2 citations · 2 across the 1 of their papers we have counts for
2 papers
stat.ME2015★ 2 cited
Testing for Heteroscedasticity in High-dimensional Regressions
Zhaoyuan Li, Jianfeng Yao
Testing heteroscedasticity of the errors is a major challenge in high-dimensional regressions where the number of covariates is large compared to the sample size. Traditional proce…
math.ST2013
On estimation of the noise variance in high-dimensional probabilistic principal component analysis
Damien Passemier, Zhaoyuan Li, Jian-Feng Yao
In this paper, we develop new statistical theory for probabilistic principal component analysis models in high dimensions. The focus is the estimation of the noise variance, which…