3 citations · 11 across the 16 of their papers we have counts for
8 papers · 1 filter
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…
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…
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…
Application of fused graphical lasso to statistical inference for multiple sparse precision matrices
Qiuyan Zhang, Zhidong Bai, Lingrui Li +1
In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model i…
Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices
Ningning Xia, Zhidong Bai
In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In par…
On testing the equality of high dimensional mean vectors with unequal covariance matrices
Jiang Hu, Zhidong Bai, Chen Wang +1
In this article, we focus on the problem of testing the equality of several high dimensional mean vectors with unequal covariance matrices. This is one of the most important proble…