3 papers
stat.ME2026
Testing Alpha in High-Dimensional Conditional Time-Varying Factor Models with Dependent Observations
Long Feng, Huifang Ma, Zhaojun Wang
This paper studies alpha testing in a high-dimensional conditional time-varying factor model with temporally dependent observations. Both factor loadings and alpha processes are al…
stat.ME2025
Tensor Elliptical Graphic Model
Jixuan Liu, Zhengke Lu, Le Zhou +2
We address the problem of robust estimation of sparse high dimensional tensor elliptical graphical model. Most of the research focus on tensor graphical model under normality. To e…
stat.ME2025
Spatial-Sign based High dimensional Change Point Inference
Jixuan Liu, Long Feng, Liuhua Peng +1
High-dimensional changepoint inference, adaptable to diverse alternative scenarios, has attracted significant attention in recent years. In this paper, we propose an adaptive and r…