80 citations · 91 across the 8 of their papers we have counts for
5 papers · 1 filter
Mean Test with Fewer Observation than Dimension and Ratio Unbiased Estimator for Correlation Matrix
Tiefeng Jiang, Ping Li
Hotelling's T-squared test is a classical tool to test if the normal mean of a multivariate normal distribution is a specified one or the means of two multivariate normal means are…
Max-sum tests for cross-sectional dependence of high-demensional panel data
Long Feng, Tiefeng Jiang, Binghui Liu +1
We consider a testing problem for cross-sectional dependence for high-dimensional panel data, where the number of cross-sectional units is potentially much larger than the number o…
Asymptotic Analysis for Extreme Eigenvalues of Principal Minors of Random Matrices
T. Tony Cai, Tiefeng Jiang, Xiaoou Li
Consider a standard white Wishart matrix with parameters and . Motivated by applications in high-dimensional statistics and signal processing, we perform asymptotic analysis…
Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension
Yinqiu He, Tiefeng Jiang, Jiyang Wen +1
Multivariate linear regressions are widely used statistical tools in many applications to model the associations between multiple related responses and a set of predictors. To infe…
Limiting Laws of Coherence of Random Matrices with Applications to Testing Covariance Structure and Construction of Compressed Sensing Matrices
Tony Cai, Tiefeng Jiang
Testing covariance structure is of significant interest in many areas of statistical analysis and construction of compressed sensing matrices is an important problem in signal proc…