3 papers
stat.ME2026
Two-sample tests for principal eigenvalues and eigenvectors in high-dimensional elliptical factor models
Xinyue Xu, Mengtao Wen, Long Feng
Changes in principal eigenvalues and eigendirections provide complementary diagnostics of structural instability in factor models, but covariance-based inference can be unreliable…
stat.ME2026
Elliptical Regularized Hotelling Tests for High-Dimensional Change-Point Detection
Fengyi Song, Mengtao Wen, Long Feng
We propose an elliptical regularized Hotelling (ERHT) procedure for detecting location changes in high-dimensional sequences with heavy-tailed, cross-sectionally dependent observat…
stat.ME2025
Empirical Likelihood Meets Prediction-Powered Inference
Guanghui Wang, Mengtao Wen, Changliang Zou
We study inference with a small labeled sample, a large unlabeled sample, and high-quality predictions from an external model. We link prediction-powered inference with empirical l…