Jiang Hu

activity

20112023

most citedA review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices

32 citations · 99 across the 26 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.ST2017★ 2 cited

Optimal modification of the LRT for the equality of two high-dimensional covariance matrices

Qiuyan Zhang, Jiang Hu, Zhidong Bai

This paper considers the optimal modification of the likelihood ratio test (LRT) for the equality of two high-dimensional covariance matrices. The classical LRT is not well defined…

math.ST2017★ 7 cited

Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

Zhigang Bao, Jiang Hu, Guangming Pan +1

Consider a Gaussian vector $z = (x^{'}, y^{'})^{'}$ , consisting of two sub-vectors $x$ and $y$ with dimensions $p$ and $q$ respectively, where both…