activity
20132021
most citedTests for High-Dimensional Covariance Matrices Using Random Matrix Projection

6 citations · 10 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2021★ 2 cited

Mean Test with Fewer Observation than Dimension and Ratio Unbiased Estimator for Correlation Matrix

Tiefeng Jiang, Ping Li

Hotelling's T-squared test is a classical tool to test if the normal mean of a multivariate normal distribution is a specified one or the means of two multivariate normal means are…

stat.ME2015★ 6 cited

Tests for High-Dimensional Covariance Matrices Using Random Matrix Projection

Tung-Lung Wu, Ping Li

The classic likelihood ratio test for testing the equality of two covariance matrices breakdowns due to the singularity of the sample covariance matrices when the data dimension $p…

stat.ME2014

RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections

Radhendushka Srivastava, Ping Li, David Ruppert

In high dimensions, the classical Hotelling's test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this paper, this proble…

math.ST2013

Effect of sampling on the estimation of drift parameter of continuous time AR(1) processes

Radhendushka Srivastava, Ping Li

We study the effect of stochastic sampling on the estimation of the drift parameter of continuous time AR(1) process. A natural distribution free moment estimator is considered for…

stat.ME2013

High-Dimensional Bayesian Inference in Nonparametric Additive Models

Zuofeng Shang, Ping Li

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though…

stat.ME2013★ 2 cited

Bayesian Ultrahigh-Dimensional Screening Via MCMC

Zuofeng Shang, Ping Li

We explore the theoretical and numerical property of a fully Bayesian model selection method in sparse ultrahigh-dimensional settings, i.e., , where is the number of co…