9 papers
Sparse -spatial-median clustering for high-dimensional data
Ping Zhao, Dan Zhuang, Long Feng
We propose a robust clustering framework for high-dimensional data with heavy tails and a large fraction of irrelevant variables. The method replaces the mean updates of Lloyd's $K…
High dimensional alpha test for linear factor pricing model with -norm
Ping Zhao, Huifang Ma, Long Feng
We consider testing zero pricing errors in high-dimensional linear factor pricing models. Existing methods are mainly based on either an statistic, which is effective under d…
Note on High Dimensional Spatial-Sign Test for One Sample Problem
Ping Zhao, Long Feng
We revisit the null distribution of the high-dimensional spatial-sign test of Wang et al. (2015) under mild structural assumptions on the scatter matrix. We show that the standardi…
Spatial Sign based Principal Component Analysis for High Dimensional Data
Ping Zhao, Hongfei Wang, Long Feng
This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign cova…
Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
Guowei Yan, Ping Zhao, Long Feng
In the context of high-dimensional data, we investigate the one-sample location testing problem. We introduce a max-type test based on the weighted spatial sign, which exhibits exc…
Spatial-Sign based Maxsum Test for High Dimensional Location Parameters
Jixuan Liu, Long Feng, Ping Zhao +1
In this study, we explore a robust testing procedure for the high-dimensional location parameters testing problem. Initially, we introduce a spatial-sign based max-type test statis…