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stat.ME2022★ 2 cited
Asymptotic Independence of the Quadratic form and Maximum of Independent Random Variables with Applications to High-Dimensional Tests
Dachuan Chen, Decai Liang, Long Feng
This paper establishes the asymptotic independence between the quadratic form and maximum of a sequence of independent random variables. Based on this theoretical result, we find t…
math.ST2022
Rank Based Tests for High Dimensional White Noise
Dachuan Chen, Fengyi Song, Long Feng
The development of high-dimensional white noise test is important in both statistical theories and applications, where the dimension of the time series can be comparable to or exce…