Long Yu

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20212026

most citedTesting the number of common factors by bootstrapped sample covariance matrix in high-dimensional factor models

2 citations · 4 across the 4 of their papers we have counts for

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stat.ME2026

CP-factorization for high dimensional tensor time series and double projection iterations

Jinyuan Chang, Guanglin Huang, Qiwei Yao +1

We adopt the canonical polyadic (CP) decomposition to model high-dimensional tensor time series. Our primary goal is to identify and estimate the factor loadings in the CP decompos…

stat.ME2023★ 2 cited

Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications

Xiucai Ding, Jiahui Xie, Long Yu +1

We consider the extreme eigenvalues of the sample covariance matrix $Q = Y Y^{*}$ under the generalized elliptical model that $Y = Σ^{1/2} X D .$ Here $Σ$ is a bounded $p \times p$ positive…