124 citations · 194 across the 14 of their papers we have counts for
7 papers · 1 filter
KoPA: Automated Kronecker Product Approximation
Chencheng Cai, Rong Chen, Han Xiao
We consider the problem of matrix approximation and denoising induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a…
Wald tests of singular hypotheses
Mathias Drton, Han Xiao
Motivated by the problem of testing tetrad constraints in factor analysis, we study the large-sample distribution of Wald statistics at parameter points at which the gradient of th…
Simultaneous Inference of Covariances
Han Xiao, Wei Biao Wu
We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence…
Asymptotic Inference of Autocovariances of Stationary Processes
Han Xiao, Wei Biao Wu
The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the max…
Covariance matrix estimation for stationary time series
Han Xiao, Wei Biao Wu
We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance…
Smoothness of Gaussian conditional independence models
Mathias Drton, Han Xiao
Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian…