20 citations · 53 across the 5 of their papers we have counts for
5 papers
Asymptotic power of likelihood ratio tests for high dimensional data
Cheng Wang, Longbing Cao, Baiqi Miao
This paper considers the asymptotic power of likelihood ratio test (LRT) for the identity test when the dimension p is large compared to the sample size n. The asymptotic distribut…
A shrinkage estimation for large dimensional precision matrices using random matrix theory
Cheng Wang, Guangming Pan, Longbing Cao
In this paper, a new ridge-type shrinkage estimator for the precision matrix has been proposed. The asymptotic optimal shrinkage coefficients and the theoretical loss were derived.…
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
Cheng Wang, Tiejun Tong, Longbing Cao +1
In this paper, a shrinkage estimator for the population mean is proposed under known quadratic loss functions with unknown covariance matrices. The new estimator is non-parametric…
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
Cheng Wang, Longbing Cao, Baiqi Miao
This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant an…
On Identity Tests for High Dimensional Data Using RMT
Cheng Wang, Jing Yang, Baiqi Miao +1
In this work, we redefined two important statistics, the CLRT test (Bai et.al., Ann. Stat. 37 (2009) 3822-3840) and the LW test (Ledoit and Wolf, Ann. Stat. 30 (2002) 1081-1102) on…