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20222026
most citedA new non-parametric Kendall's tau for matrix-valued elliptical observations

2 citations · 3 across the 6 of their papers we have counts for

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math.ST2025

TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer

Yong He, Dong Liu, Yunjing Sun +1

Early work established convergence of the principal component estimators of the factors and loadings up to a rotation for large dimensional approximate factor models with weak fact…

stat.ME2025

Factor Modelling for Biclustering Large-dimensional Matrix-valued Time Series

Yong He, Xiaoyang Ma, Xingheng Wang +1

A novel unsupervised learning method is proposed in this paper for biclustering large-dimensional matrix-valued time series based on an entirely new latent two-way factor structure…