quadratic forms based on sample means and sample covariance matrices
Wenzhi Yang, Yiming Liu, Guangming Pan +1
In this paper, we use the dimensional reduction technique to study the central limit theory (CLT) random quadratic forms based on sample means and sample covariance matrices. Speci…
Testing Kronecker Product Covariance Matrices for High-dimensional Matrix-Variate Data
Long Yu, Jiahui Xie, Wang Zhou
Kronecker product covariance structure provides an efficient way to modeling the inter-correlations of matrix-variate data. In this paper, we propose testing statistics for Kroneck…
Factor Modelling for Clustering High-dimensional Time Series
Bo Zhang, Guangming Pan, Qiwei Yao +1
We propose a new unsupervised learning method for clustering a large number of time series based on a latent factor structure. Each cluster is characterized by its own cluster-spec…
Robust Covariance Estimation for High-dimensional Compositional Data with Application to Microbial Communities Analysis
Yong He, Pengfei Liu, Xinsheng Zhang +1
Microbial communities analysis is drawing growing attention due to the rapid development of high-throughput sequencing techniques nowadays. The observed data has the following typi…
Statistical inference in massive datasets by empirical likelihood
Xuejun Ma, Shaochen Wang, Wang Zhou
In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likeliho…
The rate of convergence of harmonic explorer to SLE4
Shi-Yi Lan, Jin Ma, Wang Zhou
Using the estimate of the difference between the discrete harmonic function and its corresponding continuous version we derive a rate of convergence of the Loewner driving function…