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math.ST2020★ 3 cited
Fisher's combined probability test for high-dimensional covariance matrices
Xiufan Yu, Danning Li, Lingzhou Xue
Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been stud…
math.ST2013★ 183 cited
Regularized rank-based estimation of high-dimensional nonparanormal graphical models
Lingzhou Xue, Hui Zou
A sparse precision matrix can be directly translated into a sparse Gaussian graphical model under the assumption that the data follow a joint normal distribution. This neat propert…
math.ST2012★ 48 cited
Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
Lingzhou Xue, Hui Zou, Tianxi Cai
The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of hi…