4 citations · 7 across the 6 of their papers we have counts for
7 papers
Intersecting families of loose spanning hypertrees
Yury Person, Thomas Schweser
A loose hypertree is a hypergraph whose incidence graph is a tree. Let , , and . We determine the largest -intersecting families of lo…
Online Change-Point Monitoring for Object-valued Time Series
Yi Zhang, Tim Kutta, Xiaofeng Shao
We develop closed- and open-end procedures for monitoring changes in the marginal distribution of object-valued time series. The method combines two distance-based Hilbert-space em…
Hypothesis Testing for a Functional Parameter via Self-normalization
Yi Zhang, Xiaofeng Shao
Testing simple or composite hypothesis on a functional parameter has attracted considerable attention in time series analysis. To accommodate for the unknown temporal dependence, c…
Another Look at Bandwidth-free Inference: a Sample Splitting Approach
Yi Zhang, Xiaofeng Shao
The bandwidth-free tests/inferences for a multi-dimensional parameter have attracted considerable attention in econometrics and statistics literature. These tests can be convenient…
Change-Point Detection for Object-valued Time Series
Yi Zhang, Changbo Zhu, Xiaofeng Shao
This article is concerned with change point detection for object-valued data that reside in a metric space, which has attracted some recent interests in statistics and econometrics…
Testing Conditional Mean Independence Using Generative Neural Networks
Yi Zhang, Linjun Huang, Yun Yang +1
Conditional mean independence (CMI) testing is crucial for statistical tasks including model determination and variable importance evaluation. In this work, we introduce a novel po…
Doubly Robust Conditional Independence Testing with Generative Neural Networks
Yi Zhang, Linjun Huang, Yun Yang +1
This article addresses the problem of testing the conditional independence of two generic random vectors and given a third random vector , which plays an important role…