activity
20142024
most citedCLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis

3 citations · 11 across the 15 of their papers we have counts for

collaborators

15 papers

stat.AP2024

Test for high-dimensional linear hypothesis of mean vectors via random integration

Jianghao Li, Shizhe Hong, Zhenzhen Niu +1

In this paper, we investigate hypothesis testing for the linear combination of mean vectors across multiple populations through the method of random integration. We have establishe…

stat.AP2024

Simultaneous test of the mean vectors and covariance matrices for high-dimensional data using RMT

Zhenzhen Niu, Jianghao Li, Wenya Luo +1

In this paper, we propose a new modified likelihood ratio test (LRT) for simultaneously testing mean vectors and covariance matrices of two-sample populations in high-dimensional s…

math.ST2024

Revised BDS Test

Wenya Luo, Zhidong Bai, Jiang Hu +1

In this paper, we focus on the BDS test, which is a nonparametric test of independence. Specifically, the null hypothesis of it is that is i.i.d. (independent a…

math.ST20241 cited

Test for high-dimensional mean vectors via the weighted -norm

Jianghao Li, Zhenzhen Niu, Shizhe Hong +1

In this paper, we propose a novel approach to test the equality of high-dimensional mean vectors of several populations via the weighted -norm. We establish the asymptotic nor…

math.PR2023

Exact Separation of Eigenvalues of Large Dimensional Noncentral Sample Covariance Matrices

Zhidong Bai, Jiang Hu, Jack W. Silverstein +1

Let $ \bbB_n =\frac{1}{n}(\bbR_n + \bbT^{1/2}_n \bbX_n)(\bbR_n + \bbT^{1/2}_n \bbX_n)^* $ where $ \bbX_n $ is a matrix with independent standardized random variables…

math.ST2023

KOO approach for scalable variable selection problem in large-dimensional regression

Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi +1

An important issue in many multivariate regression problems is to eliminate candidate predictors with null predictor vectors. In large-dimensional (LD) setting where the numbers of…