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 2018Show all

2 papers · 1 filter

math.ST2018★ 6 cited

Strong consistency of the AIC, BIC, $C_{p}$ and KOO methods in high-dimensional multivariate linear regression

Zhidong Bai, Yasunori Fujikoshi, Jiang Hu

Variable selection is essential for improving inference and interpretation in multivariate linear regression. Although a number of alternative regressor selection criteria have bee…

math.ST2018★ 4 cited

High-dimensional covariance matrices in elliptical distributions with application to spherical test

Jiang Hu, Weiming Li, Zhi Liu +1

This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Su…

Strong consistency of the AIC, BIC, Cp​ and KOO methods in high-dimensional multivariate linear regression

High-dimensional covariance matrices in elliptical distributions with application to spherical test

Strong consistency of the AIC, BIC, $C_{p}$ and KOO methods in high-dimensional multivariate linear regression